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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

 
 

Monash Econometrics and Business Statistics Working Papers / Monash Econometrics and Business Statistics Working Papers

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.090000.04
19910.080000.04
19920.090000.05
19930.110000.05
19940.131380010.080.05
19950.1420331300.09
19960.1719723300.09
19970.030.1814839100.09
19980.120.21181633400.14
19990.060.2714193221000.16
20000.250.37112532837.510.090.15
20010.160.3511192542510.090.18
20020.360.3921162287520.10.19
20030.030.422223321010.050.21
20040.090.4527244342560.220.21
20050.160.45263249837.560.230.26
20060.210.482225531118.230.140.22
20070.210.41141648103020.140.19
20080.060.4193362010.110.19
20090.220.371742354010.060.19
20100.150.282322647510.040.16
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
1996Computers and Productivity in France: Some Evidence.
RePEc:msh:ebswps:1996-15 [Citation Analysis]
32
1995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.
RePEc:msh:ebswps:1995-4 [Citation Analysis]
30
1996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.
RePEc:msh:ebswps:1996-4 [Citation Analysis]
20
2003A Monte Carlo Investigation of Some Tests for Stochastic Dominance
RePEc:msh:ebswps:2003-7 [Citation Analysis]
12
2000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.
RePEc:msh:ebswps:2000-3 [Citation Analysis]
12
1996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.
RePEc:msh:ebswps:1996-3 [Citation Analysis]
10
1999Does International Trade Synchronize Business Cycles?
RePEc:msh:ebswps:1999-8 [Citation Analysis]
10
1996Growth Convergence: Some Panel Data Evidence.
RePEc:msh:ebswps:1996-14 [Citation Analysis]
9
1998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.
RePEc:msh:ebswps:1998-17 [Citation Analysis]
8
2001Strategy Similarity and Coordination.
RePEc:msh:ebswps:2001-8 [Citation Analysis]
7
2004Inflation, Financial Development and Endogenous Growth
RePEc:msh:ebswps:2004-24 [Citation Analysis]
6
2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
RePEc:msh:ebswps:2005-15 [Citation Analysis]
6
2001Prediction Intervals for Exponential Smoothing State Space Models.
RePEc:msh:ebswps:2001-11 [Citation Analysis]
6
2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
RePEc:msh:ebswps:2006-13 [Citation Analysis]
6
2007Hierarchical forecasts for Australian domestic tourism
RePEc:msh:ebswps:2007-12 [Citation Analysis]
5
2005Another Look at Measures of Forecast Accuracy
RePEc:msh:ebswps:2005-13 [Citation Analysis]
5
2006VARMA versus VAR for Macroeconomic Forecasting
RePEc:msh:ebswps:2006-4 [Citation Analysis]
5
2002Estimation of Hyperbolic Diffusion Using MCMC Method
RePEc:msh:ebswps:2002-18 [Citation Analysis]
4
2006A Complete VARMA Modelling Methodology Based on Scalar Components
RePEc:msh:ebswps:2006-2 [Citation Analysis]
4
2003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?
RePEc:msh:ebswps:2003-18 [Citation Analysis]
4
2004Value of Expertise For Forecasting Decisions in Conflicts
RePEc:msh:ebswps:2004-27 [Citation Analysis]
4
2000Bayesian Soft Target Zones.
RePEc:msh:ebswps:2000-4 [Citation Analysis]
4
2007Effective global regularity and empirical modeling of direct, inverse and mixed demand systems
RePEc:msh:ebswps:2007-2 [Citation Analysis]
4
1997The Kuznets U-Curve Hypothesis: Some Panel Data Evidence.
RePEc:msh:ebswps:1997-7 [Citation Analysis]
4
2006Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models
RePEc:msh:ebswps:2006-22 [Citation Analysis]
4
2006Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
RePEc:msh:ebswps:2006-11 [Citation Analysis]
3
2004Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions
RePEc:msh:ebswps:2004-8 [Citation Analysis]
3
2005Forecasting age-specific breast cancer mortality using functional data models
RePEc:msh:ebswps:2005-3 [Citation Analysis]
3
1994Testing for Independence or Irrelevent Alternatives: Some Empirical Results.
RePEc:msh:ebswps:1994-2 [Citation Analysis]
3
2000Bayesian Exponential Smoothing.
RePEc:msh:ebswps:2000-7 [Citation Analysis]
3
1998Lead Time demand for Simple Exponential Smoothing.
RePEc:msh:ebswps:1998-13 [Citation Analysis]
3
2002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
RePEc:msh:ebswps:2002-17 [Citation Analysis]
3
1997Modelling Export Activity in a Multicountry Economic Area : The APEC Case.
RePEc:msh:ebswps:1997-1 [Citation Analysis]
3
1999Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method.
RePEc:msh:ebswps:1999-1 [Citation Analysis]
3
2001Using R to Teach Econometrics.
RePEc:msh:ebswps:2001-10 [Citation Analysis]
3
2005Robust forecasting of mortality and fertility rates: a functional data approach
RePEc:msh:ebswps:2005-2 [Citation Analysis]
3
1996The Robustness of Estimators for Dynamic Panel Data Models to Misspecification.
RePEc:msh:ebswps:1996-9 [Citation Analysis]
3
2004Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small.
RePEc:msh:ebswps:2004-19 [Citation Analysis]
3
2005Exponential Smoothing Model Selection for Forecasting
RePEc:msh:ebswps:2005-6 [Citation Analysis]
3
1999Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbournes Rainfall.
RePEc:msh:ebswps:1999-2 [Citation Analysis]
3
2003The Decline in Income Growth Volatility in the United States: Evidence from Regional Data
RePEc:msh:ebswps:2003-21 [Citation Analysis]
3
2007Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models
RePEc:msh:ebswps:2007-8 [Citation Analysis]
2
2000Are Casual Jobs a Freeway to Permanent Employment?
RePEc:msh:ebswps:2000-8 [Citation Analysis]
2
2002Statistical Inference on Changes in Income Inequality in Australia
RePEc:msh:ebswps:2002-9 [Citation Analysis]
2
2004Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model
RePEc:msh:ebswps:2004-14 [Citation Analysis]
2
2004Inflation, Financial Development and Growth in Transition Countries
RePEc:msh:ebswps:2004-23 [Citation Analysis]
2
2007Automatic time series forecasting: the forecast package for R.
RePEc:msh:ebswps:2007-6 [Citation Analysis]
2
2002The DOGEV Model
RePEc:msh:ebswps:2002-7 [Citation Analysis]
2
2005Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches
RePEc:msh:ebswps:2005-9 [Citation Analysis]
2
1995Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances.
RePEc:msh:ebswps:1995-12 [Citation Analysis]
2

Citing documents used to compute impact factor 4:
YearTitleSee
2010Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
RePEc:msh:ebswps:2009-11
[Citation Analysis]
2010Automatic forecasting with a modified exponential smoothing state space framework
RePEc:msh:ebswps:2010-10
[Citation Analysis]
2010On duality and the benefit function
RePEc:kap:jeczfn:v:99:y:2010:i:2:p:173-184
[Citation Analysis]
2010Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach
RePEc:msh:ebswps:2010-9
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Adverse events in surgical inpatients: A comparative analysis of public hospitals in Victoria
RePEc:msh:ebswps:2010-5
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Are U.S. banks too large?
RePEc:fip:fedlwp:2009-054
[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective
RePEc:msh:ebswps:2008-3
[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts
RePEc:msh:ebswps:2007-15
[Citation Analysis]
2007Optimal combination forecasts for hierarchical time series
RePEc:msh:ebswps:2007-9
[Citation Analysis]

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.

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