Citation analysis for Econometric Theory / Cambridge University Press

Citation Profile [Updated: 2024-03-05 07:42:34]

5 Years H Index

105

Impact Factor (IF)

0.64

5 Years IF

0.86

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
1985			0		24	24	0	1	0							1
1986			0		36	60	0	5	0							1
1987			0		39	99	0	9	0							4
1988			0		56	155	0	9	0					1		3
1989			0		44	199	0	9	0							3
1990	0.1	0.11	0.08	0.09	61	260	751	21	22	100	10	199	17	1	4.8	3	0.05	0.05
1991	0.13	0.1	0.12	0.1	53	313	1224	38	61	105	14	236	24		0	4	0.08	0.05
1992	0.05	0.11	0.1	0.06	72	385	1064	32	99	114	6	253	15		0	2	0.03	0.05
1993	0.07	0.13	0.07	0.05	79	464	1163	31	130	125	9	286	15		0	4	0.05	0.06
1994	0.09	0.14	0.13	0.09	71	535	1644	60	198	151	14	309	29		0	7	0.1	0.07
1995	0.16	0.22	0.24	0.2	100	635	3942	149	351	150	24	336	68		0	8	0.08	0.1
1996	0.29	0.25	0.3	0.28	81	716	1391	213	566	171	49	375	106		0	6	0.07	0.12
1997	0.35	0.24	0.3	0.25	74	790	1814	233	801	181	63	403	99		0	15	0.2	0.11
1998	0.34	0.28	0.46	0.35	45	835	1788	380	1183	155	52	405	143	3	0.8	27	0.6	0.13
1999	0.49	0.31	0.54	0.49	41	876	1668	466	1653	119	58	371	180	4	0.9	27	0.66	0.15
2000	0.93	0.36	0.74	0.72	48	924	2321	665	2338	86	80	341	247	4	0.6	24	0.5	0.16
2001	0.98	0.38	0.76	0.78	46	970	1488	712	3075	89	87	289	226		0	23	0.5	0.17
2002	1.23	0.41	0.84	1.08	70	1040	2381	859	3944	94	116	254	274		0	43	0.61	0.21
2003	1.11	0.44	1.15	1.2	80	1120	1722	1274	5230	116	129	250	299	4	0.3	93	1.16	0.22
2004	0.91	0.49	1.24	1.21	66	1186	4056	1448	6704	150	137	285	346	14	1	30	0.45	0.22
2005	0.9	0.51	1.29	1.13	61	1247	2081	1588	8311	146	131	310	350	6	0.4	45	0.74	0.23
2006	1.27	0.5	1.45	1.22	57	1304	885	1857	10207	127	161	323	395		0	30	0.53	0.22
2007	0.86	0.46	1.28	1.14	53	1357	597	1689	11942	118	102	334	381	11	0.7	21	0.4	0.2
2008	0.88	0.49	1.4	1.32	69	1426	1713	1966	13940	110	97	317	418	7	0.4	63	0.91	0.23
2009	0.96	0.48	1.5	1.4	82	1508	1700	2252	16208	122	117	306	428		0	58	0.71	0.24
2010	0.96	0.48	1.33	0.9	67	1575	1816	2072	18296	151	145	322	290	5	0.2	29	0.43	0.21
2011	1.12	0.52	1.38	0.95	50	1625	778	2228	20539	149	167	328	313		0	28	0.56	0.24
2012	1.44	0.52	1.6	1.29	53	1678	1003	2678	23227	117	169	321	414	13	0.5	25	0.47	0.22
2013	1.34	0.56	1.77	1.57	45	1723	612	3050	26280	103	138	321	503	6	0.2	24	0.53	0.24
2014	1.14	0.55	1.59	1.4	43	1766	345	2792	29082	98	112	297	415		0	14	0.33	0.23
2015	1.13	0.55	1.64	1.45	51	1817	490	2974	32060	88	99	258	374	4	0.1	32	0.63	0.23
2016	0.79	0.53	1.53	0.93	39	1856	399	2836	34898	94	74	242	225	1	0	15	0.38	0.21
2017	0.97	0.55	1.45	1.04	48	1904	350	2755	37657	90	87	231	241		0	23	0.48	0.21
2018	0.99	0.56	1.39	1.03	46	1950	325	2707	40368	87	86	226	232	3	0.1	20	0.43	0.24
2019	0.82	0.58	1.23	0.87	32	1982	171	2440	42811	94	77	227	198		0	9	0.28	0.23
2020	1.06	0.7	1.46	1.06	34	2016	93	2939	45752	78	83	216	230		0	16	0.47	0.33
2021	0.86	0.84	1.31	1.14	35	2051	62	2688	48440	66	57	199	226		0	5	0.14	0.31
2022	0.64	0.93	1.08	0.94	38	2089	25	2245	50687	69	44	195	183		0	6	0.16	0.28
2023	0.64	1.04	0.93	0.86	32	2121	5	1976	52663	73	47	185	160		0	5	0.16	0.28

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	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	2364
2	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	2076
3	2000	PROBLEMS AND SOLUTIONS. (2000). ,, . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:2:p:287-299_10. Full description at Econpapers \|\| Download paper	780
4	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	638
5	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	597
6	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	585
7	2001	PROBLEMS AND SOLUTIONS. (2001). ,, . In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:6:p:1157-1160_6. Full description at Econpapers \|\| Download paper	584
8	2001	PROBLEMS AND SOLUTIONS. (2001). ,, . In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:5:p:1025-1031_7. Full description at Econpapers \|\| Download paper	584
9	1996	Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00. Full description at Econpapers \|\| Download paper	570
10	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:1:p:193-194_10. Full description at Econpapers \|\| Download paper	485
11	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:4:p:1007-1017_12. Full description at Econpapers \|\| Download paper	485
12	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:3:p:819-821_13. Full description at Econpapers \|\| Download paper	485
13	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:6:p:1461-1465_9. Full description at Econpapers \|\| Download paper	485
14	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:2:p:541-545_14. Full description at Econpapers \|\| Download paper	485
15	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:5:p:1273-1289_10. Full description at Econpapers \|\| Download paper	485
16	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	410
17	2004	PROBLEMS AND SOLUTIONS. (2004). ,, . In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:1:p:223-229_14. Full description at Econpapers \|\| Download paper	397
18	2004	PROBLEMS AND SOLUTIONS. (2004). ,, . In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:2:p:427-429_10. Full description at Econpapers \|\| Download paper	397
19	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:2:p:411-413_11. Full description at Econpapers \|\| Download paper	375
20	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:1:p:225-228_12. Full description at Econpapers \|\| Download paper	375
21	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:6:p:1195-1198_18. Full description at Econpapers \|\| Download paper	375
22	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:5:p:879-883_11. Full description at Econpapers \|\| Download paper	375
23	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:4:p:691-705_17. Full description at Econpapers \|\| Download paper	375
24	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:4:p:525-537_7. Full description at Econpapers \|\| Download paper	369
25	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:3:p:381-386_9. Full description at Econpapers \|\| Download paper	369
26	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:2:p:285-292_6. Full description at Econpapers \|\| Download paper	369
27	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:1:p:151-159_7. Full description at Econpapers \|\| Download paper	369
28	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:5:p:687-698_8. Full description at Econpapers \|\| Download paper	369
29	1990	Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00. Full description at Econpapers \|\| Download paper	357
30	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	350
31	1999	UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15. Full description at Econpapers \|\| Download paper	349
32	2005	AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). McAleer, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05. Full description at Econpapers \|\| Download paper	336
33	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	323
34	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:5:p:777-788_7. Full description at Econpapers \|\| Download paper	321
35	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:4:p:629-637_7. Full description at Econpapers \|\| Download paper	321
36	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:3:p:427-432_7. Full description at Econpapers \|\| Download paper	321
37	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:1:p:151-160_8. Full description at Econpapers \|\| Download paper	321
38	1994	A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00. Full description at Econpapers \|\| Download paper	299
39	1998	STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14. Full description at Econpapers \|\| Download paper	293
40	2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18. Full description at Econpapers \|\| Download paper	287
41	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃÆÃÂ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	278
42	1994	Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won . In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00. Full description at Econpapers \|\| Download paper	277
43	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	243
44	2009	GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99. Full description at Econpapers \|\| Download paper	238
45	2012	A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; HÃÆÃÂ¤rdle, Wolfgang ; Jeong, Kiho ; Hardle, Wolfgang K.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00. Full description at Econpapers \|\| Download paper	232
46	1997	Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00. Full description at Econpapers \|\| Download paper	229
47	2005	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05. Full description at Econpapers \|\| Download paper	229
48	1988	Statistical Inference in Regressions with Integrated Processes: Part 1. (1988). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:03:p:468-497_01. Full description at Econpapers \|\| Download paper	222
49	1996	Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Greenberg, Edward ; Chib, Siddhartha . In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00. Full description at Econpapers \|\| Download paper	221
50	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	219

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	395
2	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	154
3	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	99
4	2012	A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; HÃÆÃÂ¤rdle, Wolfgang ; Jeong, Kiho ; Hardle, Wolfgang K.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00. Full description at Econpapers \|\| Download paper	81
5	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	49
6	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃÆÃÂ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	41
7	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	37
8	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	34
9	2017	DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS. (2017). Weidner, Martin ; Moon, Hyungsik Roger. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:158-195_00. Full description at Econpapers \|\| Download paper	32
10	1991	Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David . In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00. Full description at Econpapers \|\| Download paper	32
11	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	32
12	2018	FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION. (2018). Shi, Shuping ; Phillips, Peter ; PEter, . In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:04:p:705-753_00. Full description at Econpapers \|\| Download paper	30
13	2009	GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99. Full description at Econpapers \|\| Download paper	27
14	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	27
15	2008	A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08. Full description at Econpapers \|\| Download paper	26
16	2000	PROBLEMS AND SOLUTIONS. (2000). ,, . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:2:p:287-299_10. Full description at Econpapers \|\| Download paper	26
17	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	25
18	2013	A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS. (2013). Politis, Dimitris N. ; Giacomini, Raffaella ; White, Halbert. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00. Full description at Econpapers \|\| Download paper	25
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20	2015	WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul W. In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:02:p:394-422_00. Full description at Econpapers \|\| Download paper	24
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22	2010	A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:564-597_10. Full description at Econpapers \|\| Download paper	22
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34	2018	A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS. (2018). SÃâoczyÃâski, Tymon ; Wooldridge, Jeffrey M ; Soczyski, Tymon . In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:112-133_00. Full description at Econpapers \|\| Download paper	17
35	2010	PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION. (2010). Ng, Serena ; Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:04:p:1088-1114_99. Full description at Econpapers \|\| Download paper	17
36	2002	TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS. (2002). Whited, Toni ; Erickson, Timothy . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:776-799_18. Full description at Econpapers \|\| Download paper	16
37	2009	LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS. (2009). Phillips, Peter ; Magdalinos, Tassos. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:02:p:482-526_09. Full description at Econpapers \|\| Download paper	16
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45	2010	SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE. (2010). Park, Sang Soo ; Fan, Yanqin. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:03:p:931-951_99. Full description at Econpapers \|\| Download paper	15
46	2017	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2017). Sun, Yixiao ; Kaplan, David. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:105-157_00. Full description at Econpapers \|\| Download paper	15
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48	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	15
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Citing documents used to compute impact factor: 47

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2023	A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137. Full description at Econpapers \|\| Download paper
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2023	Jackknife estimation of a cluster-sample IV regression model with many weak instruments. (2023). Woutersen, Tiemen ; Swanson, Norman R ; Chao, John C. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1747-1769. Full description at Econpapers \|\| Download paper
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2023	Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals. (2023). Peracchi, Franco ; Magnus, Jan R ; Luca, Giuseppe. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10255-5. Full description at Econpapers \|\| Download paper
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2023	Investigating the performance of Chinese banks over 2007â2014. (2023). Zhao, Shirong ; Wilson, Paul W. In: Annals of Operations Research. RePEc:spr:annopr:v:321:y:2023:i:1:d:10.1007_s10479-022-04925-8. Full description at Econpapers \|\| Download paper
2023	Further improvements of finite sample approximation of central limit theorems for envelopment estimators. (2023). Zelenyuk, Valentin ; Zhao, Shirong ; Simar, Leopold. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:2:d:10.1007_s11123-023-00661-8. Full description at Econpapers \|\| Download paper
2023	Another look at productivity growth in industrialized countries. (2023). Simar, Leopold ; Wilson, Paul W. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00689-w. Full description at Econpapers \|\| Download paper
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2023	Special Symposium on Lifetime Achievements of Rolf FÃ¤re and Shawna Grosskopf. (2023). Sickles, Robin C. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00693-0. Full description at Econpapers \|\| Download paper
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2023	Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160. Full description at Econpapers \|\| Download paper
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2023	Two-step estimation in linear regressions with adaptive learning. (2023). Mayer, Alexander. In: Statistics & Probability Letters. RePEc:eee:stapro:v:195:y:2023:i:c:s0167715222002747. Full description at Econpapers \|\| Download paper
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2023	Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers \|\| Download paper
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2023	Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431. Full description at Econpapers \|\| Download paper
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2023	Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158. Full description at Econpapers \|\| Download paper
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2023	A portmanteau-type test for detecting serial correlation in locally stationary functional time series. (2023). Heinrichs, Florian ; Dette, Holger ; Bucher, Axel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09285-5. Full description at Econpapers \|\| Download paper
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Recent citations received in 2023

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2023	Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers \|\| Download paper
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Recent citations received in 2022

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2022	Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving. (2022). Sasaki, Yuya ; Dong, Hao. In: Papers. RePEc:arx:papers:2209.05914. Full description at Econpapers \|\| Download paper
2022	A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793. Full description at Econpapers \|\| Download paper
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Recent citations received in 2021

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2021	Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543. Full description at Econpapers \|\| Download paper
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2021	Estimating FARIMA models with uncorrelated but non-independent error terms. (2021). Saussereau, Bruno ; Esstafa, Youssef ; Mainassara, Yacouba Boubacar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09243-7. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

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2020	Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02. Full description at Econpapers \|\| Download paper
2020	Boosting the Hodrick-Prescott Filter. (2019). Phillips, Peter ; Shi, Zhentao ; PEter, . In: Papers. RePEc:arx:papers:1905.00175. Full description at Econpapers \|\| Download paper
2020	High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii. In: Papers. RePEc:arx:papers:2003.13478. Full description at Econpapers \|\| Download paper
2020	On the Time Trend of COVID-19: A Panel Data Study. (2020). Gao, Jiti ; Dong, Chaohua ; Peng, Bin ; Linton, Oliver. In: Papers. RePEc:arx:papers:2006.11060. Full description at Econpapers \|\| Download paper
2020	On Time Trend of COVID-19: A Panel Data Study. (2020). Peng, B ; Linton, O ; Gao, J ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065. Full description at Econpapers \|\| Download paper
2020	LM tests for joint breaks in the dynamics and level of a long-memory time series. (2020). Velasco, Carlos ; Dolado, Juan ; Rachinger, Heiko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15435. Full description at Econpapers \|\| Download paper
2020	Out of sample predictability in predictive regressions with many predictor candidates. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31554. Full description at Econpapers \|\| Download paper
2020	Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604. Full description at Econpapers \|\| Download paper
2020	A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172. Full description at Econpapers \|\| Download paper
2020	KolmogorovâSmirnov type test for generated variables. (2020). Taniguchi, GO ; Otsu, Taisuke. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302500. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Are unobservables separable?. (2020). FLORENS, Jean-Pierre ; Babii, Andrii. In: Working Papers. RePEc:hal:wpaper:hal-02532383. Full description at Econpapers \|\| Download paper
2020	On Time Trend of COVID-19: A Panel Data Study. (2020). GAO, Jiti ; Peng, Bin ; Linton, Oliver ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-22. Full description at Econpapers \|\| Download paper
2020	Aggregation of Seasonal Long-Memory Processes. (2020). del Barrio Castro, TomÃÆÃÂ¡s ; Rachinger, Heiko. In: MPRA Paper. RePEc:pra:mprapa:102890. Full description at Econpapers \|\| Download paper
2020	Quantile Analysis of Hazard-Rate Game Models. (2020). FLORENS, Jean-Pierre ; Enache, Andreea. In: TSE Working Papers. RePEc:tse:wpaper:124384. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	87	1525
2	Journal of Econometrics / Elsevier	227	992
3			287
4	Sustainability / MDPI	64	285
5	MPRA Paper / University Library of Munich, Germany	124	273
6	Empirical Economics / Springer	69	191
7	Resources Policy / Elsevier	65	168
8	Journal of Time Series Analysis / Wiley Blackwell	53	148
9	Economics Letters / Elsevier	131	143
10	Economic Modelling / Elsevier	83	132
11	Energy Economics / Elsevier	158	131