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Citation Profile [Updated: 2021-04-01 17:48:24]
5 Years H
27
Impact Factor
0
5 Years IF
0
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 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 5 5 31 0 0 0 0 0 0.07
1994 0 0.14 0.38 0 11 16 56 5 6 5 5 1 20 5 0.45 0.07
1995 0.44 0.19 0.4 0.44 19 35 85 13 20 16 7 16 7 0 5 0.26 0.09
1996 0.3 0.21 0.37 0.29 41 76 385 28 48 30 9 35 10 9 32.1 16 0.39 0.11
1997 0.23 0.23 0.37 0.34 11 87 202 31 80 60 14 76 26 5 16.1 5 0.45 0.13
1998 0.13 0.25 0.15 0.15 10 97 77 14 95 52 7 87 13 0 0 0.15
1999 0.57 0.32 0.36 0.38 10 107 109 37 134 21 12 92 35 2 5.4 0 0.21
2000 0.45 0.46 0.39 0.42 9 116 116 43 179 20 9 91 38 0 0 0.2
2001 0.58 0.4 0.39 0.44 25 141 522 51 234 19 11 81 36 4 7.8 5 0.2 0.22
2002 0.26 0.43 0.46 0.55 23 164 175 63 310 34 9 65 36 3 4.8 7 0.3 0.24
2003 0.5 0.42 0.59 0.77 63 227 319 123 445 48 24 77 59 6 4.9 13 0.21 0.24
2004 0.36 0.47 0.53 0.49 104 331 638 154 619 86 31 130 64 18 11.7 41 0.39 0.27
2005 0.46 0.5 0.48 0.5 166 497 732 240 859 167 76 224 113 25 10.4 48 0.29 0.29
2006 0.37 0.48 0.56 0.45 1 498 0 279 1138 270 99 381 170 0 0 0.27
2007 0.27 0.4 0.46 0.34 0 498 0 227 1365 167 45 357 122 0 0 0.23
2008 0 0.46 0.42 0.31 0 498 0 208 1573 1 334 102 0 0 0.23
2009 0 0.44 0.36 0.27 0 498 0 181 1754 0 271 73 0 0 0.23
2010 0 0.38 0.4 0.36 0 498 0 201 1955 0 167 60 0 0 0.2
2011 0 0.48 0.41 0 0 498 0 206 2161 0 1 0 0 0.25
2012 0 0.51 0.43 0 0 498 0 216 2377 0 0 0 0 0.26
2013 0 0.52 0.44 0 0 498 0 214 2594 0 0 0 0 0.24
2014 0 0.55 0.46 0 0 498 0 227 2822 0 0 0 0 0.28
2015 0 0.55 0.45 0 0 498 0 222 3044 0 0 0 0 0.27
2016 0 0.56 0.32 0 0 498 0 159 3203 0 0 0 0 0.28
2017 0 0.56 0.32 0 0 498 0 159 3362 0 0 0 0 0.28
2018 0 0.57 0.36 0 0 498 0 180 3542 0 0 0 0 0.28
2019 0 0.59 0.2 0 0 498 0 102 3644 0 0 0 0 0.36
2020 0 0.7 0.28 0 2 500 4 139 3783 0 0 3 2.2 1 0.5 0.71
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
#YearTitleCited
12001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003.

Full description at Econpapers || Download paper

362
22001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002.

Full description at Econpapers || Download paper

341
32005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004.

Full description at Econpapers || Download paper

147
41997A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9711002.

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141
52004Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005.

Full description at Econpapers || Download paper

126
62004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

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106
72001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003.

Full description at Econpapers || Download paper

93
81996Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003.

Full description at Econpapers || Download paper

80
92005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

71
102000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003.

Full description at Econpapers || Download paper

71
111999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001.

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66
122005Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018.

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62
131996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

54
142002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001.

Full description at Econpapers || Download paper

53
152003Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001.

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52
161996Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004.

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51
172002Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006.

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51
182002The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine. In: Econometrics. RePEc:wpa:wuwpem:0207002.

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50
191996Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009.

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47
201996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001.

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44
211996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

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43
222003On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003.

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39
232004Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016.

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39
242004Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006.

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34
252005Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001.

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33
262004Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002.

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30
272003Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004.

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29
282005Modeling electricity prices with regime switching models. (2005). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005.

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27
291995Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005.

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27
301999Benchmark Priors for Bayesian Model Averaging. (1999). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001.

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27
311994Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003.

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26
322000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). Pötscher, Benedikt ; Leeb, Hannes. In: Econometrics. RePEc:wpa:wuwpem:0004001.

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26
332004Changes of structure in financial time series and the GARCH model. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003.

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26
342004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007.

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25
352003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, Rafał ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007.

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25
362005Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004.

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25
371995Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). Guay, Alain ; de Serres, Alain. In: Econometrics. RePEc:wpa:wuwpem:9510001.

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24
382004Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0404005.

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21
391993SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA. (1993). Horowitz, Joel ; Markatou, Marianthi . In: Econometrics. RePEc:wpa:wuwpem:9309001.

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21
402005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

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21
412005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001.

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21
422005Functional Structure and Approximation in Econometrics (book front matter). (2005). Diewert, Walter ; Barnett, William ; Binner, Jane . In: Econometrics. RePEc:wpa:wuwpem:0511006.

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20
432005A fresh look at the topical interest of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511005.

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20
442005A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005.

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20
452005Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017.

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20
462003Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials. (2003). Parnini, Syeda ; Kaufmann, Daniel ; Gurgur, Tugrul ; Mehrez, Gil . In: Econometrics. RePEc:wpa:wuwpem:0308004.

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20
471998Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings. (1998). Novo, Álvaro ; Jensen, Mark ; Cribari-Neto, Francisco. In: Econometrics. RePEc:wpa:wuwpem:9711001.

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19
481998Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric. In: Econometrics. RePEc:wpa:wuwpem:9812001.

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18
492004Long range dependence effects and ARCH modelling. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412004.

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18
501996Valid Confidence Intervals and Inference in the Presence of Weak Instruments. (1996). Zivot, Eric ; Startz, Richard ; Nelson, Charles. In: Econometrics. RePEc:wpa:wuwpem:9612002.

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18
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002.

Full description at Econpapers || Download paper

37
22001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003.

Full description at Econpapers || Download paper

37
32005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004.

Full description at Econpapers || Download paper

31
42001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003.

Full description at Econpapers || Download paper

17
51996Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003.

Full description at Econpapers || Download paper

17
62004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

13
71996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001.

Full description at Econpapers || Download paper

10
82003On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003.

Full description at Econpapers || Download paper

8
91996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

8
102005Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001.

Full description at Econpapers || Download paper

7
112005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

7
121996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

Full description at Econpapers || Download paper

7
132002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001.

Full description at Econpapers || Download paper

5
142005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

4
152005Adaptive Estimation of the Regression Discontinuity Model. (2005). Sun, Yixiao. In: Econometrics. RePEc:wpa:wuwpem:0506003.

Full description at Econpapers || Download paper

4
162000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003.

Full description at Econpapers || Download paper

3
172003Strongly Consistent Determination of the Rank of Matrix. (2003). Ratsimalahelo, Zaka . In: Econometrics. RePEc:wpa:wuwpem:0307007.

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3
182004Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005.

Full description at Econpapers || Download paper

2
192004Measuring Eco-efficiency of Production: A Frontier Approach. (2004). Kuosmanen, Timo ; Kortelainen, Mika. In: Econometrics. RePEc:wpa:wuwpem:0411006.

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2
202003The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach. (2003). Suleimann Lemand, Ryan. In: Econometrics. RePEc:wpa:wuwpem:0307002.

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2
212003International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001.

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2
222000Poverty, Inequality and Growth in Zambia during the 1990s. (2000). McCulloch, Neil ; Baulch, Bob ; Cherel-Robson, Milasoa . In: Econometrics. RePEc:wpa:wuwpem:0004004.

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2
232005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2020

YearCiting document
2020Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). Suleimann Lemand, Ryan. In: Econometrics. RePEc:wpa:wuwpem:0307004.

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