Citation analysis for STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

0.44

Impact Factor

0.13

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		0.11		4	4			1	0		0		(%)			0.06
1991		0.1		2	6				4		4		(%)			0.04
1992		0.1		12	18	2	0.11	12	6		6		(%)	1	0.08	0.05
1993		0.13		10	28			18	14		18		(%)			0.06
1994	0.05	0.14	0.04		28	2	0.07		22	1	28	1	(%)			0.06
1995	0.1	0.17	0.04	8	36	2	0.06		10	1	28	1	(%)			0.1
1996		0.22	0.06	12	48	4	0.08	3	8		32	2	(%)			0.09
1997		0.22	0.05	34	82	3	0.04	18	20		42	2	(%)			0.09
1998	0.02	0.24	0.06	20	102	7	0.07	1	46	1	64	4	(%)			0.12
1999	0.07	0.3	0.05	4	106	6	0.06		54	4	74	4	(%)			0.15
2000		0.36	0.03	44	150	12	0.08	22	24		78	2	2 (9.1%)	4	0.09	0.14
2001	0.06	0.36	0.04	24	174	6	0.03	150	48	3	114	4	14 (9.3%)	1	0.04	0.16
2002	0.09	0.37	0.05	14	188	8	0.04	3	68	6	126	6	(%)			0.18
2003	0.08	0.39	0.04	24	212	5	0.02	78	38	3	106	4	7 (9%)			0.19
2004	0.05	0.4	0.1	12	224	19	0.08	2	38	2	110	11	1 (50%)	1	0.08	0.18
2005	0.03	0.42	0.13	20	244	19	0.08	23	36	1	118	15	3 (13%)			0.2
2006		0.45	0.2	24	268	28	0.1	23	32		94	19	2 (8.7%)	2	0.08	0.19
2007	0.14	0.38	0.11	20	288	27	0.09	8	44	6	94	10	(%)			0.16
2008	0.05	0.39	0.05	4	292	25	0.09		44	2	100	5	(%)			0.17
2009	0.04	0.36	0.09	24	316	29	0.09	9	24	1	80	7	(%)	1	0.04	0.17
2010	0.14	0.34	0.08	10	326	25	0.08	1	28	4	92	7	(%)			0.15
2011	0.06	0.4	0.09	7	333	14	0.04		34	2	82	7	(%)			0.19
2012		0.44		6	339	23	0.07		17		65		(%)			0.2
2013		0.49		21	360	17	0.05	12	13		51		2 (16.7%)			0.2
2014	0.19	0.52	0.07	18	378	20	0.05	9	27	5	68	5	(%)			0.23
2015	0.15	0.54	0.1	6	384	44	0.11	8	39	6	62	6	(%)			0.24
2016	0.33	0.6	0.14	3	387	43	0.11	1	24	8	58	8	1 (100%)			0.27
2017	0.44	0.64	0.13	6	393	46	0.12	1	9	4	54	7	(%)	1	0.17	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:

#	Year	Title	Cited
1	2001	Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420. Full description at Econpapers \|\| Download paper	90
2	2003	Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers \|\| Download paper	53
3	2001	Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421. Full description at Econpapers \|\| Download paper	47
4	1993	Estimation and Testing of Stochastic Variance Models. (1993). Shephard, Neil ; Harvey, Andrew. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:268. Full description at Econpapers \|\| Download paper	15
5	1993	Estimation and Testing of Stochastic Variance Models. (1993). Harvey, Andrew C ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/268. Full description at Econpapers \|\| Download paper	15
6	2006	Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497. Full description at Econpapers \|\| Download paper	14
7	2001	The Memory of Stochastic Volatility Models. (2001). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:410. Full description at Econpapers \|\| Download paper	14
8	2001	Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Giraitis, Liudas ; Robinson, Peter M ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424. Full description at Econpapers \|\| Download paper	12
9	2003	Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449. Full description at Econpapers \|\| Download paper	12
10	2005	A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486. Full description at Econpapers \|\| Download paper	12
11	2003	An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:452. Full description at Econpapers \|\| Download paper	12
12	1997	Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers \|\| Download paper	10
13	2000	The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:408. Full description at Econpapers \|\| Download paper	9
14	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570. Full description at Econpapers \|\| Download paper	8
15	2005	Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel A. ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482. Full description at Econpapers \|\| Download paper	8
16	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570. Full description at Econpapers \|\| Download paper	7
17	1992	Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, Neil ; Koopman, Siem Jan. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:241. Full description at Econpapers \|\| Download paper	6
18	2001	Finite Sample Improvement in Statistical Inference with I(1) Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:422. Full description at Econpapers \|\| Download paper	6
19	1992	Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/241. Full description at Econpapers \|\| Download paper	6
20	1997	Some Practical Issues in Maximum Simulated Likelihood. (1997). Hajivassiliou, V A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:340. Full description at Econpapers \|\| Download paper	6
21	2007	Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:524. Full description at Econpapers \|\| Download paper	5
22	2006	Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory. (2006). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:505. Full description at Econpapers \|\| Download paper	4
23	2006	Consistent estimation of the memory parameterfor nonlinear time series. (2006). Dalla, Violetta ; Hidalgo, Javier ; Giraitis, Liudas . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:497. Full description at Econpapers \|\| Download paper	4
24	2009	Nonparametric Estimation of a Polarization Measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:534. Full description at Econpapers \|\| Download paper	4
25	2014	Empirical Likelihood for Random Sets. (2014). Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/574. Full description at Econpapers \|\| Download paper	4
26	2015	Bootstrap inference of matching estimators for average treatment effects. (2015). Otsu, Taisuke ; Rai, Yoshiyasu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/580. Full description at Econpapers \|\| Download paper	4
27	2005	Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:481. Full description at Econpapers \|\| Download paper	3
28		Multivariate Structural Time Series Models - (Now published in System Dynamics in Economic and Financial Models, CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997. (1996). Koopman, Siem Jan ; Harvey, Andrew. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:307. Full description at Econpapers \|\| Download paper	3
29	2007	Inference about Realized Volatility using Infill Subsampling. (2007). LINTON, OLIVER ; Kalnina, Ilze. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:523. Full description at Econpapers \|\| Download paper	3
30	1993	Galtons Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.). (1993). Quah, Danny . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/265. Full description at Econpapers \|\| Download paper	3
31	2000	Simulated Asymptotic Least Squares Theory. (2000). Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:396. Full description at Econpapers \|\| Download paper	2
32	2014	Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:578. Full description at Econpapers \|\| Download paper	2
33	2015	Nonparametric instrumental regression with errors in variables. (2015). Otsu, Taisuke ; Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/585. Full description at Econpapers \|\| Download paper	2
34	2000	Whittle Estimation of ARCH Models. (2000). Giraitis, Liudas ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:406. Full description at Econpapers \|\| Download paper	2
35	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577. Full description at Econpapers \|\| Download paper	2
36	2000	Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:392. Full description at Econpapers \|\| Download paper	2
37	2009	Large-Sample Inference on SpatialDependence. (2009). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:533. Full description at Econpapers \|\| Download paper	2
38	2013	Testing for equality of an increasing number of spectral density functions. (2013). Hidalgo, Javier ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/563. Full description at Econpapers \|\| Download paper	2
39	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; Seo, Myunghwan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577. Full description at Econpapers \|\| Download paper	2
40	2000	Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income. (2000). Gil-Alaa, L A ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:402. Full description at Econpapers \|\| Download paper	2
41	2005	The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives. (2005). Nishiyama, Yoshihiko ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:483. Full description at Econpapers \|\| Download paper	2
42	2006	ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Hualde, Javier ; Robinson, A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/499. Full description at Econpapers \|\| Download paper	2
43	2002	Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation. (2002). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:430. Full description at Econpapers \|\| Download paper	2
44	2006	ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:499. Full description at Econpapers \|\| Download paper	1
45	2000	Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach. (2000). LINTON, OLIVER ; Hodgson, Douglas J ; Vorkink, Keith. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:398. Full description at Econpapers \|\| Download paper	1
46	2009	Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model. (2009). LINTON, OLIVER ; Kong, Efang ; Xia, Yingcun . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:535. Full description at Econpapers \|\| Download paper	1
47	2013	Improved Lagrange Multiplier Tests in Spatial Autoregressions. (2013). Rossi, Francesca ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/566. Full description at Econpapers \|\| Download paper	1
48	2014	Robust estimation of moment condition models with weakly dependent data. (2014). Otsu, Taisuke ; Evdokimov, Kirill ; Kitamura, Yuichi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:579. Full description at Econpapers \|\| Download paper	1
49	2000	Stationarity and Memory of ARCH Models. (2000). Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:383. Full description at Econpapers \|\| Download paper	1
50	1992	Quasi-Maximum Likelihood Estimation of Stochastic Variance Models. (1992). Ruiz, Esther. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/244. 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	2003	Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers \|\| Download paper	33
2	2001	Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420. Full description at Econpapers \|\| Download paper	11
3	2005	A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486. Full description at Econpapers \|\| Download paper	8
4	2003	An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:452. Full description at Econpapers \|\| Download paper	6
5	2003	Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449. Full description at Econpapers \|\| Download paper	5
6	2007	Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:524. Full description at Econpapers \|\| Download paper	4
7	2015	Bootstrap inference of matching estimators for average treatment effects. (2015). Otsu, Taisuke ; Rai, Yoshiyasu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/580. Full description at Econpapers \|\| Download paper	4
8	2001	Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421. Full description at Econpapers \|\| Download paper	3
9	2001	Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Giraitis, Liudas ; Robinson, Peter M ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424. Full description at Econpapers \|\| Download paper	3
10	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570. Full description at Econpapers \|\| Download paper	2
11	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; Seo, Myunghwan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577. Full description at Econpapers \|\| Download paper	2
12	2007	Inference about Realized Volatility using Infill Subsampling. (2007). LINTON, OLIVER ; Kalnina, Ilze. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:523. Full description at Econpapers \|\| Download paper	2
13	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570. Full description at Econpapers \|\| Download paper	2
14	2015	Nonparametric instrumental regression with errors in variables. (2015). Otsu, Taisuke ; Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/585. Full description at Econpapers \|\| Download paper	2
15	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 4:

Year	Title
2017	Likelihood inference on semiparametric models: Average derivative and treatment effect. (2017). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:592. Full description at Econpapers \|\| Download paper
2017	Honest confidence sets in nonparametric IV regression and other ill-posed models. (2017). Babii, Andrii . In: TSE Working Papers. RePEc:tse:wpaper:31687. Full description at Econpapers \|\| Download paper
2017	Latent Variable Nonparametric Cointegrating Regression. (2017). Wang, Qiying ; Kasparis, Ioannis ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3011. Full description at Econpapers \|\| Download paper
2017	Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:259-274. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document

Recent citations received in 2014

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Review of Income and Wealth / International Association for Research in Income and Wealth	2
2	Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni G. Parenti	1
3	Journal of Econometrics / Elsevier	1
4	Journal of Regional Science / Wiley Blackwell	1
5	Journal of Nonparametric Statistics / Taylor & Francis Journals	1
6	International Journal of Industrial Organization / Elsevier	1
7	Journal of Applied Statistics / Taylor & Francis Journals	1
8	Working Papers / Queen Mary University of London, School of Economics and Finance	1
9	TERG Discussion Papers / Graduate School of Economics and Management, Tohoku University	1

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.