Econometric Theory

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 0.24 0.17 35 257 87 21 0 5 0.14 0.08 1997 0.19 0.2 31 211 79 15 0 7 0.23 0.08 1998 0.27 0.23 40 153 66 18 0 2 0.05 0.1 1999 0.23 0.32 37 129 71 16 0 7 0.19 0.16 2000 0.43 0.43 46 141 77 33 0 6 0.13 0.19 2001 0.23 0.39 43 101 83 19 0 5 0.12 0.17 2002 0.3 0.42 62 147 89 27 0 4 0.06 0.2 2003 0.33 0.47 73 87 105 35 0 12 0.16 0.22 2004 0.35 0.51 62 84 135 47 0 7 0.11 0.23
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:cup:etheor:v:12:y:1996:i:4:p:657-81 Which Moments to Match? (1996).
Cited: 126 times.

(2) RePEc:cup:etheor:v:11:y:1995:i:1:p:122-50 Multivariate Simultaneous Generalized ARCH. (1995).
Cited: 116 times.

(3) RePEc:cup:etheor:v:12:y:1996:i:3:p:409-31 Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996).
Cited: 62 times.

(4) RePEc:cup:etheor:v:13:y:1997:i:3:p:315-52 Estimating Multiple Breaks One at a Time. (1997).
Cited: 53 times.

(5) RePEc:cup:etheor:v:13:y:1997:i:6:p:808-17 Optimal Prediction under Asymmetric Loss. (1997).
Cited: 47 times.

(6) RePEc:cup:etheor:v:11:y:1995:i:5:p:1131-47 Inference in Models with Nearly Integrated Regressors. (1995).
Cited: 44 times.

(7) RePEc:cup:etheor:v:10:y:1994:i:1:p:95-115 A Residual-Based Test of the Null of Cointegration against the Alternative of No Cointegration. (1994).
Cited: 43 times.

(8) RePEc:cup:etheor:v:7:y:1991:i:1:p:1-21 Asymptotically Efficient Estimation of Cointegration Regressions. (1991).
Cited: 42 times.

(9) RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625 PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004).
Cited: 36 times.

(10) RePEc:cup:etheor:v:11:y:1995:i:5:p:1148-71 Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995).
Cited: 35 times.

(11) RePEc:cup:etheor:v:8:y:1992:i:4:p:489-500 Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992).
Cited: 32 times.

(12) RePEc:cup:etheor:v:15:y:1999:i:04:p:549-582 THE NONSTATIONARY FRACTIONAL UNIT ROOT (1999).
Cited: 28 times.

(13) RePEc:cup:etheor:v:17:y:2001:i:02:p:451-470 ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES (2001).
Cited: 26 times.

(14) RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298 ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (1999).
Cited: 26 times.

(15) RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325 CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (1998).
Cited: 26 times.

(16) RePEc:cup:etheor:v:8:y:1992:i:1:p:1-27 Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992).
Cited: 25 times.

(17) RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86 STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS (1998).
Cited: 24 times.

(18) RePEc:cup:etheor:v:11:y:1995:i:3:p:530-36 Causality in the Long Run. (1995).
Cited: 24 times.

(19) RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39 MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (2002).
Cited: 24 times.

(20) RePEc:cup:etheor:v:16:y:2000:i:02:p:176-199 TESTS OF COMMON STOCHASTIC TRENDS (2000).
Cited: 23 times.

(21) RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376 THE SIZE DISTORTION OF BOOTSTRAP TESTS (1999).
Cited: 23 times.

(22) RePEc:cup:etheor:v:11:y:1995:i:5:p:984-1014 Testing for Cointegration When Some of the Cointegrating Vectors Are Prespecified. (1995).
Cited: 22 times.

(23) RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141 THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (2001).
Cited: 22 times.

(24) RePEc:cup:etheor:v:9:y:1993:i:2:p:222-40 Testing Identifiability and Specification in Instrumental Variable Models. (1993).
Cited: 22 times.

(25) RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310 ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003).
Cited: 21 times.

(26) RePEc:cup:etheor:v:8:y:1992:i:2:p:188-202 A Representation of Vector Autoregressive Processes Integrated of Order 2. (1992).
Cited: 21 times.

(27) RePEc:cup:etheor:v:13:y:1997:i:6:p:818-49 Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series. (1997).
Cited: 20 times.

(28) RePEc:cup:etheor:v:13:y:1997:i:5:p:667-78 Multiplicative Panel Data Models without the Strict Exogeneity Assumption. (1997).
Cited: 20 times.

(29) RePEc:cup:etheor:v:11:y:1995:i:3:p:560-96 Nonparametric Kernel Estimation for Semiparametric Models. (1995).
Cited: 19 times.

(30) RePEc:cup:etheor:v:11:y:1995:i:2:p:359-68 An LM Test for a Unit Root in the Presence of a Structural Change. (1995).
Cited: 19 times.

(31) RePEc:cup:etheor:v:8:y:1992:i:2:p:241-57 Generic Uniform Convergence. (1992).
Cited: 19 times.

(32) RePEc:cup:etheor:v:10:y:1994:i:3-4:p:774-808 Posterior Odds Testing for a Unit Root with Data-Based Model Selection. (1994).
Cited: 19 times.

(33) RePEc:cup:etheor:v:14:y:1998:i:02:p:222-259 TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS (1998).
Cited: 18 times.

(34) RePEc:cup:etheor:v:10:y:1994:i:5:p:849-66 Testing for Second-Order Stochastic Dominance of Two Distributions. (1994).
Cited: 17 times.

(35) RePEc:cup:etheor:v:11:y:1995:i:1:p:105-21 Bootstrapping Quantile Regression Estimators. (1995).
Cited: 17 times.

(36) RePEc:cup:etheor:v:10:y:1994:i:3-4:p:672-700 Inference in Time Series Regression When the Order of Integration of a Regressor Is Unknown. (1994).
Cited: 16 times.

(37) RePEc:cup:etheor:v:14:y:1998:i:06:p:701-743 BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES (1998).
Cited: 16 times.

(38) RePEc:cup:etheor:v:16:y:2000:i:01:p:3-22 STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (2000).
Cited: 15 times.

(39) RePEc:cup:etheor:v:18:y:2002:i:02:p:469-490 AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (2002).
Cited: 14 times.

(40) RePEc:cup:etheor:v:6:y:1990:i:1:p:17-43 A Unified Approach to Robust, Regression-Based Specification Tests. (1990).
Cited: 14 times.

(41) RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348 TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (2002).
Cited: 14 times.

(42) RePEc:cup:etheor:v:19:y:2003:i:02:p:254-279 MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (2003).
Cited: 14 times.

(43) RePEc:cup:etheor:v:12:y:1996:i:5:p:793-813 Conditional Quantile Estimation and Inference for ARCH Models. (1996).
Cited: 14 times.

(44) RePEc:cup:etheor:v:15:y:1999:i:04:p:583-621 ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (1999).
Cited: 14 times.

(45) RePEc:cup:etheor:v:8:y:1992:i:4:p:435-51 Nonparametric Regression Tests Based on Least Squares. (1992).
Cited: 13 times.

(46) RePEc:cup:etheor:v:9:y:1993:i:4:p:539-69 Adaptive Estimation in ARCH Models. (1993).
Cited: 13 times.

(47) RePEc:cup:etheor:v:16:y:2000:i:05:p:740-778 A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS (2000).
Cited: 13 times.

(48) RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793 A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES (1998).
Cited: 12 times.

(49) RePEc:cup:etheor:v:11:y:1995:i:5:p:1015-32 Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions. (1995).
Cited: 12 times.

(50) RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843 INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (2004).
Cited: 12 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:cwl:cwldpp:1453 Smoothed Empirical Likelihood Methods for Quantile Regression Models (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(2) RePEc:cwl:cwldpp:1473 Regression Asymptotics Using Martingale Convergence Methods (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(3) RePEc:ecm:feam04:512 Bagging Binary Predictors for Time Series (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(4) RePEc:ecm:feam04:749 Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(5) RePEc:eui:euiwps:eco2004/29 Efficient Tests of the Seasonal Unit Root Hypothesis (2004). European University Institute / Economics Working Papers

(6) RePEc:ila:anaeco:v:19:y:2004:i:2:p:41-83 Real exchange rates in the long and short run: a panel co-integration approach (2004). Revista de Analisis Economico

(7) RePEc:lsu:lsuwpp:2004-03 International Medical R&D Spillovers (2004). Department of Economics, Louisiana State University / Departmental Working Papers

Latest citations received in: 2003

(1) RePEc:cep:stiecm:/2003/450 Estimation of Semiparametric Models when the Criterion Function is not Smooth (2003). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

(2) RePEc:cwl:cwldpp:1393 Vision and Influence in Econometrics: John Denis Sargan (2003). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(3) RePEc:cwl:cwldpp:1397 Laws and Limits of Econometrics (2003). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(4) RePEc:fem:femwpa:2003.43 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US (2003). Fondazione Eni Enrico Mattei / Working Papers

(5) RePEc:gue:guelph:2003-10 A Consistent Nonparametric Equality Test of Conditional Quantile Functions (2003). University of Guelph, Department of Economics / Working Papers

(6) RePEc:gue:guelph:2003-11 Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models (2003). University of Guelph, Department of Economics / Working Papers

(7) RePEc:ifs:cemmap:06/03 Nonparametric identification with discrete endogenous variables (2003). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(8) RePEc:ifs:cemmap:19/03 Nonparametric identification under discrete variation (2003). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(9) RePEc:ins:quaeco:qf0217bis Common trends and cycles in I(2) VAR systems (2003). Department of Economics, University of Insubria / Economics and Quantitative Methods

(10) RePEc:iza:izadps:dp851 Treatment Effect Heterogeneity in Theory and Practice (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(11) RePEc:msh:ebswps:2003-19 Nonlinear Correlograms and Partial Autocorrelograms (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(12) RePEc:nbr:nberwo:9708 Treatment Effect Heterogeneity in Theory and Practice (2003). National Bureau of Economic Research, Inc / NBER Working Papers

Latest citations received in: 2002

(1) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:fip:fedawp:2002-14 Priors from general equilibrium models for VARs (2002). Federal Reserve Bank of Atlanta / Working Paper

(3) RePEc:upf:upfgen:600 Subsampling the Mean of Heavy-tailed Dependent Observations (2002). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(4) RePEc:upf:upfgen:635 Improved Nonparametric Confidence Intervals in Time Series Regressions (2002). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

Latest citations received in: 2001

(1) RePEc:aah:aarhec:2001-1 Efficient Likelihold Inference in Nonstationary Univariate Models (2001). Department of Economics, University of Aarhus / Department of Economics, Working Papers

(2) RePEc:cte:dsrepe:ds010101 MODELOS DE MEMORIA LARGA PARA SERIES ECONÓMICAS Y FINANCIERAS (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Documentos de Trabajo de Estadística y Econometría

(3) RePEc:dgr:uvatin:20010078 Block Local to Unity and Continuous Record Asymptotics (2001). Tinbergen Institute / Tinbergen Institute Discussion Papers

(4) RePEc:kie:kieliw:1072 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models (2001). Kiel Institute for World Economics / Working Papers

(5) RePEc:yor:yorken:01/12 The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables. (2001). Department of Economics, University of York / 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.