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 2004 0.94 0.51 29 140 48 45 0 19 0.66 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:ect:emjrnl:v:3:y:2000:i:2:p:148-161 Testing for stationarity in heterogeneous panel data (2000).
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).
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).
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).
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).
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).
Cited: 35 times.

(7) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31 Pooling of forecasts (2004).
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).
Cited: 28 times.

(9) RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41 Likelihood-based cointegration tests in heterogeneous panels (2001).
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).
Cited: 25 times.

(11) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318 Distributions of error correction tests for cointegration (2002).
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).
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).
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).
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).
Cited: 22 times.

(16) RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78 Critical values for multiple structural change tests (2003).
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).
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).
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).
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).
Cited: 13 times.

(21) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75 Inference for Lorenz curve orderings (1999).
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).
Cited: 11 times.

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

(24) RePEc:ect:emjrnl:v:6:y:2003:i:2:p:430-461 Econometric inflation targeting (2003).
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).
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).
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).
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).
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).
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).
Cited: 8 times.

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

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

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

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

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

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

(43) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c113-c128 Estimating stochastic volatility models through indirect inference (1998).
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).
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).
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).
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).
Cited: 4 times.

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

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

Latest citations received in: 2004

(1) RePEc:ces:ceswps:_1290 Dualism and Cross-Country Growth Regressions (2004). CESifo GmbH / CESifo Working Paper Series

(2) RePEc:ces:ceswps:_1358 Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management (2004). CESifo GmbH / CESifo Working Paper Series

(3) RePEc:cpr:ceprdp:4304 Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(4) RePEc:dgr:umamet:2004040 Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2004). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda

(5) RePEc:ecm:feam04:567 Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(6) RePEc:ecm:latm04:91 The estimation of simultaneous equation models under conditional heteroscedasticity (2004). Econometric Society / Econometric Society 2004 Latin American Meetings

(7) RePEc:gen:geneem:2004.05 Stock and Bond Return Predictability : The Discrimination Power of Model Selection Criteria (2004). Département d'Econométrie, Université de Genève / Cahiers du Département d'Econométrie

(8) RePEc:iza:izadps:dp1095 Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(9) RePEc:knz:hetero:0404 University Spillovers: Does the Kind of Science Matter? (2004). Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim / Working Papers of the Research Group Heterogenous Labor

(10) RePEc:knz:hetero:0405 The Causal Effect of Schooling : empirical Evidence from Germany (2004). Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim / Working Papers of the Research Group Heterogenous Labor

(11) RePEc:mmf:mmfc04:101 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(12) RePEc:nbr:nberte:0302 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak (2004). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(13) RePEc:nsr:niesrd:248 Optimal combination of density forecasts (2004). National Institute of Economic and Social Research / NIESR Discussion Papers

(14) RePEc:nsr:niesrd:249 Density Forecast Combination (2004). National Institute of Economic and Social Research / NIESR Discussion Papers

(15) RePEc:onb:oenbwp:90 Modeling Credit Aggregates (2004). Oesterreichische Nationalbank (Austrian National Bank) / Working Papers

(16) RePEc:qed:wpaper:1031 The Case Against JIVE (2004). Queen's University, Department of Economics / Working Papers

(17) RePEc:sce:scecf4:230 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(18) RePEc:sce:scecf4:273 Density Estimation and Combination under Model Ambiguity (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(19) RePEc:scp:wpaper:04-3 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management (2004). Institute of Economic Policy Research (IEPR) / IEPR Working Papers

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

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.