Citation analysis for Econometric Theory / Cambridge University Press

Citation Profile [Updated: 2026-05-04 07:00:09]

5 Years H Index

Impact Factor (IF)

0.56

5 Years IF

0.55

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	0.1	0.36	0.09	61	61	787	21	22	100	10	199	17	1	4.8	3	0.05	0.05
1991	0.13	0.11	0.35	0.1	53	114	1344	38	62	105	14	236	24		0	4	0.08	0.06
1992	0.05	0.12	0.2	0.06	72	186	1136	32	100	114	6	253	15		0	2	0.03	0.06
1993	0.07	0.13	0.12	0.05	79	265	1313	31	133	125	9	286	15		0	4	0.05	0.06
1994	0.09	0.14	0.2	0.09	71	336	1740	61	201	151	14	309	29		0	8	0.11	0.07
1995	0.16	0.22	0.35	0.2	100	436	4223	149	354	150	24	336	68		0	8	0.08	0.1
1996	0.29	0.24	0.42	0.29	81	517	1456	214	570	171	49	375	107		0	6	0.07	0.11
1997	0.35	0.24	0.4	0.25	74	591	1960	234	807	181	63	403	99		0	16	0.22	0.11
1998	0.34	0.27	0.58	0.36	45	636	1491	364	1175	155	53	405	145	3	0.8	7	0.16	0.13
1999	0.43	0.29	0.64	0.47	41	677	1433	427	1606	119	51	371	173	4	0.9	19	0.46	0.14
2000	0.72	0.35	0.81	0.67	48	725	1645	573	2193	86	62	341	229	4	0.7	13	0.27	0.16
2001	0.66	0.38	0.77	0.64	46	771	951	578	2790	89	59	289	186		0	13	0.28	0.17
2002	0.78	0.39	0.79	0.79	70	841	2005	650	3451	94	73	254	201		0	25	0.36	0.21
2003	0.77	0.43	0.95	0.81	80	921	1441	864	4327	116	89	250	203	4	0.5	28	0.35	0.21
2004	0.77	0.48	1.13	0.92	66	987	4401	1088	5441	150	116	285	262	14	1.3	20	0.3	0.22
2005	0.71	0.51	1.11	0.84	61	1048	2286	1149	6609	146	103	310	260	6	0.5	47	0.77	0.23
2006	1.13	0.49	1.25	0.94	57	1105	979	1345	7994	127	144	323	305		0	33	0.58	0.22
2007	0.87	0.44	1.09	0.94	53	1158	629	1215	9255	118	103	334	313	11	0.9	21	0.4	0.2
2008	0.87	0.47	1.31	1.21	69	1227	1893	1571	10858	110	96	317	385	7	0.4	62	0.9	0.22
2009	0.98	0.46	1.39	1.36	82	1309	1846	1806	12681	122	119	306	417		0	59	0.72	0.23
2010	0.95	0.46	1.2	0.9	67	1376	2073	1630	14327	151	143	322	290	5	0.3	33	0.49	0.2
2011	1.13	0.5	1.26	0.95	50	1426	860	1780	16122	149	168	328	313		0	28	0.56	0.23
2012	1.5	0.5	1.5	1.31	53	1479	1198	2209	18341	117	176	321	421	13	0.6	26	0.49	0.21
2013	1.39	0.54	1.67	1.6	45	1524	722	2535	20879	103	143	321	514	6	0.2	24	0.53	0.23
2014	1.17	0.53	1.46	1.41	43	1567	409	2274	23163	98	115	297	420		0	14	0.33	0.22
2015	1.15	0.52	1.51	1.47	51	1618	626	2442	25609	88	101	258	379	4	0.2	32	0.63	0.22
2016	0.81	0.5	1.32	0.95	39	1657	505	2177	27788	94	76	242	229	1	0	15	0.38	0.2
2017	1	0.51	1.3	1.06	48	1705	500	2215	30007	90	90	231	246		0	23	0.48	0.2
2018	1	0.52	1.26	1.04	46	1751	450	2199	32210	87	87	226	234	3	0.1	20	0.43	0.22
2019	0.83	0.53	1.1	0.87	32	1783	258	1954	34167	94	78	227	198		0	9	0.28	0.21
2020	1.1	0.63	1.28	1.11	34	1817	143	2319	36488	78	86	216	239		0	16	0.47	0.3
2021	0.86	0.73	1.13	1.15	35	1852	134	2100	38588	66	57	199	228		0	5	0.14	0.27
2022	0.61	0.72	1.08	0.9	38	1890	74	2037	40626	69	42	195	175		0	5	0.13	0.22
2023	0.7	0.67	1.12	0.91	38	1928	44	2156	42782	73	51	185	168		0	8	0.21	0.19
2024	0.38	0.73	1.01	0.71	23	1951	21	1980	44762	76	29	177	125		0	2	0.09	0.22
2025	0.56	0.96	0.87	0.55	26	1977	4	1721	46483	61	34	168	93		0	3	0.12	0.28

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	2928
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	2242
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	710
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	669
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	659
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	587
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	454
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	444
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	373
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	370
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	346
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	326
14	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	308
15	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	306
16	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	305
17	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	302
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	292
19	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	269
20	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	261
21	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	261
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	258
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	247
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	232
25	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	230
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	230
27	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	230
28	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	228
29	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	220
30	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	213
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	211
33	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	208
34	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	205
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	197
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	188
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	187
39	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	186
40	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	186
41	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	185
42	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	181
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	175
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	174
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	169
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	168
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	162
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	156

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	481
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	147
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	107
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	80
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	79
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	55
7	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	44
8	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	38
9	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	37
10	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	33
11	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	31
12	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	30
13	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	28
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	28
15	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	27
16	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	26
17	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	22
18	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	22
19	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	22
20	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	22
21	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	21
22	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	20
23	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	20
24	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	20
25	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	20
26	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	19
27	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	19
28	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	19
29	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	18
30	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	18
31	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	18
32	2006	A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS. (2006). Escanciano, Juan Carlos. In: Econometric Theory. RePEc:cup:etheor:v:22:y:2006:i:06:p:1030-1051_06. Full description at Econpapers \|\| Download paper	17
33	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	17
34	1992	Generic Uniform Convergence. (1992). Andrews, Donald ; Andrews, Donald W. K., . In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:02:p:241-257_01. Full description at Econpapers \|\| Download paper	17
35	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	16
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	16
37	2011	SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS. (2011). Gospodinov, Nikolay ; Anatolyev, Stanislav. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:02:p:427-441_00. Full description at Econpapers \|\| Download paper	15
38	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	15
39	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	15
40	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	14
41	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	14
42	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	14
43	2019	MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES. (2019). Zakoian, Jean-Michel ; Fries, Sebastien. In: Econometric Theory. RePEc:cup:etheor:v:35:y:2019:i:6:p:1234-1270_5. Full description at Econpapers \|\| Download paper	14
44	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	14
45	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	14
46	2002	TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS. (2002). Whited, Toni ; Erickson, Timothy . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:776-799_18. Full description at Econpapers \|\| Download paper	14
47	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	13
48	2015	TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS. (2015). Inoue, Atsushi ; Han, Xu. In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:05:p:1117-1152_00. Full description at Econpapers \|\| Download paper	13
49	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	13
50	2013	TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS. (2013). Su, Liangjun ; Chen, Qihui. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:06:p:1079-1135_00. Full description at Econpapers \|\| Download paper	13

Citing documents used to compute impact factor: 34

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2025	Random change point model with an application to the potatoâs contribution to population. (2025). Wu, Qiang ; Zhang, Xun ; Jiang, Qing ; Li, Meng ; Tong, Xingwei. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02700-1. Full description at Econpapers \|\| Download paper
2025	Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps. (2025). Jos'e E. Figueroa-L'opez, ; Boniece, Cooper B ; Zhou, Tianwei. In: Papers. RePEc:arx:papers:2510.14285. Full description at Econpapers \|\| Download paper
2025	Partitioned Wild Bootstrap for Panel Data Quantile Regression. (2025). Lamarche, Carlos ; Galvao, Antonio ; Parker, Thomas. In: Papers. RePEc:arx:papers:2507.18494. Full description at Econpapers \|\| Download paper
2025	Robust Two-Sample Mean Inference under Serial Dependence. (2025). Hounyo, Ulrich ; Kim, Minseong. In: Papers. RePEc:arx:papers:2512.11259. Full description at Econpapers \|\| Download paper
2025	Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models. (2025). Hounyo, Ulrich ; Djogbenou, Antoine A. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001514. Full description at Econpapers \|\| Download paper
2025	Identification of Causal Effects with a Bunching Design. (2025). Caetano, Carolina ; Goff, Leonard ; Nielsen, Eric. In: Papers. RePEc:arx:papers:2507.05210. Full description at Econpapers \|\| Download paper
2025	Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591. Full description at Econpapers \|\| Download paper
2025	Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity. (2025). Chen, Kaicheng. In: Papers. RePEc:arx:papers:2504.18772. Full description at Econpapers \|\| Download paper
2025	Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119. Full description at Econpapers \|\| Download paper
2025	(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data. (2025). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2512.18678. Full description at Econpapers \|\| Download paper
2025	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
2025	Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors. (2025). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000612. Full description at Econpapers \|\| Download paper
2025	Extreme conditional tail risk inference in ARMAâGARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946. Full description at Econpapers \|\| Download paper
2025	Estimation of High-dimensional Nonlinear Vector Autoregressive Models. (2025). Han, Yuefeng ; Chen, Likai ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2511.18641. Full description at Econpapers \|\| Download paper
2025	Network Vector Autoregression with Time-Varying Nodal Influence. (2025). Ding, YI ; Zhu, Xuening ; Pan, Rui ; Zhang, BO. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-024-10841-9. Full description at Econpapers \|\| Download paper
2025	Lifecycle Wages and Human Capital Investments: Selection and Missing Data. (2025). Roux, SÃ©bastien ; Gobillon, Laurent ; Magnac, Thierry. In: IZA Discussion Papers. RePEc:iza:izadps:dp17838. Full description at Econpapers \|\| Download paper
2025	Modelling Sustainable Energy Transition in BRICS+ Countries: A Smoothed Common Correlated Effects Instrumental Variable Quantile Regression Approach. (2025). Abankwah, Stephen ; Afriyie, Samuel Osei. In: MPRA Paper. RePEc:pra:mprapa:123758. Full description at Econpapers \|\| Download paper
2025	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
2025	Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity. (2025). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:125017. Full description at Econpapers \|\| Download paper
2025	An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.18001. Full description at Econpapers \|\| Download paper
2025	Wild Bootstrap Inference for Linear Regressions with Many Covariates. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.20972. Full description at Econpapers \|\| Download paper
2025	Digital resources for green growth: The FinTechâsustainability nexus in Sub-Saharan Africa. (2025). Abdalla, Yousif Abdelbagi ; Ozturk, Ilhan ; Hussain, Azhar M ; Awad, Atif ; Jafeel, Adam Yahya. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:5:s2949753125000943. Full description at Econpapers \|\| Download paper
2025	A mollifier approach to the simultaneous identification of the unknown source and initial distribution in a space-fractional diffusion equation. (2025). Qiao, YU ; Xiong, Xiangtuan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:489:y:2025:i:c:s0096300324006362. Full description at Econpapers \|\| Download paper
2025	Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778. Full description at Econpapers \|\| Download paper
2025	Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249. Full description at Econpapers \|\| Download paper
2025	Dynamic spatial interaction models for a leaders resource allocation and followers multiple activities. (2024). Jeong, Hanbat. In: Papers. RePEc:arx:papers:2411.13810. Full description at Econpapers \|\| Download paper
2025	Modeling and Estimating Two-Layer Network Interactions with Unknown Heteroskedasticity. (2025). Chen, Jiankun ; Yang, Yang ; Lin, Yanli. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:25-03. Full description at Econpapers \|\| Download paper
2025	On testing for spatial or social network dependence in panel data allowing for network variability. (2025). Liu, Xiaodong ; Prucha, Ingmar R. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002768. Full description at Econpapers \|\| Download paper
2025	State-Varying Model Averaging Prediction. (2025). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202507. Full description at Econpapers \|\| Download paper
2025	Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Wang, Shouyang ; Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514. Full description at Econpapers \|\| Download paper
2025	Asymptotic optimality of generalized cross validation and regularized Mallows model averaging. (2025). Li, Xinmin ; Zou, Chenchen ; Liang, Hua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:222:y:2025:i:c:s0167715225000513. Full description at Econpapers \|\| Download paper
2025	Adaptive Bayesian Nonparametric Regression via Stationary Smoothness Priors. (2025). Tobias, Justin L. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1162-:d:1625305. Full description at Econpapers \|\| Download paper
2025	Expected idiosyncratic volatility. (2025). Bekaert, Geert ; Bergbrant, Mikael ; Kassa, Haimanot. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000315. Full description at Econpapers \|\| Download paper
2025	Taking advantage of biased proxies for forecast evaluation. (2025). Ren, Roberto ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001228. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600. Full description at Econpapers \|\| Download paper
2025	Iterative Complement-clustering PCA: Uncovering latent industry structures in stock returns. (2025). Yang, Yanrong ; Chang, LE ; Bi, Daning. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004483. Full description at Econpapers \|\| Download paper
2025	Identification and inference for semiparametric single index transformation models. (2025). Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001381. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
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	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

Year	Citing document
2023	The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349. Full description at Econpapers \|\| Download paper
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

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	98	1696
2	Journal of Econometrics / Elsevier	239	1111
3	Resources Policy / Elsevier	90	215
4	Empirical Economics / Springer	74	209
5	MPRA Paper / University Library of Munich, Germany	138	178
6	Journal of Time Series Analysis / Wiley Blackwell	54	153
7	Econometrics and Statistics / Elsevier	15	151
8	Energy Economics / Elsevier	182	133
9	Sustainability / MDPI	76	131
10	Mathematics / MDPI	21	127
11	Economics Letters / Elsevier	139	120