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!!

Econometric Reviews / Taylor & Francis Journals

Citation Profile [Updated: 2026-08-21 11:52:43]
5 Years H Index
61
Impact Factor (IF)
0.51
5 Years IF
0.54
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 23 192 3 14 0 0 0 3 0.13 0.11
1998 0.13 0.28 0.24 0.13 22 45 471 5 25 23 3 23 3 0 2 0.09 0.13
1999 0.51 0.3 0.58 0.51 24 69 949 34 65 45 23 45 23 0 10 0.42 0.14
2000 0.63 0.34 0.63 0.55 22 91 2075 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 21 135 994 93 275 45 36 114 84 6 6.5 6 0.29 0.21
2003 0.86 0.43 0.8 0.96 24 159 572 125 402 44 38 112 107 0 3 0.13 0.21
2004 0.8 0.47 1.05 1.18 8 167 678 171 578 45 36 114 134 0 5 0.63 0.21
2005 0.63 0.5 1.24 1.4 29 196 1456 237 822 32 20 98 137 1 0.4 14 0.48 0.23
2006 1.43 0.49 1.68 1.43 21 217 977 349 1187 37 53 105 150 10 2.9 25 1.19 0.22
2007 1.08 0.44 1.41 1.46 34 251 2166 340 1541 50 54 103 150 3 0.9 28 0.82 0.2
2008 2.13 0.47 1.89 1.89 25 276 924 509 2062 55 117 116 219 0 21 0.84 0.22
2009 2.51 0.46 2.2 2.26 34 310 669 672 2744 59 148 117 265 6 0.9 39 1.15 0.23
2010 1.27 0.46 1.8 1.76 31 341 570 606 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 23 390 574 795 4872 57 50 150 255 1 0.1 15 0.65 0.21
2013 1.24 0.53 2.49 1.59 33 423 1095 1034 5926 49 61 139 221 7 0.7 68 2.06 0.23
2014 2.05 0.52 2.23 1.52 40 463 430 1017 6957 56 115 147 224 2 0.2 26 0.65 0.22
2015 1.79 0.52 2.13 1.49 46 509 1625 1065 8043 73 131 153 228 8 0.8 56 1.22 0.21
2016 1.3 0.49 2 1.47 65 574 587 1144 9192 86 112 168 247 11 1 18 0.28 0.2
2017 1.06 0.51 1.75 1.3 58 632 424 1105 10300 111 118 207 269 8 0.7 21 0.36 0.2
2018 0.86 0.52 1.53 1.22 51 683 584 1044 11347 123 106 242 295 3 0.3 21 0.41 0.22
2019 0.76 0.53 1.42 1.04 61 744 462 1054 12403 109 83 260 271 0 23 0.38 0.21
2020 1.3 0.63 1.64 1.31 58 802 161 1315 13722 112 146 281 369 1 0.1 10 0.17 0.3
2021 0.8 0.72 1.55 0.99 40 842 152 1309 15031 119 95 293 289 0 4 0.1 0.26
2022 0.4 0.71 1.34 0.74 52 894 59 1201 16232 98 39 268 199 0 2 0.04 0.21
2023 0.57 0.66 1.42 0.92 35 929 46 1322 17554 92 52 262 242 0 4 0.11 0.19
2024 0.26 0.7 1.31 0.59 40 969 32 1268 18822 87 23 246 146 0 3 0.08 0.2
2025 0.51 0.93 1.1 0.54 60 1029 7 1134 19956 75 38 225 121 0 5 0.08 0.27
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

1234
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

1065
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

912
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

785
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

683
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

602
72002SMOOTH 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

531
82005New 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

520
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

337
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

301
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

289
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

288
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

281
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

278
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.

Full description at Econpapers || Download paper

263
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.

Full description at Econpapers || Download paper

250
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

237
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.

Full description at Econpapers || Download paper

223
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.

Full description at Econpapers || Download paper

197
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.

Full description at Econpapers || Download paper

191
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.

Full description at Econpapers || Download paper

180
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

164
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.

Full description at Econpapers || Download paper

162
262018Testing 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

155
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.

Full description at Econpapers || Download paper

150
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

109
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.

Full description at Econpapers || Download paper

108
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.

Full description at Econpapers || Download paper

105
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.

Full description at Econpapers || Download paper

102
362002ON 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.

Full description at Econpapers || Download paper

98
372010An 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

87
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

87
412007Forecast 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.

Full description at Econpapers || Download paper

84
422000Estimation 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.

Full description at Econpapers || Download paper

83
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.

Full description at Econpapers || Download paper

82
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.

Full description at Econpapers || Download paper

79
452015A 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.

Full description at Econpapers || Download paper

75
462003A 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.

Full description at Econpapers || Download paper

73
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.

Full description at Econpapers || Download paper

73
482013Testing 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

388
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

217
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

146
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

121
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

71
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

64
72013Weights 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

63
82007Bayesian 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

61
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

44
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

40
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

39
122019OLS 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

37
132016Testing 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

37
142008Realized 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

37
152005A 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

35
162004Fixed 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

34
172015Econometric 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

32
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

29
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.

Full description at Econpapers || Download paper

26
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

26
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.

Full description at Econpapers || Download paper

24
222005In-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

24
232019Alternative 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.

Full description at Econpapers || Download paper

20
242003Best 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

20
252016Lassoing 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.

Full description at Econpapers || Download paper

19
262008Optimal 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.

Full description at Econpapers || Download paper

18
272019Practical 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.

Full description at Econpapers || Download paper

18
282013Econometric 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

17
292002SMOOTH 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

17
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.

Full description at Econpapers || Download paper

15
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.

Full description at Econpapers || Download paper

15
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.

Full description at Econpapers || Download paper

15
332018Estimation 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.

Full description at Econpapers || Download paper

14
342015A 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.

Full description at Econpapers || Download paper

14
352016The 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.

Full description at Econpapers || Download paper

14
362018The 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.

Full description at Econpapers || Download paper

14
372012Estimation 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.

Full description at Econpapers || Download paper

13
382000Estimation 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.

Full description at Econpapers || Download paper

13
392016Common 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.

Full description at Econpapers || Download paper

12
402021Partially 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.

Full description at Econpapers || Download paper

11
412018Parameter 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.

Full description at Econpapers || Download paper

11
422013State 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.

Full description at Econpapers || Download paper

11
432000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

Full description at Econpapers || Download paper

10
442016Improving 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.

Full description at Econpapers || Download paper

9
451999Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing. (1999). Zarkos, S. G. ; Cribari-Neto, F.. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:2:p:211-228.

Full description at Econpapers || Download paper

9
462015Marginal 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.

Full description at Econpapers || Download paper

9
472002ON 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.

Full description at Econpapers || Download paper

9
482021Model 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.

Full description at Econpapers || Download paper

9
492012A 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.

Full description at Econpapers || Download paper

8
502019Double filter instrumental variable estimation of panel data models with weakly exogenous variables. (2019). Hayakawa, Kazuhiko ; Breitung, Jörg ; Qi, Meng. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:9:p:1055-1088.

Full description at Econpapers || Download paper

8
Citing documents used to compute impact factor: 38
YearTitle
2025Functional Location-Scale Models with Robust Observation-Driven Dynamics. (2025). Lucas, Andrae ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250027.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Addressing endogeneity issues in a spatial autoregressive model using copulas. (2025). Song, Yichun ; Lin, Yanli. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001605.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2025
YearCiting document
2025A sliced Wasserstein and diffusion approach to random coefficient models. (2025). Ye, Ting ; Han, Fang ; Lim, Keunwoo. In: Papers. RePEc:arx:papers:2502.04654.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Causal inference for qualitative outcomes. (2025). Mellace, Giovanni ; di Francesco, Riccardo. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s016517652500463x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations received in 2024
YearCiting document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The Balance Permutation Test: A Machine Learning Replacement for Balance Tables. (2024). Fuller, Sam ; Rametta, Jack T. In: OSF Preprints. RePEc:osf:osfxxx:xcwt9_v1.

Full description at Econpapers || Download paper

Recent citations received in 2023
YearCiting document
2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023The two-way Hausman and Taylor estimator. (2023). Baltagi, Badi. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001842.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022Semiparametric Distribution Regression with Instruments and Monotonicity. (2022). Wied, Dominik. In: Papers. RePEc:arx:papers:2212.03704.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper