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 0.2 0.18 41 226 30 6 0 13 0.32 0.09 1997 0.15 0.18 11 124 60 9 11.1 4 0.36 0.09 1998 0.12 0.2 10 54 52 6 0 0.12 1999 0.57 0.26 10 89 21 12 8.3 0.16 2000 0.35 0.36 9 25 20 7 0 0.17 2001 0.47 0.35 25 128 19 9 22.2 3 0.12 0.17 2002 0.18 0.4 23 72 34 6 0 3 0.13 0.19 2003 0.38 0.4 65 158 48 18 11.1 13 0.2 0.2 2004 0.34 0.44 104 208 88 30 3.3 30 0.29 0.22 2005 0.38 0.46 166 235 169 65 15.4 34 0.2 0.27 2006 0.29 0.48 1 0 270 77 0 0.24 2007 0.17 0.4 0 167 28 0 0.2 2008 0.4 0 1 0 0.2 2009 0.36 0 0 0 0.21
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:9711002 A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA (1997).
Cited: 83 times.

(2) RePEc:wpa:wuwpem:9903003 Model uncertainty in cross-country growth regressions (2001).
Cited: 75 times.

(3) RePEc:wpa:wuwpem:0110002 Model uncertainty in cross-country growth regressions (2001).
Cited: 55 times.

(4) RePEc:wpa:wuwpem:9605004 Real and Spurious Long Memory Properties of Stock Market Data (1996).
Cited: 54 times.

(5) RePEc:wpa:wuwpem:9602009 Bootstrap Methods in Econometrics: Theory and Numerical Performance (1996).
Cited: 48 times.

(6) 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: 47 times.

(7) RePEc:wpa:wuwpem:0308001 Tests of Conditional Predictive Ability (2003).
Cited: 41 times.

(8) RePEc:wpa:wuwpem:0206006 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models (2002).
Cited: 35 times.

(9) RePEc:wpa:wuwpem:9804001 Benchmark Priors for Bayesian Model Averaging (1999).
Cited: 33 times.

(10) RePEc:wpa:wuwpem:0508018 Robus Standard Error Estimation in Fixed-Effects Panel Models (2005).
Cited: 25 times.

(11) RePEc:wpa:wuwpem:0412005 Non-stationarities in financial time series, the long range dependence and the IGARCH effects (2004).
Cited: 23 times.

(12) RePEc:wpa:wuwpem:0507003 Estimating the Underground Economy using MIMIC Models (2005).
Cited: 23 times.

(13) RePEc:wpa:wuwpem:9603001 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable (1996).
Cited: 22 times.

(14) RePEc:wpa:wuwpem:9309001 SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA (1993).
Cited: 21 times.

(15) RePEc:wpa:wuwpem:9610003 Bootstrap Methods For Covariance Structures (1996).
Cited: 21 times.

(16) RePEc:wpa:wuwpem:9710002 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter (1997).
Cited: 21 times.

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

(18) RePEc:wpa:wuwpem:0412008 Predictive Regressions: A Reduced-Bias Estimation Method (2004).
Cited: 19 times.

(19) RePEc:wpa:wuwpem:0408002 Simulation-based estimation of peer effects (2004).
Cited: 18 times.

(20) RePEc:wpa:wuwpem:0505002 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (2005).
Cited: 18 times.

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

(22) RePEc:wpa:wuwpem:9411003 Using Expectations Data to Study Subjective Income Expectations (1994).
Cited: 18 times.

(23) RePEc:wpa:wuwpem:0004003 Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan (2000).
Cited: 17 times.

(24) RePEc:wpa:wuwpem:9502005 Unit Root Tests and the Burden of Proof (1995).
Cited: 16 times.

(25) RePEc:wpa:wuwpem:0403006 Characterising the Business Cycle for Accession Countries (2004).
Cited: 15 times.

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

(27) RePEc:wpa:wuwpem:9812001 Cointegration and Forward and Spot Exchange Rate Regressions (1998).
Cited: 15 times.

(28) RePEc:wpa:wuwpem:0012003 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths (2001).
Cited: 15 times.

(29) RePEc:wpa:wuwpem:0411016 Non-stationarities in stock returns (2004).
Cited: 14 times.

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

(31) RePEc:wpa:wuwpem:0311007 EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST (2003).
Cited: 13 times.

(32) RePEc:wpa:wuwpem:0207002 The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter? (2002).
Cited: 12 times.

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

(34) RePEc:wpa:wuwpem:9812002 Bayesian and Classical Approaches to Instrumental Variables Regression (1998).
Cited: 12 times.

(35) RePEc:wpa:wuwpem:0502004 Modeling and forecasting electricity loads: A comparison (2005).
Cited: 12 times.

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

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

(38) RePEc:wpa:wuwpem:0401003 Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints (2004).
Cited: 11 times.

(39) RePEc:wpa:wuwpem:0501002 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment (2005).
Cited: 11 times.

(40) RePEc:wpa:wuwpem:0305004 Long memory and the relation between implied and realized volatility (2003).
Cited: 10 times.

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

(42) RePEc:wpa:wuwpem:0305003 Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime (2003).
Cited: 10 times.

(43) RePEc:wpa:wuwpem:9703001 On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997).
Cited: 10 times.

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

(45) RePEc:wpa:wuwpem:9712002 A Monte Carlo Comparison of Tests for Cointegration in Panel Data (1997).
Cited: 10 times.

(46) RePEc:wpa:wuwpem:9711001 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings (1998).
Cited: 9 times.

(47) RePEc:wpa:wuwpem:9502002 Regime Switching in Stock Market Returns (1995).
Cited: 9 times.

(48) RePEc:wpa:wuwpem:0303007 Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market (2003).
Cited: 9 times.

(49) RePEc:wpa:wuwpem:0503004 Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2005).
Cited: 9 times.

(50) RePEc:wpa:wuwpem:0310004 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison (2003).
Cited: 9 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.