Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

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 0.16 0 0 0 0.07 1997 0.17 17 21 0 0 1 0.06 0.09 1998 0.06 0.19 10 12 17 1 0 0.12 1999 0.15 0.29 2 0 27 4 0 0.19 2000 0.08 0.39 22 51 12 1 0 8 0.36 0.2 2001 0.17 0.34 12 38 24 4 50 2 0.17 0.18 2002 0.32 0.39 7 4 34 11 0 0.2 2003 0.32 0.41 12 25 19 6 33.3 1 0.08 0.21 2004 0.47 0.47 6 1 19 9 0 1 0.17 0.25 2005 0.22 0.45 10 10 18 4 25 2 0.2 0.29
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:cep:stiecm:/2000/391 Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.) (2000).
Cited: 16 times.

(2) RePEc:cep:stiecm:/2001/420 Semiparametric Fractional Cointegration Analysis (2001).
Cited: 15 times.

(3) RePEc:cep:stiecm:/2001/421 Narrow-Band Analysis of Nonstationary Processes (2001).
Cited: 15 times.

(4) RePEc:cep:stiecm:/2000/386 The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions (2000).
Cited: 15 times.

(5) RePEc:cep:stiecm:/1997/328 The Method of Simulated Scores for the Estimation of LDV Models (1997).
Cited: 12 times.

(6) RePEc:cep:stiecm:/2003/450 Estimation of Semiparametric Models when the Criterion Function is not Smooth (2003).
Cited: 11 times.

(7) RePEc:cep:stiecm:/2001/410 The Memory of Stochastic Volatility Models (2001).
Cited: 7 times.

(8) RePEc:cep:stiecm:/2001/423 Determination of Cointegrating Rank in Fractional Systems (2001).
Cited: 6 times.

(9) RePEc:cep:stiecm:/2003/451 Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators (2003).
Cited: 6 times.

(10) RePEc:cep:stiecm:/2000/402 Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income (2000).
Cited: 6 times.

(11) RePEc:cep:stiecm:/1997/340 Some Practical Issues in Maximum Simulated Likelihood (1997).
Cited: 5 times.

(12) RePEc:cep:stiecm:/2000/408 The Averaged Periodogram for Nonstationary Vector Time Series (2000).
Cited: 5 times.

(13) RePEc:cep:stiecm:/2005/482 Distribution Free Goodness-of-Fit Tests for Linear Processes (2005).
Cited: 5 times.

(14) RePEc:cep:stiecm:/2000/400 Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (2000).
Cited: 4 times.

(15) RePEc:cep:stiecm:/1998/357 Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) (1998).
Cited: 4 times.

(16) RePEc:cep:stiecm:/2001/424 Gaussian Estimation of Parametric Spectral Density with Unknown Pole (2001).
Cited: 4 times.

(17) RePEc:cep:stiecm:/1998/359 Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.) (1998).
Cited: 4 times.

(18) RePEc:cep:stiecm:/2006/509 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError (2006).
Cited: 4 times.

(19) RePEc:cep:stiecm:/1998/365 Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.) (1998).
Cited: 3 times.

(20) RePEc:cep:stiecm:/2002/433 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002).
Cited: 3 times.

(21) RePEc:cep:stiecm:/2003/453 Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods (2003).
Cited: 2 times.

(22) RePEc:cep:stiecm:/2005/492 Modified Whittle Estimation of Multilateral Models on a Lattice (2005).
Cited: 2 times.

(23) RePEc:cep:stiecm:/2005/485 Testable Implications of Forecast Optimality (2005).
Cited: 2 times.

(24) RePEc:cep:stiecm:/2000/380 On Intercept Estimation in the Sample Selection Model (2000).
Cited: 2 times.

(25) RePEc:cep:stiecm:/1997/323 Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in Journal of Time Series Analysis, 18 (1997), pp.49-60.) (1997).
Cited: 2 times.

(26) RePEc:cep:stiecm:/2003/455 Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos (2003).
Cited: 2 times.

(27) RePEc:cep:stiecm:/2003/452 An Alternative Bootstrap to Moving Blocks for Time Series Regression Models (2003).
Cited: 2 times.

(28) RePEc:cep:stiecm:/2003/463 A Quantilogram Approach to Evaluating Directional Predictability (2003).
Cited: 2 times.

(29) RePEc:cep:stiecm:/2006/503 Nonparametric Transformation to White Noise (2006).
Cited: 1 times.

(30) RePEc:cep:stiecm:/06/499 ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION (2006).
Cited: 1 times.

(31) RePEc:cep:stiecm:/2000/396 Simulated Asymptotic Least Squares Theory (2000).
Cited: 1 times.

(32) RePEc:cep:stiecm:/2001/415 The Estimation of Conditional Densities (2001).
Cited: 1 times.

(33) RePEc:cep:stiecm:/2002/438 Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory (2002).
Cited: 1 times.

(34) RePEc:cep:stiecm:/2007/519 Fractional Cointegration In StochasticVolatility Models (2007).
Cited: 1 times.

(35) RePEc:cep:stiecm:/2004/474 Nonparametric Inference for Unbalanced Time Series Data (2004).
Cited: 1 times.

(36) RePEc:cep:stiecm:/2006/504 TESTING FOR STOCHASTICMONOTONICITY (2006).
Cited: 1 times.

(37) RePEc:cep:stiecm:/2006/499 ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION (2006).
Cited: 1 times.

(38) RePEc:cep:stiecm:/2000/397 Nonparametric Estimation with Aggregated Data (2000).
Cited: 1 times.

(39) RePEc:cep:stiecm:/1998/354 Alternative Forms of Fractional Brownian Motion - (Now published in Journal of Statistical Planning and Inference, 80 (1999), pp.111-122.) (1998).
Cited: 1 times.

(40) RePEc:cep:stiecm:/2001/416 Parametric Estimation under Long-Range Dependence (2001).
Cited: 1 times.

(41) RePEc:cep:stiecm:/2005/486 A Parametric Bootstrap Test for Cycles (2005).
Cited: 1 times.

(42) RePEc:cep:stiecm:/2000/392 Semi-Parametric Indirect Inference (2000).
Cited: 1 times.

(43) RePEc:cep:stiecm:/1997/329 Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices (1997).
Cited: 1 times.

(44) RePEc:cep:stiecm:/1997/326 Semiparametric Estimation of a Sample Selection Model: A Simulation Study (1997).
Cited: 1 times.

(45) RePEc:cep:stiecm:/2000/406 Whittle Estimation of ARCH Models (2000).
Cited: 1 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:cep:stiecm:/2005/481 Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole (2005). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

(2) RePEc:cep:stiecm:/2005/486 A Parametric Bootstrap Test for Cycles (2005). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

Latest citations received in: 2004

(1) RePEc:cwl:cwldpp:1469 Automated Discovery in Econometrics (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

Latest citations received in: 2003

(1) RePEc:qut:dpaper:167 Statistical Tests for Lyapunov Exponents of Deterministic Systems (2003). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series

Latest citations received in: 2002

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.