Citation analysis for Econometric Theory / Cambridge University Press

Citation Profile [Updated: 2025-10-23 16:37:32]

5 Years H Index

Impact Factor (IF)

0.41

5 Years IF

0.75

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

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0.1	0.11	0.36	0.09	61	61	780	21	22	100	10	199	17	1	4.8	3	0.05	0.05
1991	0.13	0.11	0.34	0.1	53	114	1313	38	61	105	14	236	24		0	4	0.08	0.06
1992	0.05	0.12	0.2	0.06	72	186	1120	32	99	114	6	253	15		0	2	0.03	0.06
1993	0.07	0.13	0.12	0.05	79	265	1282	31	130	125	9	286	15		0	4	0.05	0.06
1994	0.09	0.14	0.2	0.09	71	336	1713	60	197	151	14	309	29		0	7	0.1	0.06
1995	0.16	0.22	0.35	0.2	100	436	4153	149	350	150	24	336	68		0	8	0.08	0.09
1996	0.29	0.25	0.42	0.29	81	517	1433	214	566	171	49	375	107		0	6	0.07	0.11
1997	0.35	0.24	0.4	0.25	74	591	1925	233	801	181	63	403	99		0	15	0.2	0.11
1998	0.34	0.27	0.57	0.35	45	636	1479	361	1164	155	52	405	143	3	0.8	7	0.16	0.13
1999	0.43	0.3	0.64	0.47	41	677	1391	427	1595	119	51	371	173	4	0.9	19	0.46	0.15
2000	0.71	0.35	0.81	0.67	48	725	1614	572	2181	86	61	341	228	4	0.7	13	0.27	0.16
2001	0.65	0.38	0.77	0.64	46	771	939	574	2774	89	58	289	185		0	13	0.28	0.17
2002	0.78	0.4	0.78	0.8	70	841	1988	649	3433	94	73	254	202		0	25	0.36	0.21
2003	0.77	0.43	0.95	0.81	80	921	1415	861	4306	116	89	250	203	4	0.5	28	0.35	0.21
2004	0.77	0.48	1.13	0.92	66	987	4247	1085	5417	150	116	285	261	14	1.3	20	0.3	0.22
2005	0.71	0.51	1.11	0.84	61	1048	2223	1146	6582	146	103	310	259	6	0.5	46	0.75	0.23
2006	1.13	0.5	1.25	0.94	57	1105	951	1338	7959	127	144	323	304		0	32	0.56	0.22
2007	0.86	0.45	1.08	0.93	53	1158	624	1202	9207	118	102	334	309	11	0.9	21	0.4	0.2
2008	0.88	0.47	1.3	1.21	69	1227	1839	1566	10805	110	97	317	385	7	0.4	63	0.91	0.22
2009	0.97	0.46	1.39	1.36	82	1309	1805	1799	12620	122	118	306	415		0	58	0.71	0.23
2010	0.94	0.46	1.19	0.89	67	1376	2009	1619	14255	151	142	322	287	5	0.3	33	0.49	0.2
2011	1.13	0.51	1.26	0.96	50	1426	842	1782	16052	149	169	328	314		0	28	0.56	0.23
2012	1.5	0.5	1.5	1.31	53	1479	1153	2203	18265	117	176	321	422	13	0.6	26	0.49	0.21
2013	1.38	0.54	1.66	1.59	45	1524	693	2526	20794	103	142	321	510	6	0.2	24	0.53	0.24
2014	1.17	0.53	1.45	1.42	43	1567	385	2268	23072	98	115	297	421		0	14	0.33	0.22
2015	1.14	0.53	1.51	1.47	51	1618	589	2439	25515	88	100	258	378	4	0.2	32	0.63	0.22
2016	0.81	0.51	1.31	0.94	39	1657	476	2171	27688	94	76	242	227	1	0	15	0.38	0.2
2017	1	0.52	1.3	1.06	48	1705	452	2211	29903	90	90	231	246		0	23	0.48	0.21
2018	0.99	0.53	1.25	1.03	46	1751	412	2191	32098	87	86	226	232	3	0.1	20	0.43	0.22
2019	0.83	0.54	1.1	0.87	32	1783	245	1951	34052	94	78	227	198		0	9	0.28	0.21
2020	1.1	0.64	1.27	1.11	34	1817	128	2309	36363	78	86	216	239		0	16	0.47	0.3
2021	0.86	0.74	1.13	1.15	35	1852	116	2095	38458	66	57	199	228		0	5	0.14	0.27
2022	0.61	0.74	1.08	0.91	38	1890	60	2036	40495	69	42	195	177		0	5	0.13	0.22
2023	0.68	0.71	1.11	0.9	38	1928	32	2137	42632	73	50	185	167		0	7	0.18	0.2
2024	0.41	0.87	1.02	0.75	23	1951	12	1988	44620	76	31	177	133		0	3	0.13	0.25

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	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	2822
2	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	2201
3	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	686
4	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	660
5	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	644
6	1996	Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00. Full description at Econpapers \|\| Download paper	583
7	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	445
8	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	416
9	1990	Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00. Full description at Econpapers \|\| Download paper	371
10	1999	UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15. Full description at Econpapers \|\| Download paper	364
11	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	339
12	2005	AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05. Full description at Econpapers \|\| Download paper	336
13	2012	A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; Hardle, Wolfgang K. ; Jeong, Kiho. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00. Full description at Econpapers \|\| Download paper	306
14	1998	STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14. Full description at Econpapers \|\| Download paper	304
15	1994	A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00. Full description at Econpapers \|\| Download paper	303
16	2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18. Full description at Econpapers \|\| Download paper	298
17	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	296
18	1994	Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00. Full description at Econpapers \|\| Download paper	289
19	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	258
20	1997	Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00. Full description at Econpapers \|\| Download paper	256
21	2009	GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99. Full description at Econpapers \|\| Download paper	254
22	2005	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05. Full description at Econpapers \|\| Download paper	249
23	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	240
24	1995	Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Stock, James H. ; Cavanagh, Christopher L.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00. Full description at Econpapers \|\| Download paper	229
25	1988	Statistical Inference in Regressions with Integrated Processes: Part 1. (1988). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:03:p:468-497_01. Full description at Econpapers \|\| Download paper	228
26	1996	Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Chib, Siddhartha ; Greenberg, Edward. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00. Full description at Econpapers \|\| Download paper	227
27	1998	A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Park, Byeong U. ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14. Full description at Econpapers \|\| Download paper	225
28	1991	Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00. Full description at Econpapers \|\| Download paper	220
29	1998	CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE. (1998). Stinchcombe, Maxwell. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14. Full description at Econpapers \|\| Download paper	212
30	2008	UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA. (2008). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:726-748_08. Full description at Econpapers \|\| Download paper	212
31	1986	Asymptotic Theory for ARCH Models: Estimation and Testing. (1986). WEISS, ANDREW A.. In: Econometric Theory. RePEc:cup:etheor:v:2:y:1986:i:01:p:107-131_01. Full description at Econpapers \|\| Download paper	211
32	1995	Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00. Full description at Econpapers \|\| Download paper	207
33	2000	TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT. (2000). Saikkonen, Pentti ; LÃ¼tkepohl, Helmut ; Ltkepohl, Helmut. In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:03:p:373-406_16. Full description at Econpapers \|\| Download paper	204
34	2008	ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS. (2008). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1663-1697_08. Full description at Econpapers \|\| Download paper	202
35	1997	Optimal Prediction Under Asymmetric Loss. (1997). Diebold, Francis. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:06:p:808-817_00. Full description at Econpapers \|\| Download paper	194
36	2002	TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME. (2002). Saikkonen, Pentti ; LÃ¼tkepohl, Helmut ; Ltkepohl, Helmut. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18. Full description at Econpapers \|\| Download paper	189
37	1992	Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:04:p:489-500_01. Full description at Econpapers \|\| Download paper	187
38	1999	ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES. (1999). Phillips, Peter ; Park, Joon. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298_15. Full description at Econpapers \|\| Download paper	186
39	1989	Statistical Inference in Regressions with Integrated Processes: Part 2. (1989). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:01:p:95-131_01. Full description at Econpapers \|\| Download paper	184
40	2005	ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION. (2005). Pesaran, Mohammad ; hsiao, cheng ; Binder, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:04:p:795-837_05. Full description at Econpapers \|\| Download paper	181
41	2005	NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH. (2005). THOMAS-AGNAN, Christine ; Daouia, Abdelaati ; Aragon, Y.. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:02:p:358-389_05. Full description at Econpapers \|\| Download paper	176
42	2008	A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08. Full description at Econpapers \|\| Download paper	174
43	2008	GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION. (2008). Hoti, Suhejla ; Chan, Felix ; Lieberman, Offer. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1554-1583_08. Full description at Econpapers \|\| Download paper	174
44	2002	CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS. (2002). Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:252-277_18. Full description at Econpapers \|\| Download paper	173
45	1989	Partially Identified Econometric Models. (1989). Phillips, Peter ; Phillips, P. C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:02:p:181-240_01. Full description at Econpapers \|\| Download paper	170
46	1995	Causality in the Long Run. (1995). Clive, W. J. ; Lin, Jin-Lung. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:03:p:530-536_00. Full description at Econpapers \|\| Download paper	167
47	1994	Kernel Estimation of Partial Means and a General Variance Estimator. (1994). Newey, Whitney. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:02:p:1-21_00. Full description at Econpapers \|\| Download paper	165
48	2002	NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS. (2002). Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:722-729_18. Full description at Econpapers \|\| Download paper	162
49	2011	BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS. (2011). Kuersteiner, Guido ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00. Full description at Econpapers \|\| Download paper	160
50	1989	Testing for Unit Roots in Time Series Data. (1989). Pantula, Sastry G.. In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:02:p:256-271_01. Full description at Econpapers \|\| Download paper	153

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	610
2	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	180
3	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	133
4	2012	A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; Hardle, Wolfgang K. ; Jeong, Kiho. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00. Full description at Econpapers \|\| Download paper	120
5	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	82
6	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	56
7	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	48
8	2017	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2017). Sun, Yixiao ; Kaplan, David. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:105-157_00. Full description at Econpapers \|\| Download paper	43
9	2017	DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS. (2017). Weidner, Martin ; Moon, Hyungsik. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:158-195_00. Full description at Econpapers \|\| Download paper	41
10	2013	A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS. (2013). Giacomini, Raffaella ; White, Halbert ; Politis, Dimitris N.. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00. Full description at Econpapers \|\| Download paper	38
11	2018	FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION. (2018). Shi, Shuping ; Phillips, Peter. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:04:p:705-753_00. Full description at Econpapers \|\| Download paper	38
12	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	37
13	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	36
14	2015	WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES. (2015). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:02:p:394-422_00. Full description at Econpapers \|\| Download paper	35
15	2005	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05. Full description at Econpapers \|\| Download paper	34
16	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	31
17	2011	BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS. (2011). Kuersteiner, Guido ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00. Full description at Econpapers \|\| Download paper	31
18	1991	Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00. Full description at Econpapers \|\| Download paper	31
19	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	30
20	1995	Bootstrapping Quantile Regression Estimators. (1995). Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:105-121_00. Full description at Econpapers \|\| Download paper	30
21	1997	Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00. Full description at Econpapers \|\| Download paper	29
22	2012	ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS. (2012). Woutersen, Tiemen ; Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:01:p:42-86_00. Full description at Econpapers \|\| Download paper	26
23	2018	A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS. (2018). Wooldridge, Jeffrey ; SÅoczyÅski, Tymon ; Soczyski, Tymon. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:112-133_00. Full description at Econpapers \|\| Download paper	25
24	2005	OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY. (2005). Rossi, Barbara. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:05:p:962-990_05. Full description at Econpapers \|\| Download paper	25
25	2010	A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:564-597_10. Full description at Econpapers \|\| Download paper	24
26	2010	SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE. (2010). Park, Sang Soo ; Fan, Yanqin. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:03:p:931-951_99. Full description at Econpapers \|\| Download paper	24
27	2009	GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99. Full description at Econpapers \|\| Download paper	23
28	2008	UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA. (2008). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:726-748_08. Full description at Econpapers \|\| Download paper	23
29	1995	Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00. Full description at Econpapers \|\| Download paper	22
30	2010	EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND. (2010). Shimotsu, Katsumi. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:501-540_10. Full description at Econpapers \|\| Download paper	22
31	2009	LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS. (2009). Phillips, Peter ; Magdalinos, Tassos. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:02:p:482-526_09. Full description at Econpapers \|\| Download paper	22
32	1996	Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00. Full description at Econpapers \|\| Download paper	21
33	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	21
34	1999	UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15. Full description at Econpapers \|\| Download paper	21
35	1994	Kernel Estimation of Partial Means and a General Variance Estimator. (1994). Newey, Whitney. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:02:p:1-21_00. Full description at Econpapers \|\| Download paper	21
36	2005	NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH. (2005). THOMAS-AGNAN, Christine ; Daouia, Abdelaati ; Aragon, Y.. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:02:p:358-389_05. Full description at Econpapers \|\| Download paper	20
37	2008	A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08. Full description at Econpapers \|\| Download paper	20
38	2008	ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS. (2008). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1663-1697_08. Full description at Econpapers \|\| Download paper	20
39	1995	Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Stock, James H. ; Cavanagh, Christopher L.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00. Full description at Econpapers \|\| Download paper	20
40	1994	A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00. Full description at Econpapers \|\| Download paper	19
41	2010	PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA. (2010). Moon, Hyungsik ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:03:p:863-881_99. Full description at Econpapers \|\| Download paper	18
42	1991	From Characteristic Function to Distribution Function: A Simple Framework for the Theory. (1991). Shephard, Neil. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:04:p:519-529_00. Full description at Econpapers \|\| Download paper	18
43	2021	INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS. (2021). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Econometric Theory. RePEc:cup:etheor:v:37:y:2021:i:2:p:281-310_3. Full description at Econpapers \|\| Download paper	18
44	2010	ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP. (2010). Guggenberger, Patrik ; Andrews, Donald ; Andrews, Donald W. K., . In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:426-468_10. Full description at Econpapers \|\| Download paper	17
45	1998	CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE. (1998). Stinchcombe, Maxwell. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14. Full description at Econpapers \|\| Download paper	17
46	2000	GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS. (2000). Carrasco, Marine ; Florens, Jean-Pierre. In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:06:p:797-834_16. Full description at Econpapers \|\| Download paper	17
47	2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18. Full description at Econpapers \|\| Download paper	17
48	1998	A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Park, Byeong U. ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14. Full description at Econpapers \|\| Download paper	17
49	2021	INFERENCE IN DYNAMIC, NONPARAMETRIC MODELS OF PRODUCTION: CENTRAL LIMIT THEOREMS FOR MALMQUIST INDICES. (2021). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:37:y:2021:i:3:p:537-572_4. Full description at Econpapers \|\| Download paper	17
50	2019	QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES. (2019). Francq, Christian ; Thieu, Le Quyen . In: Econometric Theory. RePEc:cup:etheor:v:35:y:2019:i:01:p:37-72_00. Full description at Econpapers \|\| Download paper	16

Citing documents used to compute impact factor: 31

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2024	Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050. Full description at Econpapers \|\| Download paper
2024	Higherâorder moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128. Full description at Econpapers \|\| Download paper
2024	Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087. Full description at Econpapers \|\| Download paper
2024	Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402. Full description at Econpapers \|\| Download paper
2024	Inference in the presence of unknown rates. (2024). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126066. Full description at Econpapers \|\| Download paper
2024	Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Horvath, Lajos ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2404.17885. Full description at Econpapers \|\| Download paper
2024	Does export underreporting contribute to the resource curse?. (2024). Janus, Thorsten. In: World Development. RePEc:eee:wdevel:v:181:y:2024:i:c:s0305750x24001517. Full description at Econpapers \|\| Download paper
2024	Partly linear instrumental variables regressions without smoothing on the instruments. (2024). Lapenta, Elia ; Florens, Jean-Pierre. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00931-z. Full description at Econpapers \|\| Download paper
2024	Latent utility and permutation invariance: A revealed preference approach. (2024). Rehbeck, John ; Allen, Roy. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001891. Full description at Econpapers \|\| Download paper
2024	The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers \|\| Download paper
2024	How does political instability affect renewable energy innovation?. (2024). Wang, Jun-Zhuo ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008681. Full description at Econpapers \|\| Download paper
2024	Local linearization based subvector inference in moment inequality models. (2024). Bei, Xinyue. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002658. Full description at Econpapers \|\| Download paper
2024	A simple specification test for models with many conditional moment inequalities. (2024). Marcoux, Mathieu ; Wan, Yuanyuan ; Russell, Thomas M. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001349. Full description at Econpapers \|\| Download paper
2024	Nonâcrossing quantile doubleâautoregression for the analysis of streaming time series data. (2024). Yu, Keming ; Choy, Siu Kai ; Jiang, Rong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:513-532. Full description at Econpapers \|\| Download paper
2024	Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x. Full description at Econpapers \|\| Download paper
2024	Capturing Swiss economic confidence. (2024). Wegmueller, Philipp ; Glocker, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00120-7. Full description at Econpapers \|\| Download paper
2024	Reprint of: Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000903. Full description at Econpapers \|\| Download paper
2024	Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; BarunÃk, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354. Full description at Econpapers \|\| Download paper
2024	Predicting the volatility of major energy commodity prices: The dynamic persistence model. (2024). Vacha, Lukas ; BarunÃk, Jozef ; Vcha, Luk ; Barunk, Jozef. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400690x. Full description at Econpapers \|\| Download paper
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2024	Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers \|\| Download paper
2024	A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics. (2024). PÃ¶tscher, Benedikt ; Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2412.17470. Full description at Econpapers \|\| Download paper
2024	Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression. (2024). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2398. Full description at Econpapers \|\| Download paper
2024	Bootstrapping GARCH Models Under Dependent Innovations. (2024). Schaumburg, Julia ; Beutner, Eric ; Spanjers, Barend. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240008. Full description at Econpapers \|\| Download paper
2024	Finite moments testing in a general class of nonlinear time series models. (2024). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:121193. Full description at Econpapers \|\| Download paper
2024	Limit Theorems in the Nonparametric Conditional Single-Index U -Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design. (2024). Bouzebda, Salim. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:13:p:1996-:d:1424196. Full description at Econpapers \|\| Download paper
2024	Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393. Full description at Econpapers \|\| Download paper
2024	On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included. (2024). Zhang, Xinyu ; Xu, Wenchao. In: Papers. RePEc:arx:papers:2411.09258. Full description at Econpapers \|\| Download paper
2024	A joint test of predictability and structural break in predictive regressions. (2024). Fei, Yijie. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02572-5. Full description at Econpapers \|\| Download paper
2024	Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

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2024	Multidimensional clustering in judge designs. (2024). Woutersen, Tiemen ; Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2406.09473. Full description at Econpapers \|\| Download paper
2024	A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603. Full description at Econpapers \|\| Download paper
2024	Arellano-bond lasso estimator for dynamic linear panel models. (2024). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: CeMMAP working papers. RePEc:azt:cemmap:09/24. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

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2023	Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers \|\| Download paper
2023	Prior and posterior checking of implicit causal assumptions. (2023). Linero, Antonio R. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3153-3164. Full description at Econpapers \|\| Download paper
2023	New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365. Full description at Econpapers \|\| Download paper
2023	Complete subset averaging approach for high-dimensional generalized linear models. (2023). Chen, Xingyi ; Zhang, Jing ; Li, Haiqi. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s016517652300109x. Full description at Econpapers \|\| Download paper
2023	Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591. Full description at Econpapers \|\| Download paper
2023	Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Xu, Yixiong ; Zhang, Feipeng ; Fan, Caiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x. Full description at Econpapers \|\| Download paper
2023	A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Phillips, Peter ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving. (2022). Sasaki, Yuya ; Dong, Hao. In: Papers. RePEc:arx:papers:2209.05914. Full description at Econpapers \|\| Download paper
2022	A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793. Full description at Econpapers \|\| Download paper
2022	The boosted HP filter is more general than you might think. (2022). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348. Full description at Econpapers \|\| Download paper
2022	Do the green bonds overreact to the COVID-19 pandemic?. (2022). Cui, Tianxiang ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003208. Full description at Econpapers \|\| Download paper
2022	Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving. (2022). Sasaki, Yuya ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2204. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543. Full description at Econpapers \|\| Download paper
2021	Social media sentiment, model uncertainty, and volatility forecasting. (2021). Xie, Tian ; Lehrer, Steven ; Zhang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001450. Full description at Econpapers \|\| Download paper
2021	A New Test for Multiple Predictive Regression. (2021). Xu, Ke-Li ; Guo, Junjie. In: CAEPR Working Papers. RePEc:inu:caeprp:2022001. Full description at Econpapers \|\| Download paper
2021	Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series. (2021). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:110954. Full description at Econpapers \|\| Download paper
2021	Estimating FARIMA models with uncorrelated but non-independent error terms. (2021). Esstafa, Youssef ; Mainassara, Yacouba Boubacar ; Saussereau, Bruno. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09243-7. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	95	1696
2	Journal of Econometrics / Elsevier	237	1184
3	MPRA Paper / University Library of Munich, Germany	134	254
4	Resources Policy / Elsevier	86	236
5	Empirical Economics / Springer	73	222
6	Journal of Time Series Analysis / Wiley Blackwell	54	190
7	Sustainability / MDPI	75	161
8	Economics Letters / Elsevier	138	155
9	Energy Economics / Elsevier	175	150
10	Mathematics / MDPI	18	137
11	Econometrics and Statistics / Elsevier	14	132