Econometrics and Statistics / Elsevier
Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
14
Impact Factor (IF)
0.57
5 Years IF
0.62
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2017 | 0 | 0.52 | 0.36 | 0 | 42 | 42 | 227 | 14 | 31 | 0 | 0 | 6 | 42.9 | 14 | 0.33 | 0.21 | ||
| 2018 | 0.64 | 0.53 | 0.54 | 0.64 | 40 | 82 | 234 | 44 | 75 | 42 | 27 | 42 | 27 | 1 | 2.3 | 17 | 0.43 | 0.22 |
| 2019 | 0.71 | 0.54 | 0.61 | 0.71 | 37 | 119 | 181 | 72 | 147 | 82 | 58 | 82 | 58 | 0 | 14 | 0.38 | 0.21 | |
| 2020 | 0.55 | 0.64 | 0.43 | 0.5 | 36 | 155 | 155 | 65 | 213 | 77 | 42 | 119 | 59 | 4 | 6.2 | 5 | 0.14 | 0.3 |
| 2021 | 0.74 | 0.74 | 0.72 | 0.8 | 39 | 194 | 95 | 138 | 352 | 73 | 54 | 155 | 124 | 20 | 14.5 | 1 | 0.03 | 0.27 |
| 2022 | 0.77 | 0.73 | 0.76 | 0.74 | 39 | 233 | 88 | 176 | 528 | 75 | 58 | 194 | 144 | 30 | 17 | 3 | 0.08 | 0.22 |
| 2023 | 0.53 | 0.69 | 0.6 | 0.61 | 39 | 272 | 74 | 164 | 692 | 78 | 41 | 191 | 116 | 23 | 14 | 10 | 0.26 | 0.2 |
| 2024 | 0.72 | 0.81 | 0.66 | 0.74 | 40 | 312 | 16 | 207 | 899 | 78 | 56 | 190 | 140 | 42 | 20.3 | 3 | 0.08 | 0.23 |
| 2025 | 0.57 | 0.54 | 0.62 | 40 | 352 | 1 | 189 | 1088 | 79 | 45 | 193 | 120 | 31 | 16.4 | 2 | 0.05 |
| 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 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper | 42 |
| 2 | 2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | 36 |
| 3 | 2019 | Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16. Full description at Econpapers || Download paper | 29 |
| 4 | 2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | 28 |
| 5 | 2017 | Prediction of functional ARMA processes with an application to traffic data. (2017). Wei, T ; Klepsch, J ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149. Full description at Econpapers || Download paper | 24 |
| 6 | 2022 | Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Hayakawa, Kazuhiko ; Breitung, Jorg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132. Full description at Econpapers || Download paper | 23 |
| 7 | 2018 | Fast and reliable computation of generalized synthetic controls. (2018). Klossner, Stefan ; Becker, Martin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | 22 |
| 8 | 2023 | Instrument-free inference under confined regressor endogeneity and mild regularity. (2023). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper | 21 |
| 9 | 2020 | Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68. Full description at Econpapers || Download paper | 19 |
| 10 | 2017 | A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61. Full description at Econpapers || Download paper | 17 |
| 11 | 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45. Full description at Econpapers || Download paper | 16 |
| 12 | 2019 | Model order selection in periodic long memory models. (2019). Sibbertsen, Philipp ; Leschinski, Christian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper | 15 |
| 13 | 2018 | Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73. Full description at Econpapers || Download paper | 15 |
| 14 | 2019 | An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26. Full description at Econpapers || Download paper | 14 |
| 15 | 2019 | Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Follett, Lendie ; Yu, Cindy. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144. Full description at Econpapers || Download paper | 14 |
| 16 | 2018 | Change point detection in heteroscedastic time series. (2018). Horvath, Lajos ; Gorecki, Tomasz ; Kokoszka, Piotr. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88. Full description at Econpapers || Download paper | 14 |
| 17 | 2022 | Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178. Full description at Econpapers || Download paper | 13 |
| 18 | 2023 | Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71. Full description at Econpapers || Download paper | 13 |
| 19 | 2019 | Robust Monitoring of Time Series with Application to Fraud Detection. (2019). Rousseeuw, Peter ; Riani, Marco ; Hubert, Mia ; Perrotta, Domenico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:108-121. Full description at Econpapers || Download paper | 12 |
| 20 | 2017 | Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Shirota, Shinichiro ; Lopes, Hedibert F ; Piao, Haixiang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59. Full description at Econpapers || Download paper | 12 |
| 21 | 2017 | Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22. Full description at Econpapers || Download paper | 12 |
| 22 | 2017 | Econometrics and Statistics. (2017). van Dijk, Herman ; Kontoghiorghes, Erricos ; Colubi, Ana. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:1-1. Full description at Econpapers || Download paper | 12 |
| 23 | 2017 | A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104. Full description at Econpapers || Download paper | 12 |
| 24 | 2018 | A UK financial conditions index using targeted data reduction: Forecasting and structural identification. (2018). Young, Garry ; Price, Simon ; Kapetanios, George. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:1-17. Full description at Econpapers || Download paper | 12 |
| 25 | 2017 | Special issue on functional data analysis. (2017). Kokoszka, Piotr ; Sangalli, Laura ; Oja, Hanny ; Park, Byeong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:99-100. Full description at Econpapers || Download paper | 11 |
| 26 | 2020 | Flexible copula models with dynamic dependence and application to financial data. (2020). Krupskii, Pavel ; Joe, Harry. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167. Full description at Econpapers || Download paper | 11 |
| 27 | 2021 | Choosing the frequency of volatility components within the Double Asymmetric GARCHâMIDASâX model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28. Full description at Econpapers || Download paper | 11 |
| 28 | 2017 | Robust normal mixtures for financial portfolio allocation. (2017). Paolella, Marc S ; Gambacciani, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111. Full description at Econpapers || Download paper | 11 |
| 29 | 2019 | Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145. Full description at Econpapers || Download paper | 10 |
| 30 | 2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut ; Netunajev, Aleksei. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18. Full description at Econpapers || Download paper | 10 |
| 31 | 2020 | The market rank indicator to detect financial distress. (2020). Figini, Silvia ; Uberti, Pierpaolo ; Maggi, Mario. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | 9 |
| 32 | 2019 | The class of copulas arising from squared distributions: Properties and inference. (2019). Durocher, Martin ; Quessy, Jean-Franois. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:148-166. Full description at Econpapers || Download paper | 9 |
| 33 | 2017 | Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). GarcÃa EnrÃquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98. Full description at Econpapers || Download paper | 9 |
| 34 | 2019 | Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Acar, Elif F ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197. Full description at Econpapers || Download paper | 9 |
| 35 | 2018 | Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56. Full description at Econpapers || Download paper | 9 |
| 36 | 2019 | Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119. Full description at Econpapers || Download paper | 9 |
| 37 | 2017 | A mixture of SDB skew-t factor analyzers. (2017). Browne, Ryan P ; McNicholas, Paul D ; Murray, Paula M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168. Full description at Econpapers || Download paper | 9 |
| 38 | 2021 | Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108. Full description at Econpapers || Download paper | 8 |
| 39 | 2018 | Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82. Full description at Econpapers || Download paper | 8 |
| 40 | 2018 | Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89. Full description at Econpapers || Download paper | 8 |
| 41 | 2018 | Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions. (2018). STUPFLER, Gilles ; el Methni, Jonathan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:129-148. Full description at Econpapers || Download paper | 8 |
| 42 | 2017 | High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183. Full description at Econpapers || Download paper | 8 |
| 43 | 2019 | Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Zhang, Yuanqing ; Sun, Yanqing ; Huang, Jianhua Z. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155. Full description at Econpapers || Download paper | 8 |
| 44 | 2021 | A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Behrendt, Simon ; Schweikert, Karsten. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172. Full description at Econpapers || Download paper | 8 |
| 45 | 2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping ; Czellar, Veronika. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper | 8 |
| 46 | 2023 | Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51. Full description at Econpapers || Download paper | 7 |
| 47 | 2018 | Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167. Full description at Econpapers || Download paper | 7 |
| 48 | 2018 | The copula-graphic estimator in censored nonparametric location-scale regression models. (2018). Van Keilegom, Ingrid ; Sujica, Aleksandar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:89-114. Full description at Econpapers || Download paper | 7 |
| 49 | 2017 | Multinomial functional regression with wavelets and LASSO penalization. (2017). Mousavi, Seyed Nourollah ; Sorensen, Helle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:150-166. Full description at Econpapers || Download paper | 7 |
| 50 | 2017 | Meta-analytic cointegrating rank tests for dependent panels. (2017). Karaman Ãrsal, Deniz ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72. Full description at Econpapers || Download paper | 7 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2023 | Instrument-free inference under confined regressor endogeneity and mild regularity. (2023). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper | 18 |
| 2 | 2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | 17 |
| 3 | 2022 | Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Hayakawa, Kazuhiko ; Breitung, Jorg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132. Full description at Econpapers || Download paper | 15 |
| 4 | 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45. Full description at Econpapers || Download paper | 12 |
| 5 | 2023 | Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71. Full description at Econpapers || Download paper | 10 |
| 6 | 2022 | Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178. Full description at Econpapers || Download paper | 9 |
| 7 | 2019 | Model order selection in periodic long memory models. (2019). Sibbertsen, Philipp ; Leschinski, Christian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper | 7 |
| 8 | 2019 | Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16. Full description at Econpapers || Download paper | 7 |
| 9 | 2021 | Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108. Full description at Econpapers || Download paper | 6 |
| 10 | 2023 | Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51. Full description at Econpapers || Download paper | 6 |
| 11 | 2020 | The market rank indicator to detect financial distress. (2020). Figini, Silvia ; Uberti, Pierpaolo ; Maggi, Mario. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | 6 |
| 12 | 2021 | Choosing the frequency of volatility components within the Double Asymmetric GARCHâMIDASâX model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28. Full description at Econpapers || Download paper | 6 |
| 13 | 2021 | A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Behrendt, Simon ; Schweikert, Karsten. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172. Full description at Econpapers || Download paper | 5 |
| 14 | 2018 | Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56. Full description at Econpapers || Download paper | 5 |
| 15 | 2018 | The copula-graphic estimator in censored nonparametric location-scale regression models. (2018). Van Keilegom, Ingrid ; Sujica, Aleksandar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:89-114. Full description at Econpapers || Download paper | 5 |
| 16 | 2022 | Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.. (2022). Dimpfl, Thomas ; Bleher, Johannes. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:1-26. Full description at Econpapers || Download paper | 5 |
| 17 | 2019 | A Bayesian analysis of linear regression models with highly collinear regressors. (2019). Smith, Ronald ; Pesaran, Mohammad. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:1-21. Full description at Econpapers || Download paper | 5 |
| 18 | 2021 | Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence. (2021). Lucas, Andre ; Blasques, Francisco ; van Vlodrop, Andries C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:47-57. Full description at Econpapers || Download paper | 5 |
| 19 | 2020 | Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68. Full description at Econpapers || Download paper | 5 |
| 20 | 2018 | Fast and reliable computation of generalized synthetic controls. (2018). Klossner, Stefan ; Becker, Martin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | 5 |
| 21 | 2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper | 5 |
| 22 | 2023 | Rage Against the Mean â A Review of Distributional Regression Approaches. (2023). Kneib, Thomas ; Safken, Benjamin ; Silbersdorff, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:99-123. Full description at Econpapers || Download paper | 5 |
| 23 | 2019 | Joint estimation of multiple network Granger causal models. (2019). Michailidis, G ; Skripnikov, A. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:120-133. Full description at Econpapers || Download paper | 4 |
| 24 | 2021 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113. Full description at Econpapers || Download paper | 4 |
| 25 | 2023 | Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Billio, Monica ; Pelizzon, Loriana ; Frattarolo, Lorenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29. Full description at Econpapers || Download paper | 4 |
| 26 | 2019 | An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26. Full description at Econpapers || Download paper | 4 |
| 27 | 2019 | Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Zhang, Yuanqing ; Sun, Yanqing ; Huang, Jianhua Z. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155. Full description at Econpapers || Download paper | 4 |
| 28 | 2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | 4 |
| 29 | 2019 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2019). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:42-65. Full description at Econpapers || Download paper | 3 |
| 30 | 2017 | Binary time series models driven by a latent process. (2017). Moysiadis, Theodoros ; Fokianos, Konstantinos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:117-130. Full description at Econpapers || Download paper | 3 |
| 31 | 2023 | Seasonality in High Frequency Time Series. (2023). Proietti, Tommaso ; Pedregal, Diego J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82. Full description at Econpapers || Download paper | 3 |
| 32 | 2022 | AdaVol: An Adaptive Recursive Volatility Prediction Method. (2022). Wintenberger, Olivier ; Werge, Nicklas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:19-35. Full description at Econpapers || Download paper | 3 |
| 33 | 2020 | Semiparametric inference with missing data: Robustness to outliers and model misspecification. (2020). de Luna, Xavier ; Cantoni, Eva. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:108-120. Full description at Econpapers || Download paper | 3 |
| 34 | 2020 | A Simple Scale-Invariant Two-Sample Test for High-dimensional Data. (2020). Zhu, Tianming ; Zhang, Liang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:131-144. Full description at Econpapers || Download paper | 3 |
| 35 | 2022 | A hierarchical mixture cure model with unobserved heterogeneity for credit risk. (2022). Vasnev, Andrey ; Dirick, Lore ; Claeskens, Gerda ; Baesens, Bart. In: Econometrics and Statistics. RePEc:eee:ecosta:v:22:y:2022:i:c:p:39-55. Full description at Econpapers || Download paper | 3 |
| 36 | 2017 | Prediction of functional ARMA processes with an application to traffic data. (2017). Wei, T ; Klepsch, J ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149. Full description at Econpapers || Download paper | 3 |
| 37 | 2017 | A strategy for optimal bandwidth selection in Local Whittle estimation. (2017). Orbe, Jesus ; Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:3-17. Full description at Econpapers || Download paper | 3 |
| 38 | 2017 | Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22. Full description at Econpapers || Download paper | 3 |
| 39 | 2018 | Change point detection in heteroscedastic time series. (2018). Horvath, Lajos ; Gorecki, Tomasz ; Kokoszka, Piotr. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88. Full description at Econpapers || Download paper | 3 |
| 40 | 2021 | A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Ãrsal, Deniz ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129. Full description at Econpapers || Download paper | 3 |
| 41 | 2018 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper | 3 |
| 42 | 2022 | Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2022). Sanfelici, Simona ; Curato, Imma Valentina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:53-82. Full description at Econpapers || Download paper | 3 |
| 43 | 2020 | Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity. (2020). Kurose, Yuta ; Omori, Yasuhiro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:46-68. Full description at Econpapers || Download paper | 3 |
| 44 | 2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping ; Czellar, Veronika. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper | 3 |
| 45 | 2020 | Accurate and robust inference. (2020). Ronchetti, Elvezio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:74-88. Full description at Econpapers || Download paper | 2 |
| 46 | 2017 | Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Shirota, Shinichiro ; Lopes, Hedibert F ; Piao, Haixiang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59. Full description at Econpapers || Download paper | 2 |
| 47 | 2019 | The class of copulas arising from squared distributions: Properties and inference. (2019). Durocher, Martin ; Quessy, Jean-Franois. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:148-166. Full description at Econpapers || Download paper | 2 |
| 48 | 2019 | Alternative over-identifying restriction test in the GMM estimation of panel data models. (2019). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:71-95. Full description at Econpapers || Download paper | 2 |
| 49 | 2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). McElroy, Tucker ; Wildi, Marc. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130. Full description at Econpapers || Download paper | 2 |
| 50 | 2017 | The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 45
| Year | Title | |
|---|---|---|
| 2025 | Revisions in concurrent seasonal adjustments of daily and weekly economic time series. (2025). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:315494. Full description at Econpapers || Download paper | |
| 2025 | Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665. Full description at Econpapers || Download paper | |
| 2025 | Improving estimation of portfolio risk using new statistical factors. (2025). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06307-8. Full description at Econpapers || Download paper | |
| 2025 | Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491. Full description at Econpapers || Download paper | |
| 2025 | A holistic matrix norm-based alternative solution method for Markov reward games. (2025). Re, Nazim Kemal ; Zkaya, Murat ; Zgi, Burhaneddin ; Perc, Matja. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:488:y:2025:i:c:s009630032400585x. Full description at Econpapers || Download paper | |
| 2025 | Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284. Full description at Econpapers || Download paper | |
| 2025 | Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461. Full description at Econpapers || Download paper | |
| 2025 | Real-time Hurricane Damage Nowcasts. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-006. Full description at Econpapers || Download paper | |
| 2025 | Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso. (2025). Hu, Sullivan ; Laurent, S'Ebastien ; Flachaire, Emmanuel ; Aiounou, Ulrich. In: Papers. RePEc:arx:papers:2511.21257. Full description at Econpapers || Download paper | |
| 2025 | Preventive replacement policies of parallel/series systems with dependent components under deviation costs. (2025). Niu, Jiale ; Zhang, Jiandong ; Yan, Rongfang. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:260:y:2025:i:c:s0951832025002340. Full description at Econpapers || Download paper | |
| 2025 | A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32. Full description at Econpapers || Download paper | |
| 2025 | Bayesian influence diagnostics for a multivariate GARCH model. (2025). Wang, Qingrui ; Yao, Zhao. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01649-8. Full description at Econpapers || Download paper | |
| 2025 | Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440. Full description at Econpapers || Download paper | |
| 2025 | A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks. (2025). Aouri, Atika ; Otto, Philipp. In: Papers. RePEc:arx:papers:2508.20101. Full description at Econpapers || Download paper | |
| 2025 | Eurozone economic integration: Historical developments and new challenges ahead. (2025). MORANA, CLAUDIO ; Bagliano, Fabio. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500073x. Full description at Econpapers || Download paper | |
| 2025 | Weak identification in discrete choice models. (2025). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002112. Full description at Econpapers || Download paper | |
| 2025 | Switching the leverage switch. (2025). Marn, Juan Miguel ; Romero, Eva ; Lopes, Mara Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:47005. Full description at Econpapers || Download paper | |
| 2025 | The method of moments for multivariate random sums in the Poisson-Skew-Normal case. (2025). Mazur, Stepan ; Javed, Farrukh ; Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003079. Full description at Econpapers || Download paper | |
| 2025 | Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR($\infty$) processes and applications. (2025). Cui, Zhenyu ; Wang, Yingli. In: Papers. RePEc:arx:papers:2503.18259. Full description at Econpapers || Download paper | |
| 2025 | Variable selection in sparse multivariate GLARMA models: application to germination control by environment. (2025). Sansonnet, Laure ; Ouadah, Sarah ; Lvy-Leduc, Cline ; Gomtsyan, Marina ; Rajjou, Loc ; Bailly, Christophe. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-025-00786-0. Full description at Econpapers || Download paper | |
| 2025 | Julia as a universal platform for statistical software development. (2024). Roodman, David. In: Papers. RePEc:arx:papers:2404.09309. Full description at Econpapers || Download paper | |
| 2025 | Cluster-robust jackknife and bootstrap inference for binary response models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.00650. Full description at Econpapers || Download paper | |
| 2025 | Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity. (2025). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:125017. Full description at Econpapers || Download paper | |
| 2025 | An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.18001. Full description at Econpapers || Download paper | |
| 2025 | Fast Cluster Bootstrap Methods for Spatial Error Models. (2025). Zheng, YU ; Fan, Honggang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2913-:d:1745436. Full description at Econpapers || Download paper | |
| 2025 | The effect of climate adaptation policies on productivity: evidence from Chinese cities. (2025). Jin, Minghui ; Yao, Lianxiao. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:30:y:2025:i:7:d:10.1007_s11027-025-10248-3. Full description at Econpapers || Download paper | |
| 2025 | Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures. (2025). He, Tianyu ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2512.21862. Full description at Econpapers || Download paper | |
| 2025 | Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619. Full description at Econpapers || Download paper | |
| 2025 | A new Combined Bootstrap Method for Long-Memory Time Series. (2025). Palomba, Margherita ; Gerolimetto, Margherita ; Bisaglia, Luisa. In: Working Papers. RePEc:ven:wpaper:2025:19. Full description at Econpapers || Download paper | |
| 2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper | |
| 2025 | Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515. Full description at Econpapers || Download paper | |
| 2025 | Conditional inference for ultrahigh-dimensional additive hazards model. (2025). Bai, Fangfang ; Sun, Liuquan ; Hao, Meiling ; Yang, Ruiyu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001203. Full description at Econpapers || Download paper | |
| 2025 | Internal Control Quality and Leverage Manipulation: Evidence from Chinese State-Owned Listed Companies. (2025). Chen, Qianqian ; Liu, Shilin. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:2905-:d:1619864. Full description at Econpapers || Download paper | |
| 2025 | Womenâs Empowerment in Zimbabwe: Examining the Role of Educational Reform. (2025). Nguyen, Hang ; Yu, Yijun ; Nguyen-Phung, Hang Thu ; Le, Hai. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:177:y:2025:i:2:d:10.1007_s11205-024-03515-4. Full description at Econpapers || Download paper | |
| 2025 | Which route to elite turnover leads to womens political empowerment in developing countries?. (2025). Mondjeli, Itchoko Motande ; Pepoung, Murielle Fokou. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:33:y:2025:i:2:p:369-411. Full description at Econpapers || Download paper | |
| 2025 | Natural Resource and Food Import Dependence of Africa: Can Democracy Slowdown Dependence?. (2025). Asongu, Simplice ; Ngassam, Sylvain B ; Douanla, Sandrine G. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4204-4226. Full description at Econpapers || Download paper | |
| 2025 | Does public data openness accelerate new quality productive forces? Evidence from China. (2025). Guo, Lixiang ; Zhong, Yuan ; Lai, Huisu ; Zhang, Liang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1409-1427. Full description at Econpapers || Download paper | |
| 2025 | Sport and happiness: an evidence from football. (2025). Possi, Eric Xaverie. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:22:y:2025:i:1:p:77-127. Full description at Econpapers || Download paper | |
| 2025 | How Green Data Center Establishment Drives Carbon Emission Reduction: Double-Edged Sword or Equilibrium Effect?. (2025). Liu, Jian ; Luo, Jing. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:14:p:6598-:d:1705287. Full description at Econpapers || Download paper | |
| 2025 | Aid or sanction? Comparing the effectiveness of climate finance and environmental taxation in mitigating environmental degradation in Africa. (2025). Ndeffo, Luc Nembot ; Kelly, Arsene Mouongue. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s2949753125000384. Full description at Econpapers || Download paper | |
| 2025 | Does financial inclusion increase participation in global value chains? Evidence from African countries. (2025). Asongu, Simplice ; Ngoungou, Yolande E ; Possi, Eric Xaverie ; Mignamissi, Dieudonn. In: International Economics. RePEc:eee:inteco:v:183:y:2025:i:c:s2110701725000411. Full description at Econpapers || Download paper | |
| 2025 | Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750. Full description at Econpapers || Download paper | |
| 2025 | Short-Term Effects of Extreme Heat, Cold, and Air Pollution Episodes on Excess Mortality in Luxembourg. (2025). Weiss, Jrme. In: IJERPH. RePEc:gam:jijerp:v:22:y:2025:i:3:p:376-:d:1605350. Full description at Econpapers || Download paper | |
| 2025 | Fitting Penalized Estimator for Sparse Covariance Matrix with Left-Censored Data by the EM Algorithm. (2025). Zheng, Qian-Zhen ; Tang, Man-Lai ; Xu, Ping-Feng ; Shang, Laixu ; Lin, Shanyi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:423-:d:1578467. Full description at Econpapers || Download paper | |
| 2025 | Improving Portfolio Management Using Clustering and Particle Swarm Optimisation. (2025). Crane, Martin ; Bezbradica, Marija ; Bulani, Vivek. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1623-:d:1656401. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2025
| Year | Citing document | |
|---|---|---|
| 2025 | Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492. Full description at Econpapers || Download paper | |
| 2025 | Quantile 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 |
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | High-frequency realized stochastic volatility model. (2024). Watanabe, Toshiaki ; Nakajima, Jouchi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000938. Full description at Econpapers || Download paper | |
| 2024 | Recent Long-Term Management of Relation Across Czech- Republic Price Indices and Exchange Rates. (2024). Arias, Helmuth Yesid ; Antosova, Gabriela. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:specialb:p:129-146. Full description at Econpapers || Download paper | |
| 2024 | Multiscale Change Point Detection for Univariate Time Series Data with Missing Value. (2024). Tian, Boping ; Alnemer, Ghada ; Haile, Tariku Tesfaye. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3189-:d:1496858. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | (Frisch-Waugh-Lovell): On the Estimation of Regression Models by Row. (2023). Clarke, Damian ; Paris, Nicol'As ; Villena-Rold, Benjam'In. In: Papers. RePEc:arx:papers:2311.15829. Full description at Econpapers || Download paper | |
| 2023 | Determinants of Military Spending in Africa: Do Institutions Matter?. (2023). Arsène Aurélien, Njamen Kengdo ; Arsene, Njamen Kengdo ; Tii, Nchofoung ; Mougnol, Kos A. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:29:y:2023:i:4:p:401-440:n:6. Full description at Econpapers || Download paper | |
| 2023 | Social media and energy justice: A global evidence. (2023). Fang, Ming ; Njangang, Henri ; Padhan, Hemachandra ; Simo, Colette ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003845. Full description at Econpapers || Download paper | |
| 2023 | Commonality in BRICS stock marketsâ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence. (2023). Mamman, Suleiman ; Iliyasu, Jamilu ; Wang, Zhanqin. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002490. Full description at Econpapers || Download paper | |
| 2023 | Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series. (2023). Szabados, Tamas. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:14-:d:1161065. Full description at Econpapers || Download paper | |
| 2023 | An Archimedean Copulas-Based Approach for m -Consecutive- k -Out-of- n : F Systems with Exchangeable Components. (2023). Triantafyllou, Ioannis S. In: Stats. RePEc:gam:jstats:v:6:y:2023:i:4:p:70-1125:d:1264160. Full description at Econpapers || Download paper | |
| 2023 | Interpretable Machine Learning Using Partial Linear Models*. (2023). Laurent, Sébastien ; Hué, Sullivan ; Hue, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Post-Print. RePEc:hal:journl:hal-04529011. Full description at Econpapers || Download paper | |
| 2023 | (Frisch-Waugh-Lovell) On the Estimation of Regression Models by Row. (2023). Villena-Roldan, Benjamin ; Clarke, Damian ; Torres, Nicolas Paris. In: IZA Discussion Papers. RePEc:iza:izadps:dp16630. Full description at Econpapers || Download paper | |
| 2023 | Development strategy, technological progress, and regional environmental performance: empirical evidence from China. (2023). Zhao, Zuoxiang ; Sun, Hongjun ; Han, Ding. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09548-y. Full description at Econpapers || Download paper | |
| 2023 | Exchange rate misalignment and revenue mobilisation: a global comparative evidence of trade openness thresholds. (2023). Nchofoung, Tii ; Achuo, Elvis ; Tiague, Linda Julie. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00201-z. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Simulating financial time series using attention. (2022). Fu, Weilong ; Osterrieder, Jorg ; Hirsa, Ali. In: Papers. RePEc:arx:papers:2207.00493. Full description at Econpapers || Download paper | |
| 2022 | Likelihood Inference for Copula Models Based on Left-Truncated and Competing Risks Data from Field Studies. (2022). Emura, Takeshi ; Michimae, Hirofumi. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:13:p:2163-:d:844028. Full description at Econpapers || Download paper | |
| 2022 | âTakeoverâ and âActivationâ Effects of National Strategies for Industrial RelocationâBased on the Perspective of Marketisation of Land Elements. (2022). Zhao, Zhenzhi ; Bao, Fei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13470-:d:946614. Full description at Econpapers || Download paper |
10 most frequent citing series