Citation analysis for Journal of Time Series Econometrics / De Gruyter

Journal of Time Series Econometrics / De Gruyter

0.08

Impact Factor

0.39

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

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		(%)			0.04
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		0.2			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27			0				0		0		(%)			0.09
1998		0.29			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.4			0				0		0		(%)			0.15
2001		0.4			0	1			0		0		(%)			0.15
2002		0.42			0				0		0		(%)			0.18
2003		0.44			0				0		0		(%)			0.19
2004		0.49			0				0		0		(%)			0.2
2005		0.53			0				0		0		(%)			0.21
2006		0.51			0				0		0		(%)			0.2
2007		0.45			0				0		0		(%)			0.18
2008		0.48			0	3			0		0		(%)			0.2
2009		0.47		8	8	2	0.25	41	0		0		2 (4.9%)	1	0.13	0.19
2010	0.88	0.45	0.88	8	16	8	0.5	23	8	7	8	7	1 (4.3%)			0.16
2011	0.25	0.52	0.25	22	38	14	0.37	128	16	4	16	4	(%)	9	0.41	0.2
2012	0.67	0.55	0.74	9	47	32	0.68	15	30	20	38	28	(%)			0.2
2013	1.19	0.62	0.98	13	60	51	0.85	22	31	37	47	46	(%)	1	0.08	0.22
2014	0.18	0.64	0.6	4	64	43	0.67	5	22	4	60	36	(%)	4	1	0.21
2015	0.41	0.69	0.55	8	72	38	0.53	6	17	7	56	31	(%)	3	0.38	0.22
2016	0.08	0.85	0.39	8	80	31	0.39	3	12	1	56	22	(%)			0.26

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	2011	Evaluating Automatic Model Selection. (2011). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8. Full description at Econpapers \|\| Download paper	41
2	2011	Noncausal Autoregressions for Economic Time Series. (2011). Saikkonen, Pentti ; Lanne, Markku. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2. Full description at Econpapers \|\| Download paper	35
3	2011	Econometric Modelling of Time Series with Outlying Observations. (2011). Mizon, Grayham ; Hendry, David. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6. Full description at Econpapers \|\| Download paper	15
4	2009	Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities. (2009). Carrion-i-Silvestre, Josep ; Basher, Syed ; Josep Lluis Carrion-i-Silvestre, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3. Full description at Econpapers \|\| Download paper	14
5	2011	Estimation and Inference in Time Series with Omitted I(1) Variables. (2011). Everaert, Gerdie. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2. Full description at Econpapers \|\| Download paper	12
6	2013	On Identifying Structural VAR Models via ARCH Effects. (2013). Yang, Minxian ; Milunovich, George ; George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5. Full description at Econpapers \|\| Download paper	11
7	2011	Consideration of Trends in Time Series. (2011). White, Halbert ; Granger, Clive ; Clive W. J. Granger, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2. Full description at Econpapers \|\| Download paper	10
8	2010	The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Reed, W. ; Webb, Rachel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8. Full description at Econpapers \|\| Download paper	10
9	2009	Asymptotics of the QMLE for Non-Linear ARCH Models. (2009). Rahbek, Anders ; Kristensen, Dennis. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2. Full description at Econpapers \|\| Download paper	10
10	2009	Selecting Instrumental Variables in a Data Rich Environment. (2009). Ng, Serena ; Bai, Jushan. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4. Full description at Econpapers \|\| Download paper	8
11	2012	Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). Pauwels, Laurent ; Chan, Felix. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3. Full description at Econpapers \|\| Download paper	6
12	2011	Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index. (2011). Xu, Fang ; LÃÂ¼tkepohl, Helmut ; Luetkepohl, Helmut . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7. Full description at Econpapers \|\| Download paper	6
13	2010	Has the Volatility of U.S. Inflation Changed and How?. (2010). Proietti, Tommaso ; Grassi, Stefano. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:6. Full description at Econpapers \|\| Download paper	5
14	2012	First Stage Estimation of Fractional Cointegration. (2012). Iacone, Fabrizio ; Hualde, Javier . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:2. Full description at Econpapers \|\| Download paper	4
15	2009	The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series. (2009). Vogelsang, Timothy ; Schmidt, Peter ; Amsler, Christine. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:5. Full description at Econpapers \|\| Download paper	4
16	2011	Some New Results for Threshold AR(1) Models. (2011). Knight, John ; Satchell, Stephen . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:1. Full description at Econpapers \|\| Download paper	4
17	2012	Testing for Cointegration in the Presence of Moving Average Errors. (2012). Lence, Sergio ; Mallory, Mindy. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:2. Full description at Econpapers \|\| Download paper	4
18	2013	Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2013). Medeiros, Marcelo ; Hillebrand, Eric ; Eric, Hillebrand ; Junyue, Xu ; Medeiros Marcelo C., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3. Full description at Econpapers \|\| Download paper	4
19	2009	Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes. (2009). Demetrescu, Matei. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:2:n:3. Full description at Econpapers \|\| Download paper	4
20	2014	Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects. (2014). Okui, Ryo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:4. Full description at Econpapers \|\| Download paper	4
21	2013	Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles. (2013). Pollock, David ; Pollock D. S. G., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2013:i:1:p:81-102:n:2. Full description at Econpapers \|\| Download paper	3
22	2011	Costationarity of Locally Stationary Time Series. (2011). Cardinali, Alessandro ; Nason, Guy P.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:1. Full description at Econpapers \|\| Download paper	3
23	2016	On the Univariate Representation of BEKK Models with Common Factors. (2016). Palm, Franz ; Laurent, SÃÂ©bastien ; Hecq, Alain ; Franz, Palm ; Sebastien, Laurent . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4. Full description at Econpapers \|\| Download paper	3
24	2011	HYBRID GARCH Models and Intra-Daily Return Periodicity. (2011). Ghysels, Eric ; Chen, Xilong ; Wang, Fangfang . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:11. Full description at Econpapers \|\| Download paper	3
25	2011	Testing for a Deterministic Trend When There is Evidence of Unit Root. (2011). Ventosa-SantaulÃÂ ria, Daniel ; GÃÂ³mez-ZaldÃÂvar, Manuel ; Ventosa-Santaulria, Daniel ; Gmez-Zaldvar, Manuel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:3. Full description at Econpapers \|\| Download paper	3
26	2010	A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels. (2010). Miller, J.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:5. Full description at Econpapers \|\| Download paper	2
27	2011	Nonparametric Tests for Periodic Integration. (2011). Osborn, Denise ; del Barrio Castro, TomÃÂ¡s ; TomÃ¡s del Barrio Castro, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:4. Full description at Econpapers \|\| Download paper	2
28	2013	Asymptotic Behavior of Temporal Aggregates in the Frequency Domain. (2013). Tsai, Henghsiu ; Hassler, Uwe ; Henghsiu, Tsai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:1:p:47-60:n:4. Full description at Econpapers \|\| Download paper	2
29	2010	Signal Extraction Revision Variances as a Goodness-of-Fit Measure. (2010). McElroy, Tucker ; Wildi, Marc . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:4. Full description at Econpapers \|\| Download paper	2
30	2011	Detecting Common Dynamics in Transitory Components. (2011). pagan, adrian ; Hurn, Stan ; Christensen, Timothy . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3. Full description at Econpapers \|\| Download paper	2
31	2011	Forecasting with Universal Approximators and a Learning Algorithm. (2011). Kock, Anders. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:3. Full description at Econpapers \|\| Download paper	2
32	2010	On Convergence of the QMLE for Misspecified GARCH Models. (2010). Lange, Theis ; Jensen, Anders Tolver . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:3. Full description at Econpapers \|\| Download paper	2
33	2013	A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis. (2013). Wu, Jason ; Aaron, Game . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:163-192:n:2. Full description at Econpapers \|\| Download paper	2
34	2010	Testing Unit Root Based on Partially Adaptive Estimation. (2010). Xiao, Zhijie ; Lima, Luiz. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:2. Full description at Econpapers \|\| Download paper	2
35	2015	Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting. (2015). Burda, Martin ; Martin, Burda . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:19:n:3. Full description at Econpapers \|\| Download paper	2
36	2011	Detection of Additive Outliers in Seasonal Time Series. (2011). Sanso, Andreu ; MontaÃÂ±ÃÂ©s, Antonio ; Haldrup, Niels ; Montaes, Antonio . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:2. Full description at Econpapers \|\| Download paper	1
37	2009	Statistical Fourier Analysis: Clarifications and Interpretations. (2009). Pollock, David ; Stephen D. S. G. Pollock, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:1. Full description at Econpapers \|\| Download paper	1
38	2015	A Test of the Long Memory Hypothesis Based on Self-Similarity. (2015). James, Davidson ; Dooruj, Rambaccussing . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:115-141:n:4. Full description at Econpapers \|\| Download paper	1
39	2014	Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations. (2014). Demos, Antonis ; Stelios, Arvanitis . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:1. Full description at Econpapers \|\| Download paper	1
40	2015	Testing for Multiple Structural Changes with Non-Homogeneous Regressors. (2015). Kurozumi, Eiji ; Eiji, Kurozumi . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:35:n:1. Full description at Econpapers \|\| Download paper	1
41	2015	Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes. (2015). Asai, Manabu ; Manabu, Asai ; So Mike K. P., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:26:n:2. Full description at Econpapers \|\| Download paper	1
42	2011	On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance. (2011). Perron, Pierre ; Ren, Linxia . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:1. Full description at Econpapers \|\| Download paper	1
43	2015	Recursive Adjustment for General Deterministic Components and Improved Cointegration Rank Tests. (2015). Demetrescu, Matei ; Born, Benjamin ; Matei, Demetrescu . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:143-179:n:2. Full description at Econpapers \|\| Download paper	1
44	2012	Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models. (2012). Phillips, Garry ; Liu-Evans, Gareth. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:1. 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	2011	Noncausal Autoregressions for Economic Time Series. (2011). Saikkonen, Pentti ; Lanne, Markku. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2. Full description at Econpapers \|\| Download paper	15
2	2011	Evaluating Automatic Model Selection. (2011). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8. Full description at Econpapers \|\| Download paper	11
3	2013	On Identifying Structural VAR Models via ARCH Effects. (2013). Yang, Minxian ; Milunovich, George ; George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5. Full description at Econpapers \|\| Download paper	9
4	2010	The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Reed, W. ; Webb, Rachel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8. Full description at Econpapers \|\| Download paper	8
5	2011	Econometric Modelling of Time Series with Outlying Observations. (2011). Mizon, Grayham ; Hendry, David. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6. Full description at Econpapers \|\| Download paper	5
6	2012	Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). Pauwels, Laurent ; Chan, Felix. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3. Full description at Econpapers \|\| Download paper	4
7	2012	Testing for Cointegration in the Presence of Moving Average Errors. (2012). Lence, Sergio ; Mallory, Mindy. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:2. Full description at Econpapers \|\| Download paper	4
8	2011	Consideration of Trends in Time Series. (2011). White, Halbert ; Granger, Clive ; Clive W. J. Granger, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2. Full description at Econpapers \|\| Download paper	3
9	2016	On the Univariate Representation of BEKK Models with Common Factors. (2016). Palm, Franz ; Laurent, SÃÂ©bastien ; Hecq, Alain ; Franz, Palm ; Sebastien, Laurent . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4. Full description at Econpapers \|\| Download paper	3
10	2013	Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles. (2013). Pollock, David ; Pollock D. S. G., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2013:i:1:p:81-102:n:2. Full description at Econpapers \|\| Download paper	3
11	2009	Selecting Instrumental Variables in a Data Rich Environment. (2009). Ng, Serena ; Bai, Jushan. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4. Full description at Econpapers \|\| Download paper	3
12	2011	Estimation and Inference in Time Series with Omitted I(1) Variables. (2011). Everaert, Gerdie. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2. Full description at Econpapers \|\| Download paper	3
13	2015	Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting. (2015). Burda, Martin ; Martin, Burda . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:19:n:3. Full description at Econpapers \|\| Download paper	2
14	2009	The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series. (2009). Vogelsang, Timothy ; Schmidt, Peter ; Amsler, Christine. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:5. Full description at Econpapers \|\| Download paper	2
15	2012	First Stage Estimation of Fractional Cointegration. (2012). Iacone, Fabrizio ; Hualde, Javier . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:2. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 1:

Year	Title
2016	Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso. (2016). Su, Liangjun ; Qian, Junhui . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:86-109. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516. Full description at Econpapers \|\| Download paper
2015	Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262. Full description at Econpapers \|\| Download paper
2015	A Multivariate Test Against Spurious Long Memory. (2015). Sibbertsen, Philipp ; Leschinski, Christian ; Holzhausen, Marie . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-547. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised). (2014). Demos, Antonis ; Arvanitis, Stelios . In: DEOS Working Papers. RePEc:aue:wpaper:1411. Full description at Econpapers \|\| Download paper
2014	Individual and time effects in nonlinear panel models with large N, T. (2014). Weidner, Martin ; Fernandez-Val, Ivan. In: CeMMAP working papers. RePEc:ifs:cemmap:32/14. Full description at Econpapers \|\| Download paper
2014	Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo . In: KIER Working Papers. RePEc:kyo:wpaper:887. Full description at Econpapers \|\| Download paper
2014	Panel Data Analysis with Heterogeneous Dynamics. (2014). Okui, Ryo ; Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:906. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Parameter Identification in the Logistic STAR Model. (2013). Ekner, Line ; Nejstgaard, Emil . In: Discussion Papers. RePEc:kud:kuiedp:1307. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Economics Series Working Papers / University of Oxford, Department of Economics	15
2	Journal of Econometrics / Elsevier	12
3	MPRA Paper / University Library of Munich, Germany	12
4	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	8
5	Economics Letters / Elsevier	7
6	International Journal of Forecasting / Elsevier	5
7	Economic Modelling / Elsevier	5
8	DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadÃÂstica	4
9	Journal of Macroeconomics / Elsevier	4
10	Working Papers in Economics / University of Canterbury, Department of Economics and Finance	4
11	Journal of Time Series Econometrics / De Gruyter	3

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.