Citation analysis for Econometric Reviews / Taylor & Francis Journals

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

0.4

5 Years IF

0.72

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	0.13	0	23	23	188	3	3	0		0			0	3	0.13	0.11
1998	0.13	0.28	0.2	0.13	22	45	425	5	12	23	3	23	3		0	2	0.09	0.13
1999	0.51	0.3	0.58	0.51	24	69	858	34	52	45	23	45	23		0	10	0.42	0.15
2000	0.63	0.36	0.63	0.55	22	91	1799	46	109	46	29	69	38	4	8.7	7	0.32	0.16
2001	0.7	0.38	0.53	0.52	23	114	212	50	169	46	32	91	47	2	4	1	0.04	0.17
2002	0.82	0.41	0.7	0.75	21	135	934	94	263	45	37	114	85	6	6.4	6	0.29	0.21
2003	0.86	0.44	0.79	0.95	24	159	526	124	389	44	38	112	106		0	3	0.13	0.22
2004	0.8	0.49	1.02	1.14	8	167	582	166	560	45	36	114	130		0	4	0.5	0.22
2005	0.63	0.5	1.22	1.38	29	196	1067	233	800	32	20	98	135	1	0.4	13	0.45	0.23
2006	1.46	0.5	1.64	1.4	21	217	868	341	1156	37	54	105	147	10	2.9	25	1.19	0.22
2007	1.06	0.46	1.38	1.45	33	250	1831	333	1502	50	53	103	149	3	0.9	26	0.79	0.2
2008	2.11	0.49	1.84	1.83	25	275	787	495	2008	54	114	115	210		0	18	0.72	0.23
2009	2.4	0.47	2.14	2.16	34	309	602	651	2669	58	139	116	250	5	0.8	38	1.12	0.24
2010	1.27	0.48	1.76	1.71	31	340	501	592	3268	59	75	142	243	1	0.2	8	0.26	0.21
2011	1.05	0.52	1.83	1.84	26	366	170	654	3936	65	68	144	265	4	0.6	4	0.15	0.24
2012	0.84	0.52	1.97	1.62	23	389	472	751	4704	57	48	149	242	1	0.1	14	0.61	0.22
2013	1.24	0.56	2.45	1.52	33	422	910	1012	5736	49	61	139	211	6	0.6	69	2.09	0.24
2014	2.04	0.55	2.18	1.5	40	462	373	993	6743	56	114	147	221	2	0.2	25	0.63	0.23
2015	1.79	0.55	2.07	1.48	46	508	996	1033	7797	73	131	153	227	8	0.8	54	1.17	0.23
2016	1.28	0.53	1.92	1.43	65	573	410	1096	8898	86	110	168	241	11	1	18	0.28	0.21
2017	1.06	0.54	1.72	1.29	58	631	330	1085	9986	111	118	207	267	7	0.6	21	0.36	0.22
2018	0.85	0.56	1.51	1.21	51	682	352	1029	11018	123	104	242	293	3	0.3	20	0.39	0.24
2019	0.74	0.58	1.39	1.02	60	742	286	1033	12053	109	81	260	265		0	22	0.37	0.23
2020	1.28	0.7	1.62	1.29	58	800	77	1291	13349	111	142	280	362	1	0.1	10	0.17	0.33
2021	0.81	0.87	1.54	0.99	40	840	49	1294	14643	118	95	292	288		0	4	0.1	0.32
2022	0.4	1	1.29	0.72	52	892	12	1149	15792	98	39	267	192		0	2	0.04	0.31

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	2000	GMM 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	1034
2	2007	Bayesian 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	960
3	2007	Bayesian Analysis of DSGE ModelsÃ¢â¬âRejoinder. (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	685
4	1999	Using 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	620
5	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS Ã¢â¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆÃÂ¤svirta, 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	504
6	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	455
7	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	439
8	2005	New 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	266
9	2013	Weights 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	260
10	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	251
11	2004	Automatic 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	242
12	1998	A 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	239
13	2004	Fixed 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	235
14	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	223
15	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÆÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	220
16	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	215
17	2003	Best 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	212
18	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; 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	202
19	2012	Cross-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	178
20	2000	Bootstrap 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	175
21	2006	The 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	167
22	2000	Nonstationary 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	163
23	2006	On 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	160
24	2005	Evaluating 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	154
25	2000	Recent 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	127
26	2005	In-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	123
27	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÆÃÂ©, 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	117
28	2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	116
29	2015	Econometric 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	109
30	2006	Testing 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	101
31	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	100
32	2012	A 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	94
33	2002	ON 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	89
34	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	83
35	2007	Forecast 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	81
36	2010	The 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	80
37	2010	An 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	79
38	2006	Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers \|\| Download paper	76
39	2015	Factor 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	75
40	2003	A 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	71
41	2018	Testing 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	69
42	2000	Estimation 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	69
43	2001	A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃÆÃÂ¼tkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers \|\| Download paper	68
44	2003	Provincial Conditional Income Convergence in China, 1953-1997: A Panel Data Approach. (2003). Yao, James Yudong ; Weeks, Melvyn . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:1:p:59-77. Full description at Econpapers \|\| Download paper	66
45	2013	Testing 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	65
46	2013	State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers \|\| Download paper	65
47	2009	Correction to Ã¢â¬ÅAutomatic Block-Length Selection for the Dependent BootstrapÃ¢â¬Â by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375. Full description at Econpapers \|\| Download paper	63
48	2000	Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers \|\| Download paper	63
49	2013	A 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	63
50	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	61

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

#	Year	Title	Cited
1	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	277
2	2005	New 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	160
3	2000	GMM 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	152
4	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	112
5	2013	Weights 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	95
6	2007	Bayesian 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	94
7	2007	Bayesian Analysis of DSGE ModelsÃ¢â¬âRejoinder. (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	84
8	2015	Econometric 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	56
9	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	48
10	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÆÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	45
11	2018	Testing 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	45
12	1999	Using 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	45
13	2012	Cross-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	45
14	2004	Automatic 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	41
15	2019	OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa D. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827. Full description at Econpapers \|\| Download paper	37
16	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS Ã¢â¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆÃÂ¤svirta, 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	35
17	2010	An 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	34
18	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	33
19	2004	Fixed 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	31
20	2016	Testing for Serial Correlation in Fixed-Effects Panel Data Models. (2016). Breitung, JÃÆÃÂ¶rg ; Born, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:7:p:1290-1316. Full description at Econpapers \|\| Download paper	30
21	1998	A 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	30
22	2005	In-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	29
23	2006	On 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	28
24	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	25
25	2000	Bootstrap 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	23
26	2000	Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers \|\| Download paper	22
27	2019	Practical procedures to deal with common support problems in matching estimation. (2019). Lechner, Michael ; Strittmatter, Anthony. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:2:p:193-207. Full description at Econpapers \|\| Download paper	22
28	2016	Lassoing 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	21
29	2019	Alternative diff-in-diffs estimators with several pretreatment periods. (2019). Reggio, Iliana ; Mora, Ricardo. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:5:p:465-486. Full description at Econpapers \|\| Download paper	21
30	2006	The 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	20
31	2013	Testing 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	20
32	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; 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	20
33	2012	A 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	19
34	2008	Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Bera, Anil ; Park, Sung . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512. Full description at Econpapers \|\| Download paper	18
35	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	18
36	2015	Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components. (2015). Diewert, Walter ; Hendriks, Rens ; de Haan, Jan. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:106-126. Full description at Econpapers \|\| Download paper	16
37	2017	Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term. (2017). Baltagi, Badi ; Liu, Long ; Kao, Chihwa. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:85-102. Full description at Econpapers \|\| Download paper	16
38	2000	Nonstationary 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	15
39	2003	Best 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	14
40	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	14
41	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÆÃÂ©, 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	14
42	2014	DSGE Models with Student- t Errors. (2014). Ramamurthy, Srikanth ; Chib, Siddhartha . In: Econometric Reviews. RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:152-171. Full description at Econpapers \|\| Download paper	14
43	2015	A 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
44	2013	A 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	14
45	2007	Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers \|\| Download paper	13
46	2018	A Laplace stochastic frontier model. (2018). Parmeter, Christopher ; Horrace, William. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:3:p:260-280. Full description at Econpapers \|\| Download paper	13
47	2016	Common 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	13
48	2013	Lessons from a Decade of IPS and LLC. (2013). Westerlund, Joakim ; Breitung, JÃÆÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:547-591. Full description at Econpapers \|\| Download paper	13
49	2013	Composite Indices: Rank Robustness, Statistical Association, and Redundancy. (2013). Seth, Suman ; McGillivray, Mark ; Foster, James. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:35-56. Full description at Econpapers \|\| Download paper	13
50	2018	Extremal 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	13

Citing documents used to compute impact factor: 39

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2022	Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?. (2022). Wang, Lei ; Zhao, Zhongchao ; Ding, Lili. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002100. Full description at Econpapers \|\| Download paper
2022	Likelihood theory for the graph Ornstein-Uhlenbeck process. (2022). , Almut ; Courgeau, Valentin. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:25:y:2022:i:2:d:10.1007_s11203-021-09257-1. Full description at Econpapers \|\| Download paper
2022	Normalizations and misspecification in skill formation models. (2021). Freyberger, Joachim. In: Papers. RePEc:arx:papers:2104.00473. Full description at Econpapers \|\| Download paper
2022	Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051. Full description at Econpapers \|\| Download paper
2022	Nowcasting the Maltese economy with a dynamic factor model. (2022). Ruisi, Germano ; Ellul, Rueben . In: CBM Working Papers. RePEc:mlt:wpaper:0222. Full description at Econpapers \|\| Download paper
2022	Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329. Full description at Econpapers \|\| Download paper
2022	Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis. (2022). Fruhwirth-Schnatter, Sylvia ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:2211.00671. Full description at Econpapers \|\| Download paper
2022	Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach. (2022). Tang, Guoqiang ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003929. Full description at Econpapers \|\| Download paper
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2022	Does uncertainty matter for the fiscal consolidation and capital intensity nexus?. (2022). RamÃÂrez-RondÃÂ¡n, Nelson R. ; Ramirez-Rondan, Nelson R ; Bournakis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:111592. Full description at Econpapers \|\| Download paper
2022	Nonparametric inference for quantile cointegrations with stationary covariates. (2022). Wang, Qiying ; Liang, Han-Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:453-482. Full description at Econpapers \|\| Download paper
2022	Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779. Full description at Econpapers \|\| Download paper
2022	Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164. Full description at Econpapers \|\| Download paper
2022	Inference on conditional moment restriction models with generated variables. (2022). Otsu, Taisuke ; Kimoto, Ryo. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001008. Full description at Econpapers \|\| Download paper
2022	A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers \|\| Download paper
2022	Co-integration theory-based cluster time-varying load optimization control model of regional integrated energy system. (2022). Ding, Ning ; Huang, Huang ; Zheng, Yadi ; Zhang, Anan. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222019818. Full description at Econpapers \|\| Download paper
2022	Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561. Full description at Econpapers \|\| Download paper
2022	From Rough to Multifractal volatility: the log S-fBM model. (2022). Bacry, Emmanuel ; Muzy, Jean-Franccois ; Wu, Peng. In: Papers. RePEc:arx:papers:2201.09516. Full description at Econpapers \|\| Download paper
2022	From rough to multifractal volatility: The log S-fBM model. (2022). Bacry, Emmanuel ; Muzy, Jean-Franois ; Wu, Peng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005866. Full description at Econpapers \|\| Download paper
2022	Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922. Full description at Econpapers \|\| Download paper
2022	Role of foreign direct investment and economic growth in renewable energy development. (2022). Zhang, Qiongxin ; Mohsin, Muhammad ; Wei, Xiaobo. In: Renewable Energy. RePEc:eee:renene:v:192:y:2022:i:c:p:828-837. Full description at Econpapers \|\| Download paper
2022	Can renewable energy technology innovation alleviate energy poverty? Perspective from the marketization level. (2022). Bai, Caiquan ; Xiao, Weiwei ; Wang, Wei. In: Technology in Society. RePEc:eee:teinso:v:68:y:2022:i:c:s0160791x22000744. Full description at Econpapers \|\| Download paper
2022	The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941. Full description at Econpapers \|\| Download paper
2022	Transportation infrastructure, economic agglomeration and non-linearities of green total factor productivity growth in China: Evidence from partially linear functional coefficient model. (2022). He, Xinju ; Xu, Mengmeng ; Pan, Lulu ; Tan, Ruipeng. In: Transport Policy. RePEc:eee:trapol:v:129:y:2022:i:c:p:1-13. Full description at Econpapers \|\| Download paper
2022	Estimation and inference in heterogeneous spatial panels with a multifactor error structure. (2022). Zheng, Chaowen ; Shin, Yongcheol ; Chen, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:55-79. Full description at Econpapers \|\| Download paper
2022	Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity. (2022). Timmermann, Allan ; Pick, Andreas ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9690. Full description at Econpapers \|\| Download paper
2022	Forecasting with panel data: estimation uncertainty versus parameter heterogeneity. (2022). Timmermann, A ; Pick, A ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2219. Full description at Econpapers \|\| Download paper
2022	Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change. (2022). Lacroix, Guy ; Chaturvedi, Anoop ; BRESSON, Georges ; Baltagi, Badi. In: IZA Discussion Papers. RePEc:iza:izadps:dp15815. Full description at Econpapers \|\| Download paper
2022	High-Dimensional Sparse Multivariate Stochastic Volatility Models. (2022). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2201.08584. Full description at Econpapers \|\| Download paper
2022	Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models. (2021). Djogbenou, Antoine ; Sufana, Razvan . In: Papers. RePEc:arx:papers:2109.09049. Full description at Econpapers \|\| Download paper
2022	Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:772-784. Full description at Econpapers \|\| Download paper
2022	Determining hedges and safe havens for stocks using interval analysis. (2022). Hsueh, Shao-Chieh ; Liu, Yilei ; Ju, Peijie ; Chang, Meng-Shiuh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000274. Full description at Econpapers \|\| Download paper
2022	Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Gao, Jiti ; Huang, Difang ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-10. Full description at Econpapers \|\| Download paper
2022	Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Oka, Tatsushi ; Gao, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503. Full description at Econpapers \|\| Download paper
2022	Do subsidies increase firm productivity? Evidence from Chinese manufacturing enterprises. (2022). Kumbhakar, Subal C ; Jin, Man ; Li, Mingyang. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:1:p:388-400. Full description at Econpapers \|\| Download paper
2022	Finding moverâstayer quantile difference due to unobservables using quantile selection corrections. (2022). Choi, Jin Young ; Lee, Myoungjae. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:704-721. Full description at Econpapers \|\| Download paper
2022	Structural Compressed Panel VAR with Stochastic Volatility: A Robust Bayesian Model Averaging Procedure. (2022). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:3:p:28-:d:860755. Full description at Econpapers \|\| Download paper
2022	Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations. (2021). Tao, Yubo ; Zhang, Yichong ; Jiang, Liang. In: Papers. RePEc:arx:papers:2105.14752. Full description at Econpapers \|\| Download paper
2022	Using Machine Learning for Efficient Flexible Regression Adjustment in Economic Experiments. (2022). List, John ; Sun, Gregory ; Muir, Ian. In: Natural Field Experiments. RePEc:feb:natura:00763. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document
2022	Semiparametric Distribution Regression with Instruments and Monotonicity. (2022). Wied, Dominik. In: Papers. RePEc:arx:papers:2212.03704. Full description at Econpapers \|\| Download paper
2022	The Confidence Interval of Cross-Sectional Distribution of Durations. (2022). Tian, Maoshan ; Dixon, Huw David . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/15. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Covariate-adjusted Fisher randomization tests for the average treatment effect. (2021). Ding, Peng ; Zhao, Anqi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:278-294. Full description at Econpapers \|\| Download paper
2021	Government subsidies and firm-level renewable energy investment: New evidence from partially linear functional-coefficient models. (2021). Lin, Boqiang ; Liu, Xiying ; Bai, Rui. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521004766. Full description at Econpapers \|\| Download paper
2021	A fresh look at the risk-return tradeoff. (2021). Lo, Hsin-Yu ; Chen, Yi-Chi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000536. Full description at Econpapers \|\| Download paper
2021	A test for strict stationarity in a random coefficient autoregressive model of order 1. (2021). Trapani, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001267. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191. Full description at Econpapers \|\| Download paper
2020	Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170. Full description at Econpapers \|\| Download paper
2020	Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers \|\| Download paper
2020	Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103830. Full description at Econpapers \|\| Download paper
2020	Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751. Full description at Econpapers \|\| Download paper
2020	Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers \|\| Download paper
2020	Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach. (2020). Adams, Michael Anthony. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:73-81. Full description at Econpapers \|\| Download paper
2020	A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920. Full description at Econpapers \|\| Download paper
2020	Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420. Full description at Econpapers \|\| Download paper
2020	Inference in instrumental variables models with heteroskedasticity and many instruments. (2020). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Department of Economics University of Siena. RePEc:usi:wpaper:821. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149. Full description at Econpapers \|\| Download paper
2019	Sorting on the Used-Car Market After the Volkswagen Emission Scandal. (2019). Strittmatter, Anthony ; Lechner, Michael. In: Papers. RePEc:arx:papers:1908.09609. Full description at Econpapers \|\| Download paper
2019	An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: Papers. RePEc:arx:papers:1910.00641. Full description at Econpapers \|\| Download paper
2019	Are trade preferences a panacea? The African growth and opportunity act and African exports. (2019). Mattoo, Aaditya ; Maemir, Hibret ; Forero, Alejandro ; Fernandes, Ana Margarida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7672. Full description at Econpapers \|\| Download paper
2019	Is Favoritism a Threat to Chinese Aid Effectiveness? A Subnational Analysis of Chinese Development Projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Dreher, Axel ; Tierney, Michael J ; Parks, Bradley C. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7739. Full description at Econpapers \|\| Download paper
2019	Is Favoritism a Threat to Chinese Aid Effectiveness? A Subnational Analysis of Chinese Development Projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Tierney, Michael J ; Parks, Brad ; Dreher, Axel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13840. Full description at Econpapers \|\| Download paper
2019	Effects of antitrust prosecution on retail fuel prices. (2019). Moral, Maria J ; Gonzalez, Xulia. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:67:y:2019:i:c:s0167718719300657. Full description at Econpapers \|\| Download paper
2019	Pink work: Same-sex marriage, employment and discrimination. (2019). Sansone, Dario. In: Journal of Public Economics. RePEc:eee:pubeco:v:180:y:2019:i:c:s0047272719301471. Full description at Econpapers \|\| Download paper
2019	An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: FSES Working Papers. RePEc:fri:fribow:fribow00504. Full description at Econpapers \|\| Download paper
2019	Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data. (2019). White, Halbert ; Henley, Steven S ; Golden, Richard M ; Kashner, Michael T. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:37-:d:264548. Full description at Econpapers \|\| Download paper
2019	Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: IZA Discussion Papers. RePEc:iza:izadps:dp12225. Full description at Econpapers \|\| Download paper
2019	Does the Estimation of the Propensity Score by Machine Learning Improve Matching Estimation? The Case of Germanys Programmes for Long Term Unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: IZA Discussion Papers. RePEc:iza:izadps:dp12526. Full description at Econpapers \|\| Download paper
2019	Do Start-Up Subsidies for the Unemployed Affect Participants Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies. (2019). Caliendo, Marco ; Tubbicke, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp12755. Full description at Econpapers \|\| Download paper
2019	Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:25963. Full description at Econpapers \|\| Download paper
2019	Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations. (2019). Imbens, Guido ; Athey, Susan ; Munro, Evan M ; Metzger, Jonas. In: NBER Working Papers. RePEc:nbr:nberwo:26566. Full description at Econpapers \|\| Download paper
2019	Do Start-Up Subsidies for the Unemployed Affect ParticipantsÃ¢â¬â¢ Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies. (2019). Caliendo, Marco ; Tubbicke, Stefan. In: CEPA Discussion Papers. RePEc:pot:cepadp:14. Full description at Econpapers \|\| Download paper
2019	Evaluando el impacto de las medidas de desdolarizaciÃÂ³n del crÃÂ©dito en el PerÃÂº. (2019). PÃÆÃÂ©rez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005. Full description at Econpapers \|\| Download paper
2019	Cointegration, root functions and minimal bases. (2019). Paruolo, Paolo ; Franchi, Massimo. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20192. Full description at Econpapers \|\| Download paper
2019	The relative importance of competition to contagion: evidence from the digital currency market. (2019). Du, Hongwei ; Wu, Jiming ; Xie, Peng. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0156-y. Full description at Econpapers \|\| Download paper
2019	Time-Varying Cointegration and the Kalman Filter. (2019). Miller, J. ; Yigit, Taner ; Eroglu, Burak Alparslan. In: Working Papers. RePEc:umc:wpaper:1905. Full description at Econpapers \|\| Download paper
2019	Does the estimation of the propensity score by machine learning improve matching estimation? The case of GermanyÃ¢â¬â¢s programmes for long term unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: Economics Working Paper Series. RePEc:usg:econwp:2019:10. Full description at Econpapers \|\| Download paper
2019	Is favoritism a threat to Chinese aid effectiveness? A subnational analysis of Chinese development projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Dreher, Axel ; Tierney, Michael J ; Parks, Bradley. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2134. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	85	368
2	Journal of Econometrics / Elsevier	227	213
3	MPRA Paper / University Library of Munich, Germany	123	187
4	Empirical Economics / Springer	68	181
5	Economic Modelling / Elsevier	81	137
6	Sustainability / MDPI	62	130
7	Energy Economics / Elsevier	157	127
8	International Journal of Forecasting / Elsevier	85	113
9	Resources Policy / Elsevier	63	89
10	Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement / Springer	69	73
11	Econometrics and Statistics / Elsevier	11	70