Citation analysis for Econometrics and Statistics / Elsevier

Econometrics and Statistics / Elsevier

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Impact Factor

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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				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				0		0		(%)			0.2
2009		0.47			0				0		0		(%)			0.19
2010		0.45			0				0		0		(%)			0.16
2011		0.52			0				0		0		(%)			0.2
2012		0.55			0				0		0		(%)			0.2
2013		0.62			0				0		0		(%)			0.22
2014		0.64			0				0		0		(%)			0.21
2015		0.69			0				0		0		(%)			0.22
2016		0.85			0				0		0		(%)			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	2017	A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61. Full description at Econpapers \|\| Download paper	2
2	2017	Change point and trend analyses of annual expectile curves of tropical storms. (2017). HÃÂ¤rdle, Wolfgang ; Burdejova, P ; Kokoszka, P ; Hardle, W ; Xiong, Q. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:101-117. Full description at Econpapers \|\| Download paper	1
3	2017	High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183. Full description at Econpapers \|\| Download paper	1
4	2017	Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). GarcÃÂa EnrÃÂquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98. Full description at Econpapers \|\| Download paper	1
5	2017	Multinomial functional regression with wavelets and LASSO penalization. (2017). Mousavi, Seyed Nourollah ; Sorensen, Helle . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:150-166. Full description at Econpapers \|\| Download paper	1
6	2017	Prediction of functional ARMA processes with an application to traffic data. (2017). Klepsch, J ; Wei, T ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149. Full description at Econpapers \|\| Download paper	1
7	2017	Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). NetÅ¡unajev, Aleksei ; LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut ; Netunajev, Aleksei . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18. Full description at Econpapers \|\| Download paper	1
8	2017	On the consistency of bootstrap methods in separable Hilbert spaces. (2017). Gonzalez-Rodriguez, Gil ; Colubi, Ana . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:118-127. Full description at Econpapers \|\| Download paper	1
9	2017	Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration. (2017). Shang, Han Lin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:184-200. 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	2017	A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

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.