Econometric Reviews

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 0.04 0.17 23 169 48 2 0 1 0.04 0.08 1997 0.04 0.2 23 21 51 2 0 0.08 1998 0.09 0.23 33 66 46 4 0 1 0.03 0.1 1999 0.13 0.32 24 30 56 7 0 1 0.04 0.16 2000 0.14 0.43 22 130 57 8 0 4 0.18 0.19 2001 0.26 0.39 23 45 46 12 0 3 0.13 0.17 2002 0.36 0.42 21 76 45 16 12.5 2 0.1 0.2 2003 0.43 0.47 24 0 44 19 0 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:taf:emetrv:v:11:y:1992:i:2:p:143-172 Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992). Econometric Reviews
Cited: 125 times.

(2) RePEc:taf:emetrv:v:3:y:1984:i:1:p:1-100 Forecasting and conditional projection using realistic prior distributions (1984). Econometric Reviews
Cited: 115 times.

(3) RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340 GMM Estimation with persistent panel data: an application to production functions (2000). Econometric Reviews
Cited: 65 times.

(4) RePEc:taf:emetrv:v:15:y:1996:i:3:p:197-235 A test for independence based on the correlation dimension (1996). Econometric Reviews
Cited: 65 times.

(5) RePEc:taf:emetrv:v:15:y:1996:i:2:p:115-158 Bootstrapping time series models (1996). Econometric Reviews
Cited: 42 times.

(6) RePEc:taf:emetrv:v:15:y:1996:i:4:p:369-386 Making wald tests work for cointegrated VAR systems (1996). Econometric Reviews
Cited: 35 times.

(7) RePEc:taf:emetrv:v:13:y:1994:i:1:p:1-91 Artificial neural networks: an econometric perspective (1994). Econometric Reviews
Cited: 32 times.

(8) RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84 A residual-based test of the null of cointegration in panel data (1998). Econometric Reviews
Cited: 31 times.

(9) RePEc:taf:emetrv:v:13:y:1994:i:2:p:205-229 The role of the constant and linear terms in cointegration analysis of nonstationary variables (1994). Econometric Reviews
Cited: 29 times.

(10) RePEc:taf:emetrv:v:2:y:1983:i:2:p:159-218 Diagnostic tests as residual analysis (1983). Econometric Reviews
Cited: 28 times.

(11) RePEc:taf:emetrv:v:11:y:1992:i:3:p:265-306 Testing the lucas critique: A review (1992). Econometric Reviews
Cited: 26 times.

(12) RePEc:taf:emetrv:v:11:y:1992:i:1:p:1-71 The econometrics of female labor supply and children (1992). Econometric Reviews
Cited: 25 times.

(13) RePEc:taf:emetrv:v:13:y:1994:i:2:p:259-285 Vector autoregression and causality: a theoretical overview and simulation study (1994). Econometric Reviews
Cited: 23 times.

(14) RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87 LONG-RUN STRUCTURAL MODELLING (2002). Econometric Reviews
Cited: 21 times.

(15) RePEc:taf:emetrv:v:5:y:1986:i:1:p:51-56 Modeling The persistence Of Conditional Variances: A Comment (1986). Econometric Reviews
Cited: 19 times.

(16) RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318 A REVIEW OF SYSTEMS COINTEGRATION TESTS (2001). Econometric Reviews
Cited: 18 times.

(17) RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286 Nonstationary panel data analysis: an overview of some recent developments (2000). Econometric Reviews
Cited: 18 times.

(18) RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47 SMOOTH TRANSITION AUTOREGRESSIVE MODELS - A SURVEY OF RECENT DEVELOPMENTS (2002). Econometric Reviews
Cited: 18 times.

(19) RePEc:taf:emetrv:v:5:y:1986:i:1:p:1-50 Modelling the persistence of conditional variances (1986). Econometric Reviews
Cited: 16 times.

(20) RePEc:taf:emetrv:v:8:y:1989:i:2:p:207-212 Econometric tests of rationality and market efficiency (1989). Econometric Reviews
Cited: 16 times.

(21) RePEc:taf:emetrv:v:8:y:1989:i:2:p:151-186 Econometric tests of rationality and market efficiency (1989). Econometric Reviews
Cited: 16 times.

(22) RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29 Confidence intervals for impulse responses under departures from normality (1998). Econometric Reviews
Cited: 15 times.

(23) RePEc:taf:emetrv:v:15:y:1996:i:3:p:261-274 Nonparametric testing of closeness between two unknown distribution functions (1996). Econometric Reviews
Cited: 14 times.

(24) RePEc:taf:emetrv:v:9:y:1990:i:2:p:123-184 Specification of household engel curves by nonparametric regression (1990). Econometric Reviews
Cited: 12 times.

(25) RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48 Recent developments in bootstrapping time series (2000). Econometric Reviews
Cited: 11 times.

(26) RePEc:taf:emetrv:v:18:y:1999:i:3:p:287-330 An introduction to hypergeometric functions for economists (1999). Econometric Reviews
Cited: 10 times.

(27) RePEc:taf:emetrv:v:12:y:1993:i:3:p:261-330 Modeling asset returns with alternative stable distributions (1993). Econometric Reviews
Cited: 10 times.

(28) RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172 Bayesian Analysis of DSGE Models (2007). Econometric Reviews
Cited: 9 times.

(29) RePEc:taf:emetrv:v:7:y:1988:i:1:p:65-95 Prediction theory for autoregressivemoving average processes (1988). Econometric Reviews
Cited: 9 times.

(30) RePEc:taf:emetrv:v:9:y:1990:i:2:p:211-240 Testing purchasing power parity: some evidence of the effects of transaction costs (1990). Econometric Reviews
Cited: 9 times.

(31) RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404 (). Econometric Reviews
Cited: 9 times.

(32) RePEc:taf:emetrv:v:12:y:1993:i:2:p:137-181 A compendium to information theory in economics and econometrics (1993). Econometric Reviews
Cited: 8 times.

(33) RePEc:taf:emetrv:v:21:y:2002:i:3:p:309-336 A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (2002). Econometric Reviews
Cited: 8 times.

(34) RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68 Bootstrap tests: how many bootstraps? (2000). Econometric Reviews
Cited: 8 times.

(35) RePEc:taf:emetrv:v:1:y:1982:i:2:p:151-190 On unification of the asymptotic theory of nonlinear econometric models (1982). Econometric Reviews
Cited: 7 times.

(36) RePEc:taf:emetrv:v:12:y:1993:i:1:p:1-32 Testing stationarity and trend stationarity against the unit root hypothesis (1993). Econometric Reviews
Cited: 7 times.

(37) RePEc:taf:emetrv:v:12:y:1993:i:2:p:183-216 An introduction to econometric applications of empirical process theory for dependent random variables (1993). Econometric Reviews
Cited: 7 times.

(38) RePEc:taf:emetrv:v:10:y:1991:i:3:p:253-325 Basic structure of the asymptotic theory in dynamic nonlinear econometric models (1991). Econometric Reviews
Cited: 7 times.

(39) RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320 Estimation and decomposition of productivity change when production is not efficient: a paneldata approach (2000). Econometric Reviews
Cited: 7 times.

(40) RePEc:taf:emetrv:v:21:y:2002:i:3:p:273-307 SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (2002). Econometric Reviews
Cited: 6 times.

(41) RePEc:taf:emetrv:v:10:y:1991:i:1:p:1-59 State space modeling of multiple time series (1991). Econometric Reviews
Cited: 6 times.

(42) RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73 Using simulation methods for bayesian econometric models: inference, development,and communication (1999). Econometric Reviews
Cited: 6 times.

(43) RePEc:taf:emetrv:v:6:y:1987:i:2:p:257-270 Semi parametric estimation of employment duration models (1987). Econometric Reviews
Cited: 6 times.

(44) RePEc:taf:emetrv:v:15:y:1996:i:4:p:401-429 Testing for structural change in cointegrated regression models: some comparisons and generalizations (1996). Econometric Reviews
Cited: 6 times.

(45) RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447 ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (2002). Econometric Reviews
Cited: 6 times.

(46) RePEc:taf:emetrv:v:17:y:1998:i:2:p:185-214 Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (1998). Econometric Reviews
Cited: 6 times.

(47) RePEc:taf:emetrv:v:19:y:2000:i:3:p:341-366 Estimation of tobit-type models with individual specific effects (2000). Econometric Reviews
Cited: 6 times.

(48) RePEc:taf:emetrv:v:3:y:1984:i:2:p:211-242 Tests of specification in econometrics (1984). Econometric Reviews
Cited: 6 times.

(49) RePEc:taf:emetrv:v:6:y:1987:i:1:p:5-40 Semiparametric estimation of employment duration models (1987). Econometric Reviews
Cited: 6 times.

(50) RePEc:taf:emetrv:v:13:y:1994:i:3:p:291-336 A bayesian analysis of trend determination in economic time series (1994). Econometric Reviews
Cited: 5 times.

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

Latest citations received in: 2003

Latest citations received in: 2002

(1) RePEc:ins:quaeco:qf0216 Testing for common trends in conditional I(2) VAR models (2002). Department of Economics, University of Insubria / Economics and Quantitative Methods

(2) RePEc:tud:ddpiec:113 Seasonal Unit Root Tests under Structural Breaks (2002). Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology) / Darmstadt Disc

Latest citations received in: 2001

(1) RePEc:ces:ceswps:_502 Sectoral Trends and Cycles in Germany (2001). CESifo GmbH / CESifo Working Paper Series

(2) RePEc:dnb:staffs:63 Performance of core inflation measures (2001). Netherlands Central Bank / DNB Staff Reports (discontinued)

(3) RePEc:wop:humbsf:2001-63 Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time (2001). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

Latest citations received in: 2000

(1) RePEc:cam:camdae:0003 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration (2000). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(2) RePEc:ecm:wc2000:0821 Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers

(3) RePEc:wop:humbsf:2000-37 Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System (2000). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

(4) RePEc:wop:wisaes:433 Getting Institutions Right for Whom: Credit Constraints and the Impact of Property Rights on the Quantity and Compostiton of Investment (2000). Wisconsin-Madison Agricultural and Applied Economics Department / Wisconsin-Madison Agricultural and Applied Economics Staff Papers

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.