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

 

 
 

Econometrics / EconWPA

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
19930.11529000.05
19940.40.13113752050.450.05
19950.440.141954167040.210.09
19960.20.17412393060130.320.09
19970.150.181112860911.140.360.09
19980.120.21105852600.14
19990.570.27109121128.30.16
20000.350.3793020700.15
20010.470.352513119922.230.120.18
20020.240.392376348030.130.19
20030.420.4265167482010130.20.21
20040.340.4510421788303.3300.290.21
20050.390.451662471696615.2340.20.26
20060.290.48102707700.22
20070.170.4101672800.19
20080.410100.19
20090.370000.19
20100.280000.16
 
 
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
1997A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA
RePEc:wpa:wuwpem:9711002 [Citation Analysis]
87
2001Model uncertainty in cross-country growth regressions
RePEc:wpa:wuwpem:9903003 [Citation Analysis]
75
1996Real and Spurious Long Memory Properties of Stock Market Data
RePEc:wpa:wuwpem:9605004 [Citation Analysis]
59
2001Model uncertainty in cross-country growth regressions
RePEc:wpa:wuwpem:0110002 [Citation Analysis]
55
1996Bootstrap Methods in Econometrics: Theory and Numerical Performance
RePEc:wpa:wuwpem:9602009 [Citation Analysis]
50
2003Tests of Conditional Predictive Ability
RePEc:wpa:wuwpem:0308001 [Citation Analysis]
46
1999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years
RePEc:wpa:wuwpem:9902001 [Citation Analysis]
46
1999Benchmark Priors for Bayesian Model Averaging
RePEc:wpa:wuwpem:9804001 [Citation Analysis]
36
2002Confidence Statements for Efficiency Estimates from Stochastic Frontier Models
RePEc:wpa:wuwpem:0206006 [Citation Analysis]
36
1996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
RePEc:wpa:wuwpem:9603001 [Citation Analysis]
26
2005Robus Standard Error Estimation in Fixed-Effects Panel Models
RePEc:wpa:wuwpem:0508018 [Citation Analysis]
25
2004Non-stationarities in financial time series, the long range dependence and the IGARCH effects
RePEc:wpa:wuwpem:0412005 [Citation Analysis]
25
2005Estimating the Underground Economy using MIMIC Models
RePEc:wpa:wuwpem:0507003 [Citation Analysis]
25
1993SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA
RePEc:wpa:wuwpem:9309001 [Citation Analysis]
22
2000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan
RePEc:wpa:wuwpem:0004003 [Citation Analysis]
21
2004Predictive Regressions: A Reduced-Bias Estimation Method
RePEc:wpa:wuwpem:0412008 [Citation Analysis]
21
1996Bootstrap Methods For Covariance Structures
RePEc:wpa:wuwpem:9610003 [Citation Analysis]
21
1997Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter
RePEc:wpa:wuwpem:9710002 [Citation Analysis]
21
1996A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos
RePEc:wpa:wuwpem:9602005 [Citation Analysis]
20
2005The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models
RePEc:wpa:wuwpem:0505002 [Citation Analysis]
19
1996Valid Confidence Intervals and Inference in the Presence of Weak Instruments
RePEc:wpa:wuwpem:9612002 [Citation Analysis]
19
1994Using Expectations Data to Study Subjective Income Expectations
RePEc:wpa:wuwpem:9411003 [Citation Analysis]
18
2004Simulation-based estimation of peer effects
RePEc:wpa:wuwpem:0408002 [Citation Analysis]
18
2001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
RePEc:wpa:wuwpem:0012003 [Citation Analysis]
18
1995Unit Root Tests and the Burden of Proof
RePEc:wpa:wuwpem:9502005 [Citation Analysis]
18
1998Cointegration and Forward and Spot Exchange Rate Regressions
RePEc:wpa:wuwpem:9812001 [Citation Analysis]
16
1995Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
RePEc:wpa:wuwpem:9510001 [Citation Analysis]
16
2004Characterising the Business Cycle for Accession Countries
RePEc:wpa:wuwpem:0403006 [Citation Analysis]
16
2004Non-stationarities in stock returns
RePEc:wpa:wuwpem:0411016 [Citation Analysis]
16
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST
RePEc:wpa:wuwpem:0311007 [Citation Analysis]
15
2005Bibliographic portrait of the Gini concentration ratio
RePEc:wpa:wuwpem:0511004 [Citation Analysis]
14
1998Bayesian and Classical Approaches to Instrumental Variables Regression
RePEc:wpa:wuwpem:9812002 [Citation Analysis]
14
2002The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?
RePEc:wpa:wuwpem:0207002 [Citation Analysis]
14
2005Functional Structure and Approximation in Econometrics (book front matter)
RePEc:wpa:wuwpem:0511006 [Citation Analysis]
12
2005Modeling and forecasting electricity loads: A comparison
RePEc:wpa:wuwpem:0502004 [Citation Analysis]
12
2004Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints
RePEc:wpa:wuwpem:0401003 [Citation Analysis]
12
1998Martingales, Nonlinearity, and Chaos
RePEc:wpa:wuwpem:9805003 [Citation Analysis]
11
1996The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.
RePEc:wpa:wuwpem:9612001 [Citation Analysis]
11
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
RePEc:wpa:wuwpem:0201001 [Citation Analysis]
11
2005Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
RePEc:wpa:wuwpem:0501002 [Citation Analysis]
11
1997A Monte Carlo Comparison of Tests for Cointegration in Panel Data
RePEc:wpa:wuwpem:9712002 [Citation Analysis]
10
2004On the Estimation of Nonlinearly Aggregated Mixed Models
RePEc:wpa:wuwpem:0411012 [Citation Analysis]
10
2003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market
RePEc:wpa:wuwpem:0303007 [Citation Analysis]
10
2004Semiparametric Estimation of Fractional Cointegrating Subspaces
RePEc:wpa:wuwpem:0412007 [Citation Analysis]
10
2003Long memory and the relation between implied and realized volatility
RePEc:wpa:wuwpem:0305004 [Citation Analysis]
10
1997On the Estimation and Inference of a Cointegrated Regression in Panel Data
RePEc:wpa:wuwpem:9703001 [Citation Analysis]
10
2003Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
RePEc:wpa:wuwpem:0305003 [Citation Analysis]
10
2005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
RePEc:wpa:wuwpem:0503004 [Citation Analysis]
10
2003Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison
RePEc:wpa:wuwpem:0310004 [Citation Analysis]
9
2003ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)
RePEc:wpa:wuwpem:0303006 [Citation Analysis]
9

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

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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