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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

STICERD - Econometrics Paper Series / Economics Paper Archive at Centre for Economic Performance

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19910.10000.05
19920.090000.05
19930.10000.05
19940.120000.04
19950.170000.09
19960.20000.09
19970.2117380010.060.09
19980.060.22104017100.13
19990.150.292027400.15
20000.170.42287122080.360.15
20010.330.38129924837.550.420.18
20020.260.41714349020.290.2
20030.420.4412901982510.080.2
20040.420.4669198020.330.2
20050.330.46104818616.740.40.25
20060.380.49133116633.370.540.22
20070.390.4210723922.230.30.19
20080.390.4322239010.50.19
20090.41251200.19
20100.070.335014100.16
20110.501700.27
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2003Estimation of Semiparametric Models when the Criterion Function is not Smooth
RePEc:cep:stiecm:/2003/450 [Citation Analysis]		56
2001Semiparametric Fractional Cointegration Analysis
RePEc:cep:stiecm:/2001/420 [Citation Analysis]		45
2000The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions
RePEc:cep:stiecm:/2000/386 [Citation Analysis]		26
2001Narrow-Band Analysis of Nonstationary Processes
RePEc:cep:stiecm:/2001/421 [Citation Analysis]		21
2000Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.)
RePEc:cep:stiecm:/2000/391 [Citation Analysis]		20
2001The Memory of Stochastic Volatility Models
RePEc:cep:stiecm:/2001/410 [Citation Analysis]		19
1998Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.)
RePEc:cep:stiecm:/1998/359 [Citation Analysis]		17
2005Distribution Free Goodness-of-Fit Tests for Linear Processes
RePEc:cep:stiecm:/2005/482 [Citation Analysis]		17
2001Gaussian Estimation of Parametric Spectral Density with Unknown Pole
RePEc:cep:stiecm:/2001/424 [Citation Analysis]		16
1997The Method of Simulated Scores for the Estimation of LDV Models
RePEc:cep:stiecm:/1997/328 [Citation Analysis]		16
2006Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError
RePEc:cep:stiecm:/2006/509 [Citation Analysis]		16
2000The Averaged Periodogram for Nonstationary Vector Time Series
RePEc:cep:stiecm:/2000/408 [Citation Analysis]		13
2005A Parametric Bootstrap Test for Cycles
RePEc:cep:stiecm:/2005/486 [Citation Analysis]		13
1997Some Practical Issues in Maximum Simulated Likelihood
RePEc:cep:stiecm:/1997/340 [Citation Analysis]		12
2005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives
RePEc:cep:stiecm:/2005/483 [Citation Analysis]		11
1998Testing 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.)
RePEc:cep:stiecm:/1998/365 [Citation Analysis]		10
2003An Alternative Bootstrap to Moving Blocks for Time Series Regression Models
RePEc:cep:stiecm:/2003/452 [Citation Analysis]		9
2003Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods
RePEc:cep:stiecm:/2003/453 [Citation Analysis]		8
2000Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income
RePEc:cep:stiecm:/2000/402 [Citation Analysis]		8
1998Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.)
RePEc:cep:stiecm:/1998/357 [Citation Analysis]		8
2006Consistent estimation of the memory parameterfor nonlinear time series
RePEc:cep:stiecm:/2006/497 [Citation Analysis]		7
2002Consistent Testing for Stochastic Dominance: A Subsampling Approach
RePEc:cep:stiecm:/2002/433 [Citation Analysis]		7
2006Consistent estimation of the memory parameterfor nonlinear time series
RePEc:cep:stiecm:/06/497 [Citation Analysis]		6
2001Determination of Cointegrating Rank in Fractional Systems
RePEc:cep:stiecm:/2001/423 [Citation Analysis]		6
2003Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators
RePEc:cep:stiecm:/2003/451 [Citation Analysis]		6
2003Cointegration in Fractional Systems with Unkown Integration Orders
RePEc:cep:stiecm:/2003/449 [Citation Analysis]		5
2000Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
RePEc:cep:stiecm:/2000/400 [Citation Analysis]		5
2005Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole
RePEc:cep:stiecm:/2005/481 [Citation Analysis]		4
2001The Estimation of Conditional Densities
RePEc:cep:stiecm:/2001/415 [Citation Analysis]		4
2000Contemporaneous Aggregation of GARCH Processes
RePEc:cep:stiecm:/2000/378 [Citation Analysis]		4
2009An Alternative Way of ComputingEfficient Instrumental VariableEstimators
RePEc:cep:stiecm:/2009/536 [Citation Analysis]		3
2000Whittle Estimation of ARCH Models
RePEc:cep:stiecm:/2000/406 [Citation Analysis]		3
2002Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory
RePEc:cep:stiecm:/2002/438 [Citation Analysis]		3
1997Rate 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.)
RePEc:cep:stiecm:/1997/323 [Citation Analysis]		3
2003A Quantilogram Approach to Evaluating Directional Predictability
RePEc:cep:stiecm:/2003/463 [Citation Analysis]		3
2006Semiparametric Estimation of Fractional Cointegration
RePEc:cep:stiecm:/2006/502 [Citation Analysis]		3
2003Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
RePEc:cep:stiecm:/2003/455 [Citation Analysis]		2
2000Stationarity and Memory of ARCH Models
RePEc:cep:stiecm:/2000/383 [Citation Analysis]		2
2004ROBUST COVARIANCE MATRIX ESTIMATION: HAC Estimates with Long Memory/Antipersistence Correction
RePEc:cep:stiecm:/2004/471 [Citation Analysis]		2
1997Semiparametric Estimation of a Sample Selection Model: A Simulation Study
RePEc:cep:stiecm:/1997/326 [Citation Analysis]		2
2000Semi-Parametric Indirect Inference
RePEc:cep:stiecm:/2000/392 [Citation Analysis]		2
2004Efficiency Improvements in Inference on Stationary and Nonstationary Fractional Time Series
RePEc:cep:stiecm:/2004/480 [Citation Analysis]		2
2001Parametric Estimation under Long-Range Dependence
RePEc:cep:stiecm:/2001/416 [Citation Analysis]		2
2000On Intercept Estimation in the Sample Selection Model
RePEc:cep:stiecm:/2000/380 [Citation Analysis]		2
2008Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary
RePEc:cep:stiecm:/2008/527 [Citation Analysis]		2
1997Beta Convergence
RePEc:cep:stiecm:/1997/332 [Citation Analysis]		2
2002Higher-Order Kernel Semiparametric M-Estimation of Long Memory
RePEc:cep:stiecm:/2002/436 [Citation Analysis]		2
1998Alternative Forms of Fractional Brownian Motion - (Now published in Journal of Statistical Planning and Inference, 80 (1999), pp.111-122.)
RePEc:cep:stiecm:/1998/354 [Citation Analysis]		2
2004Cointegration in Fractional Systems with Deterministic Trends
RePEc:cep:stiecm:/2004/476 [Citation Analysis]		2
2005Modified Whittle Estimation of Multilateral Models on a Lattice
RePEc:cep:stiecm:/2005/492 [Citation Analysis]		2

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

Recent citations received in: 2009

YearTitleSee

Recent citations received in: 2008

YearTitleSee
2008Testing Downside Risk Efficiency Under Market Distress
RePEc:cty:dpaper:08/11		[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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