0.5
Impact Factor
0.48
5-Years IF
4
5-Years H index
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1992 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1993 | 0.14 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1994 | 0.12 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1995 | 0.16 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1996 | 0.2 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.21 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.22 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 1999 | 0.28 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2000 | 0.37 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2001 | 0.36 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2002 | 0.37 | 0 | 3 | 0 | 0 | (%) | 0.18 | |||||||||
| 2003 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.42 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2005 | 0.43 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2006 | 0.45 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2007 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2008 | 0.39 | 0 | 1 | 0 | 0 | (%) | 0.17 | |||||||||
| 2009 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2010 | 0.33 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2011 | 0.41 | 1 | 1 | 0 | 0 | (%) | 0.2 | |||||||||
| 2012 | 0.46 | 1 | 1 | 1 | (%) | 0.21 | ||||||||||
| 2013 | 0.5 | 10 | 11 | 4 | 0.36 | 24 | 1 | 1 | 5 (20.8%) | 4 | 0.4 | 0.21 | ||||
| 2014 |  0.4 | 0.54 | 0.36 | 10 | 21 | 7 | 0.33 | 14 | 10 | 4 | 11 | 4 | 2 (14.3%) | 3 | 0.3 | 0.26 |
| 2015 | 0.5 | 0.6 | 0.48 | 5 | 26 | 10 | 0.38 | 20 | 10 | 21 | 10 | (%) | 0.3 |
| 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:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2013 | Dynamic Panel Data Models. (2013). Sarafidis, Vasilis ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1301. Full description at Econpapers || Download paper | 11 |
| 2 | 2014 | OLS and IV estimation of regression models including endogenous interaction terms. (2014). Harrison, Teresa ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1402. Full description at Econpapers || Download paper | 9 |
| 3 | 2013 | First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference. (2013). Juodis, Artūras. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1306. Full description at Econpapers || Download paper | 6 |
| 4 | Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors. (2013). Broda, Simon. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1304. Full description at Econpapers || Download paper | 4 | |
| 5 | 2013 | Identification and inference in moments based analysis of linear dynamic panel data models. (2013). Kleibergen, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1307. Full description at Econpapers || Download paper | 3 |
| 6 | 2014 | Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). Kiviet, Jan ; Feng, Qu. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1406. Full description at Econpapers || Download paper | 3 |
| 7 | 2014 | Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors. (2014). Sarafidis, Vasilis ; Juodis, Artūras. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1407. Full description at Econpapers || Download paper | 1 |
| 8 | 2014 | On Maximum Likelihood estimation of dynamic panel data models. (2014). Juodis, Artūras ; Carree, Martin ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1404. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | OLS and IV estimation of regression models including endogenous interaction terms. (2014). Harrison, Teresa ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1402. Full description at Econpapers || Download paper | 9 |
| 2 | 2013 | First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference. (2013). Juodis, Artūras. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1306. Full description at Econpapers || Download paper | 5 |
| 3 | 2013 | Dynamic Panel Data Models. (2013). Sarafidis, Vasilis ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1301. Full description at Econpapers || Download paper | 5 |
| 4 | 2014 | Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). Kiviet, Jan ; Feng, Qu. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1406. Full description at Econpapers || Download paper | 3 |
| 5 | 2013 | Identification and inference in moments based analysis of linear dynamic panel data models. (2013). Kleibergen, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1307. Full description at Econpapers || Download paper | 3 |
| 6 | 2013 | Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors. (2013). Broda, Simon. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1304. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 10:
| Year | Title | |
|---|---|---|
| 2015 | Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions. (2015). Savaser, Tanseli ; Ciamarra, Elif Sisli . In: Working Papers. RePEc:brd:wpaper:93. Full description at Econpapers || Download paper | |
| 2015 | Local Signals and the Returns to Foreign Education. (2015). tani, max. In: IZA Discussion Papers. RePEc:iza:izadps:dp9597. Full description at Econpapers || Download paper | |
| 2015 | Corporate governance, environmental regulations, and technological change. (2015). Sen, Suphi. In: European Economic Review. RePEc:eee:eecrev:v:80:y:2015:i:c:p:36-61. Full description at Econpapers || Download paper | |
| 2015 | Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2015). Kiviet, Jan ; Pleus, Milan ; Poldermans, Rutger . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5189. Full description at Econpapers || Download paper | |
| 2015 | IV estimation of panels with factor residuals. (2015). Sarafidis, Vasilis ; Robertson, Donald. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:526-541. Full description at Econpapers || Download paper | |
| 2015 | Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study. (2015). Juodis, Artūras. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1502. Full description at Econpapers || Download paper | |
| 2015 | Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection. (2015). Lee, Yoonseok ; Han, Xu ; Caner, Mehmet. In: Center for Policy Research Working Papers. RePEc:max:cprwps:177. Full description at Econpapers || Download paper | |
| 2015 | Estimation of linear dynamic panel data models with time-invariant regressors. (2015). Kripfganz, Sebastian ; Schwarz, Claudia . In: Working Paper Series. RePEc:ecb:ecbwps:20151838. Full description at Econpapers || Download paper | |
| 2015 | Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity. (2015). Pesaran, Hashem M. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:111-134. Full description at Econpapers || Download paper | |
| 2015 | Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study. (2015). Juodis, Artūras. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1502. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan F. ; Poldermans, Rutger ; Pleus, Milan . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1409. Full description at Econpapers || Download paper | |
| 2014 | Reserve Requirements, Liquidity Risk, and Credit Growth. (2014). Kara, Hakan ; Demiralp, Selva ; Binici, Mahir ; Alper, Koray. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1416. Full description at Econpapers || Download paper | |
| 2014 | Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1415. Full description at Econpapers || Download paper |
Recent citations received in 2013
| Year | Citing document | |
|---|---|---|
| 2013 | Dynamic Panel Data Models. (2013). Sarafidis, Vasilis ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1301. Full description at Econpapers || Download paper | |
| 2013 | Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence. (2013). Juodis, Artūras. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1308. Full description at Econpapers || Download paper | |
| 2013 | On Distributions of Ratios. (2013). Broda, Simon ; Kan, Raymond . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1310. Full description at Econpapers || Download paper | |
| 2013 | Nonlinearities in the Relationship between Debt and Growth: Evidence from Co-Summability Testing. (2013). Eberhardt, Markus. In: Discussion Papers. RePEc:not:notcfc:13/06. Full description at Econpapers || Download paper |
10 most frequent citing series
| # | Series | Cites |
|---|
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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team