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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.22 0 0 0 0.09 1998 0.25 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.42 0 0 0 0.19 2001 0.41 118 363 0 0 6 0.05 0.16 2002 0.15 0.44 127 289 118 18 0 5 0.04 0.2 2003 0.13 0.46 156 95 245 33 0 2 0.01 0.21 2004 0.14 0.51 159 128 283 39 0 8 0.05 0.23 2005 0.09 0.54 181 298 315 28 0 18 0.1 0.24 2006 0.18 0.56 236 97 340 60 0 9 0.04 0.24 2007 0.14 0.45 198 92 417 60 0 10 0.05 0.21 2008 0.11 0.5 185 33 434 47 0 6 0.03 0.24
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:bes:jnlasa:v:96:y:2001:m:march:p:42-55 The Distribution of Realized Exchange Rate Volatility (2001).
Cited: 145 times.

(2) RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179 Forecasting Using Principal Components From a Large Number of Predictors (2002).
Cited: 116 times.

(3) RePEc:bes:jnlasa:v:100:y:2005:p:1394-1411 A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data (2005).
Cited: 92 times.

(4) RePEc:bes:jnlasa:v:100:y:2005:p:830-840 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2005).
Cited: 84 times.

(5) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:284-292 Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models (2002).
Cited: 39 times.

(6) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281 Marginal Likelihood From the Metropolis-Hastings Output (2001).
Cited: 37 times.

(7) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:663-673 Accounting for the Black-White Wealth Gap: A Nonparametric Approach (2002).
Cited: 30 times.

(8) RePEc:bes:jnlasa:v:102:y:2007:m:june:p:432-441 Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors (2007).
Cited: 25 times.

(9) RePEc:bes:jnlasa:v:101:y:2006:p:980-990 Quantile Autoregression (2006).
Cited: 20 times.

(10) RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026 Cross-Validation and the Estimation of Conditional Probability Densities (2004).
Cited: 20 times.

(11) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:12-19 Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis (2001).
Cited: 16 times.

(12) RePEc:bes:jnlasa:v:102:y:2007:m:june:p:603-617 Determining the Number of Factors in the General Dynamic Factor Model (2007).
Cited: 15 times.

(13) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:194-209 Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models (2001).
Cited: 14 times.

(14) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002).
Cited: 14 times.

(15) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360 Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (2001).
Cited: 13 times.

(16) RePEc:bes:jnlasa:v:98:y:2003:p:629-642 Semiparametric Estimation of Multivariate Fractional Cointegration (2003).
Cited: 12 times.

(17) RePEc:bes:jnlasa:v:101:y:2006:p:1418-1429 The Adaptive Lasso and Its Oracle Properties (2006).
Cited: 11 times.

(18) RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1172-1184 Testing Forecast Optimality Under Unknown Loss (2007).
Cited: 11 times.

(19) RePEc:bes:jnlasa:v:100:y:2005:p:6-16 Weather Forecasting for Weather Derivatives (2005).
Cited: 10 times.

(20) RePEc:bes:jnlasa:v:99:y:2004:p:156-168 Monte Carlo Smoothing for Nonlinear Time Series (2004).
Cited: 10 times.

(21) RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1141-1153 Parsimonious Covariance Matrix Estimation for Longitudinal Data (2002).
Cited: 10 times.

(22) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882 Three-Step Censored Quantile Regression and Extramarital Affairs (2002).
Cited: 10 times.

(23) RePEc:bes:jnlasa:v:100:y:2005:p:545-553 Bootstrapping Unit Root Tests for Autoregressive Time Series (2005).
Cited: 9 times.

(24) RePEc:bes:jnlasa:v:100:y:2005:p:94-108 Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing (2005).
Cited: 9 times.

(25) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:77-87 Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data (2002).
Cited: 9 times.

(26) RePEc:bes:jnlasa:v:99:y:2004:p:799-804 Getting It Right: Joint Distribution Tests of Posterior Simulators (2004).
Cited: 9 times.

(27) RePEc:bes:jnlasa:v:99:y:2004:p:775-787 Unit Root Quantile Autoregression Inference (2004).
Cited: 9 times.

(28) RePEc:bes:jnlasa:v:99:y:2004:p:854-866 Causal Inference With General Treatment Regimes: Generalizing the Propensity Score (2004).
Cited: 9 times.

(29) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1387-1396 A Note on the Efficiency of Sandwich Covariance Matrix Estimation (2001).
Cited: 8 times.

(30) RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1349-1362 Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (2007).
Cited: 8 times.

(31) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:500-509 Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model (2001).
Cited: 8 times.

(32) RePEc:bes:jnlasa:v:100:y:2005:p:532-544 Diagnostic Checking in ARMA Models With Uncorrelated Errors (2005).
Cited: 8 times.

(33) RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240 Efficient Estimation of Semiparametric Multivariate Copula Models (2006).
Cited: 8 times.

(34) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1151-1160 Empirical Bayes Analysis of a Microarray Experiment (2001).
Cited: 8 times.

(35) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652 Goodness-of-Fit Tests for Parametric Regression Models (2001).
Cited: 8 times.

(36) RePEc:bes:jnlasa:v:98:y:2003:p:299-323 Principal Stratification Approach to Broken Randomized Experiments: A Case Study of School Choice Vouchers in New York City (2003).
Cited: 8 times.

(37) RePEc:bes:jnlasa:v:103:y:2008:m:march:p:410-423 Mixtures of g Priors for Bayesian Variable Selection (2008).
Cited: 7 times.

(38) RePEc:bes:jnlasa:v:99:y:2004:p:673-686 Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models (2004).
Cited: 7 times.

(39) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:601-610 A Powerful Portmanteau Test of Lack of Fit for Time Series (2002).
Cited: 7 times.

(40) RePEc:bes:jnlasa:v:101:y:2006:p:223-239 Structural Break Estimation for Nonstationary Time Series Models (2006).
Cited: 6 times.

(41) RePEc:bes:jnlasa:v:101:y:2006:p:863-877 Recidivism and Social Interactions (2006).
Cited: 6 times.

(42) RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1481-1495 Multiple Inference and Gender Differences in the Effects of Early Intervention: A Reevaluation of the Abecedarian, Perry Preschool, and Early Training Projects (2008).
Cited: 6 times.

(43) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:458-468 Reappraising Medfly Longevity: A Quantile Regression Survival Analysis (2001).
Cited: 6 times.

(44) RePEc:bes:jnlasa:v:100:y:2005:p:680-701 Statistical Methods for Eliciting Probability Distributions (2005).
Cited: 6 times.

(45) RePEc:bes:jnlasa:v:98:y:2003:p:879-899 Frequentist Model Average Estimators (2003).
Cited: 6 times.

(46) RePEc:bes:jnlasa:v:100:y:2005:p:1226-1237 Quantiles for Counts (2005).
Cited: 6 times.

(47) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:440-448 Marginal Structural Models to Estimate the Joint Causal Effect of Nonrandomized Treatments (2001).
Cited: 6 times.

(48) RePEc:bes:jnlasa:v:98:y:2003:p:1001-1012 Censored Regression Quantiles (2003).
Cited: 6 times.

(49) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:746-774 Model Selection and the Principle of Minimum Description Length (2001).
Cited: 5 times.

(50) RePEc:bes:jnlasa:v:98:y:2003:p:839-849 Bayesian Modeling and Forecasting of Intraday Electricity Load (2003).
Cited: 5 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:eca:wpaper:2008_042 Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth (2008). Université Libre de Bruxelles, Ecares / Working Papers

(2) RePEc:jss:jstsof:27:i06 Censored Quantile Regression Redux (2008). Journal of Statistical Software

(3) RePEc:pra:mprapa:6772 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression (2008). University Library of Munich, Germany / MPRA Paper

(4) RePEc:pra:mprapa:6773 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression (2008). University Library of Munich, Germany / MPRA Paper

(5) RePEc:wbk:wbrwps:4759 Cash transfers, behavioral changes, and cognitive development in early childhood : evidence from a randomized experiment (2008). The World Bank / Policy Research Working Paper Series

(6) RePEc:xrp:wpaper:xreap2008-09 A priori ratemaking using bivariate poisson regression models (2008). Xarxa de Referència en Economia Aplicada (XREAP) / Working Papers

Recent citations received in: 2007

(1) RePEc:aah:create:2007-29 A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching (2007). School of Economics and Management, University of Aarhus / CREATES Research Papers

(2) RePEc:bdi:wptemi:td_631_07 New Eurocoin: Tracking Economic Growth in Real Time (2007). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(3) RePEc:bpj:sagmbi:v:6:y:2007:i:1:n:9 Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach (2007). Statistical Applications in Genetics and Molecular Biology

(4) RePEc:cpb:discus:92 On the optimality of expert-adjusted forecasts (2007). CPB Netherlands Bureau for Economic Policy Analysis / CPB Discussion Papers

(5) RePEc:ecb:ecbwps:20070836 Reporting biases and survey results - evidence from European professional forecasters (2007). European Central Bank / Working Paper Series

(6) RePEc:ese:iserwp:2007-15 Estimating Income Poverty in the Presence of Measurement Error and Missing Data Problems (2007). Institute for Social and Economic Research / ISER working papers

(7) RePEc:mtn:ancoec:070102 Doing thousands of hypothesis tests at the same time (2007). Metron - International Journal of Statistics

(8) RePEc:ner:leuven:urn:hdl:123456789/175476 Estimation and decomposition of downside risk for portfolios with non-normal returns. (2007). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven

(9) RePEc:pra:mprapa:862 Estimation of an Occupational Choice Model when Occupations are Misclassified (2007). University Library of Munich, Germany / MPRA Paper

(10) RePEc:udb:wpaper:uwec-2007-25-p Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants (2007). University of Washington, Department of Economics / Working Papers

Recent citations received in: 2006

(1) RePEc:cam:camdae:0649 Time-Varying Quantiles (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(2) RePEc:cor:louvco:2006077 Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(3) RePEc:cte:werepe:we064111 A CONSISTENT SPECIFICATION TEST FOR MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS (2006). Universidad Carlos III, Departamento de Economía / Economics Working Papers

(4) RePEc:dgr:uvatin:20060105 Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

(5) RePEc:ebl:ecbull:v:3:y:2006:i:5:p:1-6 Omitted Asymmetric Persistence and Conditional Heteroskedasticity (2006). Economics Bulletin

(6) RePEc:ecb:ecbwps:20060667 The behaviour of the real exchange rate: evidence from regression quantiles. (2006). European Central Bank / Working Paper Series

(7) RePEc:ecl:harjfk:rwp06-048 Who Misvotes? The Effect of Differential Cognition Costs on Election Outcomes (2006). Harvard University, John F. Kennedy School of Government / Working Paper Series

(8) RePEc:fgv:epgewp:631 Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach (2006). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(9) RePEc:spr:testjl:v:15:y:2006:i:2:p:271-344 Regularization in statistics (2006). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

Recent citations received in: 2005

(1) RePEc:ces:ifowps:_no.13 The Use of Qualitative Business TendencySurveys for Forecasting Business Investmentin Germany (2005). Ifo Institute for Economic Research at the University of Munich / Ifo Working Paper Series

(2) RePEc:cfs:cfswop:wp200533 The Volatility of Realized Volatility (2005). Center for Financial Studies / CFS Working Paper Series

(3) RePEc:eab:financ:1556 Comments on “A selective overview of nonparametric methods in financial econometrics” (2005). East Asian Bureau of Economic Research / Finance Working Papers

(4) RePEc:eab:financ:1557 Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde (2005). East Asian Bureau of Economic Research / Finance Working Papers

(5) RePEc:emp:wpaper:wp05-12 Limited Information Goodness-Of-Fit Testing In Multidimensional Contingency Tables (2005). Instituto de Empresa, Area of Economic Environment / Working Papers Economia

(6) RePEc:kap:mktlet:v:16:y:2005:i:3:p:279-291 Choice Models and Customer Relationship Management (2005). Marketing Letters

(7) RePEc:nbr:nberte:0319 Edgeworth Expansions for Realized Volatility and Related Estimators (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(8) RePEc:nbr:nberwo:11775 Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(9) RePEc:nuf:econwp:0505 Estimating quadratic variation when quoted prices jump by a constant increment (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers

(10) RePEc:nuf:econwp:0516 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers

(11) RePEc:nuf:econwp:0517 Stochastic Volatility (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers

(12) RePEc:oxf:wpaper:240 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). University of Oxford, Department of Economics / Economics Series Working Papers

(13) RePEc:siu:wpaper:08-2005 Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan (2005). Singapore Management University, School of Economics / Working Papers

(14) RePEc:siu:wpaper:13-2005 Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde (2005). Singapore Management University, School of Economics / Working Papers

(15) RePEc:spr:psycho:v:70:y:2005:i:1:p:11-30 Exact tests for the rasch model via sequential importance sampling (2005). Psychometrika

(16) RePEc:usg:dp2005:2005-16 A Note on Endogenous Control Variables in Evaluation Studies (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005

(17) RePEc:usg:dp2005:2005-17 Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005

(18) RePEc:zur:iewwpx:259 Formalized Data Snooping Based on Generalized Error Rates (2005). Institute for Empirical Research in Economics - IEW / IEW - 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.