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Journal of Time Series Analysis / Wiley Blackwell

0.58

Impact Factor

0.4

5-Years IF

21

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.1966600 (%)0.07
19960.22666 (%)0.09
19970.170.270.17610.176161 (%)0.09
19980.27606 (%)0.1
19990.310.17620.33061 (%)0.13
20000.4630.506 (%)0.15
20010.4640.6700 (%)0.15
20020.426111.8300 (%)0.18
20030.444349180.3739500 (%)130.30.18
20040.470.490.4751100330.33291432043201 (%)80.160.2
20050.350.530.3541141470.3318594339433 (%)70.170.21
20060.50.510.6146187970.523809246135832 (%)90.20.2
20070.330.440.4242229880.38184872918176 (%)30.070.18
20080.590.470.59542831470.5224088522231311 (%)80.150.2
20090.460.470.48343171520.481269644234113 (%)70.210.19
20100.320.440.38433601390.39139882821782 (%)60.140.16
20110.480.510.54574171860.45677737219119 (%)0.2
20120.380.560.42744912440.5791003823096 (%)30.040.21
20130.260.660.43575482710.4910413134262113 (%)80.140.23
20140.370.670.36385862890.49341314926595 (%)30.080.22
20150.580.820.4516372890.45189555269107 (%)60.120.27
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:

#YearTitleCited
12006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409.

Full description at Econpapers || Download paper

88
22003A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400.

Full description at Econpapers || Download paper

79
32008Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185.

Full description at Econpapers || Download paper

77
42013Combining 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

50
52003Gaussian Semi-parametric Estimation of Fractional Cointegration. (2003). Velasco, Carlos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378.

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49
62004A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar ; Granger, Clive. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669.

Full description at Econpapers || Download paper

46
72003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; 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

44
82003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*. (2003). Rodríguez, Gabriel ; Perron, Pierre ; 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

43
92005Unit-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

42
102010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328.

Full description at Econpapers || Download paper

39
112007Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497.

Full description at Econpapers || Download paper

38
122003Testing for Linear Trend with Application to Relative Primary Commodity Prices. (2003). Pfaffenzeller, Stephan ; Kim, Tae-Hwan ; Newbold, Paul ; Rayner, Tony . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551.

Full description at Econpapers || Download paper

32
132004Asymmetric 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

29
142006Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60.

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29
152006Joint 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.

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28
162007CUSUM of Squares-Based Tests for a Change in Persistence. (2007). Taylor, Robert ; Kim, Tae-Hwan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433.

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26
172006Integer-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

24
182008Bootstrap Unit-Root Tests: Comparison and Extensions. (2008). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401.

Full description at Econpapers || Download paper

22
192004Bootstrap 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

22
202009A parametric estimation method for dynamic factor models of large dimensions. (2009). Marcellino, Massimiliano ; Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:2:p:208-238.

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21
212006Structural Laplace Transform and Compound Autoregressive Models. (2006). Jasiak, Joann ; gourieroux, christian ; darolles, serge. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:477-503.

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21
222006Inference in Autoregression under Heteroskedasticity. (2006). Xu, Ke-Li ; Phillips, Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308.

Full description at Econpapers || Download paper

21
23Consistent estimation of the memory parameter for nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:211-251.

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20
242003Filtering and smoothing of state vector for diffuse state-space models. (2003). Koopman, Siem Jan ; 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

20
252009Testing for a break in persistence under long-range dependencies. (2009). Sibbertsen, Philipp ; Kruse, Robinson. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285.

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19
262005Examination of Some More Powerful Modifications of the Dickey-Fuller Test. (2005). Kim, Tae-Hwan ; Newbold, Paul . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369.

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18
272004On the Autocorrelation Properties of Long-Memory GARCH Processes. (2004). Sola, Martin ; Psaradakis, Zacharias ; Karanasos, Menelaos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282.

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17
282006Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers. (2006). Escribano, Alvaro ; Sipols, Ana E. ; Aparicio, Felipe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576.

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16
292004Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models. (2004). Jensen, Mark. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:895-922.

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16
302004Analysis of low count time series data by poisson autoregression. (2004). McCabe, Brendan ; 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.

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15
312006Properties of higher order stochastic cycles. (2006). Trimbur, Thomas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:1-17.

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15
322007Modelling 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.

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14
332006Tests for Long-Run Granger Non-Causality in Cointegrated Systems. (2006). Kurozumi, Eiji ; YAMAMOTO, Taku . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:703-723.

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14
342012The averaged periodogram estimator for a power law in coherency. (2012). Sela, Rebecca ; Hurvich, Clifford. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:2:p:340-363.

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14
352008Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility. (2008). Taylor, Robert ; Cavaliere, Giuseppe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:300-330.

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14
362003Diagnostic Checking in a Flexible Nonlinear Time Series Model. (2003). Medeiros, Marcelo ; Veiga, alvaro . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:461-482.

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13
372006Gaussian 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.

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13
382008Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2008). Poskitt, Donald. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:224-250.

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13
392004Reversible 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.

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13
402007Temporal Aggregation and Bandwidth selection in estimating long memory. (2007). Souza, Leonardo. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:701-722.

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13
412003Bootstrapping 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.

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13
422003FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS. (2003). Harvey, Andrew ; Busetti, Fabio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:137-140.

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12
432010ADL tests for threshold cointegration. (2010). Li, Jing ; Lee, Junsoo. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:4:p:241-254.

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12
442006Spurious Regression Under Broken-Trend Stationarity. (2006). Ventosa-Santaulària, Daniel ; Noriega, Antonio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684.

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12
452008Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators. (2008). Vogelsang, Timothy ; Hashimzade, Nigar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162.

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12
462007New Improved Tests for Cointegration with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224.

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11
472004Error Correction Models for Fractionally Cointegrated Time Series. (2004). Dittmann, Ingolf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:1:p:27-32.

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11
482003On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*. (2003). Martin, Vance ; Hurn, Stan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:45-63.

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11
492008Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break. (2008). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:331-358.

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11
502008Stability of nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:3:p:453-475.

Full description at Econpapers || Download paper

11

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12013Combining 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

48
22006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409.

Full description at Econpapers || Download paper

42
32008Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185.

Full description at Econpapers || Download paper

27
42003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; 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

24
52007Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497.

Full description at Econpapers || Download paper

20
62010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328.

Full description at Econpapers || Download paper

18
72003A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400.

Full description at Econpapers || Download paper

15
82005Unit-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

15
92004Asymmetric 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

14
102006Integer-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

12
112004A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar ; Granger, Clive. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669.

Full description at Econpapers || Download paper

11
122006Joint 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
132004Bootstrap 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

10
142012The averaged periodogram estimator for a power law in coherency. (2012). Sela, Rebecca ; Hurvich, Clifford. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:2:p:340-363.

Full description at Econpapers || Download paper

10
152009Testing for a break in persistence under long-range dependencies. (2009). Sibbertsen, Philipp ; Kruse, Robinson. 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
162014A FAST FRACTIONAL DIFFERENCE ALGORITHM. (2014). Nielsen, Morten ; Noack, Andreas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:5:p:428-436.

Full description at Econpapers || Download paper

9
172003Filtering and smoothing of state vector for diffuse state-space models. (2003). Koopman, Siem Jan ; 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

8
182013Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16.

Full description at Econpapers || Download paper

8
192010ADL tests for threshold cointegration. (2010). Li, Jing ; 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

7
202008Bootstrap Unit-Root Tests: Comparison and Extensions. (2008). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401.

Full description at Econpapers || Download paper

7
212013Least tail-trimmed squares for infinite variance autoregressions. (2013). Hill, Jonathan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:2:p:168-186.

Full description at Econpapers || Download paper

7
222006Inference in Autoregression under Heteroskedasticity. (2006). Xu, Ke-Li ; Phillips, Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308.

Full description at Econpapers || Download paper

6
232007Modelling 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

6
242006Gaussian 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

6
252009On stationarity and ergodicity of the bilinear model with applications to GARCH models. (2009). Kristensen, Dennis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:1:p:125-144.

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6
262013CUSUM-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.

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6
272003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*. (2003). Rodríguez, Gabriel ; Perron, Pierre ; 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

6
282003Testing for Linear Trend with Application to Relative Primary Commodity Prices. (2003). Pfaffenzeller, Stephan ; Kim, Tae-Hwan ; Newbold, Paul ; Rayner, Tony . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551.

Full description at Econpapers || Download paper

6
292012Multi‐variate stochastic volatility modelling using Wishart autoregressive processes. (2012). Triantafyllopoulos, Kostas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:1:p:48-60.

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6
302004Reversible 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

6
312007Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm. (2007). Smith, Aaron ; Metaxoglou, Konstantinos . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:666-685.

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6
322006Tests for Long-Run Granger Non-Causality in Cointegrated Systems. (2006). Kurozumi, Eiji ; 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

5
332008Stability of nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:3:p:453-475.

Full description at Econpapers || Download paper

5
342007New Improved Tests for Cointegration with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224.

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5
352003Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes. (2003). Taylor, Robert. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:591-612.

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362008Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2008). Poskitt, Donald. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:224-250.

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372006Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers. (2006). Escribano, Alvaro ; Sipols, Ana E. ; Aparicio, Felipe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576.

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382005Examination of Some More Powerful Modifications of the Dickey-Fuller Test. (2005). Kim, Tae-Hwan ; Newbold, Paul . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369.

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392006Estimation in Random Coefficient Autoregressive Models. (2006). Horvath, Lajos ; Aue, Alexander ; Steinebach, Josef . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:61-76.

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402008Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators. (2008). Vogelsang, Timothy ; Hashimzade, Nigar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162.

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5
412010Interventions in INGARCH processes. (2010). Fokianos, Konstantinos ; Fried, Roland . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:3:p:210-225.

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422007CUSUM of Squares-Based Tests for a Change in Persistence. (2007). Taylor, Robert ; Kim, Tae-Hwan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433.

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5
432004Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models. (2004). Jensen, Mark. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:895-922.

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442006Bayesian 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.

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452011A simple test of changes in mean in the possible presence of long‐range dependence. (2011). Shao, Xiaofeng. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:6:p:598-606.

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462012A similarity‐based approach to time‐varying coefficient non‐stationary autoregression. (2012). Lieberman, Offer . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:3:p:484-502.

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472011Local Whittle estimation of multi‐variate 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.

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482009Selecting nonlinear time series models using information criteria. (2009). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:4:p:369-394.

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492004Aggregation 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.

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502007Temporal Aggregation and Bandwidth selection in estimating long memory. (2007). Souza, Leonardo. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:701-722.

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Citing documents used to compute impact factor 55:

YearTitle
2015Quantile Cross-Spectral Measures of Dependence between Economic Variables. (2015). Baruník, Jozef ; Kley, Tobias . In: Papers. RePEc:arx:papers:1510.06946.

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2015Scaling transition for long-range dependent Gaussian random fields. (2015). Puplinskait, Donata ; Surgailis, Donatas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:6:p:2256-2271.

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2015Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. (2015). Aknouche, Abdelhakim . In: MPRA Paper. RePEc:pra:mprapa:69572.

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2015Quadratic random coefficient autoregression with linear-in-parameters volatility. (2015). Aknouche, Abdelhakim . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:99-125.

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2015Bootstrapping the portmanteau tests in weak auto-regressive moving average models. (2015). Zhu, Ke. In: MPRA Paper. RePEc:pra:mprapa:61930.

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2015Long Memory, Fractional Integration, and Cross-Sectional Aggregation. (2015). Vera-Valdés, J ; Haldrup, Niels ; Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2015-59.

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2015Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2015). Shibaev, Sergei ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1340.

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2015A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets. (2015). Nielsen, Morten ; Xu, Ke ; Dolatabadi, Sepideh . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:4:p:339-356.

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2015Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model. (2015). Shi, Yanlin ; Ho, Kin-Yip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s189-s204.

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2015Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH. (2015). Dark, Jonathan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s269-s285.

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2015Influence diagnostics in log-linear integer-valued GARCH models. (2015). Zhu, Fukang ; Liu, Shuangzhe ; Shi, Lei . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:3:p:311-335.

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2015A low dimensional Kalman filter for systems with lagged states in the measurement equation. (2015). Nimark, Kristoffer. In: Economics Letters. RePEc:eee:ecolet:v:127:y:2015:i:c:p:10-13.

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2015A Poisson INAR(1) model with serially dependent innovations. (2015). Weiss, Christian . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:7:p:829-851.

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2015A Random Walk Test for Functional Time Series. (2015). Romo, Juan ; Lillo, Rosa E. ; Mingotti, Nicola . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1506.

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2015Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination. (2015). Christensen, Bent Jesper ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2015-25.

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2015Application of periodic autoregressive process to the modeling of the Garonne river flows. (2015). PEREAU, Jean-Christophe ; Jean-Christophe, Pereau ; Eugen, URSU . In: Cahiers du GREThA. RePEc:grt:wpegrt:2015-14.

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2015Could the Expanding Economic Growth and Trade Openness of the United Kingdom Pose a Threat to its Existing Energy Predicaments?. (2015). RAFINDADI, ABDULRASHID. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-01-10.

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2015Econometric Prediction on the Effects of Financial Development and Trade Openness on the German Energy Consumption: A Startling Revelation. (2015). RAFINDADI, ABDULRASHID. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-01-15.

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2015The Energy-Growth Nexus in Thailand: Does Trade Openness Boost up Energy Consumption?. (2015). Shahbaz, Muhammad ; Kyophilavong, Phouphet ; Masood, Sameen ; Anwar, Sabeen . In: MPRA Paper. RePEc:pra:mprapa:61914.

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2015Determining the Underlying Reasons of License Termination and Cancellation Associated with Local Power Production in Turkey. (2015). Rafindadi, Abdulkadir Abdulrashid . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-02-10.

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2015Renewable Energy and Sustainable Development Nexus in Selected OECD Countries. (2015). Destek, Mehmet ; Rafindadi, Abdulkadir Abdulrashid . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-02-15.

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2015The energy-growth nexus in Thailand: Does trade openness boost up energy consumption?. (2015). Shahbaz, Muhammad ; Kyophilavong, Phouphet ; Masood, Sameen ; Anwar, Sabeen . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:46:y:2015:i:c:p:265-274.

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2015Growth-Globalisation-Emissions Nexus: The Role of Population in Australia. (2015). Shahbaz, Muhammad ; Bhattacharya, Mita ; Ahmed, Khalid. In: Monash Economics Working Papers. RePEc:mos:moswps:2015-12.

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2015Growth-Globalisation-Emissions Nexus: The Role of Population in Australia. (2015). Shahbaz, Muhammad ; Bhattacharya, Mita ; Ahmed, Khalid. In: Monash Economics Working Papers. RePEc:mos:moswps:2015-23.

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2015The Impact of Globalization on CO2 Emissions in China. (2015). Shahbaz, Muhammad ; Ali, Amjad ; Bhattacharya, Mita ; Khan, Saleheen . In: MPRA Paper. RePEc:pra:mprapa:64450.

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2015Does Financial Development Induce Economic Growth in UAE? The Role of Foreign Direct Investment and Capitalization. (2015). sbia, rashid ; Al Rousan, Sahel. In: MPRA Paper. RePEc:pra:mprapa:64599.

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2015Natural gas consumption and economic growth nexus: Is the 10th Malaysian plan attainable within the limits of its resource?. (2015). RAFINDADI, ABDULRASHID ; Ozturk, Ilhan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:49:y:2015:i:c:p:1221-1232.

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2015Natural Gas Consumption and Economic Growth: The Role of Foreign Direct Investment, Capital Formation and Trade Openness in Malaysia. (2015). solarin, sakiru ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:67225.

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2015Nexus between Tourism demand and output per capita with relative importance of trade and financial development: A study of Malaysia. (2015). Shahbaz, Muhammad ; Loganathan, Nanthakumar ; Kumar, Ronald ; Ivanov, Stanislav. In: MPRA Paper. RePEc:pra:mprapa:67226.

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2015On the causal nexus of road transport CO2 emissions and macroeconomic variables in Tunisia: Evidence from combined cointegration tests. (2015). Shahbaz, Muhammad ; Khraief, Naceur ; Ben Jemaa, Mohamed. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:51:y:2015:i:c:p:89-100.

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2015Does Globalization Impede Environmental Quality in India?. (2015). Shahbaz, Muhammad ; Loganathan, Nanthakumar ; Mallick, Hrushikesh . In: MPRA Paper. RePEc:pra:mprapa:67285.

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2015On the Causal Nexus of Road Transport CO2 Emissions and Macroeconomic Variables in Tunisia: Evidence from Combined Cointegration Tests. (2015). Shahbaz, Muhammad ; Khraief, Naceur . In: MPRA Paper. RePEc:pra:mprapa:67286.

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2015Human Capital Outflow and Economic Misery: Fresh Evidence for Pakistan. (2015). Shahbaz, Muhammad ; Ali, Amjad ; Mujahid, Nooreen ; Rashid, Yahya . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:124:y:2015:i:3:p:747-764.

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2015How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model. (2015). Shahbaz, Muhammad ; Muzaffar, Ahmed Taneem ; Loganathan, Nanthakumar ; Ahmed, Khalid ; Jabran, Muhammad Ali . In: MPRA Paper. RePEc:pra:mprapa:68422.

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2015The Determinants of International Migration in Pakistan: New Evidence from Combined Cointegration, Causality and Innovative Accounting Approach. (2015). Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:68542.

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2015Impact of Financial Development on Trade Balance: An ARDL Cointegration and Causality Approach for Pakistan.. (2015). Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:68545.

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2015Impact of Financial Development on Trade Balance: An ARDL Cointegration and Causality Approach for Pakistan.. (2015). Muzammil, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:68587.

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2015Combining linear and nonlinear unit root tests with an application to PPP.. (2015). Nguyen, Jeremy ; Su, Jen-Je . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00679.

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2015Exploring the role of energy, trade and financial development in explaining economic growth in South Africa: A revisit. (2015). Loganathan, Nanthakumar ; Kumar, Ronald ; Stauvermann, Peter Josef . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:52:y:2015:i:c:p:1300-1311.

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2015Financial Development and Money Demand Function: Cointegration, Causality and Variance Decomposition Analysis for Pakistan.. (2015). Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:70033.

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2015Influence diagnostics in log-linear integer-valued GARCH models. (2015). Zhu, Fukang ; Liu, Shuangzhe ; Shi, Lei . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:3:p:311-335.

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2015Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD. (2015). Feng, Yuanhua ; Zhou, Chen . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:349-363.

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2015Nonparametric tests for constant tail dependence with an application to energy and finance. (2015). Wied, Dominik ; Bucher, Axel ; Jaschke, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:154-168.

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2015Time series regression with persistent level shifts. (2015). . In: Statistics & Probability Letters. RePEc:eee:stapro:v:102:y:2015:i:c:p:22-29.

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2015Threshold models in time series analysis—Some reflections. (2015). Tong, Howell. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:485-491.

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2015A Lévy-driven rainfall model with applications to futures pricing. (2015). Veraart, Almut ; Noven, Ragnhild ; Gandy, Axel . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:4:p:403-432.

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2015CARMA processes as solutions of integral equations. (2015). Brockwell, Peter J ; Lindner, Alexander . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:221-227.

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2015Robust score and portmanteau tests of volatility spillover. (2015). Hill, Jonathan ; Aguilar, Mike . In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:37-61.

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2015Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. (2015). Hill, Jonathan B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:135:y:2015:i:c:p:131-152.

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2015Detecting non-simultaneous changes in means of vectors. (2015). Jarukova, Daniela . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:4:p:681-700.

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2015Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?. (2015). Wied, Dominik ; Berens, Tobias ; Weiß, Gregor N. F., . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:135-152.

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2015A Poisson INAR(1) model with serially dependent innovations. (2015). Weiss, Christian . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:7:p:829-851.

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2015A new hyperbolic GARCH model. (2015). Li, Muyi . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:428-436.

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2015Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. (2015). Koul, Hira L. ; Zhu, Xiaoqing . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:137:y:2015:i:c:p:141-160.

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2015The effect of recursive detrending on panel unit root tests. (2015). Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:453-467.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. (2015). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Taylor, A. M. Robert, . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:557-579.

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2015Threshold models in time series analysis—Some reflections. (2015). Tong, Howell. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:485-491.

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2015Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?. (2015). GUPTA, RANGAN ; El Montasser, Ghassen ; Wanke, Peter ; Martins, Andre Luis . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:52:y:2015:i:c:p:19-23.

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2015Nonlinearity and cross-country dependence of income inequality. (2015). Malinen, Tuomas ; Kalliovirta, Leena. In: Working Papers. RePEc:inq:inqwps:ecineq2015-358.

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2015Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2015). Shibaev, Sergei ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1340.

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2015Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150111.

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Recent citations received in 2014
YearCiting document
2014A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing. (2014). Phillips, Peter ; Lieberman, Offer ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1964.

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2014Quantile Spectral Analysis for Locally Stationary Time Series. (2014). Hallin, Marc ; Dette, Holger ; Kley, Tobias ; Skowronek, Stefan ; Volgushev, Stanislav . In: Working Papers ECARES. RePEc:eca:wpaper:2013/159999.

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2014Autocovariance 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.

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Recent citations received in 2013
YearCiting document
2013Some 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.

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2013Unit roots, non-linearities and structural breaks. (2013). Haldrup, Niels ; Tersvirta, Timo ; Kruse, Robinson ; Varneskov, Rasmus T.. In: Chapters. RePEc:elg:eechap:14327_4.

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2013Forecasting Based on Common Trends in Mixed Frequency Samples. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hae:wpaper:2010-17r1.

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2013Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201305.

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2013Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201316.

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2013Coal Consumption, Industrial Production and CO2 Emissions in China and India. (2013). Shahbaz, Muhammad ; Ozturk, Ilhan. In: MPRA Paper. RePEc:pra:mprapa:50618.

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2013Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test. (2013). Shahbaz, Muhammad ; Polat, Ali ; Satti, Saqlain Latif ; Rehman, Ijaz Ur . In: MPRA Paper. RePEc:pra:mprapa:51724.

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2013Characterizing economic growth paths based on new structural change tests. (2013). Sobreira, Nuno ; Rodrigues, Paulo ; Nunes, Luis ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Working Papers. RePEc:ptu:wpaper:w201313.

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Recent citations received in 2012
YearCiting document
2012Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series. (2012). McElroy, Tucker ; Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt35c7r55c.

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2012Tail index estimation in the presence of long-memory dynamics. (2012). McElroy, Tucker ; Jach, Agnieszka . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:2:p:266-282.

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2012The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests. (2012). Taylor, Robert ; Osborn, Denise ; del Barrio Castro, Tomás ; A. M. Robert Taylor, ; Tomas del Barrio Castro, . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1228.

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team