Studies in Nonlinear Dynamics and Econometrics

Papers
(The H4-Index of Studies in Nonlinear Dynamics and Econometrics is 3. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-08-01 to 2026-08-01.)
ArticleCitations
Predictability of Relative Forecast Performance, Forecast Combination and Shrinkage: An Application to Forecasting Aggregate Equity Return Volatility by Conditioning on Economic Variables10
Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions5
Fama–French Five-Factor Modeling: New Evidence from a Nonparametric Method5
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