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 Updated May, 1 2008 147.392 documents processed, 3.154.300 references and 1.403.701 citations

 

 
 

Journal of Time Series Analysis

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.170000.08
19970.20000.08
19980.230000.1
19990.320000.16
20000.430000.19
20010.390000.17
20020.420000.2
20030.4743650060.140.22
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in 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
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
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
 
Impact Factor:
 
Immediacy Index:
 
Documents published:
 
Citations received:
 

 

Most cited documents in this series:

(1) RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400 A Sieve Bootstrap For The Test Of A Unit Root (2003). Journal of Time Series Analysis
Cited: 15 times.

(2) RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378 Gaussian Semi-parametric Estimation of Fractional Cointegration (2003). Journal of Time Series Analysis
Cited: 9 times.

(3) RePEc:bla:jtsera:v:24:y:2003:i:1:p:45-63 On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* (2003). Journal of Time Series Analysis
Cited: 9 times.

(4) RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669 A Dependence Metric for Possibly Nonlinear Processes (2004). Journal of Time Series Analysis
Cited: 7 times.

(5) RePEc:bla:jtsera:v:24:y:2003:i:1:p:85-98 Filtering and smoothing of state vector for diffuse state-space models (2003). Journal of Time Series Analysis
Cited: 7 times.

(6) RePEc:bla:jtsera:v:24:y:2003:i:4:p:461-482 Diagnostic Checking in a Flexible Nonlinear Time Series Model (2003). Journal of Time Series Analysis
Cited: 6 times.

(7) RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220 SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* (2003). Journal of Time Series Analysis
Cited: 6 times.

(8) RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252 ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (2003). Journal of Time Series Analysis
Cited: 5 times.

(9) RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133 Unit-root testing against the alternative hypothesis of up to m structural breaks (2005). Journal of Time Series Analysis
Cited: 3 times.

(10) RePEc:bla:jtsera:v:26:y:2005:i:2:p:185-210 Blockwise empirical entropy tests for time series regressions (2005). Journal of Time Series Analysis
Cited: 3 times.

(11) RePEc:bla:jtsera:v:25:y:2004:i:6:p:873-894 Time-scale transformations of discrete time processes (2004). Journal of Time Series Analysis
Cited: 3 times.

(12) RePEc:bla:jtsera:v:25:y:2004:i:1:p:33-53 Seasonal Unit Root Tests Under Structural Breaks* (2004). Journal of Time Series Analysis
Cited: 3 times.

(13) RePEc:bla:jtsera:v:26:y:2005:i:1:p:83-105 Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series (2005). Journal of Time Series Analysis
Cited: 3 times.

(14) RePEc:bla:jtsera:v:26:y:2005:i:5:p:631-668 Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (2005). Journal of Time Series Analysis
Cited: 2 times.

(15) RePEc:bla:jtsera:v:24:y:2003:i:3:p:253-267 Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives (2003). Journal of Time Series Analysis
Cited: 2 times.

(16) RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308 Inference in Autoregression under Heteroskedasticity (2006). Journal of Time Series Analysis
Cited: 2 times.

(17) RePEc:bla:jtsera:v:27:y:2006:i:1:p:1-17 Properties of higher order stochastic cycles (2006). Journal of Time Series Analysis
Cited: 2 times.

(18) RePEc:bla:jtsera:v:24:y:2003:i:5:p:553-577 Tests for non-correlation of two cointegrated ARMA time series (2003). Journal of Time Series Analysis
Cited: 2 times.

(19) RePEc:bla:jtsera:v:25:y:2004:i:2:p:301-313 Assessment of Local Influence in GARCH Processes (2004). Journal of Time Series Analysis
Cited: 2 times.

(20) RePEc:bla:jtsera:v:26:y:2005:i:4:p:581-611 Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series (2005). Journal of Time Series Analysis
Cited: 2 times.

(21) RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409 A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006). Journal of Time Series Analysis
Cited: 1 times.

(22) RePEc:bla:jtsera:v:25:y:2004:i:2:p:251-263 Inference for Autocorrelations in the Possible Presence of a Unit Root (2004). Journal of Time Series Analysis
Cited: 1 times.

(23) RePEc:bla:jtsera:v:26:y:2005:i:3:p:463-486 Fractional Invariance Principle (2005). Journal of Time Series Analysis
Cited: 1 times.

(24) RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433 CUSUM of Squares-Based Tests for a Change in Persistence (2007). Journal of Time Series Analysis
Cited: 1 times.

(25) RePEc:bla:jtsera:v:25:y:2004:i:5:p:755-764 Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification (2004). Journal of Time Series Analysis
Cited: 1 times.

(26) RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60 Uniform Limit Theory for Stationary Autoregression (2006). Journal of Time Series Analysis
Cited: 1 times.

(27) RePEc:bla:jtsera:v:25:y:2004:i:1:p:27-32 Error Correction Models for Fractionally Cointegrated Time Series (2004). Journal of Time Series Analysis
Cited: 1 times.

(28) RePEc:bla:jtsera:v:26:y:2005:i:2:p:279-304 Semiparametric Estimation in Time-Series Regression with Long-Range Dependence (2005). Journal of Time Series Analysis
Cited: 1 times.

(29) RePEc:bla:jtsera:v:27:y:2006:i:6:p:857-875 Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (2006). Journal of Time Series Analysis
Cited: 1 times.

(30) RePEc:bla:jtsera:v:24:y:2003:i:2:p:165-172 GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS (2003). Journal of Time Series Analysis
Cited: 1 times.

(31) RePEc:bla:jtsera:v:25:y:2004:i:5:p:691-700 A joint test of fractional integration and structural breaks at a known period of time (2004). Journal of Time Series Analysis
Cited: 1 times.

(32) RePEc:bla:jtsera:v:26:y:2005:i:6:p:893-916 Bootstrap Approximation to Prediction MSE for State-Space Models with Estimated Parameters (2005). Journal of Time Series Analysis
Cited: 1 times.

(33) RePEc:bla:jtsera:v:27:y:2006:i:5:p:703-723 Tests for Long-Run Granger Non-Causality in Cointegrated Systems (2006). Journal of Time Series Analysis
Cited: 1 times.

(34) RePEc:bla:jtsera:v:24:y:2003:i:1:p:99-126 Bootstrapping unit root tests for integrated processes (2003). Journal of Time Series Analysis
Cited: 1 times.

(35) RePEc:bla:jtsera:v:25:y:2004:i:4:p:449-465 Bootstrap predictive inference for ARIMA processes (2004). Journal of Time Series Analysis
Cited: 1 times.

(36) RePEc:bla:jtsera:v:26:y:2005:i:1:p:135-150 Testing for EGARCH Against Stochastic Volatility Models (2005). Journal of Time Series Analysis
Cited: 1 times.

(37) RePEc:bla:jtsera:v:27:y:2006:i:4:p:577-597 On a Mixture GARCH Time-Series Model (2006). Journal of Time Series Analysis
Cited: 1 times.

(38) RePEc:bla:jtsera:v:24:y:2003:i:1:p:65-84 Testing for serial dependence in time series models of counts (2003). Journal of Time Series Analysis
Cited: 1 times.

(39) RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282 On the Autocorrelation Properties of Long-Memory GARCH Processes (2004). Journal of Time Series Analysis
Cited: 1 times.

(40) RePEc:bla:jtsera:v:26:y:2005:i:4:p:489-518 Parameter Estimation for Periodically Stationary Time Series (2005). Journal of Time Series Analysis
Cited: 1 times.

(41) RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369 Examination of Some More Powerful Modifications of the Dickey-Fuller Test (2005). Journal of Time Series Analysis
Cited: 1 times.

(42) RePEc:bla:jtsera:v:28:y:2007:i:1:p:92-110 MCMC for Integer-Valued ARMA processes (2007). Journal of Time Series Analysis
Cited: 1 times.

(43) RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722 Analysis of low count time series data by poisson autoregression (2004). Journal of Time Series Analysis
Cited: 1 times.

(44) RePEc:bla:jtsera:v:26:y:2005:i:2:p:251-278 Local Likelihood for non-parametric ARCH(1) models (2005). Journal of Time Series Analysis
Cited: 1 times.

(45) RePEc:bla:jtsera:v:27:y:2006:i:5:p:725-738 Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (2006). Journal of Time Series Analysis
Cited: 1 times.

(46) RePEc:bla:jtsera:v:24:y:2003:i:2:p:127-136 ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (2003). Journal of Time Series Analysis
Cited: 1 times.

(47) RePEc:bla:jtsera:v:26:y:2005:i:5:p:759-778 On the use of Sub-sample Unit Root Tests to Detect Changes in Persistence (2005). Journal of Time Series Analysis
Cited: 1 times.

(48) RePEc:bla:jtsera:v:24:y:2003:i:4:p:423-439 Reducing size distortions of parametric stationarity tests (2003). Journal of Time Series Analysis
Cited: 1 times.

(49) RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684 Spurious Regression Under Broken-Trend Stationarity (2006). Journal of Time Series Analysis
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:bru:bruedp:03-15 Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables (2003). Economics and Finance Section, School of Social Sciences, Brunel University / Economics and Finance Discussion Papers

(2) RePEc:bru:bruppp:03-15 Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables (2003). Economics and Finance Section, School of Social Sciences, Brunel University / Public Policy Discussion Papers

(3) RePEc:cte:wsrepe:ws031126 RANGE UNIT ROOT TESTS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(4) RePEc:esx:essedp:570 Exact Local Whittle Estimation of Fractionally Cointegrated Systems (2003). University of Essex, Department of Economics / Economics Discussion Papers

(5) RePEc:msh:ebswps:2003-8 Coherent Predictions of Low Count Time Series (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(6) RePEc:wpa:wuwpem:0312003 Dating the Italian Business Cycle: A Comparison of Procedures (2003). EconWPA / Econometrics

Latest citations received in: 2002

Latest citations received in: 2001

Latest citations received in: 2000

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

©2008 Jose Manuel Barrueco | mail: barrueco@uv.es