CitEc
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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 Econometrics / Berkeley Electronic Press

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
20030.430000.2
20040.490000.22
20050.520000.24
20060.50000.23
20070.420000.19
20080.430000.21
20090.4388000.19
20100.50.36818400.15
 
 
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
2011Evaluating Automatic Model Selection
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8 [Citation Analysis]
8
2009Asymptotics of the QMLE for Non-Linear ARCH Models
RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2 [Citation Analysis]
4
2009Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities
RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3 [Citation Analysis]
3
2011Detecting Common Dynamics in Transitory Components
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3 [Citation Analysis]
2
2011Consideration of Trends in Time Series
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2 [Citation Analysis]
2
2011Econometric Modelling of Time Series with Outlying Observations
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6 [Citation Analysis]
2
2009Selecting Instrumental Variables in a Data Rich Environment
RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4 [Citation Analysis]
1
2011Noncausal Autoregressions for Economic Time Series
RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2 [Citation Analysis]
1
2011Some New Results for Threshold AR(1) Models
RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:1 [Citation Analysis]
1
2011Testing for a Deterministic Trend When There is Evidence of Unit Root
RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:3 [Citation Analysis]
1
2011Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7 [Citation Analysis]
1
2010Signal Extraction Revision Variances as a Goodness-of-Fit Measure
RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:4 [Citation Analysis]
1

Citing documents used to compute impact factor 4:
YearTitleSee
2010Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests
RePEc:pra:mprapa:22482
[Citation Analysis]
2010Asymmetries in New Keynesian Phillips Curves: Evidence from US Cities
RePEc:pra:mprapa:24650
[Citation Analysis]
2010Parameter estimation in nonlinear AR–GARCH models
RePEc:koc:wpaper:1002
[Citation Analysis]
2010Evaluating the German (New Keynesian) Phillips curve
RePEc:eee:ecofin:v:21:y:2010:i:2:p:145-164
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2009

YearTitleSee

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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