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

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.53

5 Years IF

0.3

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.14	0	0	4	4	0		0	0		0			0		0	0.07
1991	0	0.11	0	0	2	6	0		0	4		4			0		0	0.06
1992	0	0.1	0.11	0	12	18	10	2	2	6		6			0	2	0.17	0.07
1993	0	0.13	0	0	10	28	20		2	14		18			0		0	0.07
1994	0.05	0.13	0.07	0.04	0	28	0	2	4	22	1	28	1		0		0	0.06
1995	0.1	0.18	0.06	0.04	8	36	0	2	6	10	1	28	1		0		0	0.09
1996	0	0.21	0.08	0.06	12	48	1	4	10	8		32	2		0		0	0.12
1997	0	0.23	0.05	0.05	17	65	17	3	13	20		42	2		0		0	0.13
1998	0.03	0.24	0.09	0.09	10	75	12	7	20	29	1	47	4		0		0	0.15
1999	0.15	0.32	0.08	0.09	2	77	0	6	26	27	4	47	4		0		0	0.21
2000	0	0.44	0.12	0.04	22	99	22	12	38	12		49	2	1	8.3	4	0.18	0.2
2001	0.13	0.4	0.05	0.06	12	111	176	6	44	24	3	63	4		0	1	0.08	0.22
2002	0.21	0.42	0.08	0.11	7	118	2	8	53	34	7	63	7		0		0	0.23
2003	0.21	0.42	0.05	0.09	12	130	138	7	60	19	4	53	5	2	28.6		0	0.24
2004	0.11	0.47	0.17	0.25	6	136	2	22	83	19	2	55	14	5	22.7	1	0.17	0.27
2005	0.06	0.49	0.16	0.24	10	146	35	24	107	18	1	59	14	5	20.8		0	0.29
2006	0.06	0.47	0.19	0.38	13	159	24	30	137	16	1	47	18	6	20	3	0.23	0.27
2007	0.26	0.39	0.17	0.21	10	169	10	29	166	23	6	48	10	8	27.6		0	0.22
2008	0.09	0.46	0.15	0.1	2	171	0	25	191	23	2	51	5	1	4		0	0.23
2009	0.08	0.43	0.14	0.15	12	183	12	26	217	12	1	41	6	2	7.7	1	0.08	0.22
2010	0.29	0.37	0.14	0.17	5	188	0	25	243	14	4	47	8	2	8		0	0.19
2011	0.18	0.46	0.09	0.17	7	195	0	18	261	17	3	42	7	1	5.6		0	0.25
2012	0	0.5	0.13	0	6	201	0	25	287	12		36			0		0	0.25
2013	0	0.5	0.09	0	21	222	13	19	307	13		32		1	5.3		0	0.24
2014	0.19	0.53	0.08	0.1	18	240	12	20	327	27	5	51	5	3	15		0	0.27
2015	0.18	0.53	0.2	0.12	6	246	8	48	375	39	7	57	7		0		0	0.27
2016	0.33	0.54	0.18	0.14	3	249	6	44	419	24	8	58	8		0		0	0.27
2017	0.44	0.54	0.19	0.11	6	255	1	48	467	9	4	54	6	2	4.2	1	0.17	0.27
2018	0.11	0.53	0.12	0.06	5	260	5	31	498	9	1	54	3		0		0	0.26
2019	0.36	0.55	0.17	0.18	10	270	9	45	543	11	4	38	7	5	11.1	2	0.2	0.32
2020	0.53	0.63	0.16	0.3	4	274	0	43	586	15	8	30	9	1	2.3		0	0.58

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%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	105
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	100
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	53
4	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	19
5	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	18
6	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	18
7	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	18
8	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	16
9	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	15
10	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	15
11	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
12	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	14
13	1998	Alternative Forms of Fractional Brownian Motion - (Now published in Journal of Statistical Planning and Inference, 80 (1999), pp.111-122.). (1998). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:354. Full description at Econpapers \|\| Download paper	11
14	1997	Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers \|\| Download paper	10
15	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	10
16	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
17	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	9
18	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	8
19	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
20	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
21	2018	Nonparametric Estimation of Additive Model with Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:600. Full description at Econpapers \|\| Download paper	5
22	2016	Specification testing for errors-in-variables models. (2016). Otsu, Taisuke ; Taylor, Luke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/586. Full description at Econpapers \|\| Download paper	5
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	5
24	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	5
25	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	5
26	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	4
27	2019	On the uniform convergence of deconvolution estimators from repeated measurements. (2019). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:604. Full description at Econpapers \|\| Download paper	4
28	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	4
29	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	4
30	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
31	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	4
32	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
33	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
34	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	4
35	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
36	2006	Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions. (2006). Gerolimetto, Margherita ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:500. Full description at Econpapers \|\| Download paper	3
37	2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:607. Full description at Econpapers \|\| Download paper	3
38	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	3
39	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
40	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	3
41	2003	Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators. (2003). LINTON, OLIVER ; Ichimura, Hidehiko. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:451. Full description at Econpapers \|\| Download paper	3
42	1996	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	2
43	2014	Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Lam, Clifford ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/578. Full description at Econpapers \|\| Download paper	2
44	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
45	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
46	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:265. Full description at Econpapers \|\| Download paper	2
47	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
48	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
49	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
50	2015	Pooling data across markets in dynamic Markov games. (2015). Pesendorfer, Martin ; Otsu, Taisuke ; Takahashi, Yuya . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/582. Full description at Econpapers \|\| Download paper	2

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	30
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	14
3	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	10
4	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	6
5	2016	Specification testing for errors-in-variables models. (2016). Otsu, Taisuke ; Taylor, Luke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/586. Full description at Econpapers \|\| Download paper	5
6	2018	Nonparametric Estimation of Additive Model with Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:600. Full description at Econpapers \|\| Download paper	5
7	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	5
8	2019	On the uniform convergence of deconvolution estimators from repeated measurements. (2019). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:604. Full description at Econpapers \|\| Download paper	4
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	4
10	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	4
11	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	4
12	2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:607. Full description at Econpapers \|\| Download paper	3
13	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	2
14	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
15	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	2
16	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:265. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 8

Year	Title
2020	Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions. (2020). Millimet, Daniel ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2013. Full description at Econpapers \|\| Download paper
2020	Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions. (2020). Millimet, Daniel ; Dong, Hao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:290-:d:448984. Full description at Econpapers \|\| Download paper
2020	Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions. (2020). Millimet, Daniel L ; Dong, Hao. In: IZA Discussion Papers. RePEc:iza:izadps:dp13893. Full description at Econpapers \|\| Download paper
2020	Reweighted nonparametric likelihood inference for linear functionals. (2020). Otsu, Taisuke ; Adusumilli, Karun ; Qiu, Chen. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:614. Full description at Econpapers \|\| Download paper
2020	Inference on distribution functions under measurement error. (2020). Whang, Yoon-Jae ; Otsu, Taisuke ; Kurisu, Daisuke ; Adusumilli, Karun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:131-164. Full description at Econpapers \|\| Download paper
2020	Inference on distribution functions under measurement error. (2020). Whang, Yoon-Jae ; Otsu, Taisuke ; Kurisu, Daisies ; Adusumilli, Karun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102692. Full description at Econpapers \|\| Download paper
2020	Average derivative estimation under measurement error. (2020). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106489. Full description at Econpapers \|\| Download paper
2020	Nonparametric Significance Testing in Measurement Error Models. (2020). Taylor, Luke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2003. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:607. Full description at Econpapers \|\| Download paper
2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Dong, Hao ; Taylor, Luke ; Otsu, Taisuke. In: Departmental Working Papers. RePEc:smu:ecowpa:1905. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document

Recent citations received in 2017

Year	Citing document
2017	Panel kink regression with an unknown threshold. (2017). Zhou, Qiankun ; Jiang, LI ; Zhang, Yonghui. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:116-121. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Econometrics / Elsevier	203	34
2	Papers / arXiv.org	65	19
3	MPRA Paper / University Library of Munich, Germany	103	12
4	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	93	11
5	STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE	12	9
6	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	35	8
7	Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics	15	5
8	Departmental Working Papers / Southern Methodist University, Department of Economics	13	5
9	Empirical Economics / Springer	59	5
10	Other publications TiSEM / Tilburg University, School of Economics and Management	75	5
11	Cambridge Working Papers in Economics / Faculty of Economics, University of Cambridge	46	5