Michigan State - Econometrics and Economic Theory / Michigan State - Econometrics and Economic 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 0.11 0.16 0 9 1 0 0.07 1997 0.17 0 1 0 0.09 1998 0.19 2 0 0 0 0.12 1999 0.29 7 14 2 0 0.19 2000 0.39 0 9 0 0.2 2001 0.43 0.34 0 7 3 0 0.18 2002 0.39 0 0 0 0.2 2003 0.41 0 0 0 0.21 2004 0.47 0 0 0 0.25 2005 0.45 0 0 0 0.29
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:fth:mistet:8905 Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root? (1990).
Cited: 31 times.

(2) RePEc:fth:mistet:8811 INTRA DAY AND INTER MARKET VOLATILITY IN FOREIGN EXCHANGE RATES. (1989).
Cited: 30 times.

(3) RePEc:fth:mistet:8803 STOCK RETURNS AND VOLATILITY (1988).
Cited: 26 times.

(4) RePEc:fth:mistet:9103 Cointegration, Fractional Cointegration, and Exchange RAte Dynamics. (1993).
Cited: 13 times.

(5) RePEc:fth:mistet:9904 On the Political Economy of Means-Tested Education Vouchers. (1999).
Cited: 8 times.

(6) RePEc:fth:mistet:9501 Sex, Wages, and Productivity : an Empirical Analysis of Israeli, Firm-Level Data. (1995).
Cited: 8 times.

(7) RePEc:fth:mistet:9003 The Search for Equilibrium Relationships in International Finance : The Case of the Monetary Model. (1991).
Cited: 8 times.

(8) RePEc:fth:mistet:8818 INNOVATION, IMITATION AND ECONOMIC GROWTH. (1990).
Cited: 7 times.

(9) RePEc:fth:mistet:8805 ECONOMETRIC TESTS OF RATIONALITY AND MARKET EFFICIENCY (1988).
Cited: 7 times.

(10) RePEc:fth:mistet:8717 DICKEY-FULLER TESTS WITH DRIFT (1988).
Cited: 6 times.

(11) RePEc:fth:mistet:9901 More Efficient Estimation under Non-Normality when Higher Moments do not Depend on the Regressors, using Residual-Augmented Lease Squares. (1999).
Cited: 4 times.

(12) RePEc:fth:mistet:9403 Social Security, Social Welfare and the Aging Population. (1994).
Cited: 4 times.

(13) RePEc:fth:mistet:9208 Gender Differences in the Russian Labour Market. (1993).
Cited: 4 times.

(14) RePEc:fth:mistet:9001 A Modification of the Schmidt-Phillips Unit Root Test. (1991).
Cited: 3 times.

(15) RePEc:fth:mistet:9901a Income Distribution Effects of Public Education and Social Security in a Growing Economy. (1999).
Cited: 3 times.

(16) RePEc:fth:mistet:8718 DEMAND FUNCTIONS FOR U.S. MONEY AND CREDIT MEASURES (1988).
Cited: 3 times.

(17) RePEc:fth:mistet:9405 Prediction from the Regression Model with one-way Error Components. (1994).
Cited: 2 times.

(18) RePEc:fth:mistet:9903 Composition of Government Budget, Non-Single Peakedness and Majority Voting. (1999).
Cited: 2 times.

(19) RePEc:fth:mistet:9109 Central Bank Intervention and Risk in the Forward Premium. (1993).
Cited: 1 times.

(20) RePEc:fth:mistet:9408 The Minimum Distance Estimator for Fractionally Integrated ARMA Models. (1994).
Cited: 1 times.

(21) RePEc:fth:mistet:8808 COMMODITY PRICES AND AGGREGATE INFLATION: WOULD A COMMODITY PRICE RULE BE WORTHWHILE? (1989).
Cited: 1 times.

(22) RePEc:fth:mistet:9005 Long Memory Models and Macroeconomic Time Series. (1991).
Cited: 1 times.

(23) RePEc:fth:mistet:8804 THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY (1988).
Cited: 1 times.

(24) RePEc:fth:mistet:9209 Risk and Revelation: Changing the Value of Information. (1993).
Cited: 1 times.

(25) RePEc:fth:mistet:9205 Russian Labor Market in Transition. (1993).
Cited: 1 times.

(26) RePEc:fth:mistet:9104 Financing Universal Health Care in the United States: A General Equilibrium Analysis of Efficiency and Distributional Effects. (1993).
Cited: 1 times.

(27) RePEc:fth:mistet:8809 CHOICE AMONG WAGE-HOURS PACKAGES: AN AMPIRICAL INVESTIGATION OF LABOUR SUPPLY. (1989).
Cited: 1 times.

(28) RePEc:fth:mistet:9100 A Generalized Method of Moments Estimator for Long-Memory Processes. (1992).
Cited: 1 times.

(29) RePEc:fth:mistet:9401 GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects. (1994).
Cited: 1 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

Latest citations received in: 2004

Latest citations received in: 2003

Latest citations received in: 2002

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.