Econometric Theory

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 1996 0.24 0.17 35 257 87 21 0 5 0.14 0.08 1997 0.19 0.2 31 211 79 15 0 7 0.23 0.08 1998 0.27 0.23 40 153 66 18 0 2 0.05 0.1 1999 0.23 0.32 37 129 71 16 0 7 0.19 0.16 2000 0.43 0.43 46 141 77 33 0 6 0.13 0.19 2001 0.23 0.39 43 101 83 19 0 5 0.12 0.17 2002 0.3 0.42 62 147 89 27 0 4 0.06 0.2 2003 0.33 0.47 73 87 105 35 0 12 0.16 0.22
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:cup:etheor:v:12:y:1996:i:4:p:657-81 Which Moments to Match? (1996). Econometric Theory
Cited: 126 times.

(2) RePEc:cup:etheor:v:11:y:1995:i:1:p:122-50 Multivariate Simultaneous Generalized ARCH. (1995). Econometric Theory
Cited: 116 times.

(3) RePEc:cup:etheor:v:12:y:1996:i:3:p:409-31 Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Econometric Theory
Cited: 62 times.

(4) RePEc:cup:etheor:v:13:y:1997:i:3:p:315-52 Estimating Multiple Breaks One at a Time. (1997). Econometric Theory
Cited: 53 times.

(5) RePEc:cup:etheor:v:13:y:1997:i:6:p:808-17 Optimal Prediction under Asymmetric Loss. (1997). Econometric Theory
Cited: 47 times.

(6) RePEc:cup:etheor:v:11:y:1995:i:5:p:1131-47 Inference in Models with Nearly Integrated Regressors. (1995). Econometric Theory
Cited: 44 times.

(7) RePEc:cup:etheor:v:10:y:1994:i:1:p:95-115 A Residual-Based Test of the Null of Cointegration against the Alternative of No Cointegration. (1994). Econometric Theory
Cited: 43 times.

(8) RePEc:cup:etheor:v:7:y:1991:i:1:p:1-21 Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Econometric Theory
Cited: 42 times.

(9) RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625 PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004). Econometric Theory
Cited: 36 times.

(10) RePEc:cup:etheor:v:11:y:1995:i:5:p:1148-71 Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Econometric Theory
Cited: 35 times.

(11) RePEc:cup:etheor:v:8:y:1992:i:4:p:489-500 Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992). Econometric Theory
Cited: 32 times.

(12) RePEc:cup:etheor:v:15:y:1999:i:04:p:549-582 THE NONSTATIONARY FRACTIONAL UNIT ROOT (1999). Econometric Theory
Cited: 28 times.

(13) RePEc:cup:etheor:v:17:y:2001:i:02:p:451-470 ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES (2001). Econometric Theory
Cited: 26 times.

(14) RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298 ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (1999). Econometric Theory
Cited: 26 times.

(15) RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325 CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (1998). Econometric Theory
Cited: 26 times.

(16) RePEc:cup:etheor:v:8:y:1992:i:1:p:1-27 Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Econometric Theory
Cited: 25 times.

(17) RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86 STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS (1998). Econometric Theory
Cited: 24 times.

(18) RePEc:cup:etheor:v:11:y:1995:i:3:p:530-36 Causality in the Long Run. (1995). Econometric Theory
Cited: 24 times.

(19) RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39 MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (2002). Econometric Theory
Cited: 24 times.

(20) RePEc:cup:etheor:v:16:y:2000:i:02:p:176-199 TESTS OF COMMON STOCHASTIC TRENDS (2000). Econometric Theory
Cited: 23 times.

(21) RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376 THE SIZE DISTORTION OF BOOTSTRAP TESTS (1999). Econometric Theory
Cited: 23 times.

(22) RePEc:cup:etheor:v:11:y:1995:i:5:p:984-1014 Testing for Cointegration When Some of the Cointegrating Vectors Are Prespecified. (1995). Econometric Theory
Cited: 22 times.

(23) RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141 THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (2001). Econometric Theory
Cited: 22 times.

(24) RePEc:cup:etheor:v:9:y:1993:i:2:p:222-40 Testing Identifiability and Specification in Instrumental Variable Models. (1993). Econometric Theory
Cited: 22 times.

(25) RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310 ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003). Econometric Theory
Cited: 21 times.

(26) RePEc:cup:etheor:v:8:y:1992:i:2:p:188-202 A Representation of Vector Autoregressive Processes Integrated of Order 2. (1992). Econometric Theory
Cited: 21 times.

(27) RePEc:cup:etheor:v:13:y:1997:i:6:p:818-49 Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series. (1997). Econometric Theory
Cited: 20 times.

(28) RePEc:cup:etheor:v:13:y:1997:i:5:p:667-78 Multiplicative Panel Data Models without the Strict Exogeneity Assumption. (1997). Econometric Theory
Cited: 20 times.

(29) RePEc:cup:etheor:v:11:y:1995:i:3:p:560-96 Nonparametric Kernel Estimation for Semiparametric Models. (1995). Econometric Theory
Cited: 19 times.

(30) RePEc:cup:etheor:v:11:y:1995:i:2:p:359-68 An LM Test for a Unit Root in the Presence of a Structural Change. (1995). Econometric Theory
Cited: 19 times.

(31) RePEc:cup:etheor:v:8:y:1992:i:2:p:241-57 Generic Uniform Convergence. (1992). Econometric Theory
Cited: 19 times.

(32) RePEc:cup:etheor:v:10:y:1994:i:3-4:p:774-808 Posterior Odds Testing for a Unit Root with Data-Based Model Selection. (1994). Econometric Theory
Cited: 19 times.

(33) RePEc:cup:etheor:v:14:y:1998:i:02:p:222-259 TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS (1998). Econometric Theory
Cited: 18 times.

(34) RePEc:cup:etheor:v:10:y:1994:i:5:p:849-66 Testing for Second-Order Stochastic Dominance of Two Distributions. (1994). Econometric Theory
Cited: 17 times.

(35) RePEc:cup:etheor:v:11:y:1995:i:1:p:105-21 Bootstrapping Quantile Regression Estimators. (1995). Econometric Theory
Cited: 17 times.

(36) RePEc:cup:etheor:v:10:y:1994:i:3-4:p:672-700 Inference in Time Series Regression When the Order of Integration of a Regressor Is Unknown. (1994). Econometric Theory
Cited: 16 times.

(37) RePEc:cup:etheor:v:14:y:1998:i:06:p:701-743 BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES (1998). Econometric Theory
Cited: 16 times.

(38) RePEc:cup:etheor:v:16:y:2000:i:01:p:3-22 STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (2000). Econometric Theory
Cited: 15 times.

(39) RePEc:cup:etheor:v:18:y:2002:i:02:p:469-490 AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (2002). Econometric Theory
Cited: 14 times.

(40) RePEc:cup:etheor:v:6:y:1990:i:1:p:17-43 A Unified Approach to Robust, Regression-Based Specification Tests. (1990). Econometric Theory
Cited: 14 times.

(41) RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348 TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (2002). Econometric Theory
Cited: 14 times.

(42) RePEc:cup:etheor:v:19:y:2003:i:02:p:254-279 MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (2003). Econometric Theory
Cited: 14 times.

(43) RePEc:cup:etheor:v:12:y:1996:i:5:p:793-813 Conditional Quantile Estimation and Inference for ARCH Models. (1996). Econometric Theory
Cited: 14 times.

(44) RePEc:cup:etheor:v:15:y:1999:i:04:p:583-621 ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (1999). Econometric Theory
Cited: 14 times.

(45) RePEc:cup:etheor:v:8:y:1992:i:4:p:435-51 Nonparametric Regression Tests Based on Least Squares. (1992). Econometric Theory
Cited: 13 times.

(46) RePEc:cup:etheor:v:9:y:1993:i:4:p:539-69 Adaptive Estimation in ARCH Models. (1993). Econometric Theory
Cited: 13 times.

(47) RePEc:cup:etheor:v:16:y:2000:i:05:p:740-778 A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS (2000). Econometric Theory
Cited: 13 times.

(48) RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793 A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES (1998). Econometric Theory
Cited: 12 times.

(49) RePEc:cup:etheor:v:11:y:1995:i:5:p:1015-32 Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions. (1995). Econometric Theory
Cited: 12 times.

(50) RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843 INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (2004). Econometric Theory
Cited: 12 times.

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

Latest citations received in: 2003

(1) RePEc:cep:stiecm:/2003/450 Estimation of Semiparametric Models when the Criterion Function is not Smooth (2003). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

(2) RePEc:cwl:cwldpp:1393 Vision and Influence in Econometrics: John Denis Sargan (2003). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(3) RePEc:cwl:cwldpp:1397 Laws and Limits of Econometrics (2003). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(4) RePEc:fem:femwpa:2003.43 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US (2003). Fondazione Eni Enrico Mattei / Working Papers

(5) RePEc:gue:guelph:2003-10 A Consistent Nonparametric Equality Test of Conditional Quantile Functions (2003). University of Guelph, Department of Economics / Working Papers

(6) RePEc:gue:guelph:2003-11 Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models (2003). University of Guelph, Department of Economics / Working Papers

(7) RePEc:ifs:cemmap:06/03 Nonparametric identification with discrete endogenous variables (2003). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(8) RePEc:ifs:cemmap:19/03 Nonparametric identification under discrete variation (2003). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(9) RePEc:ins:quaeco:qf0217bis Common trends and cycles in I(2) VAR systems (2003). Department of Economics, University of Insubria / Economics and Quantitative Methods

(10) RePEc:iza:izadps:dp851 Treatment Effect Heterogeneity in Theory and Practice (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(11) RePEc:msh:ebswps:2003-19 Nonlinear Correlograms and Partial Autocorrelograms (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(12) RePEc:nbr:nberwo:9708 Treatment Effect Heterogeneity in Theory and Practice (2003). National Bureau of Economic Research, Inc / NBER Working Papers

Latest citations received in: 2002

(1) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:fip:fedawp:2002-14 Priors from general equilibrium models for VARs (2002). Federal Reserve Bank of Atlanta / Working Paper

(3) RePEc:upf:upfgen:600 Subsampling the Mean of Heavy-tailed Dependent Observations (2002). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(4) RePEc:upf:upfgen:635 Improved Nonparametric Confidence Intervals in Time Series Regressions (2002). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

Latest citations received in: 2001

(1) RePEc:aah:aarhec:2001-1 Efficient Likelihold Inference in Nonstationary Univariate Models (2001). Department of Economics, University of Aarhus / Department of Economics, Working Papers

(2) RePEc:cte:dsrepe:ds010101 MODELOS DE MEMORIA LARGA PARA SERIES ECONÓMICAS Y FINANCIERAS (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Documentos de Trabajo de Estadística y Econometría

(3) RePEc:dgr:uvatin:20010078 Block Local to Unity and Continuous Record Asymptotics (2001). Tinbergen Institute / Tinbergen Institute Discussion Papers

(4) RePEc:kie:kieliw:1072 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models (2001). Kiel Institute for World Economics / Working Papers

(5) RePEc:yor:yorken:01/12 The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables. (2001). Department of Economics, University of York / Discussion Papers

Latest citations received in: 2000

(1) RePEc:cir:cirwor:2000s-22 Temporal Aggregation of Volatility Models (2000). CIRANO / CIRANO Working Papers

(2) RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249 Cointegration analysis in the presence of structural breaks in the deterministic trend (2000). Econometrics Journal

(3) RePEc:wop:humbsf:2000-65 Inference on the Cointegration Rank in Fractionally Integrated Processes (2000). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

(4) RePEc:wop:humbsf:2000-83 Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process (2000). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

(5) RePEc:wop:humbsf:2000-85 Nonparametric estimation of homogeneous function (2000). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

(6) RePEc:wop:humbsf:2000-86 A Local Instrumental Estimation Method for Generalized Additive Volatility Models (2000). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

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