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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Journal of Time Series Analysis / Blackwell Publishers

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.090000.04
19910.090000.05
19920.080000.04
19930.090000.05
19940.10000.05
19950.120000.06
19960.160000.08
19970.210000.08
19980.220000.09
19990.280000.13
20000.370000.16
20010.380000.16
20020.410000.2
20030.43431540060.140.2
20040.280.4951834312060.120.22
20050.170.5241409416040.10.24
20060.340.5469792313.280.170.23
20070.180.4242418716030.070.19
20080.330.4354638829060.110.21
20090.230.4334249622060.180.19
20100.170.3643148815020.050.15
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
2003A Sieve Bootstrap For The Test Of A Unit Root
RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400 [Citation Analysis]		44
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220 [Citation Analysis]		20
2008Fractional integration and structural breaks at unknown periods of time
RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185 [Citation Analysis]		20
2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409 [Citation Analysis]		14
2006Uniform Limit Theory for Stationary Autoregression
RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60 [Citation Analysis]		13
2004A Dependence Metric for Possibly Nonlinear Processes
RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669 [Citation Analysis]		13
2007CUSUM of Squares-Based Tests for a Change in Persistence
RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433 [Citation Analysis]		12
2003Gaussian Semi-parametric Estimation of Fractional Cointegration
RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378 [Citation Analysis]		11
2003On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
RePEc:bla:jtsera:v:24:y:2003:i:1:p:45-63 [Citation Analysis]		10
2003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252 [Citation Analysis]		10
2008Duration time-series models with proportional hazard
RePEc:bla:jtsera:v:29:y:2008:i:1:p:74-124 [Citation Analysis]		10
2003Filtering and smoothing of state vector for diffuse state-space models
RePEc:bla:jtsera:v:24:y:2003:i:1:p:85-98 [Citation Analysis]		10
2005Unit-root testing against the alternative hypothesis of up to m structural breaks
RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133 [Citation Analysis]		9
2008Bootstrap Unit-Root Tests: Comparison and Extensions
RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401 [Citation Analysis]		9
2006Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576 [Citation Analysis]		8
2004Analysis of low count time series data by poisson autoregression
RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722 [Citation Analysis]		7
2007Effects of outliers on the identification and estimation of GARCH models
RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497 [Citation Analysis]		7
2009A parametric estimation method for dynamic factor models of large dimensions
RePEc:bla:jtsera:v:30:y:2009:i:2:p:208-238 [Citation Analysis]		7
2003Testing for Linear Trend with Application to Relative Primary Commodity Prices
RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551 [Citation Analysis]		7
2004Error Correction Models for Fractionally Cointegrated Time Series
RePEc:bla:jtsera:v:25:y:2004:i:1:p:27-32 [Citation Analysis]		7
2006Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766 [Citation Analysis]		7
2003Diagnostic Checking in a Flexible Nonlinear Time Series Model
RePEc:bla:jtsera:v:24:y:2003:i:4:p:461-482 [Citation Analysis]		6
2004Bootstrap predictive inference for ARIMA processes
RePEc:bla:jtsera:v:25:y:2004:i:4:p:449-465 [Citation Analysis]		6
2006Spurious Regression Under Broken-Trend Stationarity
RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684 [Citation Analysis]		6
2006Structural Laplace Transform and Compound Autoregressive Models
RePEc:bla:jtsera:v:27:y:2006:i:4:p:477-503 [Citation Analysis]		6
2006Inference in Autoregression under Heteroskedasticity
RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308 [Citation Analysis]		6
2004Assessment of Local Influence in GARCH Processes
RePEc:bla:jtsera:v:25:y:2004:i:2:p:301-313 [Citation Analysis]		5
2005Blockwise empirical entropy tests for time series regressions
RePEc:bla:jtsera:v:26:y:2005:i:2:p:185-210 [Citation Analysis]		5
2006Tests for Long-Run Granger Non-Causality in Cointegrated Systems
RePEc:bla:jtsera:v:27:y:2006:i:5:p:703-723 [Citation Analysis]		5
2006Consistent estimation of the memory parameter for nonlinear time series
RePEc:bla:jtsera:v:27:y:2006:i:2:p:211-251 [Citation Analysis]		5
2006Dynamics of Model Overfitting Measured in terms of Autoregressive Roots
RePEc:bla:jtsera:v:27:y:2006:i:3:p:347-365 [Citation Analysis]		5
2003Bootstrapping unit root tests for integrated processes
RePEc:bla:jtsera:v:24:y:2003:i:1:p:99-126 [Citation Analysis]		5
2010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328 [Citation Analysis]		5
2009Testing for a break in persistence under long-range dependencies
RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285 [Citation Analysis]		4
2003Testing for serial dependence in time series models of counts
RePEc:bla:jtsera:v:24:y:2003:i:1:p:65-84 [Citation Analysis]		4
2004On the Autocorrelation Properties of Long-Memory GARCH Processes
RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282 [Citation Analysis]		4
2004A joint test of fractional integration and structural breaks at a known period of time
RePEc:bla:jtsera:v:25:y:2004:i:5:p:691-700 [Citation Analysis]		4
2004Seasonal Unit Root Tests Under Structural Breaks*
RePEc:bla:jtsera:v:25:y:2004:i:1:p:33-53 [Citation Analysis]		4
2003ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
RePEc:bla:jtsera:v:24:y:2003:i:2:p:127-136 [Citation Analysis]		4
2007Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series
RePEc:bla:jtsera:v:28:y:2007:i:5:p:763-782 [Citation Analysis]		4
2008Stability of nonlinear AR-GARCH models
RePEc:bla:jtsera:v:29:y:2008:i:3:p:453-475 [Citation Analysis]		4
2004Time-scale transformations of discrete time processes
RePEc:bla:jtsera:v:25:y:2004:i:6:p:873-894 [Citation Analysis]		4
2004Asymmetric adjustment and smooth transitions: a combination of some unit root tests
RePEc:bla:jtsera:v:25:y:2004:i:3:p:409-417 [Citation Analysis]		4
2003Testing Serial Correlation in Semiparametric Time Series Models
RePEc:bla:jtsera:v:24:y:2003:i:3:p:311-335 [Citation Analysis]		4
2009Transformations and seasonal adjustment
RePEc:bla:jtsera:v:30:y:2009:i:1:p:47-69 [Citation Analysis]		4
2004Some comments on specification tests in nonparametric absolutely regular processes
RePEc:bla:jtsera:v:25:y:2004:i:2:p:159-172 [Citation Analysis]		4
2003Reducing size distortions of parametric stationarity tests
RePEc:bla:jtsera:v:24:y:2003:i:4:p:423-439 [Citation Analysis]		4
2006Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
RePEc:bla:jtsera:v:27:y:2006:i:5:p:725-738 [Citation Analysis]		4
2005Stationary Autoregressive Models via a Bayesian Nonparametric Approach
RePEc:bla:jtsera:v:26:y:2005:i:6:p:789-805 [Citation Analysis]		3
2008Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162 [Citation Analysis]		3

Citing documents used to compute impact factor 15:
YearTitleSee
2010Interest rate pass-through in the major European economies - the role of expectations
RePEc:bir:birmec:10-07		[Citation Analysis]
2010Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
RePEc:ptu:wpaper:w201030		[Citation Analysis]
2010Volatility Regimes in Central and Eastern European Countries’ Exchange Rates
RePEc:fau:fauart:v:60:y:2010:i:1:p:2-21		[Citation Analysis]
2010A note on the geometric ergodicity of a nonlinear AR–ARCH model
RePEc:koc:wpaper:1003		[Citation Analysis]
2010AGGREGATIONAL GAUSSIANITY AND BARELY INFINITE VARIANCE IN CROP PRICES
RePEc:aue:wpaper:1001		[Citation Analysis]
2010Fractional integration and cointegration in stock prices and exchange rates
RePEc:ebl:ecbull:v:30:y:2010:i:1:p:115-129		[Citation Analysis]
2010Fractional integration and cointegration in stock prices and exchange rates
RePEc:hal:wpaper:halshs-00536140		[Citation Analysis]
2010Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional
RePEc:lrk:eeaart:28_3_2		[Citation Analysis]
2010Archimedean Copulas and Temporal Dependence
RePEc:cdl:ucsdec:1549539		[Citation Analysis]
2010Archimedean Copulas and Temporal Dependence
RePEc:cdl:ucsdec:qt0xh8q1g3		[Citation Analysis]
2010Nonparametric pseudo-Lagrange multiplier stationarity testing
RePEc:pra:mprapa:25659		[Citation Analysis]
2010The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach
RePEc:bbk:bbkefp:1006		[Citation Analysis]
2010A note on studentized confidence intervals for the change-point
RePEc:spr:compst:v:25:y:2010:i:2:p:269-289		[Citation Analysis]
2010Bootstrap union tests for unit roots in the presence of nonstationary volatility
RePEc:not:notgts:10/03		[Citation Analysis]
2010Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility
RePEc:dgr:umamet:2010015		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
RePEc:pra:mprapa:25204		[Citation Analysis]
2010Noncausal autoregressions for economic time series
RePEc:pra:mprapa:32943		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009A Meta-Distribution for Non-Stationary Samples
RePEc:aah:create:2009-24		[Citation Analysis]
2009Forecasting Aggregated Time Series Variables: A Survey
RePEc:eui:euiwps:eco2009/17		[Citation Analysis]
2009Inconsistency of a Unit Root Test against Stochastic Unit Root Processes
RePEc:ime:imedps:09-e-23		[Citation Analysis]
2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
RePEc:nlv:wpaper:1001		[Citation Analysis]
2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
RePEc:uct:uconnp:2009-42		[Citation Analysis]
2009Multivariate Contemporaneous Threshold Autoregressive Models
RePEc:udt:wpecon:2009-03		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Parameter estimation in nonlinear AR-GARCH models
RePEc:aah:create:2008-30		[Citation Analysis]
2008Copulas and Temporal Dependence
RePEc:cdl:ucsdec:635802		[Citation Analysis]
2008Copulas and Temporal Dependence
RePEc:cdl:ucsdec:qt2880q2jq		[Citation Analysis]
2008Unit Root Testing with Unstable Volatility
RePEc:nuf:econwp:0806		[Citation Analysis]
2008Parameter estimation in nonlinear AR-GARCH models
RePEc:oxf:wpaper:396		[Citation Analysis]
2008Modified Fast Double Sieve Bootstraps for ADF Tests
RePEc:shr:wpaper:08-17		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007Long memory modelling of inflation with stochastic variance and structural breaks
RePEc:aah:create:2007-44		[Citation Analysis]
2007Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Subsequently replaced by DP 2008-53)
RePEc:dgr:kubcen:200723		[Citation Analysis]
2007Testing for a break in persistence under long-range dependencies
RePEc:han:dpaper:dp-381		[Citation Analysis]

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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