Econometrics Journal / Royal Economic Society
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
22
Impact Factor (IF)
0
5 Years IF
14.91
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]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2011 | 0 | 0.52 | 2.5 | 0 | 4 | 4 | 137 | 3 | 21 | 0 | 0 | 0 | 3 | 0.75 | 0.24 | |||
| 2012 | 2 | 0.52 | 1.2 | 2 | 16 | 20 | 155 | 17 | 45 | 4 | 8 | 4 | 8 | 0 | 9 | 0.56 | 0.22 | |
| 2013 | 0.95 | 0.56 | 0.9 | 0.95 | 19 | 39 | 384 | 34 | 80 | 20 | 19 | 20 | 19 | 0 | 15 | 0.79 | 0.24 | |
| 2014 | 1.89 | 0.55 | 1.7 | 2.13 | 15 | 54 | 153 | 91 | 172 | 35 | 66 | 39 | 83 | 0 | 3 | 0.2 | 0.23 | |
| 2015 | 2.12 | 0.55 | 1.73 | 1.87 | 10 | 64 | 79 | 109 | 283 | 34 | 72 | 54 | 101 | 0 | 3 | 0.3 | 0.23 | |
| 2016 | 0.84 | 0.53 | 1.01 | 1.06 | 14 | 78 | 233 | 77 | 362 | 25 | 21 | 64 | 68 | 0 | 6 | 0.43 | 0.21 | |
| 2017 | 1.08 | 0.54 | 0.99 | 1.04 | 14 | 92 | 160 | 91 | 453 | 24 | 26 | 74 | 77 | 0 | 1 | 0.07 | 0.22 | |
| 2018 | 1.32 | 0.55 | 1.23 | 1.17 | 11 | 103 | 705 | 127 | 580 | 28 | 37 | 72 | 84 | 0 | 14 | 1.27 | 0.24 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Double/debiased machine learning for treatment and structural parameters. (2018). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:c1-c68. Full description at Econpapers || Download paper | 511 |
| 2 | Weak and strong crossââ¬Âsection dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90. Full description at Econpapers || Download paper | 270 | |
| 3 | 2018 | The wild bootstrap for few (treated) clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:114-135. Full description at Econpapers || Download paper | 124 |
| 4 | 2013 | Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23. Full description at Econpapers || Download paper | 115 |
| 5 | 2011 | The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76. Full description at Econpapers || Download paper | 89 |
| 6 | Shortââ¬Âterm forecasts of euro area GDP growth. (2011). RÃÆünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44. Full description at Econpapers || Download paper | 78 | |
| 7 | Central limit theorems for conditional efficiency measures and tests of the ââ¬Ëseparabilityââ¬â¢ condition in nonââ¬Âparametric, twoââ¬Âstage models of production. (2018). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:170-191. Full description at Econpapers || Download paper | 73 | |
| 8 | 2016 | An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32. Full description at Econpapers || Download paper | 63 |
| 9 | 2016 | Nonlinear panel data estimation via quantile regressions. (2016). Arellano, Manuel ; Bonhomme, Stephane. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c61-c94. Full description at Econpapers || Download paper | 55 |
| 10 | Heteroscedasticityââ¬Ârobust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472. Full description at Econpapers || Download paper | 54 | |
| 11 | 2013 | A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26. Full description at Econpapers || Download paper | 51 |
| 12 | 2017 | Multiple fixed effects in binary response panel data models. (2017). Charbonneau, Karyne B. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s1-s13. Full description at Econpapers || Download paper | 47 |
| 13 | 2016 | Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60. Full description at Econpapers || Download paper | 45 |
| 14 | 2014 | Multivariate variance targeting in the BEKKââ¬âGARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55. Full description at Econpapers || Download paper | 40 |
| 15 | 2018 | Beyond plausibly exogenous. (2018). van Kippersluis, Hans ; Rietveld, Cornelius A. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:3:p:316-331. Full description at Econpapers || Download paper | 39 |
| 16 | 2013 | Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134. Full description at Econpapers || Download paper | 36 |
| 17 | 2013 | Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59. Full description at Econpapers || Download paper | 35 |
| 18 | Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324. Full description at Econpapers || Download paper | 35 | |
| 19 | 2011 | A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24. Full description at Econpapers || Download paper | 33 |
| 20 | 2012 | Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254. Full description at Econpapers || Download paper | 33 |
| 21 | Likelihoodââ¬Âbased dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21. Full description at Econpapers || Download paper | 33 | |
| 22 | 2013 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339. Full description at Econpapers || Download paper | 33 |
| 23 | Fully modified narrowââ¬Âband least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120. Full description at Econpapers || Download paper | 30 | |
| 24 | Nonââ¬Âparametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461. Full description at Econpapers || Download paper | 29 | |
| 25 | 2016 | Using mixtures in econometric models: a brief review and some new results. (2016). Compiani, Giovanni ; Kitamura, Yuichi. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c95-c127. Full description at Econpapers || Download paper | 28 |
| 26 | Quantile regression models with factorââ¬Âaugmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24. Full description at Econpapers || Download paper | 27 | |
| 27 | 2012 | Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30. Full description at Econpapers || Download paper | 23 |
| 28 | 2015 | Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41. Full description at Econpapers || Download paper | 23 |
| 29 | 2014 | Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74. Full description at Econpapers || Download paper | 23 |
| 30 | 2013 | Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102. Full description at Econpapers || Download paper | 23 |
| 31 | Testing for common trends in semiââ¬Âparametric panel data models with fixed effects. (2012). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100. Full description at Econpapers || Download paper | 22 | |
| 32 | 2017 | My friend far, far away: a random field approach to exponential random graph models. (2017). Boucher, Vincent ; Mourifie, Ismael. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s14-s46. Full description at Econpapers || Download paper | 21 |
| 33 | 2015 | More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Allen, Rebecca ; Burgess, Simon. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66. Full description at Econpapers || Download paper | 21 |
| 34 | 2017 | Peer effects in bedtime decisions among adolescents: a social network model with sampled data. (2017). Liu, Xiaodong ; Rainone, Edoardo ; Patacchini, Eleonora. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s103-s125. Full description at Econpapers || Download paper | 21 |
| 35 | 2012 | Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53. Full description at Econpapers || Download paper | 20 |
| 36 | Estimation of dynamic latent variable models using simulated nonââ¬Âparametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515. Full description at Econpapers || Download paper | 20 | |
| 37 | 2018 | CCE in panels with general unknown factors. (2018). , Joakimwesterlund ; Westerlund, Joakim. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:3:p:264-276. Full description at Econpapers || Download paper | 19 |
| 38 | 2013 | Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72. Full description at Econpapers || Download paper | 18 |
| 39 | 2012 | Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124. Full description at Econpapers || Download paper | 18 |
| 40 | 2013 | Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249. Full description at Econpapers || Download paper | 18 |
| 41 | 2014 | Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337. Full description at Econpapers || Download paper | 18 |
| 42 | 2017 | Indirect inference in spatial autoregression. (2017). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:168-189. Full description at Econpapers || Download paper | 18 |
| 43 | 2017 | Trading networks. (2017). Kirilenko, Andrei ; Harris, Jeffrey ; Brunetti, Celso ; Adamic, Lada. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s126-s149. Full description at Econpapers || Download paper | 17 |
| 44 | Identificationââ¬Ârobust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187. Full description at Econpapers || Download paper | 17 | |
| 45 | 2014 | Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164. Full description at Econpapers || Download paper | 17 |
| 46 | 2011 | Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47. Full description at Econpapers || Download paper | 17 |
| 47 | 2013 | Orthogonal to backward mean transformation for dynamic panel data models. (2013). Everaert, Gerdie. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:179-221. Full description at Econpapers || Download paper | 16 |
| 48 | 2017 | Identification of peer effects through social networks using variance restrictions. (2017). Rose, Christiern. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s47-s60. Full description at Econpapers || Download paper | 13 |
| 49 | 2017 | Consistent tests for conditional treatment effects. (2017). Hsu, Yu-Chin. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:1:p:1-22. Full description at Econpapers || Download paper | 12 |
| 50 | 2014 | Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23. Full description at Econpapers || Download paper | 12 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Double/debiased machine learning for treatment and structural parameters. (2018). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:c1-c68. Full description at Econpapers || Download paper | 338 |
| 2 | 2018 | The wild bootstrap for few (treated) clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:114-135. Full description at Econpapers || Download paper | 62 |
| 3 | 2013 | Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23. Full description at Econpapers || Download paper | 48 |
| 4 | 2018 | Beyond plausibly exogenous. (2018). van Kippersluis, Hans ; Rietveld, Cornelius A. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:3:p:316-331. Full description at Econpapers || Download paper | 29 |
| 5 | 2016 | An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32. Full description at Econpapers || Download paper | 27 |
| 6 | 2017 | Multiple fixed effects in binary response panel data models. (2017). Charbonneau, Karyne B. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s1-s13. Full description at Econpapers || Download paper | 20 |
| 7 | 2016 | Using mixtures in econometric models: a brief review and some new results. (2016). Compiani, Giovanni ; Kitamura, Yuichi. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c95-c127. Full description at Econpapers || Download paper | 16 |
| 8 | 2016 | Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60. Full description at Econpapers || Download paper | 13 |
| 9 | 2016 | Nonlinear panel data estimation via quantile regressions. (2016). Arellano, Manuel ; Bonhomme, Stephane. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c61-c94. Full description at Econpapers || Download paper | 12 |
| 10 | 2011 | The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76. Full description at Econpapers || Download paper | 10 |
| 11 | 2013 | A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26. Full description at Econpapers || Download paper | 9 |
| 12 | 2018 | CCE in panels with general unknown factors. (2018). , Joakimwesterlund ; Westerlund, Joakim. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:3:p:264-276. Full description at Econpapers || Download paper | 9 |
| 13 | 2013 | Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72. Full description at Econpapers || Download paper | 8 |
| 14 | 2017 | My friend far, far away: a random field approach to exponential random graph models. (2017). Boucher, Vincent ; Mourifie, Ismael. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s14-s46. Full description at Econpapers || Download paper | 8 |
| 15 | 2017 | Peer effects in bedtime decisions among adolescents: a social network model with sampled data. (2017). Liu, Xiaodong ; Rainone, Edoardo ; Patacchini, Eleonora. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s103-s125. Full description at Econpapers || Download paper | 8 |
| 16 | 2017 | Identification of peer effects through social networks using variance restrictions. (2017). Rose, Christiern. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s47-s60. Full description at Econpapers || Download paper | 7 |
| 17 | 2014 | Multivariate variance targeting in the BEKKââ¬âGARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55. Full description at Econpapers || Download paper | 7 |
| 18 | 2012 | Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324. Full description at Econpapers || Download paper | 7 |
| 19 | 2016 | Model averaging in predictive regressions. (2016). Liu, Chu-An ; Kuo, Biingshen . In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:2:p:203-231. Full description at Econpapers || Download paper | 6 |
| 20 | 2015 | More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Allen, Rebecca ; Burgess, Simon. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66. Full description at Econpapers || Download paper | 6 |
| 21 | 2015 | Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41. Full description at Econpapers || Download paper | 6 |
| 22 | 2017 | Indirect inference in spatial autoregression. (2017). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:168-189. Full description at Econpapers || Download paper | 5 |
| 23 | 2012 | Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254. Full description at Econpapers || Download paper | 5 |
| 24 | 2013 | Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59. Full description at Econpapers || Download paper | 5 |
| 25 | 2014 | Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337. Full description at Econpapers || Download paper | 5 |
| 26 | 2013 | Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134. Full description at Econpapers || Download paper | 5 |
| 27 | 2017 | Consistent tests for conditional treatment effects. (2017). Hsu, Yu-Chin. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:1:p:1-22. Full description at Econpapers || Download paper | 5 |
| 28 | 2018 | A simple and robust estimator for linear regression models with strictly exogenous instruments. (2018). Escanciano, Juan Carlos. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:36-54. Full description at Econpapers || Download paper | 4 |
| 29 | 2014 | Confidence sets based on inverting Andersonââ¬âRubin tests. (2014). MacKinnon, James ; Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58. Full description at Econpapers || Download paper | 4 |
| 30 | 2013 | Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102. Full description at Econpapers || Download paper | 4 |
| 31 | 2017 | Change point tests in functional factor models with application to yield curves. (2017). Horvath, Lajos ; Young, Gabriel ; Kokoszka, Piotr ; Bardsley, Patrick. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:1:p:86-117. Full description at Econpapers || Download paper | 4 |
| 32 | 2014 | Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74. Full description at Econpapers || Download paper | 4 |
| 33 | 2013 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339. Full description at Econpapers || Download paper | 4 |
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| 35 | 2016 | Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small. (2016). Lee, Lung-Fei ; Qu, XI ; Wang, Xiaoliang. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:261-290. Full description at Econpapers || Download paper | 3 |
| 36 | 2011 | Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47. Full description at Econpapers || Download paper | 3 |
| 37 | 2013 | Estimation and inference for impulse response functions from univariate strongly persistent processes. (2013). Kapetanios, George ; Baillie, Richard T.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:373-399. Full description at Econpapers || Download paper | 3 |
| 38 | 2015 | Specification testing in nonstationary time series models. (2015). Li, Degui ; GAO, Jiti ; Chen, Jia ; Lin, Zhengyan . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:117-136. Full description at Econpapers || Download paper | 3 |
| 39 | 2013 | Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249. Full description at Econpapers || Download paper | 3 |
| 40 | 2016 | Lagrange multiplier type tests for slope homogeneity in panel data models. (2016). Breitung, J̮̦rg ; Salish, Nazarii ; Roling, Christoph . In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:2:p:166-202. Full description at Econpapers || Download paper | 3 |
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| 45 | 2014 | Stochastic equicontinuity in nonlinear time series models. (2014). Hagemann, Andreas. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:188-196. Full description at Econpapers || Download paper | 2 |
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