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

 

  
 

Econometrics Journal / Econometrics Journal

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
19900.080000.04
19910.080000.04
19920.080000.04
19930.090000.05
19940.10000.05
19950.190000.07
19960.230000.1
19970.290000.1
19980.29171640060.350.11
19990.470.3418498178020.110.15
20000.740.431345935263.830.230.17
20011.520.45212173147020.10.17
20020.820.46262623428070.270.21
20030.570.48223554727090.410.21
20041.170.552945648560200.690.23
20051.550.57251695179050.20.24
20061.20.5423935465020.090.22
20070.560.48291214827040.140.19
20080.670.532755235070.220.22
20090.790.513712161480170.460.21
20100.520.4617266936010.060.17
20110.720.64274554390100.370.26
 
 
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
2000Testing for stationarity in heterogeneous panel data
RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161 [Citation Analysis]		227
1999Statistical algorithms for models in state space using SsfPack 2.2
RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160 [Citation Analysis]		134
1999Some tests for parameter constancy in cointegrated VAR-models
RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333 [Citation Analysis]		130
2000Cointegration analysis in the presence of structural breaks in the deterministic trend
RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249 [Citation Analysis]		129
2003Dynamic panel estimation and homogeneity testing under cross section dependence
RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259 [Citation Analysis]		125
1999Data mining reconsidered: encompassing and the general-to-specific approach to specification search
RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191 [Citation Analysis]		101
2001Likelihood-based cointegration tests in heterogeneous panels
RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41 [Citation Analysis]		91
2004Some cautions on the use of panel methods for integrated series of macroeconomic data
RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340 [Citation Analysis]		81
2005Breaking the panels: An application to the GDP per capita
RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175 [Citation Analysis]		80
2004Pooling of forecasts
RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31 [Citation Analysis]		73
2004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306 [Citation Analysis]		68
2003Critical values for multiple structural change tests
RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78 [Citation Analysis]		66
2002Distributions of error correction tests for cointegration
RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318 [Citation Analysis]		64
2002Model selection tests for nonlinear dynamic models
RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39 [Citation Analysis]		53
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez
RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219 [Citation Analysis]		39
1999Cointegration rank inference with stationary regressors in VAR models
RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91 [Citation Analysis]		37
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75 [Citation Analysis]		36
2000Signal extraction and the formulation of unobserved components models
RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107 [Citation Analysis]		33
1998Bayesian inference on GARCH models using the Gibbs sampler
RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46 [Citation Analysis]		33
1998Simulation-based finite sample normality tests in linear regressions
RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c154-c173 [Citation Analysis]		32
2004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119 [Citation Analysis]		31
2003A full-factor multivariate GARCH model
RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334 [Citation Analysis]		28
2000Non-monotonic hazard functions and the autoregressive conditional duration model
RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38 [Citation Analysis]		26
1999Inference for Lorenz curve orderings
RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75 [Citation Analysis]		26
2004Forecasting in dynamic factor models using Bayesian model averaging
RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565 [Citation Analysis]		25
2003Tests for a change in persistence against the null of difference-stationarity
RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311 [Citation Analysis]		24
2001Fiscal forecasting: The track record of the IMF, OECD and EC
RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36 [Citation Analysis]		24
2002Exact interpretation of dummy variables in semilogarithmic equations
RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159 [Citation Analysis]		24
2003Econometric inflation targeting
RePEc:ect:emjrnl:v:6:y:2003:i:2:p:430-461 [Citation Analysis]		22
2003Modelling sample selection using Archimedean copulas
RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123 [Citation Analysis]		21
1999Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application
RePEc:ect:emjrnl:v:2:y:1999:i:1:p:29-48 [Citation Analysis]		20
2004Testing linearity in cointegrating smooth transition regressions
RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365 [Citation Analysis]		20
2002Modelling methodology and forecast failure
RePEc:ect:emjrnl:v:5:y:2002:i:2:p:319-344 [Citation Analysis]		19
2000BUGS for a Bayesian analysis of stochastic volatility models
RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215 [Citation Analysis]		19
2006Unit root tests in three-regime SETAR models
RePEc:ect:emjrnl:v:9:y:2006:i:2:p:252-278 [Citation Analysis]		18
2004Cointegration analysis in the presence of outliers
RePEc:ect:emjrnl:v:7:y:2004:i:1:p:249-271 [Citation Analysis]		18
2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8 [Citation Analysis]		18
2004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error
RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617 [Citation Analysis]		17
2005Measurement of aggregate risk with copulas
RePEc:ect:emjrnl:v:8:y:2005:i:3:p:428-454 [Citation Analysis]		16
2004Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
RePEc:ect:emjrnl:v:7:y:2004:i:1:p:143-167 [Citation Analysis]		16
2002An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
RePEc:ect:emjrnl:v:5:y:2002:i:2:p:263-284 [Citation Analysis]		16
2005Testing for stationarity in heterogeneous panel data where the time dimension is finite
RePEc:ect:emjrnl:v:8:y:2005:i:1:p:55-69 [Citation Analysis]		15
2004Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts
RePEc:ect:emjrnl:v:7:y:2004:i:2:p:566-584 [Citation Analysis]		15
2005Temporal disaggregation using multivariate structural time series models
RePEc:ect:emjrnl:v:8:y:2005:i:2:p:214-234 [Citation Analysis]		15
2009More on monotone instrumental variables
RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s200-s216 [Citation Analysis]		15
2003ARMA representation of integrated and realized variances
RePEc:ect:emjrnl:v:6:y:2003:i:2:p:335-356 [Citation Analysis]		15
2003The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
RePEc:ect:emjrnl:v:6:y:2003:i:1:p:79-98 [Citation Analysis]		14
2001Nonlinear econometric models with cointegrated and deterministically trending regressors
RePEc:ect:emjrnl:v:4:y:2001:i:1:p:1-36 [Citation Analysis]		14
2006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization
RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331 [Citation Analysis]		14
1998Estimating stochastic volatility models through indirect inference
RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c113-c128 [Citation Analysis]		14

Citing documents used to compute impact factor 39:
YearTitleSee
2011Tariffs and economic growth in the first era of globalization
RePEc:kap:jecgro:v:16:y:2011:i:1:p:33-70		[Citation Analysis]
2011Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data
RePEc:gwi:wpaper:2011-01		[Citation Analysis]
2011A panel data analysis of the growth effects of remittances
RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:701-709		[Citation Analysis]
2011A Long Memory Model with Normal Mixture GARCH
RePEc:kap:compec:v:38:y:2011:i:4:p:517-539		[Citation Analysis]
2011Are temporary jobs a port of entry into permanent employment?: Evidence from matched employer-employee
RePEc:eme:ijmpps:v:32:y:2011:i:8:p:879-899		[Citation Analysis]
2011Robust variable selection with application to quality of life research
RePEc:spr:stmapp:v:20:y:2011:i:1:p:65-82		[Citation Analysis]
2011The Effects of Employment Uncertainty and Wealth Shocks on the Labor Supply and Claiming Behavior of Older American Workers
RePEc:fda:fdaddt:2011-09		[Citation Analysis]
2011Effects of Legal and Unauthorized Immigration on the US Social Security System
RePEc:lev:wrkpap:wp_689		[Citation Analysis]
2011Effects of Legal and Unauthorized Immigration on the U.S. Social Security System
RePEc:mrr:papers:wp250		[Citation Analysis]
2011The Effects of Employment Uncertainty and Wealth Shocks on the Labor Supply and Claiming Behavior of Older American Workers
RePEc:bge:wpaper:564		[Citation Analysis]
2011The effects of employment uncertainty and wealth shocks on the labor supply and claiming behavior of older American workers
RePEc:upf:upfgen:1275		[Citation Analysis]
2011Realized Laplace transforms for estimation of jump diffusive volatility models
RePEc:eee:econom:v:164:y:2011:i:2:p:367-381		[Citation Analysis]
2011Bayesian estimation of an extended local scale stochastic volatility model
RePEc:fri:dqewps:wp0015		[Citation Analysis]
2011Bayesian estimation of an extended local scale stochastic volatility model
RePEc:eee:econom:v:162:y:2011:i:2:p:369-382		[Citation Analysis]
2011What Does a Temporary Help Service Job Offer? Empirical suggestions from a Japanese survey
RePEc:eti:dpaper:11077		[Citation Analysis]
2011Asymmetry and Long Memory in Volatility Modelling
RePEc:ucm:doicae:1129		[Citation Analysis]
2011Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
RePEc:ucm:doicae:1120		[Citation Analysis]
2011Bayesian inference with monotone instrumental variables
RePEc:pra:mprapa:32672		[Citation Analysis]
2011Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction
RePEc:pra:mprapa:32634		[Citation Analysis]
2011Set identified linear models
RePEc:ifs:cemmap:13/11		[Citation Analysis]
2011The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis
RePEc:isu:genres:32719		[Citation Analysis]
2011Intersection bounds: estimation and inference
RePEc:ifs:cemmap:34/11		[Citation Analysis]
2011Practical implications of higher moments in risk management
RePEc:spr:stmapp:v:20:y:2011:i:4:p:487-506		[Citation Analysis]
2011Blockwise empirical likelihood for time series of counts
RePEc:eee:jmvana:v:102:y:2011:i:3:p:661-673		[Citation Analysis]
2011Multivariate density estimation using dimension reducing information and tail flattening transformations
RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110		[Citation Analysis]
2011Dynamic linear economies with social interactions
RePEc:cla:levarc:786969000000000036		[Citation Analysis]
2011The empirical content of models with multiple equilibria in economies with social interactions
RePEc:fip:fednsr:504		[Citation Analysis]
2011Estimating and predicting the distribution of the number of visits to the medical doctor
RePEc:mar:magkse:201148		[Citation Analysis]
2011Validate Correlation of an ESG: Treasury Yields across
RePEc:han:dpaper:dp-476		[Citation Analysis]
2011The impact of the European Union emission trading scheme on the electricity-generation sector
RePEc:eee:eneeco:v:33:y:2011:i:5:p:995-1003		[Citation Analysis]
2011Semiparametrically weighted robust estimation of regression models
RePEc:eee:csdana:v:55:y:2011:i:1:p:774-788		[Citation Analysis]
2011Long Memory Dynamics for Multivariate Dependence under Heavy Tails
RePEc:dgr:uvatin:20110175		[Citation Analysis]
2011High-frequency returns, jumps and the mixture of normals hypothesis
RePEc:eee:econom:v:160:y:2011:i:1:p:119-128		[Citation Analysis]
2011Data-based ranking of realised volatility estimators
RePEc:eee:econom:v:161:y:2011:i:2:p:284-303		[Citation Analysis]
2011GMM Estimation of short dynamic panel data models with error cross-sectional dependence
RePEc:pra:mprapa:25176		[Citation Analysis]
2011Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
RePEc:rug:rugwps:11/723		[Citation Analysis]
2011Locally stationary volatility modelling
RePEc:cor:louvco:2011041		[Citation Analysis]
2011Bias in estimating multivariate and univariate diffusions
RePEc:eee:econom:v:161:y:2011:i:2:p:228-245		[Citation Analysis]
2011GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
RePEc:cwl:cwldpp:1828		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Testing for Panel Cointegration Using Common Correlated Effects
RePEc:bir:birmec:11-16		[Citation Analysis]
2011Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal
RePEc:dun:dpaper:253		[Citation Analysis]
2011Estimation of the Spatial Weights Matrix under Structural Constraints
RePEc:dun:dpaper:254		[Citation Analysis]
2011Demand for international reserves in developing nations: A quantile regression approach
RePEc:eee:jimfin:v:30:y:2011:i:5:p:764-777		[Citation Analysis]
2011GMM estimation of spatial panels with fixed effects and unknown heteroskedasticity
RePEc:eee:regeco:v:41:y:2011:i:5:p:487-497		[Citation Analysis]
2011Political Mergers as Coalition Formation
RePEc:egc:wpaper:997		[Citation Analysis]
2011Aggregation in large dynamic panels
RePEc:fip:feddgw:101		[Citation Analysis]
2011How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euros creation?
RePEc:fip:feddgw:102		[Citation Analysis]
2011Factor models
RePEc:sgo:wpaper:1121		[Citation Analysis]
2011Who Suffers the Penalty? A Panel Data Analysis of Earnings Gaps in Vietnam
RePEc:zbw:gdec11:60		[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010GMM estimation of social interaction models with centrality
RePEc:eee:econom:v:159:y:2010:i:1:p:99-115		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
RePEc:aah:create:2009-16		[Citation Analysis]
2009On the Economic Evaluation of Volatility Forecasts
RePEc:aah:create:2009-56		[Citation Analysis]
2009Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches
RePEc:cfr:cefirw:w0136		[Citation Analysis]
2009BANKRUPTCY CODES, LIQUIDATION TIMING, AND DEBT VALUATION
RePEc:cmf:wpaper:wp2009_0902		[Citation Analysis]
2009UNDERIDENTIFICATION?
RePEc:cmf:wpaper:wp2009_0905		[Citation Analysis]
2009ON WATSONS NON-FORCING CONTRACTS AND RENEGOTIATION
RePEc:cmf:wpaper:wp2009_0907		[Citation Analysis]
2009MULTIPLICITY OF MIXED EQUILIBRIA IN MECHANISMS: A UNIFIED APPROACH TO EXACT AND APPROXIMATE IMPLEMENTATION
RePEc:cmf:wpaper:wp2009_0908		[Citation Analysis]
2009EQUILIBRIUM BLOCKING IN LARGE QUASILINEAR ECONOMIES
RePEc:cmf:wpaper:wp2009_0911		[Citation Analysis]
2009Nonparametric Tests of Conditional Treatment Effects
RePEc:cwl:cwldpp:1740		[Citation Analysis]
2009Estimating Income Poverty in the Presence of Missing Data and Measurement Error
RePEc:diw:diwsop:diw_sp252		[Citation Analysis]
2009A General Framework for Estimating CO2 Emissions
RePEc:got:iaidps:180		[Citation Analysis]
2009Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?
RePEc:hal:wpaper:hal-00422522		[Citation Analysis]
2009Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France
RePEc:iza:izadps:dp4606		[Citation Analysis]
2009Estimating Income Poverty in the Presence of Missing Data and Measurement Error
RePEc:rtv:ceisrp:145		[Citation Analysis]
2009Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information
RePEc:soz:wpaper:0918		[Citation Analysis]
2009Set Identified Linear Models
RePEc:tse:wpaper:22272		[Citation Analysis]
2009Treatment evaluation in the presence of sample selection
RePEc:usg:dp2009:2009-07		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Measuring productivity differentials – An application to milk production in Nordic countries
RePEc:ags:eaae08:44277		[Citation Analysis]
2008International Portfolios, Capital Accumulation and Foreign Assets Dynamics
RePEc:cpr:ceprdp:6902		[Citation Analysis]
2008Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests
RePEc:dgr:umamet:2008048		[Citation Analysis]
2008Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies
RePEc:pra:mprapa:9257		[Citation Analysis]
2008Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach
RePEc:wat:wpaper:08007		[Citation Analysis]
2008Time-Deformation Modeling Of Stock Returns Directed By Duration Processes
RePEc:wat:wpaper:08010		[Citation Analysis]
2008International portfolios, capital accumulation and foreign assets dynamics
RePEc:zbw:bubdp1:7444		[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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