Citation analysis for Econometrics / MDPI

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

0.23

5 Years IF

0.2

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	0.56	0.31	0	13	13	275	4	4	0		0		2	50	4	0.31	0.24
2014	1.92	0.55	1.32	1.92	12	25	326	32	37	13	25	13	25	1	3.1	7	0.58	0.23
2015	1.72	0.55	1	1.72	42	67	271	66	104	25	43	25	43	4	6.1	13	0.31	0.23
2016	1.37	0.52	1.09	1.57	49	116	214	125	230	54	74	67	105	10	8	8	0.16	0.21
2017	0.51	0.54	1.01	1.04	54	170	318	171	401	91	46	116	121	18	10.5	30	0.56	0.22
2018	0.51	0.55	0.94	0.93	47	217	416	203	606	103	53	170	158	9	4.4	22	0.47	0.23
2019	0.82	0.56	0.73	0.77	49	266	99	192	801	101	83	204	158	4	2.1	6	0.12	0.23
2020	1.02	0.67	0.86	0.84	45	311	77	264	1068	96	98	241	202	14	5.3	4	0.09	0.32
2021	0.52	0.79	0.97	0.91	47	358	65	349	1417	94	49	244	221	12	3.4	10	0.21	0.29
2022	0.47	0.83	0.79	0.76	37	395	25	313	1730	92	43	242	184	15	4.8	5	0.14	0.25
2023	0.39	0.82	0.57	0.56	27	422	15	240	1970	84	33	225	125	8	3.3	7	0.26	0.23
2024	0.23		0.34	0.2	38	460	0	155	2125	64	15	205	40	1	0.6		0

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2018	Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers \|\| Download paper	193
2	2014	The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers \|\| Download paper	169
3	2015	Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers \|\| Download paper	96
4	2013	Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers \|\| Download paper	85
5	2014	Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers \|\| Download paper	76
6	2014	A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers \|\| Download paper	74
7	2013	Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers \|\| Download paper	71
8	2013	Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers \|\| Download paper	47
9	2017	Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers \|\| Download paper	41
10	2018	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers \|\| Download paper	39
11	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers \|\| Download paper	32
12	2018	Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429. Full description at Econpapers \|\| Download paper	30
13	2015	A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers \|\| Download paper	29
14	2017	A Simple Test for Causality in Volatility. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545. Full description at Econpapers \|\| Download paper	25
15	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992. Full description at Econpapers \|\| Download paper	24
16	2015	Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers \|\| Download paper	23
17	2016	Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers \|\| Download paper	22
18	2018	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers \|\| Download paper	22
19	2018	Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Prasada, D S ; Karunarathne, Wasana ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682. Full description at Econpapers \|\| Download paper	20
20	2017	Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901. Full description at Econpapers \|\| Download paper	20
21	2017	Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537. Full description at Econpapers \|\| Download paper	19
22	2016	Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088. Full description at Econpapers \|\| Download paper	19
23	2017	A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353. Full description at Econpapers \|\| Download paper	18
24	2015	On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers \|\| Download paper	17
25	2015	Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668. Full description at Econpapers \|\| Download paper	16
26	2017	Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers \|\| Download paper	16
27	2013	Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Lee, Lung-Fei ; Jin, Fei. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028. Full description at Econpapers \|\| Download paper	15
28	2013	Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522. Full description at Econpapers \|\| Download paper	15
29	2013	Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659. Full description at Econpapers \|\| Download paper	15
30	2020	Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273. Full description at Econpapers \|\| Download paper	14
31	2018	A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749. Full description at Econpapers \|\| Download paper	14
32	2017	A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Sattarhoff, Cristina ; Heberle, Jochen . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731. Full description at Econpapers \|\| Download paper	13
33	2017	Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Czado, Claudia ; Klimova, Yulia ; Fink, Holger ; Stober, Jakob . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821. Full description at Econpapers \|\| Download paper	13
34	2016	Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417. Full description at Econpapers \|\| Download paper	13
35	2018	Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, M. Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411. Full description at Econpapers \|\| Download paper	12
36	2020	Triple the GammaâA Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596. Full description at Econpapers \|\| Download paper	12
37	2015	Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data. (2015). Parmeter, Christopher ; Henderson, Daniel ; ChristopherF. Parmeter, ; Chu, Chi-Yang . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:199-214:d:47581. Full description at Econpapers \|\| Download paper	12
38	2013	Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948. Full description at Econpapers \|\| Download paper	12
39	2018	A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046. Full description at Econpapers \|\| Download paper	12
40	2014	A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). Paolella, Marc S. ; Krause, Jochen. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459. Full description at Econpapers \|\| Download paper	11
41	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689. Full description at Econpapers \|\| Download paper	11
42	2014	Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers \|\| Download paper	11
43	2017	Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). MontaÃÂ±ÃÂ©s, Antonio ; Gadea, MarÃÂa ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640. Full description at Econpapers \|\| Download paper	10
44	2018	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modellerâs Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699. Full description at Econpapers \|\| Download paper	10
45	2014	Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Tsang, Kwok Ping ; Ashley, Richard. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391. Full description at Econpapers \|\| Download paper	10
46	2017	Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593. Full description at Econpapers \|\| Download paper	10
47	2017	Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development. (2017). Owen, Dorian. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:38-:d:110889. Full description at Econpapers \|\| Download paper	10
48	2018	Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513. Full description at Econpapers \|\| Download paper	10
49	2018	On the StockâYogo Tables. (2018). Windmeijer, Frank ; Skeels, Christopher. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:44-:d:182573. Full description at Econpapers \|\| Download paper	9
50	2017	Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting. (2017). Czado, Claudia ; Gruber, Lutz F ; Schamberger, Benedikt. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:21-:d:99406. Full description at Econpapers \|\| Download paper	9

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

#	Year	Title	Cited
1	2018	Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers \|\| Download paper	63
2	2014	The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers \|\| Download paper	25
3	2015	Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers \|\| Download paper	16
4	2013	Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers \|\| Download paper	8
5	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers \|\| Download paper	7
6	2017	Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers \|\| Download paper	7
7	2018	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers \|\| Download paper	7
8	2020	Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273. Full description at Econpapers \|\| Download paper	6
9	2020	Triple the GammaâA Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596. Full description at Econpapers \|\| Download paper	6
10	2015	Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers \|\| Download paper	6
11	2023	Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks. (2023). Chan, Jennifer ; Menzies, Max ; James, Nick. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:8-:d:1090337. Full description at Econpapers \|\| Download paper	6
12	2018	Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Prasada, D S ; Karunarathne, Wasana ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682. Full description at Econpapers \|\| Download paper	5
13	2015	A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers \|\| Download paper	5
14	2016	Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models. (2016). Xu, Haiqing ; Pinkse, Joris ; Yaldaz, Nee ; Jun, Sung Jae. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:7-:d:63449. Full description at Econpapers \|\| Download paper	5
15	2013	Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers \|\| Download paper	5
16	2018	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers \|\| Download paper	5
17	2017	Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers \|\| Download paper	5
18	2017	Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Czado, Claudia ; Klimova, Yulia ; Fink, Holger ; Stober, Jakob . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821. Full description at Econpapers \|\| Download paper	5
19	2017	A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353. Full description at Econpapers \|\| Download paper	4
20	2017	Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901. Full description at Econpapers \|\| Download paper	4
21	2018	Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429. Full description at Econpapers \|\| Download paper	4
22	2022	Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis. (2022). Al-Abdulla, Ameena ; Mahdi, Esam. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:26-:d:830808. Full description at Econpapers \|\| Download paper	4
23	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689. Full description at Econpapers \|\| Download paper	4
24	2016	Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492. Full description at Econpapers \|\| Download paper	3
25	2021	Quantile Regression with Generated Regressors. (2021). Song, Suyong ; Galvao, Antonio F ; Chen, Liqiong. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:16-:d:534600. Full description at Econpapers \|\| Download paper	3
26	2023	Detecting Common Bubbles in Multivariate Mixed CausalâNoncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:9-:d:1092261. Full description at Econpapers \|\| Download paper	3
27	2017	Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593. Full description at Econpapers \|\| Download paper	3
28	2021	SÃ¸ren Johansen and Katarina Juselius: A Bibliometric Analysis of Citations through Multivariate Bass Models. (2021). Mosconi, Rocco ; Archontakis, Fragiskos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:30-:d:613008. Full description at Econpapers \|\| Download paper	3
29	2015	Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668. Full description at Econpapers \|\| Download paper	3
30	2017	A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Sattarhoff, Cristina ; Heberle, Jochen . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731. Full description at Econpapers \|\| Download paper	3
31	2015	On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers \|\| Download paper	3
32	2016	Bayesian 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. Full description at Econpapers \|\| Download paper	3
33	2013	Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers \|\| Download paper	3
34	2019	HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538. Full description at Econpapers \|\| Download paper	2
35	2021	Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289. Full description at Econpapers \|\| Download paper	2
36	2018	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modellerâs Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699. Full description at Econpapers \|\| Download paper	2
37	2020	Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835. Full description at Econpapers \|\| Download paper	2
38	2016	Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers \|\| Download paper	2
39	2020	Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples. (2020). Parmeter, Christopher ; Ashley, Richard A. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:11-:d:333196. Full description at Econpapers \|\| Download paper	2
40	2020	Dynamic Panel Modeling of Climate Change. (2020). Phillips, Peter ; PEter, . In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:30-:d:391090. Full description at Econpapers \|\| Download paper	2
41	2018	A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749. Full description at Econpapers \|\| Download paper	2
42	2014	A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers \|\| Download paper	2
43	2019	Evaluating Approximate Point Forecasting of Count Processes. (2019). Alwan, Layth C ; Weiss, Christian H ; Homburg, Annika ; Gob, Rainer ; Frahm, Gabriel. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:30-:d:246272. Full description at Econpapers \|\| Download paper	2
44	2015	Information Recovery in a Dynamic Statistical Markov Model. (2015). Judge, George ; Miller, Douglas J.. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:187-198:d:47332. Full description at Econpapers \|\| Download paper	2
45	2021	Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:46-:d:696817. Full description at Econpapers \|\| Download paper	2
46	2023	Tracking âPureâ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Sanhaji, Bilel ; Chevallier, Julien. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066. Full description at Econpapers \|\| Download paper	2
47	2017	Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). MontaÃÂ±ÃÂ©s, Antonio ; Gadea, MarÃÂa ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640. Full description at Econpapers \|\| Download paper	2
48	2019	Causal Random Forests Model Using Instrumental Variable Quantile Regression. (2019). Chen, Jau-er ; Hsiang, Chen-Wei. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:49-:d:298392. Full description at Econpapers \|\| Download paper	2
49	2020	Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111. Full description at Econpapers \|\| Download paper	2
50	2018	Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices. (2018). Lee, Lung-Fei ; Jin, Fei. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:8-:d:132670. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 15

Year	Title
2024	Airline price responses in the face of demand shocks: European lessons from the COVID-19 pandemic. (2024). Fageda, Xavier ; Borsati, Mattia. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:186:y:2024:i:c:s1366554524001285. Full description at Econpapers \|\| Download paper
2024
2024	Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers \|\| Download paper
2024
2024	Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159. Full description at Econpapers \|\| Download paper
2024	Testing rational expectations in a cointegrated VAR with structural change. (2024). MarÃ§al, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers \|\| Download paper
2024	Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2024). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: CEIS Research Paper. RePEc:rtv:ceisrp:574. Full description at Econpapers \|\| Download paper
2024	Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers \|\| Download paper
2024	Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072. Full description at Econpapers \|\| Download paper
2024	Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals. (2024). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2412.00468. Full description at Econpapers \|\| Download paper
2024	Drivers 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. Full description at Econpapers \|\| Download paper
2024
2024	Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726. Full description at Econpapers \|\| Download paper
2024	Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2024). TerÃ¤svirta, Timo ; Silvennoinen, Annastiina ; He, Changli ; Terasvirta, Timo ; Kang, Jian. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105. Full description at Econpapers \|\| Download paper
2024

Recent citations

Recent citations received in 2023

Year	Citing document
2023	Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902. Full description at Econpapers \|\| Download paper
2023	What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751. Full description at Econpapers \|\| Download paper
2023	An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402. Full description at Econpapers \|\| Download paper
2023	Labour market dynamics and youth unemployment in the Middle East and North Africa: Evidence from Egypt, Jordan, and Tunisia. (2023). Krafft, Caroline ; Assaad, Ragui. In: LABOUR. RePEc:bla:labour:v:37:y:2023:i:4:p:519-553. Full description at Econpapers \|\| Download paper
2023	Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408. Full description at Econpapers \|\| Download paper
2023	An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557. Full description at Econpapers \|\| Download paper
2022	Score-driven threshold ice-age models: benchmark models for long-run climate forecasts. (2022). Blazsek, Szabolcs ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:34757. Full description at Econpapers \|\| Download paper
2022	Modelling 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. Full description at Econpapers \|\| Download paper
2022	Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2022). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Working Paper. RePEc:qed:wpaper:1485. Full description at Econpapers \|\| Download paper
2022	A 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685. Full description at Econpapers \|\| Download paper
2021	On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era. (2021). Mikhaylov, Alexey ; Maximov, Denis ; Candila, Vincenzo ; Tryndina, Nicole ; Senjyu, Tomonobu ; Moiseev, Nikita. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8046-:d:693115. Full description at Econpapers \|\| Download paper
2021	Validation of Corporate Probability of Default Models Considering Alternative Use Cases. (2021). Jacobs, Michael. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:63-:d:687129. Full description at Econpapers \|\| Download paper
2021	Technical Analysis of Tourism Price Process in the Eurozone. (2021). Bojnec, Tefan ; Griar, Sergej. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:517-:d:666054. Full description at Econpapers \|\| Download paper
2021	The Effects of Management (Tillage, Fertilization, Plant Density) on Soybean Yield and Quality in a Three-Year Experiment under Transylvanian Plain Climate Conditions. (2021). Bogdan, Ileana ; Chean, Cornel ; Rusu, Teodor ; Moraru, Paula Ioana ; Pop, Adrian Ioan. In: Land. RePEc:gam:jlands:v:10:y:2021:i:2:p:200-:d:500288. Full description at Econpapers \|\| Download paper
2021	Sustainable Determinants That Affect Tourist Arrival Forecasting. (2021). Ugar, Violeta ; Baldigara, Tea ; Gricar, Sergej. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9659-:d:623516. Full description at Econpapers \|\| Download paper
2021	Is the Fiscal Deficit of ASEAN Alarming? Evidence from Fiscal Deficit Consequences and Contribution towards Sustainable Economic Growth. (2021). Bangash, Romana ; Khan, Hanana ; Marimuthu, Maran. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10045-:d:631201. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	90	76
2	Econometrics / MDPI	20	50
3	Journal of Econometrics / Elsevier	231	38
4			31
5	Sustainability / MDPI	67	29
6	JRFM / MDPI	24	28
7	International Journal of Forecasting / Elsevier	91	24
8	Energy Economics / Elsevier	164	23
9	IZA Discussion Papers / Institute of Labor Economics (IZA)	137	17
10	Resources Policy / Elsevier	78	17
11	MPRA Paper / University Library of Munich, Germany	131	16