Citation analysis for Econometrics / MDPI

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

5 Years H Index

Impact Factor (IF)

0.51

5 Years IF

0.47

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
2013	0	0.54	0.31	0	13	13	301	4	4	0		0		2	50	4	0.31	0.23
2014	2	0.53	1.36	2	12	25	361	33	38	13	26	13	26	1	3	7	0.58	0.22
2015	1.72	0.52	1	1.72	42	67	305	66	105	25	43	25	43	4	6.1	13	0.31	0.22
2016	1.41	0.5	1.1	1.6	49	116	250	127	233	54	76	67	107	10	7.9	8	0.16	0.2
2017	0.51	0.51	1.02	1.06	54	170	361	174	407	91	46	116	123	18	10.3	31	0.57	0.2
2018	0.51	0.52	0.94	0.93	48	218	525	202	611	103	53	170	158	9	4.5	21	0.44	0.22
2019	0.84	0.53	0.75	0.8	50	268	123	198	812	102	86	205	164	4	2	6	0.12	0.21
2020	1.02	0.63	0.88	0.84	45	313	117	271	1086	98	100	243	205	15	5.5	4	0.09	0.3
2021	0.53	0.73	1.01	0.92	47	360	95	362	1448	95	50	246	227	12	3.3	11	0.23	0.27
2022	0.47	0.72	0.83	0.79	37	397	58	328	1776	92	43	244	193	16	4.9	5	0.14	0.22
2023	0.48	0.67	0.64	0.63	27	424	33	271	2047	84	40	227	144	9	3.3	7	0.26	0.19
2024	0.36	0.73	0.55	0.34	38	462	18	254	2301	64	23	206	71	4	1.6	1	0.03	0.22
2025	0.51	0.96	0.53	0.47	53	515	5	272	2573	65	33	194	92	6	2.2	4	0.08	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	2018	Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers \|\| Download paper	260
2	2014	The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers \|\| Download paper	198
3	2015	Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers \|\| Download paper	104
4	2013	Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers \|\| Download paper	87
5	2014	A One Line Derivation of EGARCH. (2014). Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers \|\| Download paper	78
6	2013	Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers \|\| Download paper	76
7	2014	Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers \|\| Download paper	76
8	2013	Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers \|\| Download paper	60
9	2017	Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers \|\| Download paper	52
10	2018	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers \|\| Download paper	43
11	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Hu, Yujia ; Audrino, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers \|\| Download paper	39
12	2018	Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429. Full description at Econpapers \|\| Download paper	35
13	2015	A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers \|\| Download paper	34
14	2018	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers \|\| Download paper	30
15	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992. Full description at Econpapers \|\| Download paper	28
16	2016	Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers \|\| Download paper	27
17	2015	Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers \|\| Download paper	26
18	2017	A Simple Test for Causality in Volatility. (2017). Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545. Full description at Econpapers \|\| Download paper	26
19	2016	Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088. Full description at Econpapers \|\| Download paper	24
20	2017	Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901. Full description at Econpapers \|\| Download paper	23
21	2017	Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537. Full description at Econpapers \|\| Download paper	22
22	2015	Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668. Full description at Econpapers \|\| Download paper	20
23	2020	Triple the GammaâA Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596. Full description at Econpapers \|\| Download paper	20
24	2015	On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers \|\| Download paper	20
25	2018	Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Karunarathne, Wasana ; Chotikapanich, Duangkamon ; Prasada, D S. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682. Full description at Econpapers \|\| Download paper	20
26	2018	A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749. Full description at Econpapers \|\| Download paper	19
27	2017	A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353. Full description at Econpapers \|\| Download paper	19
28	2018	A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046. Full description at Econpapers \|\| Download paper	19
29	2013	Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522. Full description at Econpapers \|\| Download paper	19
30	2017	Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers \|\| Download paper	18
31	2020	Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273. Full description at Econpapers \|\| Download paper	16
32	2013	Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659. Full description at Econpapers \|\| Download paper	16
33	2013	Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Lee, Lung-Fei ; Jin, Fei. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028. Full description at Econpapers \|\| Download paper	15
34	2017	A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Heberle, Jochen ; Sattarhoff, Cristina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731. Full description at Econpapers \|\| Download paper	15
35	2018	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modellerâs Perspective. (2018). Greselin, Francesca ; Zitikis, Ri Ardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699. Full description at Econpapers \|\| Download paper	14
36	2020	Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835. Full description at Econpapers \|\| Download paper	14
37	2013	Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948. Full description at Econpapers \|\| Download paper	13
38	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689. Full description at Econpapers \|\| Download paper	13
39	2015	Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data. (2015). Parmeter, Christopher ; Henderson, Daniel ; Chu, Chi-Yang. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:199-214:d:47581. Full description at Econpapers \|\| Download paper	13
40	2016	Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417. Full description at Econpapers \|\| Download paper	13
41	2017	Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821. Full description at Econpapers \|\| Download paper	13
42	2018	Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513. Full description at Econpapers \|\| Download paper	12
43	2014	Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers \|\| Download paper	12
44	2018	Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, Maria Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411. Full description at Econpapers \|\| Download paper	12
45	2014	A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). PAOLELLA, MARC S. ; Krause, Jochen. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459. Full description at Econpapers \|\| Download paper	11
46	2017	Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593. Full description at Econpapers \|\| Download paper	11
47	2017	Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development. (2017). Owen, Dorian. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:38-:d:110889. Full description at Econpapers \|\| Download paper	11
48	2017	Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). MontaÃ±Ã©s, Antonio ; Gadea, MarÃa ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640. Full description at Econpapers \|\| Download paper	10
49	2019	Evaluating Approximate Point Forecasting of Count Processes. (2019). Gob, Rainer ; Alwan, Layth C ; Frahm, Gabriel ; Weiss, Christian H ; Homburg, Annika. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:30-:d:246272. Full description at Econpapers \|\| Download paper	10
50	2016	Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets. (2016). Kim, Donggyu ; Wang, Yazhen ; Zhang, Xin. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:34-:d:76033. Full description at Econpapers \|\| Download paper	10

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2018	Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers \|\| Download paper	92
2	2014	The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers \|\| Download paper	39
3	2015	Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers \|\| Download paper	17
4	2013	Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers \|\| Download paper	16
5	2018	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers \|\| Download paper	12
6	2020	Triple the GammaâA Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596. Full description at Econpapers \|\| Download paper	11
7	2017	Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers \|\| Download paper	10
8	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Hu, Yujia ; Audrino, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers \|\| Download paper	9
9	2020	Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835. Full description at Econpapers \|\| Download paper	8
10	2023	Detecting Common Bubbles in Multivariate Mixed CausalâNoncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:9-:d:1092261. Full description at Econpapers \|\| Download paper	6
11	2018	A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046. Full description at Econpapers \|\| Download paper	6
12	2015	A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers \|\| Download paper	6
13	2016	Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers \|\| Download paper	6
14	2015	Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668. Full description at Econpapers \|\| Download paper	5
15	2018	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers \|\| Download paper	5
16	2020	Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273. Full description at Econpapers \|\| Download paper	5
17	2015	Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers \|\| Download paper	5
18	2016	Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088. Full description at Econpapers \|\| Download paper	5
19	2022	Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models. (2022). Escribano, Alvaro ; Blazsek, Szabolcs. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:1:p:9-:d:750387. Full description at Econpapers \|\| Download paper	4
20	2017	Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593. Full description at Econpapers \|\| Download paper	4
21	2016	Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models. (2016). Xu, Haiqing ; Pinkse, Joris ; Jun, Sung Jae ; Yaldaz, Nee . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:7-:d:63449. Full description at Econpapers \|\| Download paper	4
22	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992. Full description at Econpapers \|\| Download paper	4
23	2018	Top Incomes, Heavy Tails, and Rank-Size Regressions. (2018). Schluter, Christian. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:10-:d:134492. Full description at Econpapers \|\| Download paper	4
24	2018	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modellerâs Perspective. (2018). Greselin, Francesca ; Zitikis, Ri Ardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699. Full description at Econpapers \|\| Download paper	4
25	2020	Maximum Likelihood Estimation for the Fractional Vasicek Model. (2020). Yu, Jun ; Xiao, Weilin ; Tanaka, Katsuto. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:32-:d:397839. Full description at Econpapers \|\| Download paper	4
26	2017	Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers \|\| Download paper	4
27	2021	GoodnessâofâFit Tests for Bivariate Time Series of Counts. (2021). Meintanis, Simos G ; Hukova, Marie ; Hudecova, Arka. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:10-:d:510257. Full description at Econpapers \|\| Download paper	4
28	2013	Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers \|\| Download paper	4
29	2020	Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180. Full description at Econpapers \|\| Download paper	4
30	2021	Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers \|\| Download paper	4
31	2022	Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures. (2022). Zhou, Qiankun ; Cao, Shiyun. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:3:p:29-:d:886156. Full description at Econpapers \|\| Download paper	4
32	2017	Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821. Full description at Econpapers \|\| Download paper	4
33	2021	Climate Finance: Mapping Air Pollution and Finance Market in Time Series. (2021). Fang, Zheng ; Wang, Sheng ; Peng, Ruiming ; Xie, Jian Ying. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:43-:d:694969. Full description at Econpapers \|\| Download paper	4
34	2015	On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers \|\| Download paper	3
35	2015	Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249. Full description at Econpapers \|\| Download paper	3
36	2022	Green Bonds for the Transition to a Low-Carbon Economy. (2022). Semmler, Willi ; Braga, Joao Paulo ; Lichtenberger, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:1:p:11-:d:762562. Full description at Econpapers \|\| Download paper	3
37	2022	Detecting and Quantifying Structural Breaks in Climate. (2022). Ericsson, Neil R ; Butt, Hassan. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:4:p:33-:d:984722. Full description at Econpapers \|\| Download paper	3
38	2018	A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749. Full description at Econpapers \|\| Download paper	3
39	2017	A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353. Full description at Econpapers \|\| Download paper	3
40	2020	Indirect Inference Estimation of Spatial Autoregressions. (2020). Bao, Yong ; Liu, Xiaotian ; Yang, Lihong. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:34-:d:408384. Full description at Econpapers \|\| Download paper	3
41	2017	CopulaâBased vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:16-:d:95642. Full description at Econpapers \|\| Download paper	3
42	2016	Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Ravazzolo, Francesco ; Casarin, Roberto ; Mantoan, Giulia. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17-:d:65855. Full description at Econpapers \|\| Download paper	3
43	2024	Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach. (2024). Stengos, Thanasis ; Chen, Chaoyi ; Zhang, Jianhan. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:1:p:7-:d:1351480. Full description at Econpapers \|\| Download paper	3
44	2023	Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models. (2023). Hartl, Tobias ; Haimerl, Paul. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:10-:d:1115213. Full description at Econpapers \|\| Download paper	3
45	2013	Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers \|\| Download paper	3
46	2023	Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region. (2023). Fakih, Ali ; Arayssi, Mahmoud ; Haimoun, Nathir. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:16-:d:1169584. Full description at Econpapers \|\| Download paper	3
47	2019	Misclassification in Binary Choice Models with Sample Selection. (2019). Guagnano, Giuseppina ; Arezzo, Maria Felice. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:32-:d:251289. Full description at Econpapers \|\| Download paper	3
48	2016	Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets. (2016). Kim, Donggyu ; Wang, Yazhen ; Zhang, Xin. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:34-:d:76033. Full description at Econpapers \|\| Download paper	3
49	2017	Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537. Full description at Econpapers \|\| Download paper	3
50	2017	Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 33

Year	Title
2025	Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945. Full description at Econpapers \|\| Download paper
2025	Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678. Full description at Econpapers \|\| Download paper
2025	Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492. Full description at Econpapers \|\| Download paper
2025	Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals. (2025). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2412.00468. Full description at Econpapers \|\| Download paper
2025	On the Correlations in Linearized Multivariate Stochastic Volatility Models. (2025). Moussa, Karim. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250021. Full description at Econpapers \|\| Download paper
2025	Financial Inclusion and Sustainability of Economic Development: Empirical Results from Selected EU Member States. (2025). Batg, Jacek ; Muvunyi, Eugene. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:18:p:8237-:d:1748714. Full description at Econpapers \|\| Download paper
2025	Nonlinear Dynamics of Militarization and Income Inequality Nexus in Post-Socialist Eastern Europe: A Panel Kink Regression Analysis (1990â2023). (2025). Kyriakos, Emmanouilidis ; Ourania, Dimitraki. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:31:y:2025:i:3:p:323-335:n:1004. Full description at Econpapers \|\| Download paper
2025	The Debt-Growth Relationship in the Western Balkans, Developing Europe, and the Eurozone Economies: Testing for the Existence of a Tipping Point. (2025). Hajdar, Korbi ; Avdullah, Hoti. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:20:y:2025:i:2:p:149-164:n:1010. Full description at Econpapers \|\| Download paper
2025	Intergovernmental Competition and Agricultural Science and Technology Innovation Efficiency: Evidence from China. (2025). Wang, Fang ; Yu, Daohan. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:5:p:530-:d:1602464. Full description at Econpapers \|\| Download paper
2025	Nexus of Economic Growth, Economic Structure, and Environmental Pollution: Using a Novel Machine Learning Approach. (2025). Farokhi, Soheila ; Taghvaee, Vahid Mohamad ; Tatar, Moosa ; Rostam-Afschar, Davud ; Faraji, Mohammad Reza. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7302-:d:1723272. Full description at Econpapers \|\| Download paper
2025	Digitalisation in Central Asia and material/financial assistance of South Korea. (2025). Kim, HO ; Oztarsu, Mehmet Fatih. In: RIVISTA DI STUDI SULLA SOSTENIBILITA'. RePEc:fan:rissri:v:html10.3280/riss2025oa19483. Full description at Econpapers \|\| Download paper
2025	Impact of Critical Infrastructure Cyber Security on the Sustainable Development of Smart Cities: Insights from Internal Specialists and External Information Security Auditors. (2025). Semenov, Serhii ; Zolotaryova, Iryna ; Leroy, Iryna. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1188-:d:1581883. Full description at Econpapers \|\| Download paper
2025	Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432. Full description at Econpapers \|\| Download paper
2025	The Impact of the Fedâs Monetary Policy on Cryptocurrencies: Novel Policy Implications for Central Banks. (2025). Tosun, Tayfun Tuncay ; Uurlu, Erginbay. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:393-:d:1702390. Full description at Econpapers \|\| Download paper
2025	A 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
2025	Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment. (2025). Jumamyradov, Maksat ; Craig, Benjamin M ; Greene, William H ; Munkin, Murat. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10637-x. Full description at Econpapers \|\| Download paper
2025	Willingness to Pay to Adopt Conservation Agriculture in Northern Namibia. (2025). Uchezuba, David ; Shiimi, Teofilus. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:5:p:568-:d:1607055. Full description at Econpapers \|\| Download paper
2025	Examining the integrated sustainability perspective among Russia, UAE, and Iran: using the SEY model to estimate sustainability elasticities and spillovers. (2025). Zhao, Yining ; Li, Yanjin. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:1:d:10.1007_s00168-025-01360-y. Full description at Econpapers \|\| Download paper
2025	A Bayesian Additive Regression Trees Framework for Individualized Causal Effect Estimation. (2025). Wang, Tonghui ; Shi, Xin ; Cao, Zhenqi ; He, Lulu. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2195-:d:1695271. Full description at Econpapers \|\| Download paper
2025	How do Chinese urban investment bonds affect its economic resilience? Evidence from double machine learning. (2025). Lucey, Brian ; Abedin, Mohammad Zoynul ; Fang, Yan ; Liu, Yinglin ; Yang, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400521x. Full description at Econpapers \|\| Download paper
2025	Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067. Full description at Econpapers \|\| Download paper
2025	Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8. Full description at Econpapers \|\| Download paper
2025	Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2025). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher ; Garca-Suaza, Andrs. In: Economics & Human Biology. RePEc:eee:ehbiol:v:58:y:2025:i:c:s1570677x25000449. Full description at Econpapers \|\| Download paper
2025	The effects of overeducation on wage distribution in Trinidad and Tobago: an unconditional quantile regression analysis. (2025). scicchitano, sergio ; Doon, Roshnie. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00291-x. Full description at Econpapers \|\| Download paper
2025	Bridging the EducationâEmployment Gap in Europe: An AI-Driven Approach to Skill Matching. (2025). Sanguino, Ramn ; Uslu, Nilgn Alarirmak ; Karahan-Dursun, Pinar ; Zdemir, Caner ; Barroso, Ascensin ; Snchez-Hernndez, Mara Isabel ; Gaga, Eftade O. In: World. RePEc:gam:jworld:v:6:y:2025:i:4:p:143-:d:1772943. Full description at Econpapers \|\| Download paper
2025	Economic efficiency evaluation, regional technological heterogeneity, and total factor productivity change in the industrial sector of China. (2025). Ul, Wasi ; Gang, WU ; Yingqin, WU ; Ping, Yan. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05745-4. Full description at Econpapers \|\| Download paper
2025	Hand in hand or left behind: The dual impact of leading firmsâ digital technologies on industry digital transformation. (2025). Hu, Xuetong ; Tian, Chunxiao ; Liu, Chuanhui ; Sheng, Zhongyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002304. Full description at Econpapers \|\| Download paper
2025	A geometric approach to factor model identification. (2025). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406r. Full description at Econpapers \|\| Download paper
2025	Kuznets and Gatsby at the Crossroad of Inequality of Opportunity: New Evidence From European Regions. (2025). Colcerasa, Francesco. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:180:y:2025:i:3:d:10.1007_s11205-025-03714-7. Full description at Econpapers \|\| Download paper
2025	Modeling the Tripodal Mobile Market Using Response Functions Instead of Payoff Maximization. (2025). Zlatanov, Boyan ; Yaneva, Polina ; Kulina, Hristina ; Ivanova, Vanya ; Ilchev, Atanas ; Ali, Aynur. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:1:p:171-:d:1561107. Full description at Econpapers \|\| Download paper
2025	Tripled Fixed Points, Obtained by Ran-Reunrings Theorem for Monotone Maps in Partially Ordered Metric Spaces. (2025). Zlatanov, Boyan ; Kulina, Hristina ; Ilchev, Atanas ; Dinkova, Cvetelina ; Ali, Aynur. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:760-:d:1599658. Full description at Econpapers \|\| Download paper
2025	KÃ¶ltsÃ©gvetÃ©si fenntarthatÃ³sÃ¡g a koronavÃrus-jÃ¡rvÃ¡ny utÃ¡n. A visegrÃ¡di orszÃ¡gok adÃ³ssÃ¡gdinamikÃ¡juk tÃ¼krÃ©ben. (2025). Svai, Marianna. In: KÃ¶zgazdasÃ¡gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2265. Full description at Econpapers \|\| Download paper
2025	Identifying School Travel Mode Choice Patterns in Mersin, TÃ¼rkiye. (2025). Karabulut, Nihat Can ; Zorlu, Fikret ; Ozen, Murat. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:6142-:d:1694684. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Eco-Microcredit and Rural Transformation: The Mediating Role of Sustainable Farming Practices and the Moderating Effect of Financial Literacy on Household Sustainability. (2025). Abu, Mohamad Hanif ; Lestari, Rini ; Sak, Chaleeda Som ; Ahmad, Zaiful Affendi ; Isa, Zuraidah Mohamed. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:2223-2231. Full description at Econpapers \|\| Download paper
2025	Analytical fixed income pricing in discrete time: A new family of models. (2025). Stentoft, Lars ; Escobar Anel, Marcos ; Ye, Xize ; Escobar-Anel, Marcos. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000973. Full description at Econpapers \|\| Download paper
2025	Ever More Frequent Negative Electricity Prices: A New Reality and Challenges for Photovoltaics and Wind Power in a Changing Energy MarketâThreat or Opportunity, and Where Are the Limits of Sustainability?. (2025). Pavlk, Marek. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:10:p:2498-:d:1654338. Full description at Econpapers \|\| Download paper
2025	Impact of Trade Openness and Exchange Rate Volatility on South Africaâs Industrial Growth: Assessment Using ARDL and SVAR Models. (2025). Sunde, Tafirenyika. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4933-:d:1665895. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	The Bitcoin yield gap in Colombia: unraveling the influence of FX and Bitcoin convenience yields. (2024). Rendn, Jairo Andrs. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03872-y. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). James, Nick ; Menzies, Max. In: Papers. RePEc:arx:papers:2304.08902. Full description at Econpapers \|\| Download paper
2023	What is mature and what is still emerging in the cryptocurrency market?. (2023). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2305.05751. Full description at Econpapers \|\| Download paper
2023	An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). James, Nick ; Menzies, Max. In: Papers. RePEc:arx:papers:2307.15402. Full description at Econpapers \|\| Download paper
2023	Labour market dynamics and youth unemployment in the Middle East and North Africa: Evidence from Egypt, Jordan, and Tunisia. (2023). Krafft, Caroline ; Assaad, Ragui. In: LABOUR. RePEc:bla:labour:v:37:y:2023:i:4:p:519-553. Full description at Econpapers \|\| Download paper
2023	Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). James, Nick ; Menzies, Max. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408. Full description at Econpapers \|\| Download paper
2023	An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). James, Nick ; Menzies, Max. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. Full description at Econpapers \|\| Download paper
2023	Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices. (2023). Sanhaji, Bilel ; Chevallier, Julien. In: Stats. RePEc:gam:jstats:v:6:y:2023:i:4:p:82-1370:d:1298480. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557. Full description at Econpapers \|\| Download paper
2022	Score-driven threshold ice-age models: benchmark models for long-run climate forecasts. (2022). Escribano, Alvaro ; Blazsek, Szabolcs. In: UC3M Working papers. Economics. RePEc:cte:werepe:34757. Full description at Econpapers \|\| Download paper
2022	Modelling Seasonal Short-Run Effects in Time-Series Tourism Prices. (2022). Bojnec, Stefan ; Gricar, Sergej. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:212-:d:809777. Full description at Econpapers \|\| Download paper
2022	Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2022). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1485. Full description at Econpapers \|\| Download paper
2022	A Goodness-of-Identifiability Criterion for Parametric Statistical Models. (2022). Pacini, David. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:11:y:2022:i:4:f:11_4_1. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	98	99
2	Econometrics / MDPI	21	47
3	Mathematics / MDPI	21	41
4	Journal of Econometrics / Elsevier	239	41
5	Sustainability / MDPI	76	31
6	JRFM / MDPI	29	30
7	International Journal of Forecasting / Elsevier	95	28
8	Energy Economics / Elsevier	182	28
9	Post-Print / HAL	219	22
10	Empirical Economics / Springer	74	21
11	Econometrics and Statistics / Elsevier	15	21