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Econometric Reviews / Taylor & Francis Journals

Citation Profile [Updated: 2026-11-05 10:50:02]
5 Years H Index
62
Impact Factor (IF)
0.49
5 Years IF
0.53
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
1997 0 0.24 0.17 0 23 23 193 3 14 0 0 0 3 0.13 0.11
1998 0.13 0.28 0.24 0.13 22 45 475 5 25 23 3 23 3 0 2 0.09 0.13
1999 0.51 0.3 0.58 0.51 24 69 953 34 65 45 23 45 23 0 10 0.42 0.14
2000 0.63 0.35 0.63 0.55 22 91 2093 46 122 46 29 69 38 4 8.7 7 0.32 0.16
2001 0.7 0.38 0.53 0.52 23 114 221 50 182 46 32 91 47 2 4 1 0.04 0.17
2002 0.8 0.39 0.69 0.74 21 135 997 93 275 45 36 114 84 6 6.5 6 0.29 0.21
2003 0.86 0.43 0.8 0.96 24 159 575 125 402 44 38 112 107 0 3 0.13 0.21
2004 0.8 0.47 1.05 1.18 8 167 685 171 578 45 36 114 134 0 5 0.63 0.21
2005 0.63 0.51 1.24 1.4 29 196 1489 237 822 32 20 98 137 1 0.4 14 0.48 0.23
2006 1.43 0.5 1.68 1.43 21 217 982 349 1187 37 53 105 150 10 2.9 25 1.19 0.22
2007 1.08 0.44 1.41 1.46 34 251 2184 340 1541 50 54 103 150 3 0.9 28 0.82 0.2
2008 2.13 0.47 1.89 1.89 25 276 932 509 2062 55 117 116 219 0 21 0.84 0.22
2009 2.51 0.46 2.2 2.26 34 310 671 671 2743 59 148 117 265 6 0.9 39 1.15 0.23
2010 1.27 0.46 1.8 1.76 31 341 577 607 3357 59 75 143 251 1 0.2 8 0.26 0.2
2011 1.14 0.5 1.92 1.92 26 367 181 689 4060 65 74 145 279 5 0.7 6 0.23 0.23
2012 0.88 0.5 2.08 1.7 23 390 581 795 4872 57 50 150 255 1 0.1 15 0.65 0.21
2013 1.24 0.53 2.49 1.59 33 423 1111 1035 5927 49 61 139 221 7 0.7 68 2.06 0.23
2014 2.05 0.53 2.23 1.52 40 463 433 1017 6958 56 115 147 224 2 0.2 26 0.65 0.22
2015 1.79 0.52 2.14 1.5 46 509 1669 1066 8045 73 131 153 229 8 0.8 56 1.22 0.21
2016 1.3 0.49 2 1.47 65 574 602 1144 9194 86 112 168 247 11 1 18 0.28 0.2
2017 1.06 0.5 1.75 1.3 58 632 428 1105 10302 111 118 207 269 8 0.7 21 0.36 0.2
2018 0.86 0.52 1.53 1.22 51 683 597 1044 11349 123 106 242 295 3 0.3 21 0.41 0.22
2019 0.76 0.53 1.42 1.04 61 744 475 1053 12404 109 83 260 271 0 23 0.38 0.21
2020 1.32 0.62 1.65 1.32 58 802 166 1320 13728 112 148 281 370 1 0.1 10 0.17 0.29
2021 0.8 0.72 1.56 0.99 40 842 162 1312 15040 119 95 293 289 0 4 0.1 0.26
2022 0.4 0.71 1.34 0.74 52 894 68 1202 16242 98 39 268 199 0 2 0.04 0.21
2023 0.57 0.66 1.42 0.92 35 929 53 1322 17564 92 52 262 242 0 4 0.11 0.19
2024 0.26 0.69 1.31 0.59 40 969 36 1269 18833 87 23 246 146 0 3 0.08 0.2
2025 0.49 0.91 1.12 0.53 60 1029 12 1155 19988 75 37 225 119 0 5 0.08 0.26
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
12000GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340.

Full description at Econpapers || Download paper

1248
22007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

1074
32015Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Mohammad. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117.

Full description at Econpapers || Download paper

946
42007Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219.

Full description at Econpapers || Download paper

794
51999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

686
62007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Ghysels, Eric ; Sinko, Arthur. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

Full description at Econpapers || Download paper

611
72005New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316.

Full description at Econpapers || Download paper

545
82002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

Full description at Econpapers || Download paper

533
92013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

Full description at Econpapers || Download paper

340
102008Realized Volatility: A Review. (2008). Medeiros, Marcelo. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

Full description at Econpapers || Download paper

304
112004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

Full description at Econpapers || Download paper

293
122005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

291
131998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

283
142004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

280
152008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Uta. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

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266
162006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

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251
172009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440.

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243
182003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

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239
192012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

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227
202000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

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199
212006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

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194
222006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116.

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181
232000Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286.

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171
242005Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

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165
252005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402.

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165
262018Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866.

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158
272015Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31.

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155
282000Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48.

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137
292007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

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128
302002LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, Mohammad. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87.

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121
312006Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; Hart, Jeffrey. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544.

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115
322012A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296.

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111
332013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733.

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109
342013Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Pesaran, Mohammad ; Chudik, Alexander. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649.

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108
352019OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827.

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104
362010An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; el Gayar, Neamat ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621.

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99
372002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447.

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98
382016Testing for Serial Correlation in Fixed-Effects Panel Data Models. (2016). Breitung, Jörg ; Born, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:7:p:1290-1316.

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90
392015Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55.

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87
402006Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; Meyer, Renate. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384.

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87
412000Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Fuss, M. ; Denny, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320.

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84
422007Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363.

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84
432010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223.

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83
442013State Space Models and MIDAS Regressions. (2013). Wright, Jonathan ; Bai, Jennie ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813.

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82
452013A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685.

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75
462013Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125.

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75
472015A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2015). Lewbel, Arthur ; Dong, Yingying. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:82-105.

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75
482003A Consistent Method for the Selection of Relevant Instruments. (2003). Peixe, Fernanda ; Hall, Alastair. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287.

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73
492000Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492.

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72
502001A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318.

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71
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Mohammad. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117.

Full description at Econpapers || Download paper

422
22005New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316.

Full description at Econpapers || Download paper

240
32000GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340.

Full description at Econpapers || Download paper

160
42007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Ghysels, Eric ; Sinko, Arthur. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

Full description at Econpapers || Download paper

130
52018Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866.

Full description at Econpapers || Download paper

74
62007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

72
72007Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219.

Full description at Econpapers || Download paper

69
82013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

Full description at Econpapers || Download paper

66
91999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

47
102012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

Full description at Econpapers || Download paper

44
112004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

Full description at Econpapers || Download paper

43
122008Realized Volatility: A Review. (2008). Medeiros, Marcelo. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

Full description at Econpapers || Download paper

40
132019OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827.

Full description at Econpapers || Download paper

39
142016Testing for Serial Correlation in Fixed-Effects Panel Data Models. (2016). Breitung, Jörg ; Born, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:7:p:1290-1316.

Full description at Econpapers || Download paper

39
152015Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31.

Full description at Econpapers || Download paper

37
162005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

37
172004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

36
181998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

31
192021Revisiting regression adjustment in experiments with heterogeneous treatment effects. (2021). Wooldridge, Jeffrey ; Negi, Akanksha. In: Econometric Reviews. RePEc:taf:emetrv:v:40:y:2021:i:5:p:504-534.

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30
202008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Uta. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

Full description at Econpapers || Download paper

29
212005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402.

Full description at Econpapers || Download paper

27
222006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

Full description at Econpapers || Download paper

27
232003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

Full description at Econpapers || Download paper

22
242016Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics. (2016). Audrino, Francesco ; Knaus, Simon D. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1485-1521.

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21
252019Alternative diff-in-diffs estimators with several pretreatment periods. (2019). Reggio, Iliana ; Mora Villarrubia, Ricardo. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:5:p:465-486.

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21
262013Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Pesaran, Mohammad ; Chudik, Alexander. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649.

Full description at Econpapers || Download paper

20
272008Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Park, Sung Y. ; Bera, Anil. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512.

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20
282002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

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19
292019Practical procedures to deal with common support problems in matching estimation. (2019). Strittmatter, Anthony ; Lechner, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:2:p:193-207.

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18
302018Extremal dependence tests for contagion. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:6:p:626-649.

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17
312006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

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16
322010An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; el Gayar, Neamat ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621.

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16
332016The Local Power of the CADF and CIPS Panel Unit Root Tests. (2016). Westerlund, Joakim ; Solberger, Martin ; Hosseinkouchack, Mehdi. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:5:p:845-870.

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15
342016Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence. (2016). Everaert, Gerdie ; de Groote, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:3:p:428-463.

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15
352018The asymptotic size and power of the augmented Dickey–Fuller test for a unit root. (2018). Paparoditis, Efstathios ; Politis, Dimitris N. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:9:p:955-973.

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15
362018Estimation of time-invariant effects in static panel data models. (2018). Zhou, Qiankun ; Pesaran, Mohammad. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:10:p:1137-1171.

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14
372000Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Fuss, M. ; Denny, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320.

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14
382015A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2015). Lewbel, Arthur ; Dong, Yingying. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:82-105.

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14
392013State Space Models and MIDAS Regressions. (2013). Wright, Jonathan ; Bai, Jennie ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813.

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14
402012Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations. (2012). Norets, Andriy. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:1:p:84-106.

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13
412015Marginal Likelihood Estimation with the Cross-Entropy Method. (2015). Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, . In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:3:p:256-285.

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12
422000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

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12
432018Parameter estimation in multivariate logit models with many binary choices. (2018). Paap, Richard ; Fok, Dennis ; Bel, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:5:p:534-550.

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11
442021Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing. (2021). Zhou, Qiankun ; Zhang, Yonghui. In: Econometric Reviews. RePEc:taf:emetrv:v:40:y:2021:i:10:p:983-1006.

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11
452021Model selection in factor-augmented regressions with estimated factors. (2021). Djogbenou, Antoine. In: Econometric Reviews. RePEc:taf:emetrv:v:40:y:2021:i:5:p:470-503.

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11
462016Improving the Power of Tests of Stochastic Dominance. (2016). Hsu, Yu-Chin ; Donald, Stephen G. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:4:p:553-585.

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10
472013A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685.

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10
482012A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296.

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492020Identification of the linear factor model. (2020). Williams, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:39:y:2020:i:1:p:92-109.

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9
502021Common factors and spatial dependence: an application to US house prices. (2021). Yang, Cynthia Fan. In: Econometric Reviews. RePEc:taf:emetrv:v:40:y:2021:i:1:p:14-50.

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Citing documents used to compute impact factor: 37
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2025Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics. (2025). Lucas, Andrae ; Lin, Yicong ; Zou, Xia. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250036.

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2025An order-invariant score-driven dynamic factor model. (2025). Artemova, Mariia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001277.

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2025Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution. (2025). Zhang, Zheng ; Huang, Wei ; Hou, Haoze. In: Papers. RePEc:arx:papers:2504.01761.

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2025Convergence dynamics of urban and rural electricity access rates across African countries. (2025). Solarin, Sakiru Adebola. In: Utilities Policy. RePEc:eee:juipol:v:96:y:2025:i:c:s0957178725001274.

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2025Emerging Trends and Issues in Geo-Spatial Environmental Health: A Critical Perspective. (2025). Griffith, Daniel A. In: IJERPH. RePEc:gam:jijerp:v:22:y:2025:i:2:p:286-:d:1591641.

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2025On uniform consistency of nonparametric estimators smoothed by the gamma kernel. (2025). Hirukawa, Masayuki ; Funke, Benedikt. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:3:d:10.1007_s10463-024-00923-8.

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2025Estimating Heterogeneous Treatment Effects with Item-Level Outcome Data: Insights from Item Response Theory. (2025). Himmelsbach, Zachary ; Joshi, Mridul ; Gilbert, Joshua B ; Soland, James ; Domingue, Benjamin W. In: Papers. RePEc:arx:papers:2405.00161.

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2025Inter-municipal cooperation in drinking water supply: Trade-offs between transaction costs, efficiency and service quality.. (2025). Garcia, Serge ; Mayol, Alexandre ; Guelmamen, Mehdi. In: Working Papers of BETA. RePEc:ulp:sbbeta:2025-07.

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2025Inter-municipal cooperation in drinking water supply: Trade-offs between transaction costs, efficiency and service quality. (2025). Garcia, Serge ; Guelmamen, Mehdi ; Mayol, Alexandre. In: International Review of Law and Economics. RePEc:eee:irlaec:v:84:y:2025:i:c:s0144818825000596.

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2025Two-way fixed effects, the two-way mundlak regression, and difference-in-differences estimators. (2025). Wooldridge, Jeffrey. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:5:d:10.1007_s00181-025-02807-z.

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2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Cui, Guowei ; Chen, Jia ; Yamagata, Takashi ; Sarafidis, Vasilis. In: MPRA Paper. RePEc:pra:mprapa:123497.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Interactive, Grouped and Non-separable Fixed Effects: A Practitioners Guide to the New Panel Data Econometrics. (2025). Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2507.19099.

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2025Cross-country dependence and financial integration in the last 150 years. (2025). Aslanidis, Nektarios ; Papadakis, Charalampos. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:4:d:10.1007_s00181-025-02808-y.

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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.

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2025Examining Characteristics and Causes of Juglar Cycles in China, 1981–2024. (2025). Gao, Jie ; Chen, BO. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8724-:d:1760276.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2025Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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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.

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2025Nonparametric estimation of conditional expectile-based risk measures. (2025). Gijbels, I ; Adam, C. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:5:d:10.1007_s10260-025-00807-y.

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2025Likelihood-ratio test for technological differences in two-stage data envelopment analysis for panel data. (2025). Zelenyuk, Valentin ; Du, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:644-663.

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2025Evidence of the Ιmpact of ESG Disclosures on Financial Performance Comes from Companies Listed on the London Stock Exchanges FTSE100. (2025). Necib, Adel ; Jarboui, Anis. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xiii:y:2025:i:2:p:204-216.

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2025Financial Knowledge and Financial Fragility: Longitudinal Evidence from Italy. (2025). Murro, Pierluigi ; Aristei, David ; Gallo, Manuela. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:2:d:10.1007_s40797-025-00324-7.

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2025A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

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2025Causal Impact of Stock Price Crash Risk on Cost of Equity: Evidence from Chinese Markets. (2025). Bouraima, Mouhamed Bayane ; Chen, Chuang ; Paterne, Babatounde Ifred ; Wang, Xianzhi. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:6:p:158-:d:1670557.

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2025An Efficient Algorithm for the Estimation of a Mixture of Switching and Threshold Regressions. (2025). T. V. S. Ramamohan Rao, . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00449-7.

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2025Effects of Welfare Sanctions in Couple Households. (2025). Uhlendorff, Arne ; Wolff, Joachim ; van den Berg, Gerard J. In: IZA Discussion Papers. RePEc:iza:izadps:dp18253.

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2025Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks. (2025). Oka, Tatsushi ; Uto, Shingo ; Yasui, Shota ; Byambadalai, Undral ; Hirata, Tomu. In: Papers. RePEc:arx:papers:2507.07738.

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2025Semiparametric partially linear varying coefficient higher-order spatial autoregressive model. (2025). Li, Yanhui. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01681-2.

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2025GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence. (2025). Pan, Hao ; Yang, Jing ; Lu, Fang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s016794732400197x.

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2025A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2025Balancing Weights for Causal Mediation Analysis. (2025). Kawato, Kentaro. In: Papers. RePEc:arx:papers:2512.09337.

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2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

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2025On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization. (2025). Oka, Tatsushi ; Hirata, Tomu ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2506.05945.

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2025A Statistical Characterization of Median-Based Inequality Measures. (2025). Davidson, Russell ; Beach, Charles M. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:31-:d:1721080.

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2025Spatial stochastic frontier model with stochastic weighting matrix. (2025). Deng, Ming-Yu ; Kutlu, Levent. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:5:d:10.1007_s00181-025-02815-z.

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2024On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included. (2024). Zhang, Xinyu ; Xu, Wenchao. In: Papers. RePEc:arx:papers:2411.09258.

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202412 Best Practices for Leveraging Generative AI in Experimental Research. (2024). List, John ; Leonard, Aaron ; Kennedy, Andrew ; Chang, Samuel. In: Artefactual Field Experiments. RePEc:feb:artefa:00796.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Lin, Yicong ; Song, Mingxuan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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2022Semiparametric Distribution Regression with Instruments and Monotonicity. (2022). Wied, Dominik. In: Papers. RePEc:arx:papers:2212.03704.

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2022The Confidence Interval of Cross-Sectional Distribution of Durations. (2022). Dixon, Huw ; Tian, Maoshan. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/15.

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