Econometric Reviews

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.1 0.18 24 230 48 5 0 1 0.04 0.09 1997 0.08 0.21 23 34 52 4 0 0.08 1998 0.13 0.25 33 107 47 6 0 1 0.03 0.1 1999 0.23 0.32 24 62 56 13 0 1 0.04 0.15 2000 0.18 0.43 22 256 57 10 0 4 0.18 0.19 2001 0.28 0.41 23 56 46 13 0 3 0.13 0.17 2002 0.42 0.44 21 141 45 19 15.8 3 0.14 0.2 2003 0.52 0.47 0 44 23 0 0.22 2004 0.62 0.52 0 21 13 0 0.23 2005 0.56 0 0 0 0.25 2006 0.57 0 0 0 0.24 2007 0.48 34 81 0 0 11 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:taf:emetrv:v:11:y:1992:i:2:p:143-172 Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992).
Cited: 360 times.

(2) RePEc:taf:emetrv:v:3:y:1984:i:1:p:1-100 Forecasting and conditional projection using realistic prior distributions (1984).
Cited: 159 times.

(3) RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340 GMM Estimation with persistent panel data: an application to production functions (2000).
Cited: 126 times.

(4) RePEc:taf:emetrv:v:4:y:1985:i:2:p:289-328 Frontier production functions (1985).
Cited: 96 times.

(5) RePEc:taf:emetrv:v:15:y:1996:i:3:p:197-235 A test for independence based on the correlation dimension (1996).
Cited: 85 times.

(6) RePEc:taf:emetrv:v:5:y:1986:i:1:p:1-50 Modelling the persistence of conditional variances (1986).
Cited: 63 times.

(7) RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84 A residual-based test of the null of cointegration in panel data (1998).
Cited: 53 times.

(8) RePEc:taf:emetrv:v:15:y:1996:i:4:p:369-386 Making wald tests work for cointegrated VAR systems (1996).
Cited: 46 times.

(9) RePEc:taf:emetrv:v:13:y:1994:i:2:p:205-229 The role of the constant and linear terms in cointegration analysis of nonstationary variables (1994).
Cited: 42 times.

(10) RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47 SMOOTH TRANSITION AUTOREGRESSIVE MODELS - A SURVEY OF RECENT DEVELOPMENTS (2002).
Cited: 41 times.

(11) RePEc:taf:emetrv:v:13:y:1994:i:1:p:1-91 Artificial neural networks: an econometric perspective (1994).
Cited: 41 times.

(12) RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172 Bayesian Analysis of DSGE Models (2007).
Cited: 39 times.

(13) RePEc:taf:emetrv:v:15:y:1996:i:2:p:115-158 Bootstrapping time series models (1996).
Cited: 39 times.

(14) RePEc:taf:emetrv:v:2:y:1983:i:2:p:159-218 Diagnostic tests as residual analysis (1983).
Cited: 39 times.

(15) RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286 Nonstationary panel data analysis: an overview of some recent developments (2000).
Cited: 34 times.

(16) RePEc:taf:emetrv:v:11:y:1992:i:1:p:1-71 The econometrics of female labor supply and children (1992).
Cited: 31 times.

(17) RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87 LONG-RUN STRUCTURAL MODELLING (2002).
Cited: 29 times.

(18) RePEc:taf:emetrv:v:11:y:1992:i:3:p:265-306 Testing the lucas critique: A review (1992).
Cited: 28 times.

(19) RePEc:taf:emetrv:v:15:y:1996:i:3:p:261-274 Nonparametric testing of closeness between two unknown distribution functions (1996).
Cited: 26 times.

(20) RePEc:taf:emetrv:v:13:y:1994:i:2:p:259-285 Vector autoregression and causality: a theoretical overview and simulation study (1994).
Cited: 26 times.

(21) RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447 ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (2002).
Cited: 23 times.

(22) RePEc:taf:emetrv:v:5:y:1986:i:1:p:51-56 Modeling The persistence Of Conditional Variances: A Comment (1986).
Cited: 23 times.

(23) RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29 Confidence intervals for impulse responses under departures from normality (1998).
Cited: 22 times.

(24) RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48 Recent developments in bootstrapping time series (2000).
Cited: 20 times.

(25) RePEc:taf:emetrv:v:8:y:1989:i:2:p:151-186 Econometric tests of rationality and market efficiency (1989).
Cited: 19 times.

(26) RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318 A REVIEW OF SYSTEMS COINTEGRATION TESTS (2001).
Cited: 19 times.

(27) RePEc:taf:emetrv:v:8:y:1989:i:2:p:207-212 Econometric tests of rationality and market efficiency (1989).
Cited: 19 times.

(28) RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68 Bootstrap tests: how many bootstraps? (2000).
Cited: 18 times.

(29) RePEc:taf:emetrv:v:2:y:1983:i:1:p:85-110 Model specification tests against non-nested alternatives (1983).
Cited: 17 times.

(30) RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73 Using simulation methods for bayesian econometric models: inference, development,and communication (1999).
Cited: 17 times.

(31) RePEc:taf:emetrv:v:19:y:2000:i:3:p:287-320 Stochastic dominance amongst swedish income distributions (2000).
Cited: 16 times.

(32) RePEc:taf:emetrv:v:10:y:1991:i:3:p:253-325 Basic structure of the asymptotic theory in dynamic nonlinear econometric models (1991).
Cited: 16 times.

(33) RePEc:taf:emetrv:v:9:y:1990:i:2:p:123-184 Specification of household engel curves by nonparametric regression (1990).
Cited: 14 times.

(34) RePEc:taf:emetrv:v:18:y:1999:i:3:p:287-330 An introduction to hypergeometric functions for economists (1999).
Cited: 13 times.

(35) RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320 Estimation and decomposition of productivity change when production is not efficient: a paneldata approach (2000).
Cited: 12 times.

(36) RePEc:taf:emetrv:v:4:y:1985:i:1:p:121-174 Benefits and limitations of panel data (1985).
Cited: 12 times.

(37) RePEc:taf:emetrv:v:12:y:1993:i:2:p:183-216 An introduction to econometric applications of empirical process theory for dependent random variables (1993).
Cited: 11 times.

(38) RePEc:taf:emetrv:v:12:y:1993:i:1:p:103-124 A comparison of some robust, adaptive, and partially adaptive estimators of regression models (1993).
Cited: 11 times.

(39) RePEc:taf:emetrv:v:14:y:1995:i:1:p:101-116 Goodness-of-fit measures in binary choice models (1995).
Cited: 11 times.

(40) RePEc:taf:emetrv:v:21:y:2002:i:3:p:309-336 A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (2002).
Cited: 11 times.

(41) RePEc:taf:emetrv:v:12:y:1993:i:3:p:261-330 Modeling asset returns with alternative stable distributions (1993).
Cited: 10 times.

(42) RePEc:taf:emetrv:v:3:y:1984:i:2:p:145-194 Adaptive estimation of non-linear regression models (1984).
Cited: 10 times.

(43) RePEc:taf:emetrv:v:12:y:1993:i:1:p:1-32 Testing stationarity and trend stationarity against the unit root hypothesis (1993).
Cited: 10 times.

(44) RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90 MIDAS Regressions: Further Results and New Directions (2007).
Cited: 9 times.

(45) RePEc:taf:emetrv:v:15:y:1996:i:4:p:401-429 Testing for structural change in cointegrated regression models: some comparisons and generalizations (1996).
Cited: 9 times.

(46) RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404 ().
Cited: 9 times.

(47) RePEc:taf:emetrv:v:1:y:1982:i:2:p:151-190 On unification of the asymptotic theory of nonlinear econometric models (1982).
Cited: 9 times.

(48) RePEc:taf:emetrv:v:21:y:2002:i:3:p:273-307 SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (2002).
Cited: 9 times.

(49) RePEc:taf:emetrv:v:7:y:1988:i:1:p:65-95 Prediction theory for autoregressivemoving average processes (1988).
Cited: 9 times.

(50) RePEc:taf:emetrv:v:12:y:1993:i:2:p:137-181 A compendium to information theory in economics and econometrics (1993).
Cited: 9 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:cpr:ceprdp:6373 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:ecl:harjfk:rwp07-057 Monetary and Fiscal Policies in a Sudden Stop: Is Tighter Brighter? (2007). Harvard University, John F. Kennedy School of Government / Working Paper Series

(3) RePEc:hhs:oruesi:2007_013 Bayesian Forecast Combination for VAR Models (2007). Örebro University, Department of Business, Economics, Statistics and Informatics / Working Papers

(4) RePEc:hhs:rbnkwp:0216 Bayesian forecast combination for VAR models (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(5) RePEc:ifs:ifsewp:07/16 Heterogeneity in consumer demands and the income effect: evidence from panel data (2007). Institute for Fiscal Studies / IFS Working Papers

(6) RePEc:irv:wpaper:070805 Political Business Cycles in the New Keynesian Model (2007). University of California-Irvine, Department of Economics / Working Papers

(7) RePEc:lvl:lacicr:0749 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (2007).

(8) RePEc:nbr:nberwo:13099 Monetary Policy Analysis with Potentially Misspecified Models (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(9) RePEc:pra:mprapa:3419 The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001. (2007). University Library of Munich, Germany / MPRA Paper

(10) RePEc:rpo:ripoec:v:97:y:2007:i:6:p:149-202 Classical and Bayesian Methods for the VAR Analysis: International Comparisons (2007). Rivista di Politica Economica

(11) RePEc:zbw:bubdp1:5573 Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities (2007). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

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