Econometrics Journal

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 0.18 0 0 0 0.08 1997 0.21 0 0 0 0.08 1998 0.22 17 136 0 0 5 0.29 0.1 1999 0.29 0.28 18 385 17 5 0 2 0.11 0.13 2000 0.77 0.37 13 293 35 27 3.7 3 0.23 0.16 2001 1.48 0.37 21 145 31 46 0 2 0.1 0.16 2002 0.56 0.41 26 187 34 19 0 7 0.27 0.19 2003 0.43 0.42 22 216 47 20 0 8 0.36 0.2 2004 1.04 0.47 29 337 48 50 0 20 0.69 0.21 2005 1.33 0.5 25 109 51 68 0 5 0.2 0.23 2006 1.07 0.51 23 61 54 58 0 2 0.09 0.22 2007 0.48 0.4 29 70 48 23 0 5 0.17 0.18 2008 0.52 0.42 32 45 52 27 0 7 0.22 0.21 2009 0.57 0.43 37 51 61 35 0 17 0.46 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:ect:emjrnl:v:3:y:2000:i:2:p:148-161 Testing for stationarity in heterogeneous panel data (2000).
Cited: 137 times.

(2) RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333 Some tests for parameter constancy in cointegrated VAR-models (1999).
Cited: 120 times.

(3) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160 Statistical algorithms for models in state space using SsfPack 2.2 (1999).
Cited: 100 times.

(4) RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249 Cointegration analysis in the presence of structural breaks in the deterministic trend (2000).
Cited: 88 times.

(5) RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259 Dynamic panel estimation and homogeneity testing under cross section dependence (2003).
Cited: 77 times.

(6) RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191 Data mining reconsidered: encompassing and the general-to-specific approach to specification search (1999).
Cited: 68 times.

(7) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340 Some cautions on the use of panel methods for integrated series of macroeconomic data (2004).
Cited: 66 times.

(8) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31 Pooling of forecasts (2004).
Cited: 58 times.

(9) RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41 Likelihood-based cointegration tests in heterogeneous panels (2001).
Cited: 55 times.

(10) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318 Distributions of error correction tests for cointegration (2002).
Cited: 49 times.

(11) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306 Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations (2004).
Cited: 48 times.

(12) RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175 Breaking the panels: An application to the GDP per capita (2005).
Cited: 47 times.

(13) RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78 Critical values for multiple structural change tests (2003).
Cited: 45 times.

(14) RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39 Model selection tests for nonlinear dynamic models (2002).
Cited: 34 times.

(15) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46 Bayesian inference on GARCH models using the Gibbs sampler (1998).
Cited: 31 times.

(16) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75 A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP (1998).
Cited: 30 times.

(17) RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219 Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez (1999).
Cited: 29 times.

(18) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c154-c173 Simulation-based finite sample normality tests in linear regressions (1998).
Cited: 28 times.

(19) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91 Cointegration rank inference with stationary regressors in VAR models (1999).
Cited: 28 times.

(20) RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107 Signal extraction and the formulation of unobserved components models (2000).
Cited: 25 times.

(21) RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36 Fiscal forecasting: The track record of the IMF, OECD and EC (2001).
Cited: 24 times.

(22) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119 The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (2004).
Cited: 23 times.

(23) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565 Forecasting in dynamic factor models using Bayesian model averaging (2004).
Cited: 22 times.

(24) RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38 Non-monotonic hazard functions and the autoregressive conditional duration model (2000).
Cited: 21 times.

(25) RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159 Exact interpretation of dummy variables in semilogarithmic equations (2002).
Cited: 20 times.

(26) RePEc:ect:emjrnl:v:6:y:2003:i:2:p:430-461 Econometric inflation targeting (2003).
Cited: 19 times.

(27) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75 Inference for Lorenz curve orderings (1999).
Cited: 19 times.

(28) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:319-344 Modelling methodology and forecast failure (2002).
Cited: 14 times.

(29) RePEc:ect:emjrnl:v:8:y:2005:i:2:p:214-234 Temporal disaggregation using multivariate structural time series models (2005).
Cited: 14 times.

(30) RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311 Tests for a change in persistence against the null of difference-stationarity (2003).
Cited: 14 times.

(31) RePEc:ect:emjrnl:v:8:y:2005:i:1:p:55-69 Testing for stationarity in heterogeneous panel data where the time dimension is finite (2005).
Cited: 13 times.

(32) RePEc:ect:emjrnl:v:4:y:2001:i:1:p:38 Are apparent findings of nonlinearity due to structural instability in economic time series? (2001).
Cited: 13 times.

(33) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:249-271 Cointegration analysis in the presence of outliers (2004).
Cited: 13 times.

(34) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365 Testing linearity in cointegrating smooth transition regressions (2004).
Cited: 12 times.

(35) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:263-284 An investigation of tests for linearity and the accuracy of likelihood based inference using random fields (2002).
Cited: 12 times.

(36) RePEc:ect:emjrnl:v:7:y:2004:i:1:p:143-167 Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques (2004).
Cited: 12 times.

(37) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617 A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (2004).
Cited: 11 times.

(38) RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123 Modelling sample selection using Archimedean copulas (2003).
Cited: 11 times.

(39) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:566-584 Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts (2004).
Cited: 11 times.

(40) RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8 Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (2001).
Cited: 11 times.

(41) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504 Oil prices and exchange rates: Norwegian evidence (2004).
Cited: 10 times.

(42) RePEc:ect:emjrnl:v:10:y:2007:i:3:p:521-540 Robust estimators for the fixed effects panel data model (2007).
Cited: 10 times.

(43) RePEc:ect:emjrnl:v:2:y:1999:i:1:p:1-28 Nonparametric bounds on employment and income effects of continuous vocational training in East Germany (1999).
Cited: 10 times.

(44) RePEc:ect:emjrnl:v:5:y:2002:i:2:p:494-519 Bounds for inference with nuisance parameters present only under the alternative (2002).
Cited: 9 times.

(45) RePEc:ect:emjrnl:v:5:y:2002:i:1:p:40-64 Progress from forecast failure -- the Norwegian consumption function (2002).
Cited: 9 times.

(46) RePEc:ect:emjrnl:v:8:y:2005:i:3:p:428-454 Measurement of aggregate risk with copulas (2005).
Cited: 9 times.

(47) RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c113-c128 Estimating stochastic volatility models through indirect inference (1998).
Cited: 9 times.

(48) RePEc:ect:emjrnl:v:1:y:1998:i:regularpapers:p:1-9 The relation between conditionally heteroskedastic factor models and factor GARCH models (1998).
Cited: 9 times.

(49) RePEc:ect:emjrnl:v:7:y:2004:i:2:p:528-549 Testing for duration dependence in economic cycles (2004).
Cited: 9 times.

(50) RePEc:ect:emjrnl:v:9:y:2006:i:2:p:252-278 Unit root tests in three-regime SETAR models (2006).
Cited: 9 times.

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

Recent citations received in: 2009

(1) RePEc:aah:create:2009-16 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise (2009). CREATES Research Papers

(2) RePEc:aah:create:2009-56 On the Economic Evaluation of Volatility Forecasts (2009). CREATES Research Papers

(3) RePEc:cfr:cefirw:w0136 Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches (2009). Working Papers

(4) RePEc:cmf:wpaper:wp2009_0902 BANKRUPTCY CODES, LIQUIDATION TIMING, AND DEBT VALUATION (2009). Working Papers

(5) RePEc:cmf:wpaper:wp2009_0905 UNDERIDENTIFICATION? (2009). Working Papers

(6) RePEc:cmf:wpaper:wp2009_0907 ON WATSONS NON-FORCING CONTRACTS AND RENEGOTIATION (2009). Working Papers

(7) RePEc:cmf:wpaper:wp2009_0908 MULTIPLICITY OF MIXED EQUILIBRIA IN MECHANISMS: A UNIFIED APPROACH TO EXACT AND APPROXIMATE IMPLEMENTATION (2009). Working Papers

(8) RePEc:cmf:wpaper:wp2009_0911 EQUILIBRIUM BLOCKING IN LARGE QUASILINEAR ECONOMIES (2009). Working Papers

(9) RePEc:diw:diwsop:diw_sp252 Estimating Income Poverty in the Presence of Missing Data and Measurement Error (2009). SOEPpapers

(10) RePEc:got:iaidps:180 A General Framework for Estimating CO2 Emissions (2009). Ibero America Institute for Econ. Research (IAI) Discussion Papers

(11) RePEc:hal:wpaper:hal-00422522 Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? (2009). Working Papers

(12) RePEc:iza:izadps:dp4606 Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France (2009). IZA Discussion Papers

(13) RePEc:pra:mprapa:25176 GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence (2009). MPRA Paper

(14) RePEc:rtv:ceisrp:145 Estimating Income Poverty in the Presence of Missing Data and Measurement Error (2009). CEIS Research Paper

(15) RePEc:soz:wpaper:0918 Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information (2009). Working Papers

(16) RePEc:tse:wpaper:22272 Set Identified Linear Models (2009). TSE Working Papers

(17) RePEc:usg:dp2009:2009-07 Treatment evaluation in the presence of sample selection (2009). University of St. Gallen Department of Economics working paper series 2009

Recent citations received in: 2008

(1) RePEc:ags:eaae08:44277 Measuring productivity differentials – An application to milk production in Nordic countries (2008). 2008 International Congress, August 26-29, 2008, Ghent, Belgium

(2) RePEc:cpr:ceprdp:6902 International Portfolios, Capital Accumulation and Foreign Assets Dynamics (2008). CEPR Discussion Papers

(3) RePEc:dgr:umamet:2008048 Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests (2008). Research Memoranda

(4) RePEc:pra:mprapa:9257 Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies (2008). MPRA Paper

(5) RePEc:wat:wpaper:08007 Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach (2008). Working Papers

(6) RePEc:wat:wpaper:08010 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes (2008). Working Papers

(7) RePEc:zbw:bubdp1:7444 International portfolios, capital accumulation and foreign assets dynamics (2008). Discussion Paper Series 1: Economic Studies

Recent citations received in: 2007

(1) RePEc:ces:ceswps:_2046 Long Run and Cyclical Dynamics in the US Stock Market (2007). CESifo Working Paper Series

(2) RePEc:ebl:ecbull:v:3:y:2007:i:67:p:1-10 Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter (2007). Economics Bulletin

(3) RePEc:mos:moswps:2007-39 Non-Linear Unit Root Properties of Crude Oil Production (2007). Monash Economics Working Papers

(4) RePEc:not:notgts:07/01 A powerful test for linearity when the order of integration is unknown [Revised to become No. 07/06 above] (2007). Discussion Papers

(5) RePEc:not:notgts:07/06 A powerful test for linearity when the order of integration is unknown (2007). Discussion Papers

Recent citations received in: 2006

(1) RePEc:pra:mprapa:1641 Consumption risk sharing and adjustment costs (2006). MPRA Paper

(2) RePEc:pra:mprapa:1642 Present value relations, Granger non-causality and VAR stability (2006). MPRA Paper

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.