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Citation Profile [Updated: 2025-01-21 09:43:16]
5 Years H Index
58
Impact Factor (IF)
0.49
5 Years IF
0.82
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Impact factorIFCIFAIF19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230123Impact Factor Highcharts.com
Immediacy IndexIIAII19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230123Immediacy index Highcharts.com
Citations to papers published in year y19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230k1k2k3kCitations Highcharts.com
Cumulative citations received by year199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202305001,0001,500Documents Highcharts.com
Documents published by year19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230255075Documents Highcharts.com
Cumulative documents published199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202305001,000Documents Highcharts.com
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1997 0 0.24 0.13 0 23 23 188 3 6 0 0 0 3 0.13 0.11
1998 0.13 0.28 0.2 0.13 22 45 445 5 15 23 3 23 3 0 2 0.09 0.13
1999 0.51 0.31 0.58 0.51 24 69 894 34 55 45 23 45 23 0 10 0.42 0.15
2000 0.63 0.36 0.63 0.55 22 91 1911 46 112 46 29 69 38 4 8.7 7 0.32 0.16
2001 0.7 0.39 0.53 0.52 23 114 217 50 172 46 32 91 47 2 4 1 0.04 0.17
2002 0.82 0.41 0.69 0.74 21 135 962 93 265 45 37 114 84 6 6.5 6 0.29 0.21
2003 0.84 0.44 0.77 0.92 24 159 547 121 388 44 37 112 103 0 3 0.13 0.22
2004 0.8 0.49 1.02 1.14 8 167 618 166 559 45 36 114 130 0 4 0.5 0.22
2005 0.63 0.51 1.22 1.38 29 196 1216 232 798 32 20 98 135 1 0.4 13 0.45 0.24
2006 1.46 0.51 1.65 1.4 21 217 919 344 1157 37 54 105 147 10 2.9 25 1.19 0.23
2007 1.04 0.46 1.38 1.41 33 250 1940 332 1502 50 52 103 145 3 0.9 26 0.79 0.2
2008 2.09 0.49 1.84 1.83 25 275 842 495 2008 54 113 115 211 0 19 0.76 0.23
2009 2.41 0.48 2.14 2.17 34 309 650 652 2670 58 140 116 252 5 0.8 38 1.12 0.24
2010 1.27 0.48 1.76 1.7 31 340 530 590 3267 59 75 142 242 1 0.2 8 0.26 0.21
2011 1.12 0.52 1.86 1.89 26 366 177 668 3949 65 73 144 272 4 0.6 6 0.23 0.24
2012 0.86 0.52 2 1.65 23 389 510 762 4728 57 49 149 246 1 0.1 15 0.65 0.22
2013 1.22 0.56 2.46 1.57 33 422 983 1020 5768 49 60 139 218 6 0.6 69 2.09 0.24
2014 2.05 0.55 2.2 1.52 40 462 391 1002 6784 56 115 147 224 2 0.2 25 0.63 0.23
2015 1.79 0.55 2.08 1.48 46 508 1213 1040 7843 73 131 153 227 8 0.8 54 1.17 0.23
2016 1.29 0.52 1.97 1.44 65 573 474 1124 8972 86 111 168 242 11 1 18 0.28 0.21
2017 1.05 0.54 1.73 1.28 58 631 366 1088 10063 111 117 207 264 7 0.6 21 0.36 0.22
2018 0.85 0.55 1.52 1.21 51 682 449 1035 11101 123 105 242 294 3 0.3 21 0.41 0.23
2019 0.75 0.56 1.4 1.03 60 742 353 1038 12141 109 82 260 268 0 22 0.37 0.23
2020 1.27 0.67 1.62 1.29 58 800 111 1291 13436 111 141 280 362 1 0.1 10 0.17 0.32
2021 0.76 0.79 1.51 0.95 40 840 89 1270 14706 118 90 292 278 0 4 0.1 0.29
2022 0.4 0.83 1.29 0.71 52 892 28 1150 15856 98 39 267 190 0 2 0.04 0.25
2023 0.49 0.82 1.25 0.82 35 927 10 1158 17014 92 45 261 213 0 1 0.03 0.23
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12000GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340.

Full description at Econpapers || Download paper

1120
22007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

990
32007Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219.

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715
41999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

643
52015Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117.

Full description at Econpapers || Download paper

596
62007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

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520
72002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

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519
82005New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316.

Full description at Econpapers || Download paper

360
92013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

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291
102008Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

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271
111998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

257
122004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

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257
132004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

252
142005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

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242
152009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440.

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240
162008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

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240
172006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

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235
182003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

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224
192012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

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195
202000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

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178
212006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116.

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174
222006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

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173
232000Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286.

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163
242005Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

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160
252005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402.

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139
262000Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48.

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133
272015Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31.

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123
282007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

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123
292002LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87.

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118
302006Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; Hart, Jeffrey. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544.

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105
312013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733.

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101
322012A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296.

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100
332018Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866.

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99
342002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447.

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95
352013Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649.

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91
362010An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621.

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86
372007Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363.

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82
382015Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55.

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82
392010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223.

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80
402006Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384.

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80
412000Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320.

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72
422003A Consistent Method for the Selection of Relevant Instruments. (2003). Peixe, Fernanda ; Hall, Alastair. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287.

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71
432001A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318.

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70
442000Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492.

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70
452013State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813.

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70
462019OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa D. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827.

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69
472013Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125.

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69
482009A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631.

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66
492003Provincial Conditional Income Convergence in China, 1953-1997: A Panel Data Approach. (2003). Yao, James Yudong ; Weeks, Melvyn . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:1:p:59-77.

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66
502013A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685.

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66
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117.

Full description at Econpapers || Download paper

350
22005New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316.

Full description at Econpapers || Download paper

203
32000GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340.

Full description at Econpapers || Download paper

170
42007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

Full description at Econpapers || Download paper

119
52013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

Full description at Econpapers || Download paper

82
62007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

76
72007Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219.

Full description at Econpapers || Download paper

73
82018Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866.

Full description at Econpapers || Download paper

64
92005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

53
102015Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31.

Full description at Econpapers || Download paper

51
111999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

47
122008Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

Full description at Econpapers || Download paper

41
132012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

Full description at Econpapers || Download paper

41
142004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

Full description at Econpapers || Download paper

39
152016Testing for Serial Correlation in Fixed-Effects Panel Data Models. (2016). Breitung, Jörg ; Born, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:7:p:1290-1316.

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36
161998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

33
172004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

31
182005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402.

Full description at Econpapers || Download paper

31
192006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

Full description at Econpapers || Download paper

30
202019OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa D. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827.

Full description at Econpapers || Download paper

30
212019Alternative diff-in-diffs estimators with several pretreatment periods. (2019). Reggio, Iliana ; Mora, Ricardo. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:5:p:465-486.

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27
222008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

Full description at Econpapers || Download paper

26
232010An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621.

Full description at Econpapers || Download paper

24
242000Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320.

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24
252002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

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262021Revisiting regression adjustment in experiments with heterogeneous treatment effects. (2021). Negi, Akanksha ; Wooldridge, Jeffrey M. In: Econometric Reviews. RePEc:taf:emetrv:v:40:y:2021:i:5:p:504-534.

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22
272003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

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282009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440.

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20
292006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

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19
302019Practical procedures to deal with common support problems in matching estimation. (2019). Lechner, Michael ; Strittmatter, Anthony. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:2:p:193-207.

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19
312016Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics. (2016). Audrino, Francesco ; Knaus, Simon D. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1485-1521.

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19
322018Extremal dependence tests for contagion. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:6:p:626-649.

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18
332012A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296.

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18
342000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

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18
352015Marginal Likelihood Estimation with the Cross-Entropy Method. (2015). Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, . In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:3:p:256-285.

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17
362013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733.

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16
372006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116.

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15
382008Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Bera, Anil ; Park, Sung . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512.

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14
392018The asymptotic size and power of the augmented Dickey–Fuller test for a unit root. (2018). Paparoditis, Efstathios ; Politis, Dimitris N. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:9:p:955-973.

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14
402007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

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13
412018A Laplace stochastic frontier model. (2018). Parmeter, Christopher ; Horrace, William. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:3:p:260-280.

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13
422013Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649.

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432020Identification of the linear factor model. (2020). Williams, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:39:y:2020:i:1:p:92-109.

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442000Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286.

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13
452018Estimation of time-invariant effects in static panel data models. (2018). Pesaran, M ; Zhou, Qiankun. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:10:p:1137-1171.

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12
462015Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components. (2015). Diewert, Walter ; Hendriks, Rens ; de Haan, Jan. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:106-126.

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472013State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813.

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482016Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence. (2016). Everaert, Gerdie ; de Groote, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:3:p:428-463.

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492013Composite Indices: Rank Robustness, Statistical Association, and Redundancy. (2013). Seth, Suman ; McGillivray, Mark ; Foster, James. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:35-56.

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502015Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach. (2015). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:174-197.

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Citing documents used to compute impact factor: 45
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2023A functional estimation approach to the first-price auction models. (2023). Sbai, Erwann ; Florens, Jean-Pierre ; Enache, Andreea. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1564-1588.

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2023FDI, financial market development and nonlinearities of energy and environmental efficiency in China: Evidence from both parametric and nonparametric models. (2023). Wu, Huaqing ; Qiao, Gang ; Xu, Mengmeng ; Tan, Ruipeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000786.

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2023Escape from air pollution: How does air quality in the place of residence shape tourism consumption?. (2023). Law, Rob ; Fang, Bin ; Du, Kerui ; Wang, Luojia. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:1074-1099.

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2023Does environmental regulation promote technology transfer? Evidence from a partially linear functional-coefficient panel model. (2023). Wang, Zilong ; Cai, Hechang ; Xu, Liuyang ; Zhang, Zhiwen. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001098.

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2023A pathway to sustainable development: Digitization and green productivity. (2023). Yuan, Zihao ; He, Zhi-Wen ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002700.

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2023The effect of tourism on the shadow economy: The level of economic development is key. (2023). Lv, Zhike ; Xu, Ting. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2129-2142.

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2023Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models. (2023). Wang, Xuejun ; Yu, Wei ; Yao, Chi. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-022-09975-w.

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2023Consistency and asymptotic normality in a class of nearly unstable processes. (2023). Proia, Frederic ; Badreau, Marie. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:3:d:10.1007_s11203-023-09290-2.

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2023Exploring Dynamic Asset Pricing within Bachelier Market Model. (2023). Yegon, Peter ; Rachev, Svetlozar ; Omotade, Blessing ; Gnawali, Jagdish ; Divelgama, Bhathiya ; Nyarko, Nancy Asare. In: Papers. RePEc:arx:papers:2307.04059.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2023“No Man is an Island”: An Empirical Study on Team Formation and Performance. (2023). Allocca, Alessandra. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:389.

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2023Instrumental variable quantile regression under random right censoring. (2022). van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Tedesco, Lorenzo ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2209.01429.

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2023Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183.

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2023IV methods for Tobit models. (2023). Rosen, Adam ; Chesher, Andrew ; Kim, Dongwoo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1700-1724.

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2023Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications. (2023). Sorge, Marco ; Pietroluongo, Mariafortuna ; di Pietro, Christian. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:4:p:125-:d:1128079.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Does Internal Locus of Control Get You Out of Homelessness?. (2023). Wirth, Eszter ; Betancourt-Odio, Alejandro ; Budria, Santiago. In: IZA Discussion Papers. RePEc:iza:izadps:dp16242.

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2023Towards low carbon and sustainable environment: does income inequality mitigate ecological footprints in Sub-Saharan Africa?. (2023). Usman, Ojonugwa ; Seraj, Mehdi ; Ghardallou, Wafa ; Ozdeser, Huseyin ; Alhassan, Abdulkareem ; Gimba, Obadiah Jonathan. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:9:d:10.1007_s10668-023-03580-8.

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2023Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061.

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2023A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Dogan, Osman ; Yang, YE ; Jin, Fei ; Taspinar, Suleyman. In: Papers. RePEc:arx:papers:2311.14813.

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2023Simultaneous Decisions to Undertake Off-Farm Work and Straw Return: The Role of Cognitive Ability. (2023). Lyu, Jie ; Zeng, Jutao. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1599-:d:1217025.

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2023Hukou Identity and Economic Behaviours: A Social Identity Perspective. (2023). Yang, Yang. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph23-02.

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2023Reduced-rank Envelope Vector Autoregressive Models. (2023). Herath, Wiranthe B ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2309.12902.

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2023Digitalisation as a Prospect for Work–Life Balance and Inclusion: A Natural Experiment in German Hospitals. (2023). Schongen, Sebastian. In: Social Inclusion. RePEc:cog:socinc:v:11:y:2023:i:4:p:225-238.

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2023Regression Adjustments under Covariate-Adaptive Randomizations with Imperfect Compliance. (2022). Tang, Haihan ; Linton, Oliver B ; Jiang, Liang ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2201.13004.

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2023The role of renewable energy finance in achieving low-carbon growth: contextual evidence from leading renewable energy-investing countries. (2023). Murshed, Muntasir ; Yong, LI ; Khan, Uzma ; Siddik, Abu Bakkar. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s036054422300258x.

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2023Covariate Adjustment in Experiments with Matched Pairs. (2023). Shaikh, Azeem M ; Romano, Joseph P ; Jiang, Liang ; Bai, Yuehao ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2302.04380.

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2023Design-based Estimation Theory for Complex Experiments. (2023). Chang, Haoge. In: Papers. RePEc:arx:papers:2311.06891.

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2023Simple approaches to nonlinear difference-in-differences with panel data. (2023). Wooldridge, Jeffrey M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:c31-c66..

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2023Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971.

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2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

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2023Observed-data DIC for spatial panel data models. (2023). Tapinar, Suleyman ; Doan, Osman ; Yang, YE. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02286-6.

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2023.

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2023Coffee as an Identifier of Inflation in Selected US Agglomerations. (2023). Rowland, Zuzana ; Janek, Svatopluk ; Vochozka, Marek. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:7-169:d:1034440.

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2023Market systemic risk, predictability and macroeconomics news. (2023). Xie, Yiqiang ; Fan, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004749.

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2023The Impact of Socioeconomic and Environmental Indicators on Economic Development: An Interdisciplinary Empirical Study. (2023). Pacifico, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:265-:d:1140881.

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2023The RWDAR model: A novel state-space approach to forecasting. (2023). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:922-937.

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2023Trends in atmospheric ethane. (2023). Proietti, Tommaso ; Maddanu, Federico. In: Climatic Change. RePEc:spr:climat:v:176:y:2023:i:5:d:10.1007_s10584-023-03508-1.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023DS-HECK: double-lasso estimation of Heckman selection model. (2023). Murtazashvili, Irina ; Prokhorov, Artem ; Liu, DI ; Hirukawa, Masayuki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02406-w.

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2023Identifying the impact of health insurance on subgroups with changing rates of diagnosis. (2023). Kaliski, Daniel. In: Health Economics. RePEc:wly:hlthec:v:32:y:2023:i:9:p:2098-2112.

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Recent citations
Recent citations received in 2023

YearCiting document
2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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Recent citations received in 2022

YearCiting document
2022Semiparametric Distribution Regression with Instruments and Monotonicity. (2022). Wied, Dominik. In: Papers. RePEc:arx:papers:2212.03704.

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2022The Confidence Interval of Cross-Sectional Distribution of Durations. (2022). Tian, Maoshan ; Dixon, Huw David . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/15.

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Recent citations received in 2021

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2021Covariate-adjusted Fisher randomization tests for the average treatment effect. (2021). Ding, Peng ; Zhao, Anqi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:278-294.

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2021Government subsidies and firm-level renewable energy investment: New evidence from partially linear functional-coefficient models. (2021). Lin, Boqiang ; Liu, Xiying ; Bai, Rui. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521004766.

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2021A fresh look at the risk-return tradeoff. (2021). Lo, Hsin-Yu ; Chen, Yi-Chi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000536.

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2021A test for strict stationarity in a random coefficient autoregressive model of order 1. (2021). Trapani, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001267.

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Recent citations received in 2020

YearCiting document
2020Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191.

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2020Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach. (2020). Adams, Michael Anthony. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:73-81.

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2020A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920.

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2020Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420.

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2020Inference in instrumental variables models with heteroskedasticity and many instruments. (2020). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Department of Economics University of Siena. RePEc:usi:wpaper:821.

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