Citation analysis for Econometrics / University Library of Munich, Germany

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

5 Years H Index

Impact Factor (IF)

5 Years IF

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
1993	0	0.17	0	0	5	5	33		0	0		0			0		0	0.1
1994	0	0.17	0.38	0	11	16	65	5	6	5		5		1	20	5	0.45	0.08
1995	0.44	0.23	0.4	0.44	19	35	88	13	20	16	7	16	7		0	5	0.26	0.13
1996	0.33	0.25	0.41	0.31	41	76	500	31	51	30	10	35	11	10	32.3	18	0.44	0.14
1997	0.23	0.28	0.39	0.34	11	87	214	33	85	60	14	76	26	5	15.2	7	0.64	0.15
1998	0.25	0.32	0.22	0.22	10	97	78	20	106	52	13	87	19		0		0	0.18
1999	0.62	0.39	0.4	0.4	10	107	177	41	149	21	13	92	37	2	4.9		0	0.26
2000	0.6	0.54	0.46	0.49	9	116	129	51	202	20	12	91	45		0		0	0.25
2001	0.63	0.49	0.46	0.52	25	141	669	61	267	19	12	81	42	4	6.6	6	0.24	0.28
2002	0.35	0.54	0.54	0.71	23	164	207	75	355	34	12	65	46	3	4	7	0.3	0.31
2003	0.65	0.53	0.66	0.92	63	227	370	138	505	48	31	77	71	6	4.3	13	0.21	0.3
2004	0.47	0.6	0.62	0.62	104	331	729	185	710	86	40	130	80	18	9.7	45	0.43	0.36
2005	0.5	0.6	0.55	0.57	166	497	910	274	984	167	84	224	127	25	9.1	53	0.32	0.37
2006	0.41	0.59	0.62	0.5	1	498	0	308	1292	270	110	381	190		0		0	0.34
2020	0	0.71	0.33	0	2	500	4	163	4293	0		0		3	1.8	1	0.5	0.76

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	2001	Model 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	459
2	2001	Model 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	443
3	2005	Long-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	191
4	2004	Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008. Full description at Econpapers \|\| Download paper	143
5	1997	A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9711002. Full description at Econpapers \|\| Download paper	142
6	2004	Non-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	141
7	1999	Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, BenoÃÆÃÂ®t ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001. Full description at Econpapers \|\| Download paper	132
8	2001	On 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	120
9	2005	Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003. Full description at Econpapers \|\| Download paper	106
10	1996	Bootstrap 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	97
11	1996	Semiparametric 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	94
12	2000	Simulating 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	80
13	1996	A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002. Full description at Econpapers \|\| Download paper	74
14	2002	Multiple-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	71
15	2005	Does 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	65
16	2003	Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001. Full description at Econpapers \|\| Download paper	62
17	2005	Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018. Full description at Econpapers \|\| Download paper	62
18	1996	Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001. Full description at Econpapers \|\| Download paper	59
19	1996	Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004. Full description at Econpapers \|\| Download paper	52
20	2002	The 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. Full description at Econpapers \|\| Download paper	52
21	2002	Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006. Full description at Econpapers \|\| Download paper	51
22	2003	On 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	50
23	1996	Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009. Full description at Econpapers \|\| Download paper	48
24	2004	Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006. Full description at Econpapers \|\| Download paper	42
25	2004	Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016. Full description at Econpapers \|\| Download paper	39
26	2005	An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017. Full description at Econpapers \|\| Download paper	35
27	1994	Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003. Full description at Econpapers \|\| Download paper	31
28	2005	FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, RafaÃâ ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001. Full description at Econpapers \|\| Download paper	31
29	2004	Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002. Full description at Econpapers \|\| Download paper	30
30	2003	Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004. Full description at Econpapers \|\| Download paper	29
31	2004	Changes of structure in financial time series and the GARCH model. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003. Full description at Econpapers \|\| Download paper	28
32	2003	International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001. Full description at Econpapers \|\| Download paper	28
33	1995	Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005. Full description at Econpapers \|\| Download paper	27
34	1999	Benchmark Priors for Bayesian Model Averaging. (1999). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001. Full description at Econpapers \|\| Download paper	27
35	2000	The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). PÃÆÃÂ¶tscher, Benedikt ; Leeb, Hannes. In: Econometrics. RePEc:wpa:wuwpem:0004001. Full description at Econpapers \|\| Download paper	27
36	2005	Modeling electricity prices with regime switching models. (2005). Weron, RafaÃâ ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005. Full description at Econpapers \|\| Download paper	26
37	2005	Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004. Full description at Econpapers \|\| Download paper	26
38	2004	Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007. Full description at Econpapers \|\| Download paper	25
39	1995	Selection 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. Full description at Econpapers \|\| Download paper	25
40	2003	Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, RafaÃâ ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007. Full description at Econpapers \|\| Download paper	25
41	1997	On the Estimation and Inference of a Cointegrated Regression in Panel Data. (1997). Kao, Chihwa ; Chiang, Min-Hsien . In: Econometrics. RePEc:wpa:wuwpem:9703001. Full description at Econpapers \|\| Download paper	24
42	2005	A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005. Full description at Econpapers \|\| Download paper	23
43	2004	Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0404005. Full description at Econpapers \|\| Download paper	22
44	2003	ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve). (2003). LE BIHAN, HervÃÆÃÂ© ; Jondeau, Eric. In: Econometrics. RePEc:wpa:wuwpem:0303004. Full description at Econpapers \|\| Download paper	22
45	2005	Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017. Full description at Econpapers \|\| Download paper	21
46	1993	SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA. (1993). Horowitz, Joel ; Markatou, Marianthi . In: Econometrics. RePEc:wpa:wuwpem:9309001. Full description at Econpapers \|\| Download paper	21
47	2003	Voice 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. Full description at Econpapers \|\| Download paper	21
48	2005	Functional Structure and Approximation in Econometrics (book front matter). (2005). Diewert, Walter ; Barnett, William ; Binner, Jane . In: Econometrics. RePEc:wpa:wuwpem:0511006. Full description at Econpapers \|\| Download paper	20
49	2004	A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002. Full description at Econpapers \|\| Download paper	20
50	2005	A fresh look at the topical interest of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511005. Full description at Econpapers \|\| Download paper	20

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

#	Year	Title	Cited
1	2004	Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008. Full description at Econpapers \|\| Download paper	22
2	2001	Model 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	20
3	2001	Model 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	20
4	2005	Long-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	16
5	2001	On 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	15
6	2005	Does 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	13
7	2004	Non-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	10
8	2005	FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, RafaÃâ ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001. Full description at Econpapers \|\| Download paper	8
9	2005	Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003. Full description at Econpapers \|\| Download paper	8
10	1996	Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001. Full description at Econpapers \|\| Download paper	7
11	1996	A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002. Full description at Econpapers \|\| Download paper	7
12	2003	On 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	6
13	2005	An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017. Full description at Econpapers \|\| Download paper	4
14	1996	Bootstrap 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	4
15	1996	Semiparametric 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	4
16	1999	Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, BenoÃÆÃÂ®t ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001. Full description at Econpapers \|\| Download paper	3
17	2000	Simulating 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
18	2003	International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001. Full description at Econpapers \|\| Download paper	2
19	2002	Modeling Blank Data Entries in Data Envelopment Analysis. (2002). Kuosmanen, Timo. In: Econometrics. RePEc:wpa:wuwpem:0210001. Full description at Econpapers \|\| Download paper	2
20	2004	Measuring Eco-efficiency of Production: A Frontier Approach. (2004). Kuosmanen, Timo ; Kortelainen, Mika. In: Econometrics. RePEc:wpa:wuwpem:0411006. Full description at Econpapers \|\| Download paper	2
21	1994	ELICITING STUDENT EXPECTATIONS OF THE RETURNS TO SCHOOLING. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411002. Full description at Econpapers \|\| Download paper	2
22	2005	Informatique, organisation du travail et intÃÂ©ractions sociales. (2005). Walkowiak, Emmanuelle ; Greenan, Nathalie. In: Econometrics. RePEc:wpa:wuwpem:0505008. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Should 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	87	27
2	Journal of Econometrics / Elsevier	227	22
3	MPRA Paper / University Library of Munich, Germany	124	19
4	Post-Print / HAL	204	18
5	TSE Working Papers / Toulouse School of Economics (TSE)	27	16
6	Sustainability / MDPI	64	14
7	Physica A: Statistical Mechanics and its Applications / Elsevier	72	14
8	International Review of Financial Analysis / Elsevier	66	12
9	Energies / MDPI	52	10
10	Economic Modelling / Elsevier	83	10
11	Journal of Macroeconomics / Elsevier	65	9