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

Citation Profile [Updated: 2024-05-03 12:49:13]

5 Years H Index

Impact Factor (IF)

0.08

5 Years IF

0.1

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	0.17	0	0	4	4	0		0	0		0			0		0	0.1
1991	0	0.15	0	0	2	6	0		0	4		4			0		0	0.1
1992	0	0.13	0.11	0	12	18	10	2	2	6		6			0	2	0.17	0.09
1993	0	0.17	0	0	10	28	161		2	14		18			0		0	0.1
1995	0.6	0.23	0.25	0.21	8	36	0	9	13	10	6	28	6		0		0	0.13
1996	0	0.25	0.21	0.25	12	48	1	10	23	8		32	8		0		0	0.14
1997	0	0.28	0.06	0.07	17	65	95	4	27	20		42	3		0		0	0.15
1998	0.14	0.32	0.16	0.19	10	75	23	12	39	29	4	47	9		0		0	0.18
1999	0.37	0.39	0.18	0.21	2	77	0	14	53	27	10	47	10		0		0	0.26
2000	0	0.54	0.19	0.1	22	99	153	19	72	12		49	5	1	5.3	5	0.23	0.25
2001	0.13	0.49	0.16	0.13	12	111	258	18	90	24	3	63	8	1	5.6	3	0.25	0.28
2002	0.35	0.54	0.26	0.3	7	118	10	30	121	34	12	63	19	2	6.7		0	0.31
2003	0.58	0.53	0.31	0.36	12	130	467	40	161	19	11	53	19	4	10		0	0.3
2004	0.95	0.6	0.52	0.73	6	136	5	70	232	19	18	55	40	10	14.3	2	0.33	0.36
2005	0.67	0.6	0.44	0.53	10	146	95	64	296	18	12	59	31	7	10.9		0	0.37
2006	0.13	0.59	0.43	0.74	13	159	48	69	365	16	2	47	35	6	8.7	3	0.23	0.34
2007	0.78	0.52	0.5	0.75	10	169	13	84	449	23	18	48	36	11	13.1	2	0.2	0.3
2008	0.22	0.59	0.54	0.59	2	171	0	92	541	23	5	51	30	2	2.2		0	0.29
2009	0.08	0.58	0.45	0.37	12	183	21	83	624	12	1	41	15	4	4.8	3	0.25	0.33
2010	0.29	0.53	0.37	0.26	5	188	4	69	694	14	4	47	12	3	4.3		0	0.3
2011	0.24	0.61	0.34	0.21	7	195	0	67	761	17	4	42	9	2	3		0	0.37
2012	0.08	0.68	0.46	0.08	6	201	0	91	853	12	1	36	3		0		0	0.36
2013	0	0.67	0.39	0.09	21	222	21	86	940	13		32	3	3	3.5	4	0.19	0.35
2014	0.22	0.67	0.29	0.12	18	240	20	69	1009	27	6	51	6	4	5.8		0	0.34
2015	0.23	0.66	0.35	0.16	6	246	9	86	1095	39	9	57	9	3	3.5		0	0.36
2016	0.38	0.65	0.3	0.16	3	249	7	75	1170	24	9	58	9		0		0	0.35
2017	0.56	0.62	0.29	0.13	6	255	3	75	1245	9	5	54	7	4	5.3	1	0.17	0.35
2018	0.11	0.61	0.17	0.06	5	260	5	43	1288	9	1	54	3		0		0	0.35
2019	0.45	0.62	0.24	0.21	10	270	14	65	1353	11	5	38	8	7	10.8	6	0.6	0.36
2020	0.53	0.71	0.24	0.33	4	274	1	65	1418	15	8	30	10	1	1.5		0	0.76
2021	0.14	0.98	0.24	0.11	5	279	0	66	1484	14	2	28	3	1	1.5		0	0.4
2022	0	0.76	0.24	0.03	7	286	1	69	1553	9		30	1	2	2.9		0	0.24
2023	0.08	0.63	0.13	0.1	1	287	0	36	1589	12	1	31	3		0		0	0.22

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years 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	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	327
2	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	134
3	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	114
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	90
5	2000	Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.). (2000). Velasco, Carlos ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:391. Full description at Econpapers \|\| Download paper	88
6	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	66
7	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	45
8	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	43
9	1997	Time Series Regression with Long Range Dependence - (Now published in Annals of Statistics, 25, (1997)pp.2054-2083.). (1997). Hidalgo, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:318. Full description at Econpapers \|\| Download paper	42
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	36
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	36
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	29
13	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	26
14	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	25
15	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	18
16	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	18
17	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	18
18	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	18
19	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	18
20	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	18
21	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	17
22	1997	Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in Journal of Time Series Analysis, 18 (1997), pp.49-60.). (1997). Giraitis, Liudas ; Samarov, Alexander ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:323. Full description at Econpapers \|\| Download paper	16
23	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	14
24	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	14
25	2001	The Estimation of Conditional Densities. (2001). LINTON, OLIVER ; Chen, Xiaohong ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:415. Full description at Econpapers \|\| Download paper	14
26	2000	Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000). (2000). Giraitis, Liudas ; Samarov, Alexander ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:379. Full description at Econpapers \|\| Download paper	13
27	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	12
28	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	11
29	1997	Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers \|\| Download paper	10
30	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	9
31	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	9
32	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	8
33	2006	Semiparametric Estimation of Fractional Cointegration. (2006). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:502. Full description at Econpapers \|\| Download paper	8
34	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
35	1997	Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in Annals of Statistics, 28 (1997), pp.2054-2083.). (1997). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:336. Full description at Econpapers \|\| Download paper	7
36	2003	Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods. (2003). LINTON, OLIVER ; Mammen, Enno. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:453. Full description at Econpapers \|\| Download paper	6
37	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
38	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	6
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	6
40	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	6
41	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	6
42	2003	A Quantilogram Approach to Evaluating Directional Predictability. (2003). Whang, Yoon-Jae ; LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:463. Full description at Econpapers \|\| Download paper	5
43	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
44	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
45	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
46	1998	Aggregation of Simple Linear Dynamics: Exact Asymptotic Results. (1998). Lippi, Marco ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:350. Full description at Econpapers \|\| Download paper	5
47	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	5
48	2000	Contemporaneous Aggregation of GARCH Processes. (2000). Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:378. Full description at Econpapers \|\| Download paper	5
49	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	5
50	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

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	48
2	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	6
3	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	5
4	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
5	2000	Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.). (2000). Velasco, Carlos ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:391. Full description at Econpapers \|\| Download paper	4
6	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
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	3
8	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	3
9	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
10	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
11	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	2
12	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
13	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
14	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
15	2014	A Cusum Test of Common Trends in Large Heterogeneous Panels. (2014). Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/576. Full description at Econpapers \|\| Download paper	2
16	2014	A Cusum Test of Common Trends in Large Heterogeneous Panels. (2014). Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:576. Full description at Econpapers \|\| Download paper	2
17	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
18	1997	Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in Journal of Time Series Analysis, 18 (1997), pp.49-60.). (1997). Giraitis, Liudas ; Samarov, Alexander ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:323. Full description at Econpapers \|\| Download paper	2
19	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

Citing documents used to compute impact factor: 1

Year	Title
2023	Inference in regression discontinuity designs with high-dimensional covariates. (2023). Rothe, Christoph ; Kreiss, Alexander. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:2:p:105-123.. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document

Recent citations received in 2020

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	88	70
2	Journal of Econometrics / Elsevier	228	36
3	MPRA Paper / University Library of Munich, Germany	124	14
4	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	27	14
5	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	131	14
6	STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE	18	11
7	Cambridge Working Papers in Economics / Faculty of Economics, University of Cambridge	55	6
8	Statistical Papers / Springer	18	6
9	Departmental Working Papers / Southern Methodist University, Department of Economics	14	5
10	EconomiX Working Papers / University of Paris Nanterre, EconomiX	18	5
11	CESifo Working Paper Series / CESifo	98	5