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  Updated November, 1 2010 270.084 documents processed, 5.971.319 references and 2.485.965 citations

 

 
 

EconWPA / Econometrics

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
19960.20.18411973060130.320.08
19970.150.181111060911.140.360.09
19980.10.2104552500.12
19990.620.27107821137.70.16
20000.350.3792220700.19
20010.470.372512319922.240.160.18
20020.180.42370346030.130.19
20030.460.416513048229.190.140.2
20040.330.4610418288293.4300.290.22
20050.370.471661791696216.1340.20.27
20060.280.5102707600.27
20070.160.4301672700.22
20080.410100.22
 
 
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:wpa:wuwpem:9903003 Model uncertainty in cross-country growth regressions (2001).
Cited: 74 times.

(2) RePEc:wpa:wuwpem:9711002 A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA (1997).
Cited: 71 times.

(3) RePEc:wpa:wuwpem:0110002 Model uncertainty in cross-country growth regressions (2001).
Cited: 50 times.

(4) RePEc:wpa:wuwpem:9605004 Real and Spurious Long Memory Properties of Stock Market Data (1996).
Cited: 48 times.

(5) RePEc:wpa:wuwpem:9902001 Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years (1999).
Cited: 45 times.

(6) RePEc:wpa:wuwpem:9602009 Bootstrap Methods in Econometrics: Theory and Numerical Performance (1996).
Cited: 39 times.

(7) RePEc:wpa:wuwpem:0206006 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models (2002).
Cited: 39 times.

(8) RePEc:wpa:wuwpem:0308001 Tests of Conditional Predictive Ability (2003).
Cited: 35 times.

(9) RePEc:wpa:wuwpem:9804001 Benchmark Priors for Bayesian Model Averaging (1999).
Cited: 24 times.

(10) RePEc:wpa:wuwpem:0412005 Non-stationarities in financial time series, the long range dependence and the IGARCH effects (2004).
Cited: 21 times.

(11) RePEc:wpa:wuwpem:9309001 SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA (1993).
Cited: 20 times.

(12) RePEc:wpa:wuwpem:9602005 A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos (1996).
Cited: 20 times.

(13) RePEc:wpa:wuwpem:9710002 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter (1997).
Cited: 19 times.

(14) RePEc:wpa:wuwpem:9411003 Using Expectations Data to Study Subjective Income Expectations (1994).
Cited: 19 times.

(15) RePEc:wpa:wuwpem:9603001 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable (1996).
Cited: 18 times.

(16) RePEc:wpa:wuwpem:9610003 Bootstrap Methods For Covariance Structures (1996).
Cited: 17 times.

(17) RePEc:wpa:wuwpem:0412008 Predictive Regressions: A Reduced-Bias Estimation Method (2004).
Cited: 16 times.

(18) RePEc:wpa:wuwpem:9612002 Valid Confidence Intervals and Inference in the Presence of Weak Instruments (1996).
Cited: 15 times.

(19) RePEc:wpa:wuwpem:0508018 Robus Standard Error Estimation in Fixed-Effects Panel Models (2005).
Cited: 15 times.

(20) RePEc:wpa:wuwpem:0408002 Simulation-based estimation of peer effects (2004).
Cited: 15 times.

(21) RePEc:wpa:wuwpem:9510001 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions (1995).
Cited: 15 times.

(22) RePEc:wpa:wuwpem:0502004 Modeling and forecasting electricity loads: A comparison (2005).
Cited: 14 times.

(23) RePEc:wpa:wuwpem:0403006 Characterising the Business Cycle for Accession Countries (2004).
Cited: 14 times.

(24) RePEc:wpa:wuwpem:0511004 Bibliographic portrait of the Gini concentration ratio (2005).
Cited: 14 times.

(25) RePEc:wpa:wuwpem:9812001 Cointegration and Forward and Spot Exchange Rate Regressions (1998).
Cited: 14 times.

(26) RePEc:wpa:wuwpem:0004003 Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan (2000).
Cited: 14 times.

(27) RePEc:wpa:wuwpem:0507003 Estimating the Underground Economy using MIMIC Models (2005).
Cited: 13 times.

(28) RePEc:wpa:wuwpem:9502005 Unit Root Tests and the Burden of Proof (1995).
Cited: 13 times.

(29) RePEc:wpa:wuwpem:0511006 Functional Structure and Approximation in Econometrics (book front matter) (2005).
Cited: 12 times.

(30) RePEc:wpa:wuwpem:0411016 Non-stationarities in stock returns (2004).
Cited: 12 times.

(31) RePEc:wpa:wuwpem:0305004 Long memory and the relation between implied and realized volatility (2003).
Cited: 11 times.

(32) RePEc:wpa:wuwpem:0012003 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths (2001).
Cited: 11 times.

(33) RePEc:wpa:wuwpem:9805003 Martingales, Nonlinearity, and Chaos (1998).
Cited: 11 times.

(34) RePEc:wpa:wuwpem:9703001 On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997).
Cited: 11 times.

(35) RePEc:wpa:wuwpem:0201001 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002).
Cited: 11 times.

(36) RePEc:wpa:wuwpem:9812002 Bayesian and Classical Approaches to Instrumental Variables Regression (1998).
Cited: 10 times.

(37) RePEc:wpa:wuwpem:0303006 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) (2003).
Cited: 10 times.

(38) RePEc:wpa:wuwpem:9612001 The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. (1996).
Cited: 10 times.

(39) RePEc:wpa:wuwpem:0412007 Semiparametric Estimation of Fractional Cointegrating Subspaces (2004).
Cited: 10 times.

(40) RePEc:wpa:wuwpem:0311007 EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST (2003).
Cited: 9 times.

(41) RePEc:wpa:wuwpem:0411012 On the Estimation of Nonlinearly Aggregated Mixed Models (2004).
Cited: 9 times.

(42) RePEc:wpa:wuwpem:9712002 A Monte Carlo Comparison of Tests for Cointegration in Panel Data (1997).
Cited: 9 times.

(43) RePEc:wpa:wuwpem:0505002 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (2005).
Cited: 8 times.

(44) RePEc:wpa:wuwpem:9502002 Regime Switching in Stock Market Returns (1995).
Cited: 8 times.

(45) RePEc:wpa:wuwpem:0112001 REGULARITY OF THE GENERALIZED QUADRATIC PRODUCTION MODEL: A COUNTEREXAMPLE (2001).
Cited: 8 times.

(46) RePEc:wpa:wuwpem:0310004 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison (2003).
Cited: 8 times.

(47) RePEc:wpa:wuwpem:0412003 Changes of structure in financial time series and the GARCH model (2004).
Cited: 7 times.

(48) RePEc:wpa:wuwpem:9411002 ELICITING STUDENT EXPECTATIONS OF THE RETURNS TO SCHOOLING (1994).
Cited: 7 times.

(49) RePEc:wpa:wuwpem:0502005 Modeling electricity prices with regime switching models (2005).
Cited: 7 times.

(50) RePEc:wpa:wuwpem:0412006 Estimating Long Memory in Volatility (2004).
Cited: 7 times.

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

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:dgr:umamet:2005050 Panel Cointegration Testing in the Presence of Common Factors (2005). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda

(2) RePEc:fda:fdaddt:2005-14 Discrete choice models of labour Supply, behavioural microsimulation and the Spanish tax reforms (2005). FEDEA / Working Papers

(3) RePEc:hhs:bofrdp:2005_005 Why do capital intensive companies pay higher wages? (2005). Bank of Finland / Research Discussion Papers

(4) RePEc:hhs:bofrdp:2005_012 Decomposing the co-movement of the business cycle: a time-frequency analysis of growth cycles in the euro area (2005). Bank of Finland / Research Discussion Papers

(5) RePEc:hhs:bofrdp:2005_026 The effects of aging population on the sustainability of fiscal policy (2005). Bank of Finland / Research Discussion Papers

(6) RePEc:hhs:uunewp:2005_020 Inequality and Crime: Separating the Effects of Permanent and Transitory Income (2005). Uppsala University, Department of Economics / Working Paper Series

(7) RePEc:hoh:hohdip:259 Bonferroni-Index und De Vergottini-Index. Zum 75. und 65. Geburtstag zweier fast vergessener Ungleichheitsmaße (2005). Department of Economics, University of Hohenheim, Germany / Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim

(8) 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

(9) RePEc:kan:wpaper:200513 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach (2005). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(10) RePEc:mtn:ancoec:050206 A look at the structure of some extended Ginis (2005). Metron - International Journal of Statistics

(11) RePEc:mtn:ancoec:si11 Decomposition of rank-dependent measures of inequality by subgroups (2005). Metron - International Journal of Statistics

(12) RePEc:mtn:ancoec:si4 An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index (2005). Metron - International Journal of Statistics

(13) RePEc:mtn:ancoec:si7 The properties of the extended Gini measures of variability and inequality (2005). Metron - International Journal of Statistics

(14) RePEc:mtn:ancoec:si9 The use of the Lorenz curve, Gini index and related measures of relative inequality and uniformity in securities law (2005). Metron - International Journal of Statistics

(15) RePEc:nbr:nberte:0310 A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(16) RePEc:nbr:nberwo:11280 Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(17) 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

(18) RePEc:pra:mprapa:10423 Modelling catastrophe claims with left-truncated severity distributions (extended version) (2005). University Library of Munich, Germany / MPRA Paper

(19) RePEc:pse:psecon:2005-13 Discrete choice models of labour supply, behavioural microsimulation and the Spanish tax reform. (2005). PSE (Ecole normale supérieure) / PSE Working Papers

(20) RePEc:ssb:dispap:412 Modeling Concentration and Dispersion in Multiple Regression (2005). Research Department of Statistics Norway / Discussion Papers

(21) RePEc:ssb:dispap:437 Decomposition of Rank-Dependent Measures of Inequality by Subgroups (2005). Research Department of Statistics Norway / Discussion Papers

(22) RePEc:wiw:wiwrsa:ersa05p141 Homeworking, telecommuting and journey to workplaces - Are differences among genders and professions varying over space? (2005). European Regional Science Association / ERSA conference papers

(23) RePEc:wiw:wiwrsa:ersa05p801 Telecommuting and environmental policy - lessons from the Ecommute program (2005). European Regional Science Association / ERSA conference papers

(24) RePEc:wpa:wuwpdc:0509009 The Determinants of Economic Well-being:An Application in the Indian States (2005). EconWPA / Development and Comp Systems

(25) RePEc:wpa:wuwpem:0502003 Market price of risk implied by Asian-style electricity options (2005). EconWPA / Econometrics

(26) RePEc:wpa:wuwpem:0504001 FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS (2005). EconWPA / Econometrics

(27) RePEc:wpa:wuwpem:0507006 Distribution-free estimation of the Gini inequality index: the kernel method approach (2005). EconWPA / Econometrics

(28) RePEc:wpa:wuwpem:0508001 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management (2005). EconWPA / Econometrics

(29) RePEc:wpa:wuwpem:0509018 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics (2005). EconWPA / Econometrics

(30) RePEc:wpa:wuwpem:0511010 Propagation of Memory Parameter from Durations to Counts (2005). EconWPA / Econometrics

(31) RePEc:wpa:wuwpfi:0508008 Persistence Characteristics of the Chinese Stock Markets (2005). EconWPA / Finance

(32) RePEc:wpa:wuwpit:0505004 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach (2005). EconWPA / International Trade

(33) RePEc:wpa:wuwpla:0508011 Measuring the Measurable: Why Cant We Agree on the Number of Telecommuters in the U.S.? (2005). EconWPA / Labor and Demography

(34) RePEc:wpa:wuwpma:0505017 Comment on Chaotic Monetary Dynamics with Confidence (2005). EconWPA / Macroeconomics

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.

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