Econometric Theory

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

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.24 0.17 35 256 87 21 0 5 0.14 0.08 1997 0.2 0.2 31 208 79 16 0 7 0.23 0.08 1998 0.27 0.23 80 172 66 18 0 2 0.03 0.1 1999 0.14 0.31 74 165 111 16 0 6 0.08 0.15 2000 0.23 0.43 92 152 154 35 0 5 0.05 0.19 2001 0.13 0.4 86 113 166 22 0 5 0.06 0.17 2002 0.15 0.43 124 159 178 27 0 4 0.03 0.2 2003 0.17 0.48 147 102 210 36 0 8 0.05 0.22 2004 0.15 0.52 125 112 271 41 0 6 0.05 0.23 2005 0.17 0.59 138 81 272 47 0 14 0.1 0.27 2006 0.21 0.63 114 29 263 55 0 4 0.04 0.27
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: 61 times.

(4) RePEc:cup:etheor:v:13:y:1997:i:3:p:315-52 Estimating Multiple Breaks One at a Time. (1997).
Cited: 52 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:20:y:2004:i:03:p:597-625_20 PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004).
Cited: 44 times.

(8) 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: 42 times.

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

(10) RePEc:cup:etheor:v:15:y:1999:i:04:p:549-582_15 THE NONSTATIONARY FRACTIONAL UNIT ROOT (1999).
Cited: 41 times.

(11) RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298_15 ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (1999).
Cited: 35 times.

(12) 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: 34 times.

(13) RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376_15 THE SIZE DISTORTION OF BOOTSTRAP TESTS (1999).
Cited: 33 times.

(14) RePEc:cup:etheor:v:8:y:1992:i:4:p:489-500 Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992).
Cited: 31 times.

(15) RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14 CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (1998).
Cited: 29 times.

(16) RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14 STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS (1998).
Cited: 27 times.

(17) RePEc:cup:etheor:v:17:y:2001:i:02:p:451-470_17 ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES (2001).
Cited: 26 times.

(18) 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.

(19) RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18 MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (2002).
Cited: 25 times.

(20) RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19 ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003).
Cited: 24 times.

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

(22) RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17 THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (2001).
Cited: 22 times.

(23) RePEc:cup:etheor:v:16:y:2000:i:02:p:176-199_16 TESTS OF COMMON STOCHASTIC TRENDS (2000).
Cited: 22 times.

(24) 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.

(25) 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.

(26) RePEc:cup:etheor:v:9:y:1993:i:2:p:222-40 Testing Identifiability and Specification in Instrumental Variable Models. (1993).
Cited: 20 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:14:y:1998:i:06:p:783-793_14 A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES (1998).
Cited: 19 times.

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

(30) RePEc:cup:etheor:v:13:y:1997:i:5:p:667-78 Multiplicative Panel Data Models without the Strict Exogeneity Assumption. (1997).
Cited: 19 times.

(31) RePEc:cup:etheor:v:18:y:2002:i:02:p:469-490_18 AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (2002).
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:11:y:1995:i:3:p:560-96 Nonparametric Kernel Estimation for Semiparametric Models. (1995).
Cited: 19 times.

(34) RePEc:cup:etheor:v:16:y:2000:i:01:p:3-22_16 STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (2000).
Cited: 19 times.

(35) 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.

(36) RePEc:cup:etheor:v:14:y:1998:i:02:p:222-259_14 TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS (1998).
Cited: 18 times.

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

(38) RePEc:cup:etheor:v:14:y:1998:i:06:p:701-743_14 BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES (1998).
Cited: 17 times.

(39) 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.

(40) 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.

(41) RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18 TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (2002).
Cited: 16 times.

(42) RePEc:cup:etheor:v:19:y:2003:i:02:p:254-279_19 MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (2003).
Cited: 16 times.

(43) RePEc:cup:etheor:v:15:y:1999:i:04:p:583-621_15 ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (1999).
Cited: 14 times.

(44) RePEc:cup:etheor:v:16:y:2000:i:03:p:373-406_16 TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT (2000).
Cited: 14 times.

(45) RePEc:cup:etheor:v:17:y:2001:i:04:p:686-710_17 ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (2001).
Cited: 14 times.

(46) RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20 INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (2004).
Cited: 14 times.

(47) RePEc:cup:etheor:v:16:y:2000:i:05:p:740-778_16 A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS (2000).
Cited: 14 times.

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

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

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

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:cwl:cwldpp:1594 Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression (2006). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(2) RePEc:dgr:uvatin:20060078 The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

(3) RePEc:msh:ebswps:2006-20 Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(4) RePEc:qed:wpaper:1101 Simple (but effective) tests of long memory versus structural breaks (2006). Queen's University, Department of Economics / Working Papers

Recent citations received in: 2005

(1) RePEc:bri:uobdis:05/580 What determines financial development? (2005). Department of Economics, University of Bristol, UK / Bristol Economics Discussion Papers

(2) RePEc:cfr:cefirw:w0069 Optimal Instruments in Time Series: A Survey (2005). Center for Economic and Financial Research / CEFIR Working Papers

(3) RePEc:cpr:ceprdp:5279 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(4) RePEc:eui:euiwps:eco2005/09 Autoregressive Approximations of Multiple Frequency I(1) Processes (2005). European University Institute / Economics Working Papers

(5) RePEc:han:dpaper:dp-327 Empirical likelihood confidence intervals for the mean of a long-range dependent process (2005). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(6) RePEc:hhs:rbnkwp:0189 Bayesian Inference of General Linear Restrictions on the Cointegration Space (2005). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(7) RePEc:ifs:cemmap:13/05 Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(8) RePEc:ifs:cemmap:18/05 GMM with many weak moment conditions (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(9) RePEc:lec:leecon:05/14 Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model (2005). Department of Economics, University of Leicester / Discussion Papers in Economics

(10) RePEc:mlb:wpaper:949 Computing the Distributions of Economic Models Via Simulation (2005). The University of Melbourne / Department of Economics - Working Papers Series

(11) RePEc:scp:wpaper:05-33 Why Panel Data? (2005). Institute of Economic Policy Research (IEPR) / IEPR Working Papers

(12) RePEc:ubi:deawps:11 Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers

(13) RePEc:ubi:deawps:12 Asymmetric Multivariate Stochastic Volatility (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers

(14) RePEc:wpa:wuwpif:0503006 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability (2005). EconWPA / International Finance

Recent 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: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

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

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

(3) 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

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

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

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

(7) 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

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