Econometrics and Statistics / Elsevier
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
14
Impact Factor (IF)
0.72
5 Years IF
0.74
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
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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 | |
| 2017 | 0 | 0.52 | 0.36 | 0 | 42 | 42 | 224 | 14 | 31 | 0 | 0 | 6 | 42.9 | 14 | 0.33 | 0.21 | ||
| 2018 | 0.64 | 0.53 | 0.54 | 0.64 | 40 | 82 | 229 | 44 | 75 | 42 | 27 | 42 | 27 | 1 | 2.3 | 17 | 0.43 | 0.22 |
| 2019 | 0.71 | 0.54 | 0.61 | 0.71 | 37 | 119 | 176 | 72 | 147 | 82 | 58 | 82 | 58 | 0 | 14 | 0.38 | 0.21 | |
| 2020 | 0.55 | 0.64 | 0.43 | 0.5 | 36 | 155 | 149 | 65 | 213 | 77 | 42 | 119 | 59 | 4 | 6.2 | 5 | 0.14 | 0.3 |
| 2021 | 0.74 | 0.74 | 0.72 | 0.8 | 39 | 194 | 91 | 138 | 352 | 73 | 54 | 155 | 124 | 20 | 14.5 | 1 | 0.03 | 0.27 |
| 2022 | 0.79 | 0.74 | 0.76 | 0.75 | 39 | 233 | 81 | 177 | 529 | 75 | 59 | 194 | 145 | 30 | 16.9 | 3 | 0.08 | 0.22 |
| 2023 | 0.53 | 0.7 | 0.6 | 0.61 | 39 | 272 | 66 | 162 | 691 | 78 | 41 | 191 | 116 | 23 | 14.2 | 9 | 0.23 | 0.2 |
| 2024 | 0.72 | 0.82 | 0.67 | 0.74 | 40 | 312 | 14 | 208 | 899 | 78 | 56 | 190 | 141 | 42 | 20.2 | 3 | 0.08 | 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 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper | 42 |
| 2 | 2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | 35 |
| 3 | 2019 | Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16. Full description at Econpapers || Download paper | 29 |
| 4 | 2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | 27 |
| 5 | 2017 | Prediction of functional ARMA processes with an application to traffic data. (2017). Wei, T ; Klepsch, J ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149. Full description at Econpapers || Download paper | 24 |
| 6 | 2022 | Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Hayakawa, Kazuhiko ; Breitung, Jorg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132. Full description at Econpapers || Download paper | 22 |
| 7 | 2018 | Fast and reliable computation of generalized synthetic controls. (2018). Klossner, Stefan ; Becker, Martin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | 21 |
| 8 | 2023 | Instrument-free inference under confined regressor endogeneity and mild regularity. (2023). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper | 19 |
| 9 | 2020 | Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68. Full description at Econpapers || Download paper | 18 |
| 10 | 2017 | A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61. Full description at Econpapers || Download paper | 17 |
| 11 | 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45. Full description at Econpapers || Download paper | 16 |
| 12 | 2018 | Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73. Full description at Econpapers || Download paper | 15 |
| 13 | 2019 | Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Follett, Lendie ; Yu, Cindy. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144. Full description at Econpapers || Download paper | 14 |
| 14 | 2019 | Model order selection in periodic long memory models. (2019). Sibbertsen, Philipp ; Leschinski, Christian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper | 14 |
| 15 | 2018 | Change point detection in heteroscedastic time series. (2018). Horvath, Lajos ; Gorecki, Tomasz ; Kokoszka, Piotr. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88. Full description at Econpapers || Download paper | 14 |
| 16 | 2019 | An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26. Full description at Econpapers || Download paper | 13 |
| 17 | 2017 | A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104. Full description at Econpapers || Download paper | 12 |
| 18 | 2018 | A UK financial conditions index using targeted data reduction: Forecasting and structural identification. (2018). Young, Garry ; Price, Simon ; Kapetanios, George. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:1-17. Full description at Econpapers || Download paper | 12 |
| 19 | 2017 | Econometrics and Statistics. (2017). van Dijk, Herman ; Kontoghiorghes, Erricos ; Colubi, Ana. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:1-1. Full description at Econpapers || Download paper | 12 |
| 20 | 2019 | Robust Monitoring of Time Series with Application to Fraud Detection. (2019). Rousseeuw, Peter ; Riani, Marco ; Hubert, Mia ; Perrotta, Domenico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:108-121. Full description at Econpapers || Download paper | 12 |
| 21 | 2022 | Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178. Full description at Econpapers || Download paper | 12 |
| 22 | 2023 | Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71. Full description at Econpapers || Download paper | 12 |
| 23 | 2017 | Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22. Full description at Econpapers || Download paper | 12 |
| 24 | 2020 | Flexible copula models with dynamic dependence and application to financial data. (2020). Krupskii, Pavel ; Joe, Harry. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167. Full description at Econpapers || Download paper | 11 |
| 25 | 2017 | Robust normal mixtures for financial portfolio allocation. (2017). Paolella, Marc S ; Gambacciani, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111. Full description at Econpapers || Download paper | 11 |
| 26 | 2017 | Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Shirota, Shinichiro ; Lopes, Hedibert F ; Piao, Haixiang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59. Full description at Econpapers || Download paper | 11 |
| 27 | 2017 | Special issue on functional data analysis. (2017). Kokoszka, Piotr ; Sangalli, Laura ; Oja, Hanny ; Park, Byeong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:99-100. Full description at Econpapers || Download paper | 11 |
| 28 | 2021 | Choosing the frequency of volatility components within the Double Asymmetric GARCHâMIDASâX model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28. Full description at Econpapers || Download paper | 10 |
| 29 | 2019 | Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145. Full description at Econpapers || Download paper | 10 |
| 30 | 2018 | Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56. Full description at Econpapers || Download paper | 9 |
| 31 | 2017 | A mixture of SDB skew-t factor analyzers. (2017). Browne, Ryan P ; McNicholas, Paul D ; Murray, Paula M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168. Full description at Econpapers || Download paper | 9 |
| 32 | 2019 | Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Acar, Elif F ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197. Full description at Econpapers || Download paper | 9 |
| 33 | 2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut ; Netunajev, Aleksei. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18. Full description at Econpapers || Download paper | 9 |
| 34 | 2019 | Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119. Full description at Econpapers || Download paper | 9 |
| 35 | 2019 | The class of copulas arising from squared distributions: Properties and inference. (2019). Durocher, Martin ; Quessy, Jean-Franois. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:148-166. Full description at Econpapers || Download paper | 9 |
| 36 | 2017 | Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). GarcÃa EnrÃquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98. Full description at Econpapers || Download paper | 9 |
| 37 | 2017 | High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183. Full description at Econpapers || Download paper | 8 |
| 38 | 2021 | A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Behrendt, Simon ; Schweikert, Karsten. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172. Full description at Econpapers || Download paper | 8 |
| 39 | 2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping ; Czellar, Veronika. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper | 8 |
| 40 | 2018 | Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82. Full description at Econpapers || Download paper | 8 |
| 41 | 2018 | Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89. Full description at Econpapers || Download paper | 8 |
| 42 | 2020 | The market rank indicator to detect financial distress. (2020). Figini, Silvia ; Uberti, Pierpaolo ; Maggi, Mario. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | 8 |
| 43 | 2019 | Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Zhang, Yuanqing ; Sun, Yanqing ; Huang, Jianhua Z. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155. Full description at Econpapers || Download paper | 8 |
| 44 | 2017 | Multinomial functional regression with wavelets and LASSO penalization. (2017). Mousavi, Seyed Nourollah ; Sorensen, Helle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:150-166. Full description at Econpapers || Download paper | 7 |
| 45 | 2018 | Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167. Full description at Econpapers || Download paper | 7 |
| 46 | 2018 | The copula-graphic estimator in censored nonparametric location-scale regression models. (2018). Van Keilegom, Ingrid ; Sujica, Aleksandar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:89-114. Full description at Econpapers || Download paper | 7 |
| 47 | 2017 | Meta-analytic cointegrating rank tests for dependent panels. (2017). Karaman Ãrsal, Deniz ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72. Full description at Econpapers || Download paper | 7 |
| 48 | 2018 | Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions. (2018). STUPFLER, Gilles ; el Methni, Jonathan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:129-148. Full description at Econpapers || Download paper | 7 |
| 49 | 2021 | Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108. Full description at Econpapers || Download paper | 7 |
| 50 | 2019 | The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772â2016. (2019). Teräsvirta, Timo ; Terasvirta, Timo ; Zhang, Shuhua ; Kang, Jian ; He, Changli. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:1-24. Full description at Econpapers || Download paper | 6 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | 24 |
| 2 | 2022 | Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Hayakawa, Kazuhiko ; Breitung, Jorg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132. Full description at Econpapers || Download paper | 22 |
| 3 | 2023 | Instrument-free inference under confined regressor endogeneity and mild regularity. (2023). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper | 19 |
| 4 | 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45. Full description at Econpapers || Download paper | 13 |
| 5 | 2022 | Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178. Full description at Econpapers || Download paper | 12 |
| 6 | 2019 | Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16. Full description at Econpapers || Download paper | 11 |
| 7 | 2018 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper | 11 |
| 8 | 2023 | Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71. Full description at Econpapers || Download paper | 11 |
| 9 | 2021 | A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Behrendt, Simon ; Schweikert, Karsten. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172. Full description at Econpapers || Download paper | 7 |
| 10 | 2019 | An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26. Full description at Econpapers || Download paper | 7 |
| 11 | 2018 | Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56. Full description at Econpapers || Download paper | 7 |
| 12 | 2019 | Model order selection in periodic long memory models. (2019). Sibbertsen, Philipp ; Leschinski, Christian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper | 7 |
| 13 | 2020 | The market rank indicator to detect financial distress. (2020). Figini, Silvia ; Uberti, Pierpaolo ; Maggi, Mario. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | 7 |
| 14 | 2021 | Choosing the frequency of volatility components within the Double Asymmetric GARCHâMIDASâX model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28. Full description at Econpapers || Download paper | 7 |
| 15 | 2020 | Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68. Full description at Econpapers || Download paper | 7 |
| 16 | 2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | 6 |
| 17 | 2017 | Multinomial functional regression with wavelets and LASSO penalization. (2017). Mousavi, Seyed Nourollah ; Sorensen, Helle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:150-166. Full description at Econpapers || Download paper | 6 |
| 18 | 2018 | Fast and reliable computation of generalized synthetic controls. (2018). Klossner, Stefan ; Becker, Martin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | 6 |
| 19 | 2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping ; Czellar, Veronika. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper | 5 |
| 20 | 2017 | Prediction of functional ARMA processes with an application to traffic data. (2017). Wei, T ; Klepsch, J ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149. Full description at Econpapers || Download paper | 5 |
| 21 | 2023 | Rage Against the Mean â A Review of Distributional Regression Approaches. (2023). Kneib, Thomas ; Safken, Benjamin ; Silbersdorff, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:99-123. Full description at Econpapers || Download paper | 5 |
| 22 | 2017 | A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104. Full description at Econpapers || Download paper | 5 |
| 23 | 2022 | Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.. (2022). Dimpfl, Thomas ; Bleher, Johannes. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:1-26. Full description at Econpapers || Download paper | 5 |
| 24 | 2020 | Flexible copula models with dynamic dependence and application to financial data. (2020). Krupskii, Pavel ; Joe, Harry. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167. Full description at Econpapers || Download paper | 5 |
| 25 | 2021 | Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108. Full description at Econpapers || Download paper | 5 |
| 26 | 2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper | 5 |
| 27 | 2018 | The copula-graphic estimator in censored nonparametric location-scale regression models. (2018). Van Keilegom, Ingrid ; Sujica, Aleksandar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:89-114. Full description at Econpapers || Download paper | 5 |
| 28 | 2019 | Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119. Full description at Econpapers || Download paper | 5 |
| 29 | 2019 | Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Zhang, Yuanqing ; Sun, Yanqing ; Huang, Jianhua Z. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155. Full description at Econpapers || Download paper | 4 |
| 30 | 2019 | Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Acar, Elif F ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197. Full description at Econpapers || Download paper | 4 |
| 31 | 2017 | High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183. Full description at Econpapers || Download paper | 4 |
| 32 | 2021 | Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence. (2021). Lucas, Andre ; Blasques, Francisco ; van Vlodrop, Andries C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:47-57. Full description at Econpapers || Download paper | 4 |
| 33 | 2021 | Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo. (2021). Clements, Adam ; Li, Dan ; Drovandi, Christopher. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:22-46. Full description at Econpapers || Download paper | 4 |
| 34 | 2017 | Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22. Full description at Econpapers || Download paper | 4 |
| 35 | 2023 | Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51. Full description at Econpapers || Download paper | 4 |
| 36 | 2019 | A Bayesian analysis of linear regression models with highly collinear regressors. (2019). Smith, Ronald ; Pesaran, Mohammad. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:1-21. Full description at Econpapers || Download paper | 4 |
| 37 | 2019 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2019). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:42-65. Full description at Econpapers || Download paper | 4 |
| 38 | 2021 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113. Full description at Econpapers || Download paper | 4 |
| 39 | 2023 | Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Billio, Monica ; Pelizzon, Loriana ; Frattarolo, Lorenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29. Full description at Econpapers || Download paper | 4 |
| 40 | 2019 | Joint estimation of multiple network Granger causal models. (2019). Michailidis, G ; Skripnikov, A. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:120-133. Full description at Econpapers || Download paper | 4 |
| 41 | 2021 | A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Ãrsal, Deniz ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129. Full description at Econpapers || Download paper | 3 |
| 42 | 2018 | Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73. Full description at Econpapers || Download paper | 3 |
| 43 | 2018 | Approximating expected shortfall for heavy-tailed distributions. (2018). Broda, Simon ; Paolella, Marc S ; Krause, Jochen. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:184-203. Full description at Econpapers || Download paper | 3 |
| 44 | 2020 | Accurate and robust inference. (2020). Ronchetti, Elvezio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:74-88. Full description at Econpapers || Download paper | 3 |
| 45 | 2019 | The class of copulas arising from squared distributions: Properties and inference. (2019). Durocher, Martin ; Quessy, Jean-Franois. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:148-166. Full description at Econpapers || Download paper | 3 |
| 46 | 2018 | Change point detection in heteroscedastic time series. (2018). Horvath, Lajos ; Gorecki, Tomasz ; Kokoszka, Piotr. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88. Full description at Econpapers || Download paper | 3 |
| 47 | 2020 | Semiparametric inference with missing data: Robustness to outliers and model misspecification. (2020). de Luna, Xavier ; Cantoni, Eva. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:108-120. Full description at Econpapers || Download paper | 3 |
| 48 | 2022 | Correcting Intraday Periodicity Bias in Realized Volatility Measures. (2022). Golosnoy, Vasyl ; Kellermann, Janosch ; Dette, Holger. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:36-52. Full description at Econpapers || Download paper | 3 |
| 49 | 2023 | Seasonality in High Frequency Time Series. (2023). Proietti, Tommaso ; Pedregal, Diego J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82. Full description at Econpapers || Download paper | 3 |
| 50 | 2022 | A hierarchical mixture cure model with unobserved heterogeneity for credit risk. (2022). Vasnev, Andrey ; Dirick, Lore ; Claeskens, Gerda ; Baesens, Bart. In: Econometrics and Statistics. RePEc:eee:ecosta:v:22:y:2022:i:c:p:39-55. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 56
| Year | Title | |
|---|---|---|
| 2024 | Modelling high frequency non-financial big time series with an application to jobless claims in Chile. (2024). Carlomagno, Guillermo ; Espasa, Antoni. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1023. Full description at Econpapers || Download paper | |
| 2024 | Dependent conditional tail expectation for extreme levels. (2024). Goegebeur, Yuri ; Qin, Jing ; Guillou, Armelle. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s030441492400036x. Full description at Econpapers || Download paper | |
| 2024 | Getting the right tail right: Modeling tails of health expenditure distributions. (2024). Ziebarth, Nicolas ; Karlsson, Martin ; Wang, Yulong. In: Journal of Health Economics. RePEc:eee:jhecon:v:97:y:2024:i:c:s0167629624000572. Full description at Econpapers || Download paper | |
| 2024 | Estimation of extreme multivariate expectiles with functional covariates. (2024). Laloe, Thomas ; di Bernardino, Elena ; Pakzad, Cambyse. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001380. Full description at Econpapers || Download paper | |
| 2024 | Functional Spatial Autoregressive Models. (2024). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2402.14763. Full description at Econpapers || Download paper | |
| 2024 | Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case. (2024). Okano, Ryo ; Imaizumi, Masaaki. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000411. Full description at Econpapers || Download paper | |
| 2024 | On distributional autoregression and iterated transportation. (2024). Panaretos, Victor M ; Ghodrati, Laya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:739-770. Full description at Econpapers || Download paper | |
| 2024 | Noising the GARCH volatility: A random coefficient GARCH model. (2024). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120456. Full description at Econpapers || Download paper | |
| 2024 | An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition. (2024). Werge, Nicklas ; de Vilmarest, Joseph. In: Papers. RePEc:arx:papers:2303.01855. Full description at Econpapers || Download paper | |
| 2024 | The FourierâMalliavin Volatility (FMVol) MATLAB® library. (2024). Sanfelici, Simona ; Toscano, Giacomo. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:226:y:2024:i:c:p:338-353. Full description at Econpapers || Download paper | |
| 2024 | The Fourier-Malliavin Volatility (FMVol) MATLAB library. (2024). Sanfelici, Simona ; Toscano, Giacomo. In: Papers. RePEc:arx:papers:2402.00172. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic fundamentals and attention: What drives european consumersâ inflation expectations?. (2024). Kucerova, Zuzana ; Kuerova, Zuzana ; Koaik, Vojtch ; Paki, Daniel. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000924. Full description at Econpapers || Download paper | |
| 2024 | What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881. Full description at Econpapers || Download paper | |
| 2024 | Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060. Full description at Econpapers || Download paper | |
| 2024 | Pragmatic attitude to large-scale Markowitzâs portfolio optimization and factor-augmented derating. (2024). Zheng, Shurong ; Wong, Wing-Keung ; Shi, Mengjie ; Hui, Yongchang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400560x. Full description at Econpapers || Download paper | |
| 2024 | Canonical insurance models: stochastic equations and comparison theorems. (2024). Furrer, Christian ; Christiansen, Marcus C. In: Papers. RePEc:arx:papers:2411.12522. Full description at Econpapers || Download paper | |
| 2024 | The development planning of the Italian Mezzogiorno: A statistical-mathematical analysis by a Real Business Cycle model. (2024). Vota, Luca ; Ferrentino, Rosa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002210. Full description at Econpapers || Download paper | |
| 2024 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper | |
| 2024 | Key SDG7 Factors Shaping the Future of Clean Coal Technologies: Analysis of Trends and Prospects in Poland. (2024). Kolev, Spas D ; Joostberens, Jarosaw ; Rybak, Aurelia. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4133-:d:1459568. Full description at Econpapers || Download paper | |
| 2024 | Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540. Full description at Econpapers || Download paper | |
| 2024 | Markov-switching decision trees. (2024). Adam, Timo ; Tting, Marius ; Michels, Rouven. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:2:d:10.1007_s10182-024-00501-6. Full description at Econpapers || Download paper | |
| 2024 | Uncertain mean-CVaR model for portfolio selection with transaction cost and investorsâ preferences. (2024). Zhu, Yuanguo ; Wang, Xiantao ; Tang, Pan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001511. Full description at Econpapers || Download paper | |
| 2024 | An Approximation of Joint Distributions of Weighting Variables Using a Pseudo Population Approach. (2024). Bruch, Christian ; Felderer, Barbara. In: OSF Preprints. RePEc:osf:osfxxx:pg2wt. Full description at Econpapers || Download paper | |
| 2024 | Copula-Based Regression with Mixed Covariates. (2024). Mesfioui, Mhamed ; Aldahmani, Saeed ; Kortbi, Othmane. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3525-:d:1518809. Full description at Econpapers || Download paper | |
| 2024 | An Approximation of Joint Distributions of Weighting Variables Using a Pseudo Population Approach. (2024). Bruch, Christian ; Felderer, Barbara. In: OSF Preprints. RePEc:osf:osfxxx:pg2wt_v1. Full description at Econpapers || Download paper | |
| 2024 | Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x. Full description at Econpapers || Download paper | |
| 2024 | Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404. Full description at Econpapers || Download paper | |
| 2024 | The dynamic interplay of foreign direct investment and education expenditure on Sub-Saharan Africa income inequality. (2024). Li, Zaiyang ; Yang, Shaohua ; Lunku, Hassan Swedy ; Salim, Agus. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:3:d:10.1007_s10368-024-00614-y. Full description at Econpapers || Download paper | |
| 2024 | Financial Development, Institutions, Democracy, Political Competition: A test of two tales. (2024). Leonida, Leone ; Iona, Alfonsina ; Assefa, Dawit Z. In: Working Papers. RePEc:qmw:qmwecw:981. Full description at Econpapers || Download paper | |
| 2024 | Functionality of Fiscal Rules in a Low Interest Rate Environment â New Empirical Results for Swiss Cantons. (2024). Schaltegger, Christoph ; Feld, Lars ; Zell, Laura A ; Weber, Philipp. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11351. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Biases of Static Panel Data Estimators. (2024). Klosin, Sylvia. In: Papers. RePEc:arx:papers:2410.16112. Full description at Econpapers || Download paper | |
| 2024 | ESG resilience in conflictual times. (2024). Ricci, Ornella ; Scardozzi, Giulia ; Santilli, Gianluca ; Stentella, Francesco Saverio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002046. Full description at Econpapers || Download paper | |
| 2024 | The Role of Banks in Shaping Income Inequality: A WithinâCountry Study. (2024). Dell'Anno, Roberto ; Coccorese, Paolo. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:129-153. Full description at Econpapers || Download paper | |
| 2024 | Allocating budget in developing countries, the need to fight corruption: evidence from Sub-Saharan African countries. (2024). Bazie, Porto ; Thiombiano, Nol. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-023-00289-y. Full description at Econpapers || Download paper | |
| 2024 | Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity. (2024). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:123060. Full description at Econpapers || Download paper | |
| 2024 | Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1515. Full description at Econpapers || Download paper | |
| 2024 | Wild bootstrap inference for instrumental variables regressions with weak and few clusters. (2024). Zhang, Yichong ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000733. Full description at Econpapers || Download paper | |
| 2024 | A methodology to determine target gas supply reliability of natural gas pipeline system based on cost-benefit analysis. (2024). Li, Mingrui ; Wen, Kai ; Gong, Jing ; Zheng, Honglong ; Hong, Bingyuan ; Hu, Bing ; Men, Yang ; Shan, Xiangying ; Yu, Weichao ; Ren, Shipeng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:251:y:2024:i:c:s0951832024004368. Full description at Econpapers || Download paper | |
| 2024 | Imperfect maintenance modelling and estimation for interval-censored data. (2024). Marle, Lela ; Gaudoin, Olivier ; Doyen, Laurent ; Brissaud, Florent ; Cousino, Tho. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:252:y:2024:i:c:s0951832024004964. Full description at Econpapers || Download paper | |
| 2024 | Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. (2024). Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120085. Full description at Econpapers || Download paper | |
| 2024 | Multidimensional poverty and growth: Evidence from India 1998â2021. (2024). Bao, Yanxi ; Liao, Tingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300398x. Full description at Econpapers || Download paper | |
| 2024 | Sophistication gap between countries: The effect of research and development expenditure. (2024). Tadadjeu, Sosson ; Keneckmassil, Joseph ; Njangang, Henri ; Kamguia, Brice. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:32:y:2024:i:3:p:739-778. Full description at Econpapers || Download paper | |
| 2024 | Do green trade and technology-oriented trade affect economic cycles? Evidence from the Chinese provinces. (2024). Rahut, Dil ; Liu, Shihua ; Padhan, Hemachandra ; Jose, Annmary. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001306. Full description at Econpapers || Download paper | |
| 2024 | Financial Performance Among Top10 Automotive Leaders in the EU: Essential Techniques to Investigate the Structure of Moments While Using the GMM with Dynamic Panel Data. (2024). Cerulli, Giovanni ; Petra, Rkova ; Toma, Heryan ; Giovanni, Cerulli. In: Studia Universitatis âVasile Goldisâ Arad â Economics Series. RePEc:vrs:suvges:v:34:y:2024:i:3:p:26-59:n:1002. Full description at Econpapers || Download paper | |
| 2024 | Does energy consumption matter for climate change in Africa? New insights from panel data analysis. (2024). kelly, Arsene ; Ngo, Romaine Doline. In: Innovation and Green Development. RePEc:eee:ingrde:v:3:y:2024:i:3:s2949753124000092. Full description at Econpapers || Download paper | |
| 2024 | Renewable energy investments and feed-in tariffs: Firm-level evidence from Southeast Asia11An earlier version of the paper was presented at CUE2023.. (2024). Tian, Shu ; Olivares, Resi Ong ; Le, Hai ; Azhgaliyeva, Dina. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013692. Full description at Econpapers || Download paper | |
| 2024 | Investigating the link between exhaustion of natural resources and economic complexity in subâSaharan Africa. (2024). kelly, Arsene ; Ketu, Isaac ; Ndeffo, Luc Nembot ; Tchouto, Juleseric Tchapchet. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:3:p:486-502. Full description at Econpapers || Download paper | |
| 2024 | Successful Foreign Direct Investment Through the Development of Parts Supply Industries in the Host Country: A Study of Indias Automobile Manufacturing Sector. (2024). Sato, Takahiro ; Otsuka, Keijiro ; Furuta, Manabu. In: The Developing Economies. RePEc:bla:deveco:v:62:y:2024:i:3:p:195-237. Full description at Econpapers || Download paper | |
| 2024 | Tulot, eläke ja eläkeikä: empiirisiä tuloksia vuoden 1947 ikäkohortin kohdalta. (2024). Väänänen, Niko ; Vnnen, Niko ; Linden, Mikael. In: MPRA Paper. RePEc:pra:mprapa:123064. Full description at Econpapers || Download paper | |
| 2024 | Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax. (2024). Sun, Tao. In: Papers. RePEc:arx:papers:2412.05794. Full description at Econpapers || Download paper | |
| 2024 | How to control the effectiveness of a campaign of mailing list marketing: a proposal based on survival analysis. (2024). Marletta, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05145-w. Full description at Econpapers || Download paper | |
| 2024 | On the Output Effect of Fiscal Consolidation Plans: A Causal Analysis. (2024). Carbonari, Lorenzo ; Trovato, Giovanni ; Maurici, Filippo ; Farcomeni, Alessio. In: CEIS Research Paper. RePEc:rtv:ceisrp:578. Full description at Econpapers || Download paper | |
| 2024 | Two-piece distribution based semi-parametric quantile regression for right censored data. (2024). Ewnetu, Worku Biyadgie ; Gijbels, Irene ; Verhasselt, Anneleen. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01475-4. Full description at Econpapers || Download paper | |
| 2024 | Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018. Full description at Econpapers || Download paper | |
| 2024 | Who suffered most in the pandemic? A distribution regression analysis of happiness in Japan. (2024). Maruyama, Shiko ; Li, Anqi. In: The Japanese Economic Review. RePEc:spr:jecrev:v:75:y:2024:i:4:d:10.1007_s42973-024-00172-7. Full description at Econpapers || Download paper | |
| 2024 | Tail risk forecasting with semi-parametric regression models by incorporating overnight information. (2024). Shau, Wei-Hsuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2402.07134. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document | |
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| 2024 | High-frequency realized stochastic volatility model. (2024). Watanabe, Toshiaki ; Nakajima, Jouchi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000938. Full description at Econpapers || Download paper | |
| 2024 | Recent Long-Term Management of Relation Across Czech- Republic Price Indices and Exchange Rates. (2024). Arias, Helmuth Yesid ; Antosova, Gabriela. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:specialb:p:129-146. Full description at Econpapers || Download paper | |
| 2024 | Multiscale Change Point Detection for Univariate Time Series Data with Missing Value. (2024). Tian, Boping ; Alnemer, Ghada ; Haile, Tariku Tesfaye. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3189-:d:1496858. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
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| 2023 | (Frisch-Waugh-Lovell): On the Estimation of Regression Models by Row. (2023). Clarke, Damian ; Paris, Nicol'As ; Villena-Rold, Benjam'In. In: Papers. RePEc:arx:papers:2311.15829. Full description at Econpapers || Download paper | |
| 2023 | Determinants of Military Spending in Africa: Do Institutions Matter?. (2023). Arsène Aurélien, Njamen Kengdo ; Arsene, Njamen Kengdo ; Tii, Nchofoung ; Mougnol, Kos A. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:29:y:2023:i:4:p:401-440:n:6. Full description at Econpapers || Download paper | |
| 2023 | Social media and energy justice: A global evidence. (2023). Fang, Ming ; Njangang, Henri ; Padhan, Hemachandra ; Simo, Colette ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003845. Full description at Econpapers || Download paper | |
| 2023 | Commonality in BRICS stock marketsâ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence. (2023). Mamman, Suleiman ; Iliyasu, Jamilu ; Wang, Zhanqin. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002490. Full description at Econpapers || Download paper | |
| 2023 | Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series. (2023). Szabados, Tamas. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:14-:d:1161065. Full description at Econpapers || Download paper | |
| 2023 | An Archimedean Copulas-Based Approach for m -Consecutive- k -Out-of- n : F Systems with Exchangeable Components. (2023). Triantafyllou, Ioannis S. In: Stats. RePEc:gam:jstats:v:6:y:2023:i:4:p:70-1125:d:1264160. Full description at Econpapers || Download paper | |
| 2023 | (Frisch-Waugh-Lovell) On the Estimation of Regression Models by Row. (2023). Villena-Roldan, Benjamin ; Clarke, Damian ; Torres, Nicolas Paris. In: IZA Discussion Papers. RePEc:iza:izadps:dp16630. Full description at Econpapers || Download paper | |
| 2023 | Development strategy, technological progress, and regional environmental performance: empirical evidence from China. (2023). Zhao, Zuoxiang ; Sun, Hongjun ; Han, Ding. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09548-y. Full description at Econpapers || Download paper | |
| 2023 | Exchange rate misalignment and revenue mobilisation: a global comparative evidence of trade openness thresholds. (2023). Nchofoung, Tii ; Achuo, Elvis ; Tiague, Linda Julie. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00201-z. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Simulating financial time series using attention. (2022). Fu, Weilong ; Osterrieder, Jorg ; Hirsa, Ali. In: Papers. RePEc:arx:papers:2207.00493. Full description at Econpapers || Download paper | |
| 2022 | Likelihood Inference for Copula Models Based on Left-Truncated and Competing Risks Data from Field Studies. (2022). Emura, Takeshi ; Michimae, Hirofumi. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:13:p:2163-:d:844028. Full description at Econpapers || Download paper | |
| 2022 | âTakeoverâ and âActivationâ Effects of National Strategies for Industrial RelocationâBased on the Perspective of Marketisation of Land Elements. (2022). Zhao, Zhenzhi ; Bao, Fei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13470-:d:946614. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Majumdar, Anandamayee ; Sikaria, Shubhangi ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315. Full description at Econpapers || Download paper |
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