Econometrics Journal

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 17 104 0 0 5 0.29 0.1 1999 0.29 0.32 18 235 17 5 0 1 0.06 0.16 2000 0.74 0.43 13 178 35 26 3.8 3 0.23 0.19 2001 1.23 0.39 21 65 31 38 0 1 0.05 0.17 2002 0.53 0.42 26 84 34 18 0 5 0.19 0.2 2003 0.34 0.47 22 101 47 16 0 7 0.32 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161 Testing for stationarity in heterogeneous panel data (2000). Econometrics Journal
Cited: 85 times.

(2) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160 Statistical algorithms for models in state space using SsfPack 2.2 (1999). Econometrics Journal
Cited: 74 times.

(3) RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333 Some tests for parameter constancy in cointegrated VAR-models (1999). Econometrics Journal
Cited: 66 times.

(4) RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249 Cointegration analysis in the presence of structural breaks in the deterministic trend (2000). Econometrics Journal
Cited: 43 times.

(5) RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259 Dynamic panel estimation and homogeneity testing under cross section dependence (2003). Econometrics Journal
Cited: 38 times.

(6) RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191 Data mining reconsidered: encompassing and the general-to-specific approach to specification search (1999). Econometrics Journal
Cited: 35 times.

(7) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31 Pooling of forecasts (2004). Econometrics Journal
Cited: 30 times.

(8) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75 A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP (1998). Econometrics Journal
Cited: 28 times.

(9) RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41 Likelihood-based cointegration tests in heterogeneous panels (2001). Econometrics Journal
Cited: 27 times.

(10) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c154-c173 Simulation-based finite sample normality tests in linear regressions (1998). Econometrics Journal
Cited: 25 times.

(11) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318 Distributions of error correction tests for cointegration (2002). Econometrics Journal
Cited: 24 times.

(12) RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107 Signal extraction and the formulation of unobserved components models (2000). Econometrics Journal
Cited: 23 times.

(13) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306 Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations (2004). Econometrics Journal
Cited: 23 times.

(14) RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219 Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez (1999). Econometrics Journal
Cited: 22 times.

(15) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340 Some cautions on the use of panel methods for integrated series of macroeconomic data (2004). Econometrics Journal
Cited: 22 times.

(16) RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78 Critical values for multiple structural change tests (2003). Econometrics Journal
Cited: 20 times.

(17) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46 Bayesian inference on GARCH models using the Gibbs sampler (1998). Econometrics Journal
Cited: 19 times.

(18) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91 Cointegration rank inference with stationary regressors in VAR models (1999). Econometrics Journal
Cited: 18 times.

(19) RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36 Fiscal forecasting: The track record of the IMF, OECD and EC (2001). Econometrics Journal
Cited: 13 times.

(20) RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38 Non-monotonic hazard functions and the autoregressive conditional duration model (2000). Econometrics Journal
Cited: 13 times.

(21) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75 Inference for Lorenz curve orderings (1999). Econometrics Journal
Cited: 12 times.

(22) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119 The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (2004). Econometrics Journal
Cited: 11 times.

(23) RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39 Model selection tests for nonlinear dynamic models (2002). Econometrics Journal
Cited: 11 times.

(24) RePEc:ect:emjrnl:v:6:y:2003:i:2:p:430-461 Econometric inflation targeting (2003). Econometrics Journal
Cited: 9 times.

(25) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565 Forecasting in dynamic factor models using Bayesian model averaging (2004). Econometrics Journal
Cited: 9 times.

(26) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:263-284 An investigation of tests for linearity and the accuracy of likelihood based inference using random fields (2002). Econometrics Journal
Cited: 8 times.

(27) RePEc:ect:emjrnl:v:5:y:2002:i:1:p:76-90 Notation in econometrics: a proposal for a standard (2002). Econometrics Journal
Cited: 8 times.

(28) RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175 Breaking the panels: An application to the GDP per capita (2005). Econometrics Journal
Cited: 8 times.

(29) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:1-28 Nonparametric bounds on employment and income effects of continuous vocational training in East Germany (1999). Econometrics Journal
Cited: 8 times.

(30) RePEc:ect:emjrnl:v:1:y:1998:i:regularpapers:p:1-9 The relation between conditionally heteroskedastic factor models and factor GARCH models (1998). Econometrics Journal
Cited: 8 times.

(31) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:319-344 Modelling methodology and forecast failure (2002). Econometrics Journal
Cited: 6 times.

(32) RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311 Tests for a change in persistence against the null of difference-stationarity (2003). Econometrics Journal
Cited: 6 times.

(33) RePEc:ect:emjrnl:v:6:y:2003:i:2:p:261-290 Semiparametric estimation of Value at Risk (2003). Econometrics Journal
Cited: 6 times.

(34) RePEc:ect:emjrnl:v:3:y:2000:i:2:p:177-197 Testing for linear autoregressive dynamics under heteroskedasticity (2000). Econometrics Journal
Cited: 6 times.

(35) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c228-c266 A framework for economic forecasting (1998). Econometrics Journal
Cited: 5 times.

(36) RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159 Exact interpretation of dummy variables in semilogarithmic equations (2002). Econometrics Journal
Cited: 5 times.

(37) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:566-584 Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts (2004). Econometrics Journal
Cited: 5 times.

(38) RePEc:ect:emjrnl:v:3:y:2000:i:1:p:1-15 Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (2000). Econometrics Journal
Cited: 5 times.

(39) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:528-549 Testing for duration dependence in economic cycles (2004). Econometrics Journal
Cited: 5 times.

(40) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504 Oil prices and exchange rates: Norwegian evidence (2004). Econometrics Journal
Cited: 5 times.

(41) RePEc:ect:emjrnl:v:8:y:2005:i:1:p:23-38 Grangers representation theorem: A closed-form expression for I(1) processes (2005). Econometrics Journal
Cited: 5 times.

(42) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617 A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (2004). Econometrics Journal
Cited: 5 times.

(43) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c113-c128 Estimating stochastic volatility models through indirect inference (1998). Econometrics Journal
Cited: 5 times.

(44) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:505-527 Asymptotic confidence intervals for impulse responses of near-integrated processes (2004). Econometrics Journal
Cited: 5 times.

(45) RePEc:ect:emjrnl:v:9:y:2006:i:1:p:23-47 Dynamic adjustment cost models with forward-looking behaviour (2006). Econometrics Journal
Cited: 5 times.

(46) RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s1-s19 Forecasting with difference-stationary and trend-stationary models (2001). Econometrics Journal
Cited: 4 times.

(47) RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8 Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (2001). Econometrics Journal
Cited: 4 times.

(48) RePEc:ect:emjrnl:v:6:y:2003:i:2:p:335-356 ARMA representation of integrated and realized variances (2003). Econometrics Journal
Cited: 4 times.

(49) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:29-48 Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application (1999). Econometrics Journal
Cited: 4 times.

(50) RePEc:ect:emjrnl:v:5:y:2002:i:1:p:40-64 Progress from forecast failure -- the Norwegian consumption function (2002). Econometrics Journal
Cited: 4 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:cep:stiecm:/2003/460 LARCH, Leverage and Long Memory (2003). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

(2) RePEc:cpr:ceprdp:3758 Is Official Exchange Rate Intervention Effective? (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:hhs:osloec:2002_018 Testing the New Keynesian Phillips curve (2003). Oslo University, Department of Economics / Memorandum

(4) RePEc:ibm:ibmecp:wpe_37 Structural Break Threshold VARs for Predicting US Recessions using the Spread (2003). Ibmec Working Paper, Ibmec São Paulo / Ibmec Working Papers

(5) RePEc:nbr:nberwo:9452 Omitted Product Attributes in Discrete Choice Models (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(6) RePEc:taf:apeclt:v:10:y:2003:i:15:p:985-988 Structural breaks in the U.S. inflation process: a further investigation (2003). Applied Economics Letters

(7) RePEc:wpa:wuwpio:0309001 The Fall in British Electricity Prices: Market Rules, Market Structure, or Both? (2003). EconWPA / Industrial Organization

Latest citations received in: 2002

(1) RePEc:dgr:kubcen:200276 Forecast accuracy after pretesting with an application to the stock market (2002). Tilburg University, Center for Economic Research / Discussion Paper

(2) RePEc:dgr:kubcen:200277 Estimation of the mean of a univariate normal distribution when the variance is not known (2002). Tilburg University, Center for Economic Research / Discussion Paper

(3) RePEc:jae:japmet:v:17:y:2002:i:5:p:549-564 GO-GARCH: a multivariate generalized orthogonal GARCH model (2002). Journal of Applied Econometrics

(4) RePEc:man:cgbcrp:18 Nonlinearity in the Feds Monetary Policy Rule (2002). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series

(5) RePEc:nst:samfok:1302 Model Specification and Inflation Forecast Uncertainty (2002). Department of Economics, Norwegian University of Science and Technology / Working Paper Series

Latest citations received in: 2001

(1) RePEc:eui:euiwps:eco2001/15 Factor Forecasts for the UK (2001). European University Institute / Economics Working Papers

Latest citations received in: 2000

(1) RePEc:ecm:wc2000:0810 A Comparison of Financial Duration Models via Density Forecasts (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers

(2) RePEc:ecm:wc2000:0888 Computing Observation Weights for Signal Extraction and Filtering (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers

(3) RePEc:kud:kuiedp:0020 Explaining Cointegration Analysis: Part II (2000). University of Copenhagen. Department of Economics (formerly Institute of Economics) / Discussion Papers

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.