Econometrics Journal / Royal Economic Society
Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
61
Impact Factor (IF)
0
5 Years IF
0
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
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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 | |
| 1998 | 0 | 0.27 | 0.65 | 0 | 17 | 17 | 431 | 7 | 21 | 0 | 0 | 0 | 7 | 0.41 | 0.13 | |||
| 1999 | 0.88 | 0.29 | 0.71 | 0.88 | 18 | 35 | 1518 | 22 | 46 | 17 | 15 | 17 | 15 | 0 | 5 | 0.28 | 0.14 | |
| 2000 | 1 | 0.35 | 1.15 | 1 | 13 | 48 | 2197 | 46 | 101 | 35 | 35 | 35 | 35 | 1 | 2.2 | 5 | 0.38 | 0.16 |
| 2001 | 2 | 0.38 | 1.55 | 1.56 | 21 | 69 | 968 | 91 | 208 | 31 | 62 | 48 | 75 | 0 | 3 | 0.14 | 0.17 | |
| 2002 | 1.74 | 0.39 | 1.53 | 1.67 | 26 | 95 | 826 | 138 | 353 | 34 | 59 | 69 | 115 | 1 | 0.7 | 11 | 0.42 | 0.21 |
| 2003 | 1.17 | 0.43 | 1.85 | 1.81 | 22 | 117 | 1579 | 208 | 569 | 47 | 55 | 95 | 172 | 1 | 0.5 | 12 | 0.55 | 0.21 |
| 2004 | 1.56 | 0.48 | 2.34 | 2.57 | 29 | 146 | 2286 | 334 | 911 | 48 | 75 | 100 | 257 | 0 | 20 | 0.69 | 0.22 | |
| 2005 | 1.98 | 0.51 | 2.26 | 1.97 | 25 | 171 | 793 | 386 | 1298 | 51 | 101 | 111 | 219 | 0 | 8 | 0.32 | 0.23 | |
| 2006 | 1.7 | 0.49 | 2.54 | 1.93 | 23 | 194 | 463 | 482 | 1791 | 54 | 92 | 123 | 238 | 0 | 4 | 0.17 | 0.22 | |
| 2007 | 1 | 0.44 | 2.27 | 1.77 | 29 | 223 | 678 | 497 | 2297 | 48 | 48 | 125 | 221 | 0 | 7 | 0.24 | 0.2 | |
| 2008 | 1.08 | 0.47 | 2.78 | 2.28 | 32 | 255 | 1155 | 704 | 3006 | 52 | 56 | 128 | 292 | 0 | 17 | 0.53 | 0.22 | |
| 2009 | 1.38 | 0.46 | 2.27 | 1.77 | 37 | 292 | 1447 | 658 | 3668 | 61 | 84 | 138 | 244 | 0 | 26 | 0.7 | 0.23 | |
| 2010 | 1.23 | 0.46 | 2.19 | 1.4 | 17 | 309 | 798 | 676 | 4346 | 69 | 85 | 146 | 204 | 0 | 9 | 0.53 | 0.2 | |
| 2011 | 1.61 | 0.5 | 2.18 | 1.4 | 27 | 336 | 1798 | 734 | 5080 | 54 | 87 | 138 | 193 | 1 | 0.1 | 18 | 0.67 | 0.23 |
| 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 | 2000 | Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161. Full description at Econpapers || Download paper | 1422 |
| 2 | 2011 | A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386. Full description at Econpapers || Download paper | 728 |
| 3 | 2003 | Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259. Full description at Econpapers || Download paper | 602 |
| 4 | 2004 | The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119. Full description at Econpapers || Download paper | 539 |
| 5 | 2008 | A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, Mohammad. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127. Full description at Econpapers || Download paper | 515 |
| 6 | 2003 | Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78. Full description at Econpapers || Download paper | 438 |
| 7 | 1999 | Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333. Full description at Econpapers || Download paper | 437 |
| 8 | 2005 | Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas. In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175. Full description at Econpapers || Download paper | 432 |
| 9 | 2000 | Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249. Full description at Econpapers || Download paper | 418 |
| 10 | 2011 | Weak and strong crossâsection dependence and estimation of large panels. (2011). Tosetti, Elisa ; Pesaran, Mohammad ; Chudik, Alexander. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90. Full description at Econpapers || Download paper | 388 |
| 11 | 2009 | Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Hansen, Reinhard P. ; Barndorff-Nielsen, O. E.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32. Full description at Econpapers || Download paper | 373 |
| 12 | 2004 | Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340. Full description at Econpapers || Download paper | 312 |
| 13 | 2010 | The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126. Full description at Econpapers || Download paper | 306 |
| 14 | 2001 | Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Larsson, Rolf ; Lothgren, Mickael . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41. Full description at Econpapers || Download paper | 295 |
| 15 | 1999 | Nonparametric bounds on employment and income effects of continuous vocational training in East Germany. (1999). Lechner, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:1-28. Full description at Econpapers || Download paper | 293 |
| 16 | 1999 | Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160. Full description at Econpapers || Download paper | 262 |
| 17 | 1999 | Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191. Full description at Econpapers || Download paper | 258 |
| 18 | 2004 | Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31. Full description at Econpapers || Download paper | 235 |
| 19 | 2010 | Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176. Full description at Econpapers || Download paper | 225 |
| 20 | 2004 | Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306. Full description at Econpapers || Download paper | 211 |
| 21 | 2002 | Model selection tests for nonlinear dynamic models. (2002). Vuong, Quang ; Rivers, Douglas. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39. Full description at Econpapers || Download paper | 185 |
| 22 | 2002 | Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318. Full description at Econpapers || Download paper | 168 |
| 23 | 2007 | The Tobit model with a non-zero threshold. (2007). Sun, Yixiao ; Carson, Richard. In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:3:p:488-502. Full description at Econpapers || Download paper | 164 |
| 24 | 2004 | Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504. Full description at Econpapers || Download paper | 142 |
| 25 | 1998 | A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). Krolzig, Hans-Martin ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75. Full description at Econpapers || Download paper | 138 |
| 26 | 2002 | Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159. Full description at Econpapers || Download paper | 130 |
| 27 | 2006 | Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331. Full description at Econpapers || Download paper | 122 |
| 28 | 2009 | On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81. Full description at Econpapers || Download paper | 121 |
| 29 | 2009 | Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229. Full description at Econpapers || Download paper | 115 |
| 30 | 2001 | Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36. Full description at Econpapers || Download paper | 115 |
| 31 | 2004 | Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565. Full description at Econpapers || Download paper | 113 |
| 32 | 1998 | Bayesian inference on GARCH models using the Gibbs sampler. (1998). Lubrano, Michel ; Bauwens, Luc. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46. Full description at Econpapers || Download paper | 111 |
| 33 | 2000 | Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38. Full description at Econpapers || Download paper | 108 |
| 34 | 2011 | Shortâterm forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44. Full description at Econpapers || Download paper | 107 |
| 35 | 2011 | The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76. Full description at Econpapers || Download paper | 105 |
| 36 | 2008 | Representation theorem for convex nonparametric least squares. (2008). Kuosmanen, Timo. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325. Full description at Econpapers || Download paper | 103 |
| 37 | 2007 | Selection correction in panel data models: An application to the estimation of females wage equations. (2007). ROCHINA BARRACHINA, MARIA ENGRACIA ; Dustmann, Christian ; María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293. Full description at Econpapers || Download paper | 103 |
| 38 | 2001 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8. Full description at Econpapers || Download paper | 100 |
| 39 | 2003 | Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123. Full description at Econpapers || Download paper | 96 |
| 40 | 2008 | A bootstrap procedure for panel data sets with many cross-sectional units. (2008). Kapetanios, George. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:377-395. Full description at Econpapers || Download paper | 95 |
| 41 | 2011 | Nonâparametric timeâvarying coefficient panel data models with fixed effects. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408. Full description at Econpapers || Download paper | 94 |
| 42 | 2004 | Testing linearity in cointegrating smooth transition regressions. (2004). Saikkonen, Pentti ; Choi, In. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365. Full description at Econpapers || Download paper | 93 |
| 43 | 2004 | Two-stage quantile regression when the first stage is based on quantile regression. (2004). MULLER, Christophe ; Kim, Tae-Hwan. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231. Full description at Econpapers || Download paper | 91 |
| 44 | 2010 | Theory and inference for a Markov switching GARCH model. (2010). Rombouts, Jeroen ; Bauwens, Luc ; Jeroen V. K. Rombouts, ; Preminger, Arie. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:218-244. Full description at Econpapers || Download paper | 90 |
| 45 | 2000 | BUGS for a Bayesian analysis of stochastic volatility models. (2000). Yu, Jun. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215. Full description at Econpapers || Download paper | 83 |
| 46 | 2004 | A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). pittis, nikitas ; Panopoulou, Ekaterini. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617. Full description at Econpapers || Download paper | 83 |
| 47 | 2001 | An automatic leading indicator of economic activity: forecasting GDP growth for European countries. (2001). Weale, Martin ; Smith, Richard ; Kapetanios, George ; Camba-Mendez, Gonzalo. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:37. Full description at Econpapers || Download paper | 82 |
| 48 | 2001 | Nonlinear econometric models with cointegrated and deterministically trending regressors. (2001). Phillips, Peter ; Park, Joon ; Chang, Yoosoon. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:1-36. Full description at Econpapers || Download paper | 80 |
| 49 | 2003 | A full-factor multivariate GARCH model. (2003). Vrontos, Ioannis ; Dellaportas, Petros ; Politis, D. N.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334. Full description at Econpapers || Download paper | 79 |
| 50 | 1999 | Cointegration rank inference with stationary regressors in VAR models. (1999). Rahbek, Anders ; Mosconi, Rocco. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91. Full description at Econpapers || Download paper | 78 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386. Full description at Econpapers || Download paper | 144 |
| 2 | 2008 | A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, Mohammad. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127. Full description at Econpapers || Download paper | 122 |
| 3 | 2000 | Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161. Full description at Econpapers || Download paper | 97 |
| 4 | 2003 | Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259. Full description at Econpapers || Download paper | 72 |
| 5 | 2003 | Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78. Full description at Econpapers || Download paper | 50 |
| 6 | 2009 | Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Hansen, Reinhard P. ; Barndorff-Nielsen, O. E.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32. Full description at Econpapers || Download paper | 49 |
| 7 | 2004 | The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119. Full description at Econpapers || Download paper | 46 |
| 8 | 2010 | The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126. Full description at Econpapers || Download paper | 38 |
| 9 | 2011 | Weak and strong crossâsection dependence and estimation of large panels. (2011). Tosetti, Elisa ; Pesaran, Mohammad ; Chudik, Alexander. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90. Full description at Econpapers || Download paper | 30 |
| 10 | 2005 | Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas. In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175. Full description at Econpapers || Download paper | 26 |
| 11 | 2010 | Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176. Full description at Econpapers || Download paper | 22 |
| 12 | 2011 | Nonâparametric timeâvarying coefficient panel data models with fixed effects. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408. Full description at Econpapers || Download paper | 19 |
| 13 | 2001 | Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Larsson, Rolf ; Lothgren, Mickael . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41. Full description at Econpapers || Download paper | 15 |
| 14 | 2008 | A bootstrap procedure for panel data sets with many cross-sectional units. (2008). Kapetanios, George. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:377-395. Full description at Econpapers || Download paper | 14 |
| 15 | 2008 | Representation theorem for convex nonparametric least squares. (2008). Kuosmanen, Timo. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325. Full description at Econpapers || Download paper | 14 |
| 16 | 2009 | On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81. Full description at Econpapers || Download paper | 14 |
| 17 | 2002 | Model selection tests for nonlinear dynamic models. (2002). Vuong, Quang ; Rivers, Douglas. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39. Full description at Econpapers || Download paper | 11 |
| 18 | 1999 | Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333. Full description at Econpapers || Download paper | 11 |
| 19 | 2004 | Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504. Full description at Econpapers || Download paper | 10 |
| 20 | 2009 | Efficient GMM with nearly-weak instruments. (2009). Renault, Eric ; Antoine, Bertille. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s135-s171. Full description at Econpapers || Download paper | 10 |
| 21 | 2004 | Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306. Full description at Econpapers || Download paper | 9 |
| 22 | 2004 | Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31. Full description at Econpapers || Download paper | 9 |
| 23 | 2006 | Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331. Full description at Econpapers || Download paper | 9 |
| 24 | 2002 | Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159. Full description at Econpapers || Download paper | 9 |
| 25 | 2009 | More on monotone instrumental variables. (2009). Pepper, John ; Manski, Charles. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s200-s216. Full description at Econpapers || Download paper | 9 |
| 26 | 2004 | Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340. Full description at Econpapers || Download paper | 9 |
| 27 | 2010 | Theory and inference for a Markov switching GARCH model. (2010). Rombouts, Jeroen ; Bauwens, Luc ; Jeroen V. K. Rombouts, ; Preminger, Arie. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:218-244. Full description at Econpapers || Download paper | 8 |
| 28 | 2011 | Quantile regression models with factorâaugmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:1-24. Full description at Econpapers || Download paper | 8 |
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