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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
21
Impact Factor (IF)
0.45
5 Years IF
0.43
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2013 0 0.54 0.31 0 13 13 292 4 4 0 0 2 50 4 0.31 0.24
2014 2 0.53 1.36 2 12 25 356 33 38 13 26 13 26 1 3 7 0.58 0.22
2015 1.72 0.52 1 1.72 42 67 300 66 105 25 43 25 43 4 6.1 13 0.31 0.22
2016 1.41 0.5 1.1 1.6 49 116 242 127 233 54 76 67 107 10 7.9 8 0.16 0.2
2017 0.51 0.52 1.02 1.06 54 170 354 174 407 91 46 116 123 18 10.3 31 0.57 0.21
2018 0.51 0.53 0.94 0.93 48 218 506 202 611 103 53 170 158 9 4.5 21 0.44 0.22
2019 0.84 0.54 0.75 0.8 50 268 116 198 812 102 86 205 164 4 2 6 0.12 0.21
2020 1.02 0.64 0.87 0.84 45 313 114 270 1085 98 100 243 204 15 5.6 4 0.09 0.3
2021 0.53 0.74 1.01 0.92 47 360 92 362 1447 95 50 246 227 12 3.3 11 0.23 0.27
2022 0.47 0.73 0.83 0.79 37 397 56 328 1775 92 43 244 193 16 4.9 5 0.14 0.22
2023 0.48 0.69 0.64 0.63 27 424 32 270 2045 84 40 227 143 9 3.3 7 0.26 0.2
2024 0.36 0.81 0.55 0.34 38 462 14 254 2299 64 23 206 71 4 1.6 1 0.03 0.23
2025 0.45 0.44 0.43 53 515 3 228 2527 65 29 194 83 6 2.6 4 0.08
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12018Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033.

Full description at Econpapers || Download paper

246
22014The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830.

Full description at Econpapers || Download paper

194
32015Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.

Full description at Econpapers || Download paper

102
42013Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620.

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86
52014A One Line Derivation of EGARCH. (2014). Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414.

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78
62014Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

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76
72013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

Full description at Econpapers || Download paper

75
82013Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001.

Full description at Econpapers || Download paper

54
92017Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610.

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52
102018Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515.

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43
112016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Hu, Yujia ; Audrino, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253.

Full description at Econpapers || Download paper

36
122015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676.

Full description at Econpapers || Download paper

34
132018Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429.

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33
142018Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315.

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29
152016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992.

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27
162017A Simple Test for Causality in Volatility. (2017). Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545.

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26
172016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

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26
182015Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

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25
192016Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088.

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23
202017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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22
212017Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537.

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22
222018Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Karunarathne, Wasana ; Chotikapanich, Duangkamon ; Prasada, D S. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682.

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20
232018A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749.

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19
242017A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353.

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19
252013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

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19
262015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

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19
272015On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584.

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19
282018A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046.

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18
292020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

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18
302017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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17
312013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659.

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16
322020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

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16
332013Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Lee, Lung-Fei ; Jin, Fei. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028.

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15
342020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

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14
352017A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Heberle, Jochen ; Sattarhoff, Cristina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731.

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14
362017Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

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13
372018From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective. (2018). Greselin, Francesca ; Zitikis, Ri Ardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699.

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13
382016The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689.

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13
392015Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data. (2015). Parmeter, Christopher ; Henderson, Daniel ; Chu, Chi-Yang. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:199-214:d:47581.

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13
402013Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948.

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13
412016Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417.

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13
422018Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, Maria Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411.

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12
432014Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027.

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12
442014A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). PAOLELLA, MARC S. ; Krause, Jochen. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459.

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11
452017Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development. (2017). Owen, Dorian. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:38-:d:110889.

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11
462018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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11
472017Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, María ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640.

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10
482019Evaluating Approximate Point Forecasting of Count Processes. (2019). Gob, Rainer ; Alwan, Layth C ; Frahm, Gabriel ; Weiss, Christian H ; Homburg, Annika. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:30-:d:246272.

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10
492017Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593.

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10
502016Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets. (2016). Kim, Donggyu ; Wang, Yazhen ; Zhang, Xin. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:34-:d:76033.

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10
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033.

Full description at Econpapers || Download paper

79
22014The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830.

Full description at Econpapers || Download paper

35
32015Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.

Full description at Econpapers || Download paper

15
42018Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315.

Full description at Econpapers || Download paper

11
52017Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610.

Full description at Econpapers || Download paper

10
62013Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001.

Full description at Econpapers || Download paper

10
72020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

Full description at Econpapers || Download paper

9
82020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

Full description at Econpapers || Download paper

8
92016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Hu, Yujia ; Audrino, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253.

Full description at Econpapers || Download paper

7
102015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676.

Full description at Econpapers || Download paper

6
112023Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:9-:d:1092261.

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6
122018Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515.

Full description at Econpapers || Download paper

5
132018A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046.

Full description at Econpapers || Download paper

5
142016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

Full description at Econpapers || Download paper

5
152020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

Full description at Econpapers || Download paper

5
162015Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

Full description at Econpapers || Download paper

4
172020Maximum Likelihood Estimation for the Fractional Vasicek Model. (2020). Yu, Jun ; Xiao, Weilin ; Tanaka, Katsuto. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:32-:d:397839.

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4
182022Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures. (2022). Zhou, Qiankun ; Cao, Shiyun. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:3:p:29-:d:886156.

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4
192016Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models. (2016). Xu, Haiqing ; Pinkse, Joris ; Jun, Sung Jae ; Yaldaz, Nee . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:7-:d:63449.

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4
202018Top Incomes, Heavy Tails, and Rank-Size Regressions. (2018). Schluter, Christian. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:10-:d:134492.

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4
212021Goodness–of–Fit Tests for Bivariate Time Series of Counts. (2021). Meintanis, Simos G ; Hukova, Marie ; Hudecova, Arka. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:10-:d:510257.

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4
222017Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

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4
232015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

Full description at Econpapers || Download paper

4
242016Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088.

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4
252022Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models. (2022). Escribano, Alvaro ; Blazsek, Szabolcs. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:1:p:9-:d:750387.

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4
262020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180.

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4
272013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

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282016Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Ravazzolo, Francesco ; Casarin, Roberto ; Mantoan, Giulia. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17-:d:65855.

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292021Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685.

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302016Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets. (2016). Kim, Donggyu ; Wang, Yazhen ; Zhang, Xin. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:34-:d:76033.

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312017A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353.

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322017Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593.

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332016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992.

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342020Indirect Inference Estimation of Spatial Autoregressions. (2020). Bao, Yong ; Liu, Xiaotian ; Yang, Lihong. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:34-:d:408384.

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352022Model Validation and DSGE Modeling. (2022). Spanos, Aris ; Poudyal, Niraj. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:17-:d:788730.

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362018From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective. (2018). Greselin, Francesca ; Zitikis, Ri Ardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699.

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372024Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach. (2024). Stengos, Thanasis ; Chen, Chaoyi ; Zhang, Jianhan. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:1:p:7-:d:1351480.

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382024On the Validity of Granger Causality for Ecological Count Time Series. (2024). Papaspyropoulos, Konstantinos G ; Kugiumtzis, Dimitris. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:13-:d:1391256.

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392023Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region. (2023). Fakih, Ali ; Arayssi, Mahmoud ; Haimoun, Nathir. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:16-:d:1169584.

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402017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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412022Detecting and Quantifying Structural Breaks in Climate. (2022). Ericsson, Neil R ; Butt, Hassan. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:4:p:33-:d:984722.

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422015On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584.

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432022Green Bonds for the Transition to a Low-Carbon Economy. (2022). Semmler, Willi ; Braga, Joao Paulo ; Lichtenberger, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:1:p:11-:d:762562.

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442017Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537.

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452015Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249.

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462021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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472017Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:16-:d:95642.

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482018A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749.

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492018Response-Based Sampling for Binary Choice Models With Sample Selection. (2018). Guagnano, Giuseppina ; Arezzo, Maria Felice. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:12-:d:135187.

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502021Climate Finance: Mapping Air Pollution and Finance Market in Time Series. (2021). Fang, Zheng ; Wang, Sheng ; Peng, Ruiming ; Xie, Jian Ying. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:43-:d:694969.

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Citing documents used to compute impact factor: 29
YearTitle
2025Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945.

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2025Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678.

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2025Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492.

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2025Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals. (2025). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2412.00468.

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2025The effects of overeducation on wage distribution in Trinidad and Tobago: an unconditional quantile regression analysis. (2025). scicchitano, sergio ; Doon, Roshnie. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00291-x.

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2025Bridging the Education–Employment Gap in Europe: An AI-Driven Approach to Skill Matching. (2025). Sanguino, Ramn ; Uslu, Nilgn Alarirmak ; Karahan-Dursun, Pinar ; Zdemir, Caner ; Barroso, Ascensin ; Snchez-Hernndez, Mara Isabel ; Gaga, Eftade O. In: World. RePEc:gam:jworld:v:6:y:2025:i:4:p:143-:d:1772943.

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2025Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation. (2025). Hu, Xuetong ; Tian, Chunxiao ; Liu, Chuanhui ; Sheng, Zhongyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002304.

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2025Modeling the Tripodal Mobile Market Using Response Functions Instead of Payoff Maximization. (2025). Zlatanov, Boyan ; Yaneva, Polina ; Kulina, Hristina ; Ivanova, Vanya ; Ilchev, Atanas ; Ali, Aynur. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:1:p:171-:d:1561107.

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2025Tripled Fixed Points, Obtained by Ran-Reunrings Theorem for Monotone Maps in Partially Ordered Metric Spaces. (2025). Zlatanov, Boyan ; Kulina, Hristina ; Ilchev, Atanas ; Dinkova, Cvetelina ; Ali, Aynur. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:760-:d:1599658.

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2025On the Correlations in Linearized Multivariate Stochastic Volatility Models. (2025). Moussa, Karim. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250021.

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2025A geometric approach to factor model identification. (2025). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406r.

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2025Financial Inclusion and Sustainability of Economic Development: Empirical Results from Selected EU Member States. (2025). Batg, Jacek ; Muvunyi, Eugene. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:18:p:8237-:d:1748714.

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2025Nonlinear Dynamics of Militarization and Income Inequality Nexus in Post-Socialist Eastern Europe: A Panel Kink Regression Analysis (1990–2023). (2025). Kyriakos, Emmanouilidis ; Ourania, Dimitraki. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:31:y:2025:i:3:p:323-335:n:1004.

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2025The Debt-Growth Relationship in the Western Balkans, Developing Europe, and the Eurozone Economies: Testing for the Existence of a Tipping Point. (2025). Hajdar, Korbi ; Avdullah, Hoti. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:20:y:2025:i:2:p:149-164:n:1010.

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2025Economic efficiency evaluation, regional technological heterogeneity, and total factor productivity change in the industrial sector of China. (2025). Ul, Wasi ; Gang, WU ; Yingqin, WU ; Ping, Yan. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05745-4.

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2025Intergovernmental Competition and Agricultural Science and Technology Innovation Efficiency: Evidence from China. (2025). Wang, Fang ; Yu, Daohan. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:5:p:530-:d:1602464.

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2025Nexus of Economic Growth, Economic Structure, and Environmental Pollution: Using a Novel Machine Learning Approach. (2025). Farokhi, Soheila ; Taghvaee, Vahid Mohamad ; Tatar, Moosa ; Rostam-Afschar, Davud ; Faraji, Mohammad Reza. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7302-:d:1723272.

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2025Impact of Critical Infrastructure Cyber Security on the Sustainable Development of Smart Cities: Insights from Internal Specialists and External Information Security Auditors. (2025). Semenov, Serhii ; Zolotaryova, Iryna ; Leroy, Iryna. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1188-:d:1581883.

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2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

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2025The Impact of the Fed’s Monetary Policy on Cryptocurrencies: Novel Policy Implications for Central Banks. (2025). Tosun, Tayfun Tuncay ; Uurlu, Erginbay. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:393-:d:1702390.

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2025Identifying School Travel Mode Choice Patterns in Mersin, Türkiye. (2025). Karabulut, Nihat Can ; Zorlu, Fikret ; Ozen, Murat. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:6142-:d:1694684.

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2025Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067.

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2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

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2025Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment. (2025). Jumamyradov, Maksat ; Craig, Benjamin M ; Greene, William H ; Munkin, Murat. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10637-x.

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2025Willingness to Pay to Adopt Conservation Agriculture in Northern Namibia. (2025). Uchezuba, David ; Shiimi, Teofilus. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:5:p:568-:d:1607055.

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2025How do Chinese urban investment bonds affect its economic resilience? Evidence from double machine learning. (2025). Lucey, Brian ; Abedin, Mohammad Zoynul ; Fang, Yan ; Liu, Yinglin ; Yang, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400521x.

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2025Költségvetési fenntarthatóság a koronavírus-járvány után. A visegrádi országok adósságdinamikájuk tükrében. (2025). Svai, Marianna. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2265.

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2025Examining the integrated sustainability perspective among Russia, UAE, and Iran: using the SEY model to estimate sustainability elasticities and spillovers. (2025). Zhao, Yining ; Li, Yanjin. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:1:d:10.1007_s00168-025-01360-y.

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2025A Bayesian Additive Regression Trees Framework for Individualized Causal Effect Estimation. (2025). Wang, Tonghui ; Shi, Xin ; Cao, Zhenqi ; He, Lulu. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2195-:d:1695271.

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Recent citations
Recent citations received in 2025

YearCiting document
2025Eco-Microcredit and Rural Transformation: The Mediating Role of Sustainable Farming Practices and the Moderating Effect of Financial Literacy on Household Sustainability. (2025). Abu, Mohamad Hanif ; Lestari, Rini ; Sak, Chaleeda Som ; Ahmad, Zaiful Affendi ; Isa, Zuraidah Mohamed. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:2223-2231.

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2025Analytical fixed income pricing in discrete time: A new family of models. (2025). Stentoft, Lars ; Escobar Anel, Marcos ; Ye, Xize ; Escobar-Anel, Marcos. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000973.

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2025Ever More Frequent Negative Electricity Prices: A New Reality and Challenges for Photovoltaics and Wind Power in a Changing Energy Market—Threat or Opportunity, and Where Are the Limits of Sustainability?. (2025). Pavlk, Marek. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:10:p:2498-:d:1654338.

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2025Impact of Trade Openness and Exchange Rate Volatility on South Africa’s Industrial Growth: Assessment Using ARDL and SVAR Models. (2025). Sunde, Tafirenyika. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4933-:d:1665895.

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Recent citations received in 2024

YearCiting document
2024The Bitcoin yield gap in Colombia: unraveling the influence of FX and Bitcoin convenience yields. (2024). Rendn, Jairo Andrs. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03872-y.

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Recent citations received in 2023

YearCiting document
2023Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). James, Nick ; Menzies, Max. In: Papers. RePEc:arx:papers:2304.08902.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2305.05751.

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2023An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). James, Nick ; Menzies, Max. In: Papers. RePEc:arx:papers:2307.15402.

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2023Labour market dynamics and youth unemployment in the Middle East and North Africa: Evidence from Egypt, Jordan, and Tunisia. (2023). Krafft, Caroline ; Assaad, Ragui. In: LABOUR. RePEc:bla:labour:v:37:y:2023:i:4:p:519-553.

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2023Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). James, Nick ; Menzies, Max. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408.

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2023An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). James, Nick ; Menzies, Max. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117.

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2023Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices. (2023). Sanhaji, Bilel ; Chevallier, Julien. In: Stats. RePEc:gam:jstats:v:6:y:2023:i:4:p:82-1370:d:1298480.

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Recent citations received in 2022

YearCiting document
2022Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557.

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2022Score-driven threshold ice-age models: benchmark models for long-run climate forecasts. (2022). Escribano, Alvaro ; Blazsek, Szabolcs. In: UC3M Working papers. Economics. RePEc:cte:werepe:34757.

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2022Modelling Seasonal Short-Run Effects in Time-Series Tourism Prices. (2022). Bojnec, Stefan ; Gricar, Sergej. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:212-:d:809777.

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2022Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2022). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1485.

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2022A Goodness-of-Identifiability Criterion for Parametric Statistical Models. (2022). Pacini, David. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:11:y:2022:i:4:f:11_4_1.

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