EconWPA / Econometrics
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  0.17  0.16  41  152  30  5  0  13  0.32  0.07 
1997  0.15  0.17  11  60  60  9  11.1  3  0.27  0.09 
1998  0.06  0.19  10  39  52  3  0    0.12 
1999  0.33  0.29  10  52  21  7  14.3    0.19 
2000  0.35  0.39  9  16  20  7  0    0.2 
2001  0.47  0.34  25  84  19  9  22.2  3  0.12  0.18 
2002  0.18  0.39  23  41  34  6  0  5  0.22  0.2 
2003  0.46  0.41  65  87  48  22  9.1  11  0.17  0.21 
2004  0.24  0.47  106  94  88  21  4.8  23  0.22  0.25 
 

Impact Factor:
 
Immediacy Index:
 
Documents published:
 
Citations received:
 
Most cited documents in this series: (1) RePEc:wpa:wuwpem:9903003 Model uncertainty in crosscountry growth regressions (2001). Cited: 60 times. (2) RePEc:wpa:wuwpem:0110002 Model uncertainty in crosscountry growth regressions (2001). Cited: 59 times. (3) RePEc:wpa:wuwpem:9711002 A RESIDUALBASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA (1997). Cited: 37 times. (4) RePEc:wpa:wuwpem:9902001 Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years (1999). Cited: 34 times. (5) RePEc:wpa:wuwpem:9605004 Real and Spurious Long Memory Properties of Stock Market Data (1996). Cited: 33 times. (6) RePEc:wpa:wuwpem:0308001 Tests of Conditional Predictive Ability (2003). Cited: 29 times. (7) RePEc:wpa:wuwpem:9602009 Bootstrap Methods in Econometrics: Theory and Numerical Performance (1996). Cited: 28 times. (8) RePEc:wpa:wuwpem:0206006 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models (2002). Cited: 23 times. (9) RePEc:wpa:wuwpem:9602005 A SingleBlind Controlled Competition among Tests for Nonlinearity and Chaos (1996). Cited: 17 times. (10) RePEc:wpa:wuwpem:9610003 Bootstrap Methods For Covariance Structures (1996). Cited: 16 times. (11) RePEc:wpa:wuwpem:9612002 Valid Confidence Intervals and Inference in the Presence of Weak Instruments (1996). Cited: 15 times. (12) RePEc:wpa:wuwpem:9309001 SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA (1993). Cited: 15 times. (13) RePEc:wpa:wuwpem:9510001 Selection of the Truncation Lag in Structural VARs (or VECMs) with LongRun Restrictions (1995). Cited: 14 times. (14) RePEc:wpa:wuwpem:0408002 Simulationbased estimation of peer effects (2004). Cited: 13 times. (15) RePEc:wpa:wuwpem:9812001 Cointegration and Forward and Spot Exchange Rate Regressions (1998). Cited: 13 times. (16) RePEc:wpa:wuwpem:9812002 Bayesian and Classical Approaches to Instrumental Variables Regression (1998). Cited: 12 times. (17) RePEc:wpa:wuwpem:0004003 Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan (2000). Cited: 12 times. (18) RePEc:wpa:wuwpem:0511004 Bibliographic portrait of the Gini concentration ratio (2005). Cited: 11 times. (19) RePEc:wpa:wuwpem:9603001 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable (1996). Cited: 11 times. (20) RePEc:wpa:wuwpem:9703001 On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997). Cited: 10 times. (21) RePEc:wpa:wuwpem:0412008 Predictive Regressions: A ReducedBias Estimation Method (2004). Cited: 10 times. (22) RePEc:wpa:wuwpem:0305004 Long memory and the relation between implied and realized volatility (2003). Cited: 9 times. (23) RePEc:wpa:wuwpem:9502005 Unit Root Tests and the Burden of Proof (1995). Cited: 9 times. (24) RePEc:wpa:wuwpem:9805003 Martingales, Nonlinearity, and Chaos (1998). Cited: 9 times. (25) RePEc:wpa:wuwpem:0303006 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) (2003). Cited: 9 times. (26) RePEc:wpa:wuwpem:0201001 MultipleOutput Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002). Cited: 9 times. (27) RePEc:wpa:wuwpem:9804001 Benchmark Priors for Bayesian Model Averaging (1999). Cited: 9 times. (28) RePEc:wpa:wuwpem:9411003 Using Expectations Data to Study Subjective Income Expectations (1994). Cited: 9 times. (29) RePEc:wpa:wuwpem:0411016 Nonstationarities in stock returns (2004). Cited: 7 times. (30) RePEc:wpa:wuwpem:0311007 EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY FULLER TEST (2003). Cited: 7 times. (31) RePEc:wpa:wuwpem:9612001 The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. (1996). Cited: 7 times. (32) RePEc:wpa:wuwpem:9712002 A Monte Carlo Comparison of Tests for Cointegration in Panel Data (1997). Cited: 7 times. (33) RePEc:wpa:wuwpem:0403006 Characterising the Business Cycle for Accession Countries (2004). Cited: 7 times. (34) RePEc:wpa:wuwpem:9710002 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter (1997). Cited: 7 times. (35) RePEc:wpa:wuwpem:9411002 ELICITING STUDENT EXPECTATIONS OF THE RETURNS TO SCHOOLING (1994). Cited: 6 times. (36) RePEc:wpa:wuwpem:0511005 A fresh look at the topical interest of the Gini concentration ratio (2005). Cited: 6 times. (37) RePEc:wpa:wuwpem:9502002 Regime Switching in Stock Market Returns (1995). Cited: 6 times. (38) RePEc:wpa:wuwpem:0503017 An intuitive guide to wavelets for economists (2005). Cited: 5 times. (39) RePEc:wpa:wuwpem:9611003 Nonparametric Estimation of a Survivor Function with Across IntervalCensored Data (1996). Cited: 5 times. (40) RePEc:wpa:wuwpem:0505001 Does Telecommuting Reduce Vehiclemiles Traveled? An Aggregate Time Series Analysis for the U. S. (2005). Cited: 5 times. (41) RePEc:wpa:wuwpem:9603004 RegimeSwitching Models: A Guide to the Bank of Canada Gauss Procedures (1996). Cited: 5 times. (42) RePEc:wpa:wuwpem:0108003 Lag Length Estimation in Large Dimensional Systems (2001). Cited: 5 times. (43) RePEc:wpa:wuwpem:0412006 Estimating Long Memory in Volatility (2004). Cited: 5 times. (44) RePEc:wpa:wuwpem:0505002 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (2005). Cited: 5 times. (45) RePEc:wpa:wuwpem:0509017 Exponential Tilting with Weak Instruments: Estimation and Testing (2005). Cited: 5 times. (46) RePEc:wpa:wuwpem:0303004 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) (2003). Cited: 5 times. (47) RePEc:wpa:wuwpem:0203001 Robust Estimation with Discrete Explanatory Variables (2002). Cited: 4 times. (48) RePEc:wpa:wuwpem:0410003 A Dynamic Fixed Effects Model for Heterogeneous Panel Data (2004). Cited: 4 times. (49) RePEc:wpa:wuwpem:9610002 STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS (1996). Cited: 4 times. (50) RePEc:wpa:wuwpem:0304002 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis (2003). Cited: 4 times. Latest citations received in:  2004  2003  2002  2001 Latest citations received in: 2004 (1) RePEc:att:wimass:20042 Identification of binary choice models with social interactions (2004). Wisconsin Madison  Social Systems / Working papers (2) RePEc:cir:cirwor:2004s61 Tax Evasion and Social Interactions (2004). CIRANO / CIRANO Working Papers (3) RePEc:ecb:ecbwps:20040321 Frequency domain principal components estimation of fractionally cointegrated processes (2004). European Central Bank / Working Paper Series (4) RePEc:hal:papers:halshs00175016_v1 Tax Evasion and Social Interactions (2004). HAL, CCSd/CNRS / Pre and PostPrint documents (5) RePEc:hal:papers:halshs00180104_v1 Tax Evasion and Social Interactions (2004). HAL, CCSd/CNRS / Pre and PostPrint documents (6) RePEc:hhs:bofitp:2004_020 A metaanalysis of business cycle correlation between the euro area
and CEECs: What do we know and who cares? (2004). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (7) RePEc:hhs:hastef:0563 Stylized Facts of Financial Time Series and Three Popular Models of
Volatility (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance (8) RePEc:iza:izadps:dp1359 Tax Evasion and Social Interactions (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (9) RePEc:nbr:nberwo:10409 Asymmetric Social Interaction in Economics: Cigarette Smoking Among Young People in the United States, 19921999 (2004). National Bureau of Economic Research, Inc / NBER Working Papers (10) RePEc:nbr:nberwo:10823 Pseudo Market Timing and Predictive Regressions (2004). National Bureau of Economic Research, Inc / NBER Working Papers (11) RePEc:sgc:wpaper:47 A Panel Data Approach for IncomeHealth Causality (2004). Research unit Sustainability and Global Change, Hamburg University / Working Papers (12) RePEc:spr:testjl:v:13:y:2004:i:1:p:143 Families of distributions arising from distributions of order statistics (2004). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (13) RePEc:wpa:wuwpem:0404005 Model Comparison of CoordinateFree Multivariate Skewed Distributions with an Application to Stochastic Frontiers (2004). EconWPA / Econometrics (14) RePEc:wpa:wuwpem:0406001 Lags in the response of gasoline prices to changes in crude oil (2004). EconWPA / Econometrics (15) RePEc:wpa:wuwpem:0406004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models (2004). EconWPA / Econometrics (16) RePEc:wpa:wuwpem:0409010 On Describing Multivariate Skewness: A Directional Approach (2004). EconWPA / Econometrics (17) RePEc:wpa:wuwpem:0410006 Modelling Directional Dispersion Through Hyperspherical Log Splines (2004). EconWPA / Econometrics (18) RePEc:wpa:wuwpem:0411011 Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited (2004). EconWPA / Econometrics (19) RePEc:wpa:wuwpem:0411017 When did the 2001 recession really start? (2004). EconWPA / Econometrics (20) RePEc:wpa:wuwpfi:0411003 Measuring the Degree of Efficiency of Financial Market (2004). EconWPA / Finance (21) RePEc:wpa:wuwpfi:0412022 Hypothesis Testing in Predictive Regressions (2004). EconWPA / Finance (22) RePEc:wpa:wuwphe:0408002 Peer and selection effects on youth smoking in California (2004). EconWPA / HEW (23) RePEc:wpa:wuwpmi:0406001 Anticipated and unanticipated effects of crude oil prices and oil inventory changes on gasoline prices (2004). EconWPA / Microeconomics Latest citations received in: 2003 (1) RePEc:boc:bocoec:571 Evaluation and Combination of Conditional Quantile Forecasts (2003). Boston College Department of Economics / Boston College Working Papers in Economics (2) RePEc:ces:ceswps:_990 Small Sample Properties of Forecasts from Autoregressive Models under
Structural Breaks (2003). CESifo GmbH / CESifo Working Paper Series (3) RePEc:cpr:ceprdp:3997 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:dgr:eureir:2003315 Selecting a nonlinear time series model using weighted tests of equal forecast accuracy (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (5) RePEc:fip:fedgfe:200340 Volatility puzzles: a unified framework for gauging returnvolatility regressions (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (6) RePEc:fip:fednsr:163 Forecasting in large macroeconomic panels using Bayesian Model Averaging (2003). Federal Reserve Bank of New York / Staff Reports (7) RePEc:lec:leecon:04/16 Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging (2003). Department of Economics, University of Leicester / Discussion Papers in Economics (8) RePEc:rut:rutres:200309 Forecasting economic and financial timeseries with nonlinear models (2003). Rutgers University, Department of Economics / Departmental Working Papers (9) RePEc:wpa:wuwpem:0307003 New Technology Stock Market Indexes Contagion: A VARdccMVGARCH Approach (2003). EconWPA / Econometrics (10) RePEc:wpa:wuwpem:0307004 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach (2003). EconWPA / Econometrics (11) RePEc:wpa:wuwpma:0311008 Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant? (2003). EconWPA / Macroeconomics Latest citations received in: 2002 (1) RePEc:crt:wpaper:0205 Evaluating the Impact of Public and Private Agricultural Extension on Farms Performance: A Nonneutral Stochastic Frontier Approach (2002). University of Crete, Department of Economics / Working Papers (2) RePEc:lic:licosd:12302 Are EU Candidate Countries Ready for the Single Market? Comparing Performance with an EU Benchmark (2002). LICOS  Centre for Institutions and Economic Performance, K.U.Leuven / LICOS Discussion Papers (3) RePEc:wpa:wuwpem:0201001 MultipleOutput Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002). EconWPA / Econometrics (4) RePEc:wpa:wuwpem:0206005 Selection Procedures for Order Statistics in Empirical Economic Studies (2002). EconWPA / Econometrics (5) RePEc:wpa:wuwpem:0206007 Tables of Percentage Points of the kVariate Normal Distribution for Large Values of k (2002). EconWPA / Econometrics Latest citations received in: 2001 (1) RePEc:lsu:lsuwpp:200601 Initial Conditions, European Colonialism and Africas Growth (2001). Department of Economics, Louisiana State University / Departmental Working Papers (2) RePEc:wdi:papers:2001416 Data Watch: Research Data from Transition Economies (2001). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (3) RePEc:wpa:wuwpem:0110003 Bayesian Modelling of Catch in a Northwest Atlantic Fishery (2001). EconWPA / Econometrics 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.
