Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Econometrics and Statistics / Elsevier

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
15
Impact Factor (IF)
0.71
5 Years IF
0.74
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing 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
2017 0 0.51 0.36 0 42 42 237 14 31 0 0 6 42.9 14 0.33 0.2
2018 0.64 0.52 0.54 0.64 40 82 243 44 75 42 27 42 27 1 2.3 17 0.43 0.22
2019 0.71 0.53 0.61 0.71 37 119 190 72 147 82 58 82 58 0 14 0.38 0.21
2020 0.55 0.63 0.43 0.5 36 155 164 65 213 77 42 119 59 4 6.2 5 0.14 0.3
2021 0.74 0.73 0.72 0.8 39 194 104 138 352 73 54 155 124 20 14.5 1 0.03 0.27
2022 0.77 0.72 0.75 0.74 39 233 100 175 527 75 58 194 143 30 17.1 3 0.08 0.22
2023 0.54 0.67 0.61 0.61 39 272 91 166 693 78 42 191 117 23 13.9 10 0.26 0.19
2024 0.76 0.73 0.67 0.75 40 312 21 209 902 78 59 190 142 42 20.1 3 0.08 0.22
2025 0.71 0.96 0.65 0.74 40 352 6 229 1131 79 56 193 142 34 14.8 5 0.13 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
#YearTitleCited
12018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

Full description at Econpapers || Download paper

42
22020Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45.

Full description at Econpapers || Download paper

38
32019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

33
42018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

Full description at Econpapers || Download paper

29
52022Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Hayakawa, Kazuhiko ; Breitung, Jorg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132.

Full description at Econpapers || Download paper

27
62017Prediction of functional ARMA processes with an application to traffic data. (2017). Wei, T ; Klepsch, J ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149.

Full description at Econpapers || Download paper

26
72023Instrument-free inference under confined regressor endogeneity and mild regularity. (2023). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:1-22.

Full description at Econpapers || Download paper

25
82018Fast and reliable computation of generalized synthetic controls. (2018). Klossner, Stefan ; Becker, Martin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

22
92020Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68.

Full description at Econpapers || Download paper

19
102021Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45.

Full description at Econpapers || Download paper

17
112023Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71.

Full description at Econpapers || Download paper

17
122017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

Full description at Econpapers || Download paper

17
132019Model order selection in periodic long memory models. (2019). Sibbertsen, Philipp ; Leschinski, Christian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

Full description at Econpapers || Download paper

15
142018Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73.

Full description at Econpapers || Download paper

15
152019Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Follett, Lendie ; Yu, Cindy. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144.

Full description at Econpapers || Download paper

15
162018Change point detection in heteroscedastic time series. (2018). Horvath, Lajos ; Gorecki, Tomasz ; Kokoszka, Piotr. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88.

Full description at Econpapers || Download paper

14
172019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

Full description at Econpapers || Download paper

14
182021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28.

Full description at Econpapers || Download paper

13
192022Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178.

Full description at Econpapers || Download paper

13
202017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut ; Netunajev, Aleksei. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

Full description at Econpapers || Download paper

12
212017Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Shirota, Shinichiro ; Lopes, Hedibert F ; Piao, Haixiang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59.

Full description at Econpapers || Download paper

12
222017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

Full description at Econpapers || Download paper

12
232020Flexible copula models with dynamic dependence and application to financial data. (2020). Krupskii, Pavel ; Joe, Harry. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167.

Full description at Econpapers || Download paper

12
242019Robust Monitoring of Time Series with Application to Fraud Detection. (2019). Rousseeuw, Peter ; Riani, Marco ; Hubert, Mia ; Perrotta, Domenico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:108-121.

Full description at Econpapers || Download paper

12
252017Robust normal mixtures for financial portfolio allocation. (2017). Paolella, Marc S ; Gambacciani, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111.

Full description at Econpapers || Download paper

12
262017A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104.

Full description at Econpapers || Download paper

12
272017Econometrics and Statistics. (2017). van Dijk, Herman ; Kontoghiorghes, Erricos ; Colubi, Ana. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:1-1.

Full description at Econpapers || Download paper

12
282018A UK financial conditions index using targeted data reduction: Forecasting and structural identification. (2018). Young, Garry ; Price, Simon ; Kapetanios, George. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:1-17.

Full description at Econpapers || Download paper

12
292017Special issue on functional data analysis. (2017). Kokoszka, Piotr ; Sangalli, Laura ; Oja, Hanny ; Park, Byeong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:99-100.

Full description at Econpapers || Download paper

11
302019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

Full description at Econpapers || Download paper

10
312018Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56.

Full description at Econpapers || Download paper

10
322017A mixture of SDB skew-t factor analyzers. (2017). Browne, Ryan P ; McNicholas, Paul D ; Murray, Paula M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168.

Full description at Econpapers || Download paper

10
332020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping ; Czellar, Veronika. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

Full description at Econpapers || Download paper

9
342019Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Acar, Elif F ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197.

Full description at Econpapers || Download paper

9
352018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82.

Full description at Econpapers || Download paper

9
362019Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Zhang, Yuanqing ; Sun, Yanqing ; Huang, Jianhua Z. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155.

Full description at Econpapers || Download paper

9
372018The copula-graphic estimator in censored nonparametric location-scale regression models. (2018). Van Keilegom, Ingrid ; Sujica, Aleksandar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:89-114.

Full description at Econpapers || Download paper

9
382019Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119.

Full description at Econpapers || Download paper

9
392017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). García Enríquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

Full description at Econpapers || Download paper

9
402021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

Full description at Econpapers || Download paper

9
412020The market rank indicator to detect financial distress. (2020). Figini, Silvia ; Uberti, Pierpaolo ; Maggi, Mario. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

Full description at Econpapers || Download paper

9
422019The class of copulas arising from squared distributions: Properties and inference. (2019). Durocher, Martin ; Quessy, Jean-Franois. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:148-166.

Full description at Econpapers || Download paper

9
432021A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Behrendt, Simon ; Schweikert, Karsten. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172.

Full description at Econpapers || Download paper

9
442018Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167.

Full description at Econpapers || Download paper

8
452018Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89.

Full description at Econpapers || Download paper

8
462018Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions. (2018). STUPFLER, Gilles ; el Methni, Jonathan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:129-148.

Full description at Econpapers || Download paper

8
472017High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183.

Full description at Econpapers || Download paper

8
482023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

Full description at Econpapers || Download paper

7
492017Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Lu, Zudi ; Jiang, Zhenyu ; Zhu, Jun ; Al-Sulami, Dawlah . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:22-35.

Full description at Econpapers || Download paper

7
502017Meta-analytic cointegrating rank tests for dependent panels. (2017). Karaman Örsal, Deniz ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72.

Full description at Econpapers || Download paper

7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023Instrument-free inference under confined regressor endogeneity and mild regularity. (2023). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:1-22.

Full description at Econpapers || Download paper

22
22022Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Hayakawa, Kazuhiko ; Breitung, Jorg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132.

Full description at Econpapers || Download paper

19
32020Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45.

Full description at Econpapers || Download paper

19
42023Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71.

Full description at Econpapers || Download paper

14
52021Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45.

Full description at Econpapers || Download paper

13
62019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

11
72022Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178.

Full description at Econpapers || Download paper

9
82021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

Full description at Econpapers || Download paper

7
92019Model order selection in periodic long memory models. (2019). Sibbertsen, Philipp ; Leschinski, Christian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

Full description at Econpapers || Download paper

7
102018The copula-graphic estimator in censored nonparametric location-scale regression models. (2018). Van Keilegom, Ingrid ; Sujica, Aleksandar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:89-114.

Full description at Econpapers || Download paper

7
112021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28.

Full description at Econpapers || Download paper

7
122023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

Full description at Econpapers || Download paper

6
132023Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51.

Full description at Econpapers || Download paper

6
142018Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56.

Full description at Econpapers || Download paper

6
152022Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.. (2022). Dimpfl, Thomas ; Bleher, Johannes. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:1-26.

Full description at Econpapers || Download paper

6
162020The market rank indicator to detect financial distress. (2020). Figini, Silvia ; Uberti, Pierpaolo ; Maggi, Mario. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

Full description at Econpapers || Download paper

6
172021A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Behrendt, Simon ; Schweikert, Karsten. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172.

Full description at Econpapers || Download paper

6
182019A Bayesian analysis of linear regression models with highly collinear regressors. (2019). Smith, Ronald ; Pesaran, Mohammad. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:1-21.

Full description at Econpapers || Download paper

6
192022AdaVol: An Adaptive Recursive Volatility Prediction Method. (2022). Wintenberger, Olivier ; Werge, Nicklas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:19-35.

Full description at Econpapers || Download paper

6
202019Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Zhang, Yuanqing ; Sun, Yanqing ; Huang, Jianhua Z. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155.

Full description at Econpapers || Download paper

5
212023Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Billio, Monica ; Pelizzon, Loriana ; Frattarolo, Lorenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29.

Full description at Econpapers || Download paper

5
222020Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68.

Full description at Econpapers || Download paper

5
232017Prediction of functional ARMA processes with an application to traffic data. (2017). Wei, T ; Klepsch, J ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149.

Full description at Econpapers || Download paper

5
242019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

Full description at Econpapers || Download paper

5
252023Rage Against the Mean – A Review of Distributional Regression Approaches. (2023). Kneib, Thomas ; Safken, Benjamin ; Silbersdorff, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:99-123.

Full description at Econpapers || Download paper

5
262021Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113.

Full description at Econpapers || Download paper

5
272018Fast and reliable computation of generalized synthetic controls. (2018). Klossner, Stefan ; Becker, Martin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

5
282018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

Full description at Econpapers || Download paper

5
292021Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence. (2021). Lucas, Andre ; Blasques, Francisco ; van Vlodrop, Andries C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:47-57.

Full description at Econpapers || Download paper

5
302019Joint estimation of multiple network Granger causal models. (2019). Michailidis, G ; Skripnikov, A. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:120-133.

Full description at Econpapers || Download paper

4
312021A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

Full description at Econpapers || Download paper

4
322025Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229.

Full description at Econpapers || Download paper

4
332020Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity. (2020). Kurose, Yuta ; Omori, Yasuhiro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:46-68.

Full description at Econpapers || Download paper

4
342020A Simple Scale-Invariant Two-Sample Test for High-dimensional Data. (2020). Zhu, Tianming ; Zhang, Liang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:131-144.

Full description at Econpapers || Download paper

4
352024Multivariate Count Time Series Modelling. (2024). Fokianos, Konstantinos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:100-116.

Full description at Econpapers || Download paper

4
362022Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2022). Sanfelici, Simona ; Curato, Imma Valentina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:53-82.

Full description at Econpapers || Download paper

4
372017Binary time series models driven by a latent process. (2017). Moysiadis, Theodoros ; Fokianos, Konstantinos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:117-130.

Full description at Econpapers || Download paper

4
382020Semiparametric inference with missing data: Robustness to outliers and model misspecification. (2020). de Luna, Xavier ; Cantoni, Eva. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:108-120.

Full description at Econpapers || Download paper

3
392019A two-stage estimator for heterogeneous panel models with common factors. (2019). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:63-82.

Full description at Econpapers || Download paper

3
402018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

Full description at Econpapers || Download paper

3
412017A strategy for optimal bandwidth selection in Local Whittle estimation. (2017). Orbe, Jesus ; Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:3-17.

Full description at Econpapers || Download paper

3
422020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping ; Czellar, Veronika. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

Full description at Econpapers || Download paper

3
432023Seasonality in High Frequency Time Series. (2023). Proietti, Tommaso ; Pedregal, Diego J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82.

Full description at Econpapers || Download paper

3
442022Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo. (2022). , William ; Chen, Feng. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:50-68.

Full description at Econpapers || Download paper

3
452017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

Full description at Econpapers || Download paper

3
462018Change point detection in heteroscedastic time series. (2018). Horvath, Lajos ; Gorecki, Tomasz ; Kokoszka, Piotr. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88.

Full description at Econpapers || Download paper

3
472020Flexible copula models with dynamic dependence and application to financial data. (2020). Krupskii, Pavel ; Joe, Harry. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167.

Full description at Econpapers || Download paper

3
482023A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2023). Gao, Zhaoxing ; Tsay, Ruey S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:83-101.

Full description at Econpapers || Download paper

3
492019Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2019). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:42-65.

Full description at Econpapers || Download paper

3
502023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Lippi, Marco ; Deistler, Manfred ; Anderson, Brian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor: 56
YearTitle
2025Revisions in concurrent seasonal adjustments of daily and weekly economic time series. (2025). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:315494.

Full description at Econpapers || Download paper

2025Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665.

Full description at Econpapers || Download paper

2025Marginal expected shortfall risk measure for time series. (2025). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:3:d:10.1007_s11203-025-09334-9.

Full description at Econpapers || Download paper

2025Improving estimation of portfolio risk using new statistical factors. (2025). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06307-8.

Full description at Econpapers || Download paper

2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

Full description at Econpapers || Download paper

2025A holistic matrix norm-based alternative solution method for Markov reward games. (2025). Re, Nazim Kemal ; Zkaya, Murat ; Zgi, Burhaneddin ; Perc, Matja. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:488:y:2025:i:c:s009630032400585x.

Full description at Econpapers || Download paper

2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

Full description at Econpapers || Download paper

2025Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461.

Full description at Econpapers || Download paper

2025A statistical-mathematical analysis of the macroeconomic effects of long-memory total factor productivity. (2025). Ferrentino, Rosa ; Vota, Luca. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:6:d:10.1007_s11135-025-02284-7.

Full description at Econpapers || Download paper

2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

Full description at Econpapers || Download paper

2025Real-time Hurricane Damage Nowcasts. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-006.

Full description at Econpapers || Download paper

2025Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso. (2025). Hu, Sullivan ; Laurent, S'Ebastien ; Flachaire, Emmanuel ; Aiounou, Ulrich. In: Papers. RePEc:arx:papers:2511.21257.

Full description at Econpapers || Download paper

2025Preventive replacement policies of parallel/series systems with dependent components under deviation costs. (2025). Niu, Jiale ; Zhang, Jiandong ; Yan, Rongfang. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:260:y:2025:i:c:s0951832025002340.

Full description at Econpapers || Download paper

2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

Full description at Econpapers || Download paper

2025Bayesian influence diagnostics for a multivariate GARCH model. (2025). Wang, Qingrui ; Yao, Zhao. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01649-8.

Full description at Econpapers || Download paper

2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

Full description at Econpapers || Download paper

2025A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks. (2025). Aouri, Atika ; Otto, Philipp. In: Papers. RePEc:arx:papers:2508.20101.

Full description at Econpapers || Download paper

2025Eurozone economic integration: Historical developments and new challenges ahead. (2025). MORANA, CLAUDIO ; Bagliano, Fabio. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500073x.

Full description at Econpapers || Download paper

2025Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model. (2025). Billio, Monica ; Casarin, Roberto ; Lpez, Ovielt Baltodano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005274.

Full description at Econpapers || Download paper

2025Weak identification in discrete choice models. (2025). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002112.

Full description at Econpapers || Download paper

2025Fuzzy Non-Payment Risk Management Rooted in Optimized Household Consumption Units. (2025). Llanes, Gregorio Izquierdo ; Salcedo, Antonio. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:4:p:74-:d:1632425.

Full description at Econpapers || Download paper

2025Switching the leverage switch. (2025). Marn, Juan Miguel ; Romero, Eva ; Lopes, Mara Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:47005.

Full description at Econpapers || Download paper

2025The method of moments for multivariate random sums in the Poisson-Skew-Normal case. (2025). Mazur, Stepan ; Javed, Farrukh ; Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003079.

Full description at Econpapers || Download paper

2025Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR($\infty$) processes and applications. (2025). Cui, Zhenyu ; Wang, Yingli. In: Papers. RePEc:arx:papers:2503.18259.

Full description at Econpapers || Download paper

2025Variable selection in sparse multivariate GLARMA models: application to germination control by environment. (2025). Sansonnet, Laure ; Ouadah, Sarah ; Lvy-Leduc, Cline ; Gomtsyan, Marina ; Rajjou, Loc ; Bailly, Christophe. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-025-00786-0.

Full description at Econpapers || Download paper

2025An observation-driven state-space count model for experience rating. (2025). Lu, Yang ; Wthrich, Mario V ; Ahn, Jae Youn ; Jeong, Himchan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000964.

Full description at Econpapers || Download paper

2025Julia as a universal platform for statistical software development. (2024). Roodman, David. In: Papers. RePEc:arx:papers:2404.09309.

Full description at Econpapers || Download paper

2025Cluster-robust jackknife and bootstrap inference for binary response models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.00650.

Full description at Econpapers || Download paper

2025Identification-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

2025An 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

2025Fast Cluster Bootstrap Methods for Spatial Error Models. (2025). Zheng, YU ; Fan, Honggang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2913-:d:1745436.

Full description at Econpapers || Download paper

2025The effect of climate adaptation policies on productivity: evidence from Chinese cities. (2025). Jin, Minghui ; Yao, Lianxiao. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:30:y:2025:i:7:d:10.1007_s11027-025-10248-3.

Full description at Econpapers || Download paper

2025Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures. (2025). He, Tianyu ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2512.21862.

Full description at Econpapers || Download paper

2025Wild Bootstrap Inference for Linear Regressions with Many Covariates. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.20972.

Full description at Econpapers || Download paper

2025Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515.

Full description at Econpapers || Download paper

2025Conditional inference for ultrahigh-dimensional additive hazards model. (2025). Bai, Fangfang ; Sun, Liuquan ; Hao, Meiling ; Yang, Ruiyu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001203.

Full description at Econpapers || Download paper

2025Internal Control Quality and Leverage Manipulation: Evidence from Chinese State-Owned Listed Companies. (2025). Chen, Qianqian ; Liu, Shilin. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:2905-:d:1619864.

Full description at Econpapers || Download paper

2025Women’s Empowerment in Zimbabwe: Examining the Role of Educational Reform. (2025). Nguyen, Hang ; Yu, Yijun ; Nguyen-Phung, Hang Thu ; Le, Hai. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:177:y:2025:i:2:d:10.1007_s11205-024-03515-4.

Full description at Econpapers || Download paper

2025Which route to elite turnover leads to womens political empowerment in developing countries?. (2025). Mondjeli, Itchoko Motande ; Pepoung, Murielle Fokou. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:33:y:2025:i:2:p:369-411.

Full description at Econpapers || Download paper

2025Natural Resource and Food Import Dependence of Africa: Can Democracy Slowdown Dependence?. (2025). Asongu, Simplice ; Ngassam, Sylvain B ; Douanla, Sandrine G. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4204-4226.

Full description at Econpapers || Download paper

2025Does public data openness accelerate new quality productive forces? Evidence from China. (2025). Guo, Lixiang ; Zhong, Yuan ; Lai, Huisu ; Zhang, Liang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1409-1427.

Full description at Econpapers || Download paper

2025Sport and happiness: an evidence from football. (2025). Possi, Eric Xaverie. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:22:y:2025:i:1:p:77-127.

Full description at Econpapers || Download paper

2025How Green Data Center Establishment Drives Carbon Emission Reduction: Double-Edged Sword or Equilibrium Effect?. (2025). Liu, Jian ; Luo, Jing. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:14:p:6598-:d:1705287.

Full description at Econpapers || Download paper

2025Aid or sanction? Comparing the effectiveness of climate finance and environmental taxation in mitigating environmental degradation in Africa. (2025). Ndeffo, Luc Nembot ; Kelly, Arsene Mouongue. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s2949753125000384.

Full description at Econpapers || Download paper

2025Does financial inclusion increase participation in global value chains? Evidence from African countries. (2025). Asongu, Simplice ; Ngoungou, Yolande E ; Possi, Eric Xaverie ; Mignamissi, Dieudonn. In: International Economics. RePEc:eee:inteco:v:183:y:2025:i:c:s2110701725000411.

Full description at Econpapers || Download paper

2025Financial literacy and clean energy adoption in South Africa. (2025). Smyth, Russell ; Churchill, Sefa Awaworyi ; Koomson, Isaac. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007546.

Full description at Econpapers || Download paper

2025Farm production, marketing, and childrens nutritional outcomes in rural Zambia. (2025). Mulungu, Kelvin ; Mwelwa, Lukonde ; Mudenda, Lackson D ; Manning, Dale T ; Kumwenda, Chiza. In: Agricultural Economics. RePEc:bla:agecon:v:56:y:2025:i:2:p:283-302.

Full description at Econpapers || Download paper

2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

Full description at Econpapers || Download paper

2025Short-Term Effects of Extreme Heat, Cold, and Air Pollution Episodes on Excess Mortality in Luxembourg. (2025). Weiss, Jrme. In: IJERPH. RePEc:gam:jijerp:v:22:y:2025:i:3:p:376-:d:1605350.

Full description at Econpapers || Download paper

2025Improving Portfolio Management Using Clustering and Particle Swarm Optimisation. (2025). Crane, Martin ; Bezbradica, Marija ; Bulani, Vivek. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1623-:d:1656401.

Full description at Econpapers || Download paper

2025Modelling and Forecasting Financial Volatility with Realized GARCH Model: A Comparative Study of Skew- t Distributions Using GRG and MCMC Methods. (2025). Morimoto, Takayuki ; Setiawan, Adi ; Nugroho, Didit Budi. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:33-:d:1742320.

Full description at Econpapers || Download paper

2025Non-parametric estimators of scaled cash flows. (2025). Bathke, Theis ; Furrer, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500099x.

Full description at Econpapers || Download paper

2025Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619.

Full description at Econpapers || Download paper

2025A new Combined Bootstrap Method for Long-Memory Time Series. (2025). Palomba, Margherita ; Gerolimetto, Margherita ; Bisaglia, Luisa. In: Working Papers. RePEc:ven:wpaper:2025:19.

Full description at Econpapers || Download paper

2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

Full description at Econpapers || Download paper

2025Fitting Penalized Estimator for Sparse Covariance Matrix with Left-Censored Data by the EM Algorithm. (2025). Zheng, Qian-Zhen ; Tang, Man-Lai ; Xu, Ping-Feng ; Shang, Laixu ; Lin, Shanyi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:423-:d:1578467.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2025
YearCiting document
2025Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492.

Full description at Econpapers || Download paper

2025Multivariate AutoRegressive Smooth Liquidity (MARSLiQ). (2025). Wang, L ; Hafner, C M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2569.

Full description at Econpapers || Download paper

2025Multivariate AutoRegressive Smooth Liquidity (MARSLiQ). (2025). Wang, L ; Hafner, C M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2529.

Full description at Econpapers || Download paper

2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

Full description at Econpapers || Download paper

2025Omnibus diagnostic procedures for vector multiplicative errors models. (2025). Hudecov, Rka ; Ngatchou-Wandji, Joseph ; Meintanis, Simos G. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01653-y.

Full description at Econpapers || Download paper

Recent citations received in 2024
YearCiting document
2024High-frequency realized stochastic volatility model. (2024). Watanabe, Toshiaki ; Nakajima, Jouchi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000938.

Full description at Econpapers || Download paper

2024Recent Long-Term Management of Relation Across Czech- Republic Price Indices and Exchange Rates. (2024). Arias, Helmuth Yesid ; Antosova, Gabriela. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:specialb:p:129-146.

Full description at Econpapers || Download paper

2024Multiscale Change Point Detection for Univariate Time Series Data with Missing Value. (2024). Tian, Boping ; Alnemer, Ghada ; Haile, Tariku Tesfaye. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3189-:d:1496858.

Full description at Econpapers || Download paper

Recent citations received in 2023
YearCiting document
2023(Frisch-Waugh-Lovell): On the Estimation of Regression Models by Row. (2023). Clarke, Damian ; Paris, Nicol'As ; Villena-Rold, Benjam'In. In: Papers. RePEc:arx:papers:2311.15829.

Full description at Econpapers || Download paper

2023Determinants of Military Spending in Africa: Do Institutions Matter?. (2023). Arsène Aurélien, Njamen Kengdo ; Arsene, Njamen Kengdo ; Tii, Nchofoung ; Mougnol, Kos A. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:29:y:2023:i:4:p:401-440:n:6.

Full description at Econpapers || Download paper

2023Social media and energy justice: A global evidence. (2023). Fang, Ming ; Njangang, Henri ; Padhan, Hemachandra ; Simo, Colette ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003845.

Full description at Econpapers || Download paper

2023Commonality in BRICS stock markets’ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence. (2023). Mamman, Suleiman ; Iliyasu, Jamilu ; Wang, Zhanqin. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002490.

Full description at Econpapers || Download paper

2023Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series. (2023). Szabados, Tamas. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:14-:d:1161065.

Full description at Econpapers || Download paper

2023An Archimedean Copulas-Based Approach for m -Consecutive- k -Out-of- n : F Systems with Exchangeable Components. (2023). Triantafyllou, Ioannis S. In: Stats. RePEc:gam:jstats:v:6:y:2023:i:4:p:70-1125:d:1264160.

Full description at Econpapers || Download paper

2023Interpretable Machine Learning Using Partial Linear Models*. (2023). Laurent, Sébastien ; Hué, Sullivan ; Hue, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Post-Print. RePEc:hal:journl:hal-04529011.

Full description at Econpapers || Download paper

2023(Frisch-Waugh-Lovell) On the Estimation of Regression Models by Row. (2023). Villena-Roldan, Benjamin ; Clarke, Damian ; Torres, Nicolas Paris. In: IZA Discussion Papers. RePEc:iza:izadps:dp16630.

Full description at Econpapers || Download paper

2023Development strategy, technological progress, and regional environmental performance: empirical evidence from China. (2023). Zhao, Zuoxiang ; Sun, Hongjun ; Han, Ding. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09548-y.

Full description at Econpapers || Download paper

2023Exchange rate misalignment and revenue mobilisation: a global comparative evidence of trade openness thresholds. (2023). Nchofoung, Tii ; Achuo, Elvis ; Tiague, Linda Julie. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00201-z.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022Simulating financial time series using attention. (2022). Fu, Weilong ; Osterrieder, Jorg ; Hirsa, Ali. In: Papers. RePEc:arx:papers:2207.00493.

Full description at Econpapers || Download paper

2022Likelihood Inference for Copula Models Based on Left-Truncated and Competing Risks Data from Field Studies. (2022). Emura, Takeshi ; Michimae, Hirofumi. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:13:p:2163-:d:844028.

Full description at Econpapers || Download paper

2022“Takeover” and “Activation” Effects of National Strategies for Industrial Relocation—Based on the Perspective of Marketisation of Land Elements. (2022). Zhao, Zhenzhi ; Bao, Fei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13470-:d:946614.

Full description at Econpapers || Download paper