Advances in Econometrics / Emerald Group Publishing Limited
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
14
Impact Factor (IF)
0.38
5 Years IF
0.21
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 | |
| 1997 | 0 | 0.27 | 0 | 0 | 14 | 14 | 3 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 1999 | 0 | 0.41 | 0 | 0 | 10 | 24 | 1 | 0 | 14 | 14 | 0 | 0 | 0.26 | |||||
| 2002 | 0 | 0.55 | 0 | 0 | 1 | 25 | 0 | 0 | 0 | 24 | 0 | 0 | 0.31 | |||||
| 2003 | 0 | 0.53 | 0 | 0 | 11 | 36 | 21 | 0 | 1 | 11 | 0 | 0 | 0.3 | |||||
| 2004 | 0 | 0.6 | 0 | 0 | 21 | 57 | 11 | 0 | 12 | 22 | 0 | 0 | 0.36 | |||||
| 2006 | 0 | 0.58 | 0 | 0 | 27 | 84 | 12 | 0 | 21 | 33 | 0 | 0 | 0.34 | |||||
| 2008 | 0 | 0.58 | 0 | 0 | 44 | 128 | 25 | 0 | 27 | 59 | 0 | 0 | 0.29 | |||||
| 2009 | 0 | 0.59 | 0.02 | 0.01 | 27 | 155 | 23 | 3 | 3 | 44 | 92 | 1 | 0 | 0 | 0.33 | |||
| 2010 | 0 | 0.52 | 0.01 | 0 | 10 | 165 | 0 | 1 | 4 | 71 | 98 | 0 | 0 | 0.3 | ||||
| 2011 | 0 | 0.61 | 0.01 | 0 | 16 | 181 | 9 | 1 | 5 | 37 | 108 | 0 | 0 | 0.36 | ||||
| 2012 | 0 | 0.67 | 0 | 0 | 42 | 223 | 13 | 1 | 6 | 26 | 97 | 0 | 0 | 0.36 | ||||
| 2013 | 0 | 0.64 | 0 | 0 | 23 | 246 | 15 | 1 | 7 | 58 | 139 | 0 | 0 | 0.34 | ||||
| 2014 | 0 | 0.67 | 0.04 | 0 | 31 | 277 | 112 | 8 | 17 | 65 | 118 | 0 | 8 | 0.26 | 0.34 | |||
| 2016 | 0.35 | 0.63 | 0.1 | 0.11 | 46 | 323 | 358 | 28 | 68 | 31 | 11 | 112 | 12 | 0 | 16 | 0.35 | 0.34 | |
| 2017 | 0.7 | 0.61 | 0.17 | 0.33 | 12 | 335 | 189 | 54 | 125 | 46 | 32 | 142 | 47 | 0 | 4 | 0.33 | 0.33 | |
| 2019 | 2.42 | 0.6 | 0.29 | 0.99 | 34 | 369 | 57 | 108 | 301 | 12 | 29 | 89 | 88 | 0 | 6 | 0.18 | 0.35 | |
| 2020 | 0.41 | 0.68 | 0.36 | 1.18 | 29 | 398 | 19 | 143 | 444 | 34 | 14 | 92 | 109 | 0 | 5 | 0.17 | 0.72 | |
| 2022 | 0.03 | 0.66 | 0.23 | 0.49 | 41 | 439 | 37 | 100 | 680 | 29 | 1 | 75 | 37 | 0 | 0 | 0.21 | ||
| 2023 | 0.34 | 0.5 | 0.25 | 0.19 | 28 | 467 | 14 | 117 | 797 | 41 | 14 | 104 | 20 | 0 | 3 | 0.11 | 0.16 | |
| 2024 | 0.38 | 0.53 | 0.23 | 0.21 | 15 | 482 | 1 | 111 | 908 | 69 | 26 | 132 | 28 | 0 | 1 | 0.07 | 0.2 |
| 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 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Pesaran, Hashem M ; Chudik, Alexander. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 119 |
| 2 | 2017 | Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012. Full description at Econpapers || Download paper | 76 |
| 3 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 48 |
| 4 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Geweke, John ; Durham, Garland. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 37 |
| 5 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence*. (2017). McCrary, Justin ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 33 |
| 6 | 2019 | Macroeconomic Nowcasting Using Google Probabilitiesâ. (2019). Onorante, Luca ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a003. Full description at Econpapers || Download paper | 27 |
| 7 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Owyang, Michael T ; Jackson, Laura E ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 24 |
| 8 | Regression Discontinuity Designs with Clustered Data. (2017). Brummet, Quentin ; Bartalotti, Otavio. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. Full description at Econpapers || Download paper | 22 | |
| 9 | 2017 | On Interpreting the Regression Discontinuity Design as a Local Experiment. (2017). Titiunik, Rocio ; Sekhon, Jasjeet S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038001. Full description at Econpapers || Download paper | 20 |
| 10 | 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014. Full description at Econpapers || Download paper | 18 |
| 11 | 2017 | Regression Kink Design: Theory and Practice. (2017). Pei, Zhuan ; Lee, David S ; Card, David ; Weber, Andrea. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016. Full description at Econpapers || Download paper | 17 |
| 12 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Zhang, Yonghui ; Su, Liangjun. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 15 |
| 13 | 2003 | ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION. (2003). Kim, Tae-Hwan ; White, Halbert. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(03)17005-3. Full description at Econpapers || Download paper | 15 |
| 14 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Hong, Yongmiao ; Yun, Xin ; Wang, Shouyang ; Han, AI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 14 |
| 15 | 2022 | An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies. (2022). Hartley, Jonathan S ; Jimenez, Daniel ; Rebucci, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532021000043a014. Full description at Econpapers || Download paper | 13 |
| 16 | 2017 | Identification and Estimation Using a Density Discontinuity Approach. (2017). Yu, Zhengfei ; Jales, Hugo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003. Full description at Econpapers || Download paper | 13 |
| 17 | 2022 | Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532022000044a007. Full description at Econpapers || Download paper | 12 |
| 18 | 2009 | Semiparametric estimation of fixed-effects panel data varying coefficient models. (2009). Sun, Yiguo ; Carroll, Raymond J ; Li, Dingding. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025006. Full description at Econpapers || Download paper | 12 |
| 19 | 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). Petrella, Ivan ; Venditti, Fabrizio ; delle Monache, Davide. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013. Full description at Econpapers || Download paper | 12 |
| 20 | 2017 | Testing Stability of Regression Discontinuity Models. (2017). Dong, Yingying ; Cerulli, Giovanni ; Lewbel, Arthur ; Poulsen, Alexander. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013. Full description at Econpapers || Download paper | 11 |
| 21 | 2014 | Assessing Bayesian Model Comparison in Small Samples. (2014). Wynne, Mark A ; Martinez-Garcia, Enrique. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034006. Full description at Econpapers || Download paper | 11 |
| 22 | 2008 | Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms. (2008). Kumbhakar, Subal C ; McCloud, Nadine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(08)23008-2. Full description at Econpapers || Download paper | 11 |
| 23 | 2006 | Realized Beta: Persistence and Predictability. (2006). Andersen, Torben G ; Bollerslev, Tim ; Wu, Ginger ; Diebold, Francis X. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(05)20020-8. Full description at Econpapers || Download paper | 10 |
| 24 | 2014 | Stable Limit Theory for the Variance Targeting Estimator. (2014). Vaynman, Igor ; Beare, Brendan K. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033018. Full description at Econpapers || Download paper | 10 |
| 25 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Elhorst, Paul J ; Zigova, Katarina. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 10 |
| 26 | 2016 | Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment. (2016). Poncela, Pilar ; Ruiz, Esther. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035010. Full description at Econpapers || Download paper | 10 |
| 27 | 2023 | The Econometrics of Oil Market VAR Models. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532023000045b003. Full description at Econpapers || Download paper | 10 |
| 28 | 2016 | The Impact of Storms on Firm Survival: A Bayesian Spatial Econometric Model for Firm Survival. (2016). Craioveanu, Mihaela ; Terrell, Dek. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037010. Full description at Econpapers || Download paper | 10 |
| 29 | 2016 | Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach. (2016). Doz, Catherine ; Petronevich, Anna. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035012. Full description at Econpapers || Download paper | 9 |
| 30 | 2017 | The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable. (2017). Pei, Zhuan ; Shen, YI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038019. Full description at Econpapers || Download paper | 9 |
| 31 | 2017 | External and Internal Validity of a Geographic Quasi-Experiment Embedded in a Cluster-Randomized Experiment. (2017). Galiani, Sebastian ; McEwan, Patrick J ; Quistorff, Brian. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038009. Full description at Econpapers || Download paper | 9 |
| 32 | 2016 | How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model. (2016). Sickles, Robin ; Han, Jaepil ; Ryu, Deockhyun. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037017. Full description at Econpapers || Download paper | 8 |
| 33 | 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004. Full description at Econpapers || Download paper | 8 |
| 34 | 2008 | Instrumental variables estimation of the average treatment effect in the correlated random coefficient model. (2008). Wooldridge, Jeffrey M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(07)00004-7. Full description at Econpapers || Download paper | 7 |
| 35 | 2016 | Inference in Near-Singular Regression. (2016). , Peter. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036022. Full description at Econpapers || Download paper | 7 |
| 36 | 2014 | Bayesian Selection of Systemic Risk Networks. (2014). Giudici, Paolo ; Ahelegbey, Daniel Felix. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034007. Full description at Econpapers || Download paper | 7 |
| 37 | 2016 | An Overview of the Factor-augmented Error-Correction Model. (2016). Marcellino, Massimiliano ; Masten, Igor ; Banerjee, Anindya. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001. Full description at Econpapers || Download paper | 6 |
| 38 | 2014 | On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests. (2014). Miller, Isaac J ; Ghysels, Eric. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033004. Full description at Econpapers || Download paper | 6 |
| 39 | 2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches. (2016). Sandra, Eickmeier ; Jorg, Breitung. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035005. Full description at Econpapers || Download paper | 6 |
| 40 | 2009 | A nonparametric quantile analysis of growth and governance. (2009). Huynh, Kim P ; Jacho-Chavez, David T. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025009. Full description at Econpapers || Download paper | 6 |
| 41 | 2017 | Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs*. (2017). He, Yang ; Bartalotti, Otavio ; Calhoun, Gray. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038018. Full description at Econpapers || Download paper | 6 |
| 42 | 2014 | Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033002. Full description at Econpapers || Download paper | 6 |
| 43 | 2019 | How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis. (2019). Jacobi, Liana ; Zhu, Dan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a010. Full description at Econpapers || Download paper | 5 |
| 44 | 2004 | INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS. (2004). Yuzefovich, Yevgeny ; Prucha, Ingmar R ; Kelejian, Harry H. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(04)18005-5. Full description at Econpapers || Download paper | 5 |
| 45 | 2011 | Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2011)000027b004. Full description at Econpapers || Download paper | 5 |
| 46 | Model Averaging Over Nonparametric Estimators. (2016). Henderson, Daniel J ; Parmeter, Christopher F. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036024. Full description at Econpapers || Download paper | 5 | |
| 47 | 2019 | Flexible Bayesian Quantile Regression in Ordinal Models. (2019). Karnawat, Shubham ; Rahman, Mohammad Arshad. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b011. Full description at Econpapers || Download paper | 5 |
| 48 | 2020 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2020). Mohaddes, Kamiar ; Pesaran, Hashem M ; Chudik, Alexander. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000041005. Full description at Econpapers || Download paper | 5 |
| 49 | 2014 | Limit Theory and Inference About Conditional Distributions. (2014). Zinde-Walsh, Victoria ; Tuvaandorj, Purevdorj. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012. Full description at Econpapers || Download paper | 5 |
| 50 | 2019 | Estimation and Applications of Quantile Regression for Binary Longitudinal Data. (2019). Rahman, Mohammad Arshad ; Vossmeyer, Angela. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b009. Full description at Econpapers || Download paper | 5 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Pesaran, Hashem M ; Chudik, Alexander. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 47 |
| 2 | 2003 | ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION. (2003). Kim, Tae-Hwan ; White, Halbert. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(03)17005-3. Full description at Econpapers || Download paper | 14 |
| 3 | 2022 | An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies. (2022). Hartley, Jonathan S ; Jimenez, Daniel ; Rebucci, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532021000043a014. Full description at Econpapers || Download paper | 13 |
| 4 | 2022 | Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532022000044a007. Full description at Econpapers || Download paper | 12 |
| 5 | 2009 | Semiparametric estimation of fixed-effects panel data varying coefficient models. (2009). Sun, Yiguo ; Carroll, Raymond J ; Li, Dingding. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025006. Full description at Econpapers || Download paper | 11 |
| 6 | 2006 | Realized Beta: Persistence and Predictability. (2006). Andersen, Torben G ; Bollerslev, Tim ; Wu, Ginger ; Diebold, Francis X. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(05)20020-8. Full description at Econpapers || Download paper | 10 |
| 7 | 2023 | The Econometrics of Oil Market VAR Models. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532023000045b003. Full description at Econpapers || Download paper | 10 |
| 8 | 2017 | Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012. Full description at Econpapers || Download paper | 8 |
| 9 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Owyang, Michael T ; Jackson, Laura E ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 7 |
| 10 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Hong, Yongmiao ; Yun, Xin ; Wang, Shouyang ; Han, AI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 6 |
| 11 | 2008 | Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms. (2008). Kumbhakar, Subal C ; McCloud, Nadine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(08)23008-2. Full description at Econpapers || Download paper | 6 |
| 12 | 2008 | Instrumental variables estimation of the average treatment effect in the correlated random coefficient model. (2008). Wooldridge, Jeffrey M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(07)00004-7. Full description at Econpapers || Download paper | 6 |
| 13 | 2009 | A nonparametric quantile analysis of growth and governance. (2009). Huynh, Kim P ; Jacho-Chavez, David T. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025009. Full description at Econpapers || Download paper | 6 |
| 14 | 2017 | Identification and Estimation Using a Density Discontinuity Approach. (2017). Yu, Zhengfei ; Jales, Hugo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003. Full description at Econpapers || Download paper | 5 |
| 15 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence*. (2017). McCrary, Justin ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 5 |
| 16 | 2004 | INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS. (2004). Yuzefovich, Yevgeny ; Prucha, Ingmar R ; Kelejian, Harry H. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(04)18005-5. Full description at Econpapers || Download paper | 5 |
| 17 | 2020 | FRM Financial Risk Meter. (2020). Hardle, Wolfgang Karl ; Althof, Michael ; Chen, Cathy Yi-Hsuan ; Mihoci, Andrija. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000042016. Full description at Econpapers || Download paper | 4 |
| 18 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 4 |
| 19 | 2011 | Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2011)000027b004. Full description at Econpapers || Download paper | 4 |
| 20 | 2004 | A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL. (2004). MIRMIRANI, SAM ; Li, Hsi Cheng. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(04)19008-7. Full description at Econpapers || Download paper | 4 |
| 21 | 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014. Full description at Econpapers || Download paper | 3 |
| 22 | 2013 | The Collective Marriage Matching Model: Identification, Estimation, and Testing. (2013). Seitz, Shannon ; Choo, Eugene. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2013)0000032010. Full description at Econpapers || Download paper | 3 |
| 23 | 2017 | The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable. (2017). Pei, Zhuan ; Shen, YI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038019. Full description at Econpapers || Download paper | 3 |
| 24 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Geweke, John ; Durham, Garland. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 2 |
| 25 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Elhorst, Paul J ; Zigova, Katarina. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 2 |
| 26 | 2016 | An Overview of the Factor-augmented Error-Correction Model. (2016). Marcellino, Massimiliano ; Masten, Igor ; Banerjee, Anindya. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001. Full description at Econpapers || Download paper | 2 |
| 27 | 2017 | Regression Kink Design: Theory and Practice. (2017). Pei, Zhuan ; Lee, David S ; Card, David ; Weber, Andrea. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016. Full description at Econpapers || Download paper | 2 |
| 28 | 2012 | Extending the Hausman Test to Check for the Presence of Outliers. (2012). Verardi, Vincenzo ; Gassner, Marjorie ; Dehon, Catherine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2012)0000029019. Full description at Econpapers || Download paper | 2 |
| 29 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Zhang, Yonghui ; Su, Liangjun. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 2 |
| 30 | 2024 | A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity. (2024). Zhao, Shunan ; Zhang, Jingfang ; Malikov, Emir. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320240000046009. Full description at Econpapers || Download paper | 2 |
| 31 | 2016 | Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation. (2016). Fan, Yangin ; Guerre, Emmanuel. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036023. Full description at Econpapers || Download paper | 2 |
| 32 | 2013 | The Relationship Between DSGE and VAR Models. (2013). Giacomini, Raffaella. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2013)0000031001. Full description at Econpapers || Download paper | 2 |
| 33 | 2020 | Snowball Sampling and Sample Selection in a Social Network. (2020). Chan, Julian Tszkin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000042008. Full description at Econpapers || Download paper | 2 |
| 34 | 2016 | On the Selection of Common Factors for Macroeconomic Forecasting. (2016). Proietti, Tommaso. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035015. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 26
| Year | Title | |
|---|---|---|
| 2024 | Improving models and forecasts after equilibrium-mean shifts. (2024). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1085-1100. Full description at Econpapers || Download paper | |
| 2024 | Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307. Full description at Econpapers || Download paper | |
| 2024 | Chinese regions participation in global value chains and the associated global transmission of export price and quantity shocks. (2024). Egger, Peter ; Zhao, YU ; Li, Jie. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:2:p:371-393. Full description at Econpapers || Download paper | |
| 2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
| 2024 | Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087. Full description at Econpapers || Download paper | |
| 2024 | Alternative Monetary Policy Commitments and the Yield Curve. (2024). Haworth, Cameron ; Gai, Prasanna. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:137-159. Full description at Econpapers || Download paper | |
| 2024 | Whatever-it-takes policymaking during the pandemic. (2024). Dominguez, Kathryn ; Foschi, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000394. Full description at Econpapers || Download paper | |
| 2024 | The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis. (2024). Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00575-2. Full description at Econpapers || Download paper | |
| 2024 | Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016. Full description at Econpapers || Download paper | |
| 2024 | A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246. Full description at Econpapers || Download paper | |
| 2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download paper | |
| 2024 | Conditional density forecasting: a tempered importance sampling approach. (2024). Paredes, Joan ; Montes-Galdon, Carlos ; Wolf, Elias. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302442. Full description at Econpapers || Download paper | |
| 2024 | Using structural models to understand macroeconomic tail risks. (2024). Papadopoulou, Niki ; Ortega, Eva ; Mavromatis, Kostas(Konstantinos) ; Kolb, Benedikt ; Gatt, William ; Brázdik, František ; Ajevskis, Viktors ; de Lorenzo, Ivan ; Garcia, Pablo ; Brzdik, Frantiek ; Montes-Galdn, Carlos ; Lima, Diana. In: Occasional Paper Series. RePEc:ecb:ecbops:2024357. Full description at Econpapers || Download paper | |
| 2024 | Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230. Full description at Econpapers || Download paper | |
| 2024 | Chinaâs GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372. Full description at Econpapers || Download paper | |
| 2024 | Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788. Full description at Econpapers || Download paper | |
| 2024 | Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing. (2024). Miller, J. ; Brock, William A. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002306. Full description at Econpapers || Download paper | |
| 2024 | Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478. Full description at Econpapers || Download paper | |
| 2024 | A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Herwartz, Helmut ; Theilen, Bernd. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968. Full description at Econpapers || Download paper | |
| 2024 | Measuring Business Cycle Stylized Facts in Selected Oil-Producing Economies: A Comparative Study. (2024). Vasilev, Aleksandar ; Saha, Shrabani ; Chukwu, Chigozie. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:1:d:10.1007_s41549-024-00099-3. Full description at Econpapers || Download paper | |
| 2024 | Macro-financial transmission of global oil shocks to BRIC countries â International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper | |
| 2024 | How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581. Full description at Econpapers || Download paper | |
| 2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper | |
| 2024 | Functional coefficient cointegration models with BoxâCox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986. Full description at Econpapers || Download paper | |
| 2024 | Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Xia, Yingcun ; Wongsa-Art, Pipat ; Kim, Namhyun ; Moscone, Francesco. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | Productivity and efficiency: Do we need a bridge?. (2024). Zhao, Shunan ; Hou, Zhezhi ; Kumbhakar, Subal C. In: International Journal of Production Economics. RePEc:eee:proeco:v:274:y:2024:i:c:s0925527324001440. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | Identifying money and inflation expectation shocks to real oil prices. (2023). Gillman, Max ; Benk, Szilard. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003766. Full description at Econpapers || Download paper | |
| 2023 | Oil news shocks and the U.S. stock market. (2023). Herrera, Ana MarÃa ; Alsalman, Zeina ; Rangaraju, Sandeep Kumar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003894. Full description at Econpapers || Download paper | |
| 2023 | Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lütkepohl, Helmut ; Bruns, Martin ; Luetkepohl, Helmut. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-03. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document |
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10 most frequent citing series