0.36
Impact Factor
0.34
5-Years IF
17
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 6 | 6 | 3 | 0 | 0 | (%) | 0.07 | ||||||||
| 1996 | 0.23 | 6 | 6 | 6 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 6 | 6 | 6 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 6 | 0 | 6 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 6 | 1 | 0.17 | 0 | 6 | (%) | 0.13 | ||||||||
| 2000 | 0.39 | 6 | 3 | 0.5 | 0 | 6 | (%) | 0.15 | ||||||||
| 2001 | 0.41 | 6 | 3 | 0.5 | 0 | 0 | (%) | 0.16 | ||||||||
| 2002 | 0.43 | 6 | 12 | 2 | 0 | 0 | (%) | 0.19 | ||||||||
| 2003 | 0.45 | 43 | 49 | 17 | 0.35 | 354 | 0 | 0 | (%) | 12 | 0.28 | 0.19 | ||||
| 2004 | 0.47 | 0.51 | 0.47 | 51 | 100 | 32 | 0.32 | 247 | 43 | 20 | 43 | 20 | 1 (%) | 8 | 0.16 | 0.21 |
| 2005 | 0.32 | 0.54 | 0.32 | 41 | 141 | 44 | 0.31 | 159 | 94 | 30 | 94 | 30 | (%) | 7 | 0.17 | 0.22 |
| 2006 | 0.49 | 0.52 | 0.61 | 46 | 187 | 96 | 0.51 | 319 | 92 | 45 | 135 | 82 | 2 (%) | 9 | 0.2 | 0.21 |
| 2007 | 0.32 | 0.45 | 0.4 | 42 | 229 | 85 | 0.37 | 148 | 87 | 28 | 181 | 73 | (%) | 3 | 0.07 | 0.18 |
| 2008 | 0.57 | 0.48 | 0.57 | 54 | 283 | 143 | 0.51 | 180 | 88 | 50 | 223 | 128 | (%) | 8 | 0.15 | 0.2 |
| 2009 | 0.45 | 0.48 | 0.47 | 34 | 317 | 146 | 0.46 | 96 | 96 | 43 | 234 | 109 | (%) | 7 | 0.21 | 0.19 |
| 2010 | 0.32 | 0.44 | 0.37 | 43 | 360 | 134 | 0.37 | 109 | 88 | 28 | 217 | 81 | (%) | 6 | 0.14 | 0.16 |
| 2011 | 0.42 | 0.53 | 0.49 | 57 | 417 | 165 | 0.4 | 51 | 77 | 32 | 219 | 108 | (%) | 0.21 | ||
| 2012 | 0.38 | 0.58 | 0.38 | 74 | 491 | 232 | 0.47 | 53 | 100 | 38 | 230 | 88 | (%) | 2 | 0.03 | 0.22 |
| 2013 | 0.24 | 0.71 | 0.38 | 57 | 548 | 237 | 0.43 | 60 | 131 | 31 | 262 | 100 | (%) | 7 | 0.12 | 0.25 |
| 2014 | 0.36 | 0.81 | 0.34 | 38 | 586 | 265 | 0.45 | 12 | 131 | 47 | 265 | 90 | (%) | 2 | 0.05 | 0.28 |
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published 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 D5Y: Number of articles published in y-1 until y-5 C5Y: Cites in y to articles published in y-1 until y-5 %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 |
|
50 most cited documents in this series:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2003 | A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon Y.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400. Full description at Econpapers || Download paper | 70 |
| 2006 | A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Becker, Ralf ; Enders, Walter . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers || Download paper | 65 |
| 2008 | Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis A.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers || Download paper | 55 |
| 2003 | Gaussian Semi-parametric Estimation of Fractional Cointegration. (2003). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378. Full description at Econpapers || Download paper | 48 |
| 2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*. (2003). Rodrguez, Gabriel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220. Full description at Econpapers || Download paper | 41 |
| 2003 | ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Nicola ; Psaradakis, Zacharias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252. Full description at Econpapers || Download paper | 36 |
| 2004 | A Dependence Metric for Possibly Nonlinear Processes. (2004). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669. Full description at Econpapers || Download paper | 36 |
| 2005 | Unit-root testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers || Download paper | 32 |
| 2010 | A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Kejriwal, Mohitosh ; Perron, Pierre . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers || Download paper | 31 |
| 2006 | Uniform Limit Theory for Stationary Autoregression. (2006). Giraitis, Liudas . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60. Full description at Econpapers || Download paper | 29 |
| 2007 | Effects of outliers on the identification and estimation of GARCH models. (2007). Pea, Daniel ; Ruiz, Esther . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497. Full description at Econpapers || Download paper | 28 |
| 2003 | Testing for Linear Trend with Application to Relative Primary Commodity Prices. (2003). Newbold, Paul ; Rayner, Tony ; Pfaffenzeller, Stephan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551. Full description at Econpapers || Download paper | 27 |
| 2013 | Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers || Download paper | 25 |
| 2006 | Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching. (2006). Spagnolo, Nicola ; Psaradakis, Zacharias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766. Full description at Econpapers || Download paper | 25 |
| 2007 | CUSUM of Squares-Based Tests for a Change in Persistence. (2007). Leybourne, Stephen . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433. Full description at Econpapers || Download paper | 24 |
| 2006 | Structural Laplace Transform and Compound Autoregressive Models. (2006). Darolles, Serge . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:477-503. Full description at Econpapers || Download paper | 19 |
| Consistent estimation of the memory parameter for nonlinear time series. (2006). Hidalgo, Javier ; Giraitis, Liudas . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:211-251. Full description at Econpapers || Download paper | 18 | |
| 2004 | Asymmetric adjustment and smooth transitions: a combination of some unit root tests. (2004). Sollis, Robert . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:3:p:409-417. Full description at Econpapers || Download paper | 17 |
| 2006 | Inference in Autoregression under Heteroskedasticity. (2006). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308. Full description at Econpapers || Download paper | 17 |
| 2006 | Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers || Download paper | 16 |
| 2009 | Testing for a break in persistence under long-range dependencies. (2009). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285. Full description at Econpapers || Download paper | 16 |
| 2009 | A parametric estimation method for dynamic factor models of large dimensions. (2009). Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:2:p:208-238. Full description at Econpapers || Download paper | 16 |
| 2008 | Bootstrap Unit-Root Tests: Comparison and Extensions. (2008). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401. Full description at Econpapers || Download paper | 16 |
| 2004 | Bootstrap predictive inference for ARIMA processes. (2004). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:4:p:449-465. Full description at Econpapers || Download paper | 16 |
| 2004 | Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models. (2004). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:895-922. Full description at Econpapers || Download paper | 16 |
| 2004 | On the Autocorrelation Properties of Long-Memory GARCH Processes. (2004). Psaradakis, Zacharias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282. Full description at Econpapers || Download paper | 16 |
| 2003 | Filtering and smoothing of state vector for diffuse state-space models. (2003). Durbin, J.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:85-98. Full description at Econpapers || Download paper | 15 |
| 2006 | Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers. (2006). Sipols, Ana E. ; Aparicio, Felipe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576. Full description at Econpapers || Download paper | 14 |
| 2006 | Properties of higher order stochastic cycles. (2006). Trimbur, Thomas M.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:1-17. Full description at Econpapers || Download paper | 13 |
| 2003 | Diagnostic Checking in a Flexible Nonlinear Time Series Model. (2003). Veiga, alvaro . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:461-482. Full description at Econpapers || Download paper | 13 |
| 2006 | Tests for Long-Run Granger Non-Causality in Cointegrated Systems. (2006). YAMAMOTO, Taku . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:703-723. Full description at Econpapers || Download paper | 13 |
| 2005 | Examination of Some More Powerful Modifications of the Dickey-Fuller Test. (2005). Newbold, Paul ; Leybourne, Stephen . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369. Full description at Econpapers || Download paper | 13 |
| 2003 | Bootstrapping unit root tests for integrated processes. (2003). RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:99-126. Full description at Econpapers || Download paper | 13 |
| 2007 | Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series. (2007). Brockwell, Anthony ; Srivastava, Sanjay ; Mihaela Şerban, ; Lehoczky, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:763-782. Full description at Econpapers || Download paper | 12 |
| 2004 | Analysis of low count time series data by poisson autoregression. (2004). B . P. M. McCabe, ; Freeland, R. K. ; B. P. M. McCabe, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722. Full description at Econpapers || Download paper | 12 |
| 2006 | Spurious Regression Under Broken-Trend Stationarity. (2006). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684. Full description at Econpapers || Download paper | 11 |
| 2008 | Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators. (2008). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162. Full description at Econpapers || Download paper | 11 |
| 2008 | Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility. (2008). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:300-330. Full description at Econpapers || Download paper | 11 |
| 2003 | FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS. (2003). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:137-140. Full description at Econpapers || Download paper | 11 |
| 2003 | On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*. (2003). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:45-63. Full description at Econpapers || Download paper | 11 |
| 2004 | Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes. (2004). Doucet, A. ; Godsill, S. J. ; Vermaak, J. ; Andrieu, C.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:785-809. Full description at Econpapers || Download paper | 11 |
| 2004 | Error Correction Models for Fractionally Cointegrated Time Series. (2004). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:1:p:27-32. Full description at Econpapers || Download paper | 11 |
| 2008 | Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2008). Poskitt, D. S.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:224-250. Full description at Econpapers || Download paper | 11 |
| 2012 | The averaged periodogram estimator for a power law in coherency. (2012). Hurvich, Clifford M.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:2:p:340-363. Full description at Econpapers || Download paper | 11 |
| 2007 | Temporal Aggregation and Bandwidth selection in estimating long memory. (2007). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:701-722. Full description at Econpapers || Download paper | 10 |
| 2010 | Local Whittle estimation of the memory parameter in presence of deterministic components. (2010). Iacone, Fabrizio . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:1:p:37-49. Full description at Econpapers || Download paper | 9 |
| 2006 | Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series. (2006). Brockwell, Peter J. ; Yao, Qiwei . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:857-875. Full description at Econpapers || Download paper | 9 |
| 2006 | Additive Outlier Detection Via Extreme-Value Theory. (2006). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:685-701. Full description at Econpapers || Download paper | 9 |
| 2004 | Some comments on specification tests in nonparametric absolutely regular processes. (2004). Dette, Holger ; Spreckelsen, Ingrid . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:159-172. Full description at Econpapers || Download paper | 9 |
| 2008 | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break. (2008). Lutkepohl, Helmut ; Saikkonen, Pentti . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:331-358. Full description at Econpapers || Download paper | 9 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2006 | A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Becker, Ralf ; Enders, Walter . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers || Download paper | 37 |
| 2013 | Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers || Download paper | 25 |
| 2003 | ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Nicola ; Psaradakis, Zacharias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252. Full description at Econpapers || Download paper | 21 |
| 2008 | Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis A.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers || Download paper | 18 |
| 2010 | A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Kejriwal, Mohitosh ; Perron, Pierre . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers || Download paper | 14 |
| 2005 | Unit-root testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers || Download paper | 13 |
| 2007 | Effects of outliers on the identification and estimation of GARCH models. (2007). Pea, Daniel ; Ruiz, Esther . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497. Full description at Econpapers || Download paper | 12 |
| 2012 | The averaged periodogram estimator for a power law in coherency. (2012). Hurvich, Clifford M.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:2:p:340-363. Full description at Econpapers || Download paper | 11 |
| 2006 | Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching. (2006). Spagnolo, Nicola ; Psaradakis, Zacharias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766. Full description at Econpapers || Download paper | 11 |
| 2003 | A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon Y.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400. Full description at Econpapers || Download paper | 11 |
| 2003 | Testing for Linear Trend with Application to Relative Primary Commodity Prices. (2003). Newbold, Paul ; Rayner, Tony ; Pfaffenzeller, Stephan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551. Full description at Econpapers || Download paper | 11 |
| 2004 | A Dependence Metric for Possibly Nonlinear Processes. (2004). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669. Full description at Econpapers || Download paper | 9 |
| 2009 | Testing for a break in persistence under long-range dependencies. (2009). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285. Full description at Econpapers || Download paper | 9 |
| 2006 | Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers || Download paper | 9 |
| 2004 | Bootstrap predictive inference for ARIMA processes. (2004). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:4:p:449-465. Full description at Econpapers || Download paper | 7 |
| 2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*. (2003). Rodrguez, Gabriel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220. Full description at Econpapers || Download paper | 7 |
| 2008 | Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators. (2008). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162. Full description at Econpapers || Download paper | 7 |
| 2004 | Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models. (2004). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:895-922. Full description at Econpapers || Download paper | 7 |
| 2004 | Asymmetric adjustment and smooth transitions: a combination of some unit root tests. (2004). Sollis, Robert . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:3:p:409-417. Full description at Econpapers || Download paper | 7 |
| 2011 | Local Whittle estimation of multiâvariate fractionally integrated processes. (2011). Nielsen, Frank S.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:3:p:317-335. Full description at Econpapers || Download paper | 7 |
| 2005 | Examination of Some More Powerful Modifications of the Dickey-Fuller Test. (2005). Newbold, Paul ; Leybourne, Stephen . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369. Full description at Econpapers || Download paper | 7 |
| 2007 | CUSUM of Squares-Based Tests for a Change in Persistence. (2007). Leybourne, Stephen . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433. Full description at Econpapers || Download paper | 6 |
| 2006 | Tests for Long-Run Granger Non-Causality in Cointegrated Systems. (2006). YAMAMOTO, Taku . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:703-723. Full description at Econpapers || Download paper | 6 |
| 2003 | Filtering and smoothing of state vector for diffuse state-space models. (2003). Durbin, J.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:85-98. Full description at Econpapers || Download paper | 6 |
| 2007 | Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm. (2007). Metaxoglou, Konstantinos . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:666-685. Full description at Econpapers || Download paper | 5 |
| 2006 | Bayesian Model Uncertainty In Smooth Transition Autoregressions. (2006). Salazar, Esther ; Lopes, Hedibert F.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:99-117. Full description at Econpapers || Download paper | 5 |
| 2008 | Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility. (2008). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:300-330. Full description at Econpapers || Download paper | 5 |
| 2008 | Bootstrap Unit-Root Tests: Comparison and Extensions. (2008). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401. Full description at Econpapers || Download paper | 5 |
| 2003 | Gaussian Semi-parametric Estimation of Fractional Cointegration. (2003). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378. Full description at Econpapers || Download paper | 5 |
| 2008 | Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2008). Poskitt, D. S.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:224-250. Full description at Econpapers || Download paper | 5 |
| 2008 | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break. (2008). Lutkepohl, Helmut ; Saikkonen, Pentti . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:331-358. Full description at Econpapers || Download paper | 5 |
| 2007 | Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series. (2007). Brockwell, Anthony ; Srivastava, Sanjay ; Mihaela Şerban, ; Lehoczky, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:763-782. Full description at Econpapers || Download paper | 5 |
| 2007 | Temporal Aggregation and Bandwidth selection in estimating long memory. (2007). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:701-722. Full description at Econpapers || Download paper | 5 |
| 2012 | A similarityâbased approach to timeâvarying coefficient nonâstationary autoregression. (2012). Lieberman, Offer . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:3:p:484-502. Full description at Econpapers || Download paper | 5 |
| 2013 | Structural breaks in time series. (2013). Aue, Alexander ; Horvath, Lajos . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16. Full description at Econpapers || Download paper | 5 |
| 2006 | Uniform Limit Theory for Stationary Autoregression. (2006). Giraitis, Liudas . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60. Full description at Econpapers || Download paper | 5 |
| 2012 | Multiâvariate stochastic volatility modelling using Wishart autoregressive processes. (2012). Triantafyllopoulos, K.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:1:p:48-60. Full description at Econpapers || Download paper | 5 |
| 2010 | Hyper-spherical and elliptical stochastic cycles. (2010). Luati, Alessandra . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:3:p:169-181. Full description at Econpapers || Download paper | 5 |
| 2004 | Aggregation of random parameters Ornstein-Uhlenbeck or AR processes: some convergence results. (2004). Oppenheim, Georges ; Viano, Marie-Claude. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:3:p:335-350. Full description at Econpapers || Download paper | 5 |
| 2009 | Computationally efficient methods for two multivariate fractionally integrated models. (2009). Hurvich, Clifford M. ; Sela, Rebecca J.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:6:p:631-651. Full description at Econpapers || Download paper | 5 |
| 2010 | ADL tests for threshold cointegration. (2010). Lee, Junsoo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:4:p:241-254. Full description at Econpapers || Download paper | 5 |
| 2003 | Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes. (2003). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:591-612. Full description at Econpapers || Download paper | 5 |
| 2013 | Least tail-trimmed squares for infinite variance autoregressions. (2013). Hill, Jonathan B.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:2:p:168-186. Full description at Econpapers || Download paper | 5 |
| 2008 | Evaluating Specification Tests for Markov-Switching Time-Series Models. (2008). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:4:p:629-652. Full description at Econpapers || Download paper | 4 |
| 2003 | FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS. (2003). . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:137-140. Full description at Econpapers || Download paper | 4 |
| 2004 | Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes. (2004). Doucet, A. ; Godsill, S. J. ; Vermaak, J. ; Andrieu, C.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:785-809. Full description at Econpapers || Download paper | 4 |
| 2013 | CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns. (2013). Wied, Dominik . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:2:p:221-229. Full description at Econpapers || Download paper | 4 |
| 2006 | Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers. (2006). Sipols, Ana E. ; Aparicio, Felipe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576. Full description at Econpapers || Download paper | 4 |
| 2008 | Asymptotics for stationary very nearly unit root processes. (2008). Guggenberger, Patrik . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:203-212. Full description at Econpapers || Download paper | 4 |
| 2005 | Explosive Random-Coefficient AR(1) Processes and Related Asymptotics for Least-Squares Estimation. (2005). Basawa, I. V. ; Hwang, S. Y.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:6:p:807-824. Full description at Econpapers || Download paper | 4 |
Citing documents used to compute impact factor 47:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Recent results in the theory and applications of CARMA processes. (2014). Brockwell, P.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:4:p:647-685. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations. (2014). Hou, Jie ; Perron, Pierre . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:309-328. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Role of Information Communication Technology and Economic Growth in Recent Electricity Demand: Fresh Evidence from Combine Cointegration Approach in UAE. (2014). Hamdi, Helmi ; Rehman, Ijaz Ur . In: MPRA Paper. RePEc:pra:mprapa:53226. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Coal Consumption, Industrial Production and CO2 Emissions in China and India. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-225. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh. (2014). Rehman, Ijaz Ur . In: MPRA Paper. RePEc:pra:mprapa:57500. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Human Capital Outflow and Economic Misery:Fresh Evidence for Pakistan. (2014). Mujahid, Noreen ; Rashid, Yahya . In: MPRA Paper. RePEc:pra:mprapa:57678. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh. (2014). Muzaffar, Ahmed Taneem ; Rehman, Ijaz Ur . In: Working Papers. RePEc:ipg:wpaper:2014-485. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Role of Information Communication Technologyand Economic Growth in Recent Electricity Demand: Fresh Evidence from Combine Cointegration Approachin UAE. (2014). Rehman, Ijaz Ur ; Sbia, Rashid . In: Working Papers. RePEc:ipg:wpaper:2014-523. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Human Capital Outflow and Economic Misery: Fresh Evidence for Pakistan. (2014). Ali, Amjad ; Rashid, Yahya ; Mujahid, Nooreen . In: Working Papers. RePEc:ipg:wpaper:2014-584. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Bivariate binomial autoregressive models. (2014). Wei, Christian H. ; Silva, Maria Eduarda ; Scotto, Manuel G. ; Pereira, Isabel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:233-251. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Quasi-maximum likelihood estimation for multiple volatility shifts. (2014). Baek, Changryong ; Lee, Taewook ; Kim, Moosup ; Noh, Jungsik . In: Statistics & Probability Letters. RePEc:eee:stapro:v:86:y:2014:i:c:p:50-60. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Extensions of some classical methods in change point analysis. (2014). Rice, Gregory ; Horvath, Lajos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A linear regression model with persistent level shifts: An alternative to infill asymptotics. (2014). Woody, Jonathan ; Lund, Robert . In: Statistics & Probability Letters. RePEc:eee:stapro:v:95:y:2014:i:c:p:118-124. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the choice of test for a unit root when the errors are conditionally heteroskedastic. (2014). Westerlund, Joakim . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:40-53. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Panel versus GARCH information in unit root testing with an application to financial markets. (2014). Westerlund, Joakim ; Narayan, Paresh . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:173-176. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/572. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:58185. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:572. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Monitoring procedure for parameter change in causal time series. (2014). Bardet, Jean-Marc ; Kengne, William . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:204-221. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Autocorrelation and cross-correlation in time series of homicide and attempted homicide. (2014). Zebende, G. F. ; Filho, Machado A. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:12-19. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Measuring correlations between non-stationary series with DCCA coefficient. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:291-298. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Spectrum-based estimators of the bivariate Hurst exponent. (2014). . In: Papers. RePEc:arx:papers:1408.6637. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Finite sample properties of power-law cross-correlations estimators. (2014). . In: Papers. RePEc:arx:papers:1409.6857. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Bootstrapping continuous-time autoregressive processes. (2014). Kreiss, Jens-Peter ; Niebuhr, Tobias ; Brockwell, Peter . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:75-92. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model. (2014). Johansen, Adam ; Aston, John ; Nam, Christopher . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:3:p:553-575. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A new quantile regression forecasting model. (2014). Huarng, Kun-Huang ; Yu, Tiffany Hui-Kuang . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:5:p:779-784. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The empirical similarity approach for volatility prediction. (2014). Hamid, Alain ; Okhrin, Yarema ; Golosnoy, Vasyl . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:321-329. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A nonlinear panel data model of cross-sectional dependence. (2014). Kapetanios, George ; Shin, Yongcheol ; Mitchell, James . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:134-157. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Multivariate Stochastic Unit Root Model with an Application
to Derivative Pricing. (2014). Lieberman, Offer ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1964. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Detecting serial dependencies with the reproducibility probability autodependogram. (2014). Punzo, Antonio ; De Capitani, Lucio ; Bagnato, Luca . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:98:y:2014:i:1:p:35-61. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Extensions of some classical methods in change point analysis. (2014). Rice, Gregory ; Horvath, Lajos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Oscillatory components in the bell-shaped curves of the product life cycle modeling tool. (2014). Danilova, Anastasia ; Semenychev, Valery ; Kurkin, Eugene . In: Applied Econometrics. RePEc:ris:apltrx:0232. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Modelling and forecasting the trends of life cycle curves in the production of non-renewable resources. (2014). Kurkin, E. I. ; Semenychev, V. K.. In: Energy. RePEc:eee:energy:v:75:y:2014:i:c:p:244-251. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Comments on: Extensions of some classical methods in change point analysis. (2014). Kirch, Claudia . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:270-275. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | High-dimensional autocovariance matrices and optimal linearÃÂ prediction. (2014). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3k58p0xr. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto . In: GRIPS Discussion Papers. RePEc:ngi:dpaper:14-12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto . In: Working Paper Series. RePEc:rim:rimwps:19_14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). Maheu, John M ; Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:60102. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | . Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). . In: Working Paper Series. RePEc:rim:rimwps:34_14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A likelihood ratio type test for invertibility in moving average processes. (2014). Larsson, Rolf . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:489-501. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1). (2014). Yabe, Ryota . In: Discussion Papers. RePEc:hit:econdp:2014-19. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Auto-association measures for stationary time series of categorical data. (2014). Guha, Apratim ; Pardo, Maria Carmen ; Biswas, Atanu . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:3:p:487-514. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates. (2014). Li, Wai Keung ; Yu, Philip L. H., . In: MPRA Paper. RePEc:pra:mprapa:53874. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Estimation of long-run parameters in unbalanced cointegration. (2014). Hualde, Javier . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:761-778. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | A Multivariate Stochastic Unit Root Model with an Application
to Derivative Pricing. (2014). Lieberman, Offer ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1964. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Autocovariance and Linear Transformations of Markov Switching VARMA Processes. (2014). Cavicchioli, Maddalena . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:4:p:275-289. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | Some properties of multivariate INAR(1) processes. (2013). Karlis, Dimitris ; Pedeli, Xanthi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:213-225. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Forecasting Based on Common Trends in Mixed Frequency Samples. (2013). . In: Working Papers. RePEc:hae:wpaper:2010-17r1. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Bonham, Carl S. ; Fuleky, Peter . In: Working Papers. RePEc:hai:wpaper:201305. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Bonham, Carl S. ; Fuleky, Peter . In: Working Papers. RePEc:hai:wpaper:201316. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Coal Consumption, Industrial Production and CO2 Emissions in China and India. (2013). . In: MPRA Paper. RePEc:pra:mprapa:50618. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test. (2013). Polat, Ali ; Satti, Saqlain Latif ; Rehman, Ijaz Ur . In: MPRA Paper. RePEc:pra:mprapa:51724. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Characterizing economic growth paths based on new structural change tests. (2013). Sobreira, Nuno ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Working Papers. RePEc:ptu:wpaper:w201313. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2012 | Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series. (2012). Politis, Dimitris N. ; McElroy, Tucker S.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt35c7r55c. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
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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.