Econometrics / MDPI
Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
21
Impact Factor (IF)
0.08
5 Years IF
0.06
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 | 0.53 | 0.31 | 0 | 13 | 13 | 304 | 4 | 4 | 0 | 0 | 2 | 50 | 4 | 0.31 | 0.23 | ||
| 2014 | 2 | 0.52 | 1.36 | 2 | 12 | 25 | 364 | 33 | 38 | 13 | 26 | 13 | 26 | 1 | 3 | 7 | 0.58 | 0.22 |
| 2015 | 1.72 | 0.52 | 1 | 1.72 | 42 | 67 | 306 | 66 | 105 | 25 | 43 | 25 | 43 | 4 | 6.1 | 13 | 0.31 | 0.22 |
| 2016 | 1.41 | 0.49 | 1.1 | 1.6 | 49 | 116 | 255 | 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 | 367 | 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 | 536 | 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 | 126 | 198 | 812 | 102 | 86 | 205 | 164 | 4 | 2 | 6 | 0.12 | 0.21 |
| 2020 | 1.03 | 0.63 | 0.88 | 0.85 | 45 | 313 | 119 | 272 | 1087 | 98 | 101 | 243 | 206 | 15 | 5.5 | 4 | 0.09 | 0.3 |
| 2021 | 0.53 | 0.72 | 1.01 | 0.93 | 47 | 360 | 95 | 365 | 1452 | 95 | 50 | 246 | 229 | 12 | 3.3 | 11 | 0.23 | 0.26 |
| 2022 | 0.47 | 0.71 | 0.83 | 0.79 | 37 | 397 | 60 | 330 | 1782 | 92 | 43 | 244 | 193 | 16 | 4.8 | 5 | 0.14 | 0.21 |
| 2023 | 0.49 | 0.66 | 0.65 | 0.65 | 27 | 424 | 35 | 276 | 2058 | 84 | 41 | 227 | 147 | 9 | 3.3 | 7 | 0.26 | 0.19 |
| 2024 | 0.36 | 0.71 | 0.55 | 0.34 | 38 | 462 | 19 | 255 | 2313 | 64 | 23 | 206 | 70 | 4 | 1.6 | 1 | 0.03 | 0.21 |
| 2025 | 0.52 | 0.94 | 0.54 | 0.47 | 53 | 515 | 8 | 278 | 2591 | 65 | 34 | 194 | 92 | 6 | 2.2 | 4 | 0.08 | 0.27 |
| 2026 | 0.08 | 0.11 | 0.06 | 27 | 542 | 0 | 58 | 2649 | 91 | 7 | 202 | 12 | 0 | 0 |
| 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 | 268 |
| 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 | 200 |
| 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 | 88 |
| 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 | 40 |
| 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 | 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 | 27 |
| 17 | 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 |
| 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 | 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 | 24 |
| 20 | 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 |
| 21 | 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 |
| 22 | 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 |
| 23 | 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 |
| 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 | 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 | 19 |
| 29 | 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 |
| 30 | 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 |
| 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 | 17 |
| 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 | 17 |
| 33 | 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 | 15 |
| 34 | 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 |
| 35 | 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 |
| 36 | 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 | 14 |
| 37 | 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 | 14 |
| 38 | 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 |
| 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 | 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 | 11 |
| 48 | 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 |
| 49 | 2017 | Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, 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 |
| 50 | 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 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 | 50 |
| 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 | 19 |
| 3 | 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 | 9 |
| 4 | 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 | 8 |
| 5 | 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 | 8 |
| 6 | 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 | 7 |
| 7 | 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 | 7 |
| 8 | 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 | 6 |
| 9 | 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 |
| 10 | 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 |
| 11 | 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 |
| 12 | 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 | 4 |
| 13 | 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 | 4 |
| 14 | 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 | 4 |
| 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 | 3 |
| 16 | 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 |
| 17 | 2024 | On the Validity of Granger Causality for Ecological Count Time Series. (2024). Papaspyropoulos, Konstantinos G ; Kugiumtzis, Dimitris. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:13-:d:1391256. Full description at Econpapers || Download paper | 3 |
| 18 | 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 | 3 |
| 19 | 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 | 3 |
| 20 | 2017 | Business Time Sampling Scheme with Applications to Testing Semi-Martingale Hypothesis and Estimating Integrated Volatility. (2017). Tse, Yiu-Kuen ; Dong, Yingjie. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:51-:d:118613. Full description at Econpapers || Download paper | 3 |
| 21 | 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 | 3 |
| 22 | 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 | 3 |
| 23 | 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 |
| 24 | 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 | 3 |
| 25 | 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 |
| 26 | 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 |
| 27 | 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 | 3 |
| 28 | 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 | 2 |
| 29 | 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 | 2 |
| 30 | 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 | 2 |
| 31 | 2025 | Comparative Analysis of VAR and SVAR Models in Assessing Oil Price Shocks and Exchange Rate Transmission to Consumer Prices in South Africa. (2025). Msomi, Simiso ; Mpungose, Sakhile ; Majenge, Luyanda. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:8-:d:1595752. Full description at Econpapers || Download paper | 2 |
| 32 | 2024 | Econometric Analysis of the Sustainability and Development of an Alternative Strategy to Gross Value Added in Kazakhstanâs Agricultural Sector. (2024). Toleubay, Daniyar ; Iskakov, Yerassyl ; Adalbek, Alibek ; Tazhibayeva, Zhumagul ; Mugauina, Raikhan ; Bulakbay, Zhanat ; Uchkampirova, Aigul ; Tleuzhanova, Manatzhan ; Kerimkhulle, Seyit ; Tleubayev, Azat. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:29-:d:1501187. Full description at Econpapers || Download paper | 2 |
| 33 | 2017 | Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290. Full description at Econpapers || Download paper | 2 |
| 34 | 2019 | Bivariate Volatility Modeling with High-Frequency Data. (2019). Matei, Marius ; Rovira, Xari ; Agell, Nuria. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:41-:d:267457. Full description at Econpapers || Download paper | 2 |
| 35 | 2017 | Bayesian Analysis of Bubbles in Asset Prices. (2017). Yu, Jun ; Fulop, Andras. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:47-:d:115992. Full description at Econpapers || Download paper | 2 |
| 36 | 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 | 2 |
| 37 | 2016 | Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth. (2016). Sun, Yiguo ; Koroglu, Mustafa. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:6-:d:63356. Full description at Econpapers || Download paper | 2 |
| 38 | 2023 | CompetitionâInnovation Nexus: Product vs. Process, Does It Matter?. (2023). Palikot, Emil. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:21-:d:1225355. Full description at Econpapers || Download paper | 2 |
| 39 | 2021 | Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685. Full description at Econpapers || Download paper | 2 |
| 40 | 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 | 2 |
| 41 | 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 | 2 |
| 42 | 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 | 2 |
| 43 | 2023 | When It CountsâEconometric Identification of the Basic Factor Model Based on GLT Structures. (2023). FREITAS LOPES, HEDIBERT ; Fruhwirth-Schnatter, Sylvia ; Hosszejni, Darjus. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:4:p:26-:d:1283993. Full description at Econpapers || Download paper | 2 |
| 44 | 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 | 2 |
| 45 | 2022 | Model Validation and DSGE Modeling. (2022). Spanos, Aris ; Poudyal, Niraj. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:17-:d:788730. Full description at Econpapers || Download paper | 2 |
| 46 | 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 | 2 |
| 47 | 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 | 2 |
| 48 | 2024 | Predicting the Direction of NEPSE Index Movement with News Headlines Using Machine Learning. (2024). Pokhrel, Nawa Raj ; Dahal, Keshab Raj ; Gupta, Ankrit. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:16-:d:1412218. Full description at Econpapers || Download paper | 2 |
| 49 | 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 | 2 |
| 50 | 2019 | Panel Data Estimation for Correlated Random Coefficients Models. (2019). hsiao, cheng ; Liang, Zhongwen ; Xie, Wei. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:7-:d:202457. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 7
| Year | Title | |
|---|---|---|
| 2026 | XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation. (2026). Kayastha, Shreeyash ; Malla, Sahaj Raj ; Suwal, Rumi ; Adhikari, Rajendra ; Bhandari, Harish Chandra. In: Papers. RePEc:arx:papers:2601.08896. Full description at Econpapers || Download paper | |
| 2026 | Comparative Performance of Machine Learning Models for Diabetes Prediction Among US Adults Using NHANES Data. (2026). Dhital, Shreya ; Dahal, Anuja ; Budhathoki, Nirajan. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:15:y:2026:i:1:p:12. Full description at Econpapers || Download paper | |
| 2026 | Robust parameter optimization of a hybrid wind-solar photovoltaic system with battery energy storage. (2026). Junior, Paulo Rotella ; Aquila, Giancarlo ; Guerra, Arthur Leandro ; de Souza, Anrafel ; Barbosa, Aglaucibelly Maciel ; Peruchi, Rogrio Santana. In: Renewable Energy. RePEc:eee:renene:v:259:y:2026:i:c:s0960148125027417. Full description at Econpapers || Download paper | |
| 2026 | The Transmission of U.S. Monetary Policy Shocks to Developing Economies: Evidence from Vietnam. (2026). Thi, Hang Trinh ; Duc, Hai Nguyen. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:4:p:1-24. Full description at Econpapers || Download paper | |
| 2026 | The Influence of Climate Change Awareness on Energy-Saving Behaviors Among Urban Households. (2026). Lofranco, Marvin C ; Rulete, Jhuliana E ; Reah, Jamaica ; Cabajes, Cashema M ; Kris, Shiendee ; Grace, Ana. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:10:y:2026:i:3:p:2137-2153. Full description at Econpapers || Download paper | |
| 2026 | Dynamic interrelations and the potential of global industrial sectors to function as a refuge for the global transition towards a low-carbon economy. (2026). Bein, Murad A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001858. Full description at Econpapers || Download paper | |
| 2026 | Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange. (2026). Muhammad, Tashreef. In: Papers. RePEc:arx:papers:2603.20237. 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 |
10 most frequent citing series
| # | Series | H | Cites | |
|---|---|---|---|---|
| 1 | Papers / arXiv.org | 99 | 85 | |
| 2 | Journal of Econometrics / Elsevier | 240 | 38 | |
| 3 | Econometrics / MDPI | 21 | 35 | |
| 4 | Mathematics / MDPI | 22 | 32 | |
| 5 | Energy Economics / Elsevier | 184 | 24 | |
| 6 | Sustainability / MDPI | 79 | 22 | |
| 7 | International Journal of Forecasting / Elsevier | 96 | 19 | |
| 8 | Post-Print / HAL | 222 | 19 | |
| 9 | Resources Policy / Elsevier | 92 | 17 | |
| 10 | Econometrics and Statistics / Elsevier | 15 | 17 | |
| 11 | Empirical Economics / Springer | 74 | 16 |