Journal of Time Series 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 1996 0.18 0 0 0 0.08 1997 0.21 0 0 0 0.08 1998 0.22 0 0 0 0.1 1999 0.28 0 0 0 0.13 2000 0.37 0 0 0 0.16 2001 0.37 0 0 0 0.16 2002 0.41 0 0 0 0.19 2003 0.42 0 0 0 0.2 2004 0.47 0 0 0 0.21 2005 0.5 0 0 0 0.23 2006 0.51 0 0 0 0.22 2007 0.4 0 0 0 0.18 2008 0.42 0 0 0 0.21 2009 0.43 8 7 0 0 0.19
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:bpj:jtsmet:v:3:y:2011:i:1:n:8 Evaluating Automatic Model Selection (2011).
Cited: 5 times.

(2) RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2 Asymptotics of the QMLE for Non-Linear ARCH Models (2009).
Cited: 4 times.

(3) RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3 Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities (2009).
Cited: 2 times.

(4) RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:3 Testing for a Deterministic Trend When There is Evidence of Unit Root (2011).
Cited: 1 times.

(5) RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:4 Signal Extraction Revision Variances as a Goodness-of-Fit Measure (2010).
Cited: 1 times.

(6) RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7 Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index (2011).
Cited: 1 times.

(7) RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4 Selecting Instrumental Variables in a Data Rich Environment (2009).
Cited: 1 times.

(8) RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6 Econometric Modelling of Time Series with Outlying Observations (2011).
Cited: 1 times.

(9) RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2 Consideration of Trends in Time Series (2011).
Cited: 1 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

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