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Updated February, 5 2013 465.484 documents processed, 11.198.332
references and 4.512.497 citations
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Journal of Time Series Econometrics / Berkeley Electronic Press
Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.  Create citation feed for this series
Missing citations? Add them with our user input service
Incorrect content? Let us know
| Raw data: |
|
IF |
AIF |
DOC |
CIT |
D2Y |
C2Y |
SC(%) |
CiY |
II |
AII |
| 1990 | | 0.08 | | 0 | 0 | | 0 | | | 0.04 |
| 1991 | | 0.08 | | 0 | 0 | | 0 | | | 0.04 |
| 1992 | | 0.08 | | 0 | 0 | | 0 | | | 0.04 |
| 1993 | | 0.09 | | 0 | 0 | | 0 | | | 0.05 |
| 1994 | | 0.1 | | 0 | 0 | | 0 | | | 0.05 |
| 1995 | | 0.19 | | 0 | 0 | | 0 | | | 0.07 |
| 1996 | | 0.23 | | 0 | 0 | | 0 | | | 0.1 |
| 1997 | | 0.29 | | 0 | 0 | | 0 | | | 0.1 |
| 1998 | | 0.29 | | 0 | 0 | | 0 | | | 0.11 |
| 1999 | | 0.34 | | 0 | 0 | | 0 | | | 0.15 |
| 2000 | | 0.43 | | 0 | 0 | | 0 | | | 0.17 |
| 2001 | | 0.45 | | 0 | 0 | | 0 | | | 0.17 |
| 2002 | | 0.46 | | 0 | 0 | | 0 | | | 0.21 |
| 2003 | | 0.48 | | 0 | 0 | | 0 | | | 0.21 |
| 2004 | | 0.55 | | 0 | 0 | | 0 | | | 0.23 |
| 2005 | | 0.57 | | 0 | 0 | | 0 | | | 0.24 |
| 2006 | | 0.54 | | 0 | 0 | | 0 | | | 0.22 |
| 2007 | | 0.48 | | 0 | 0 | | 0 | | | 0.19 |
| 2008 | | 0.5 | | 0 | 0 | | 0 | | | 0.22 |
| 2009 | | 0.51 | 8 | 13 | 0 | | 0 | 1 | 0.13 | 0.21 |
| 2010 | 0.75 | 0.46 | 8 | 2 | 8 | 6 | 0 | | | 0.17 |
| 2011 | 0.19 | 0.64 | 22 | 22 | 16 | 3 | 0 | 8 | 0.36 | 0.26 |
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Main indicatorsMost cited documents in this series: |
| 2011 | Evaluating Automatic Model Selection
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8 [Citation Analysis] | 11 | | 2009 | Asymptotics of the QMLE for Non-Linear ARCH Models
RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2 [Citation Analysis] | 6 | | 2011 | Noncausal Autoregressions for Economic Time Series
RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2 [Citation Analysis] | 3 | | 2009 | Price 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 | | 2011 | Detecting Common Dynamics in Transitory Components
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3 [Citation Analysis] | 2 | | 2011 | Consideration of Trends in Time Series
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2 [Citation Analysis] | 2 | | 2009 | Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes
RePEc:bpj:jtsmet:v:1:y:2009:i:2:n:3 [Citation Analysis] | 2 | | 2009 | Selecting Instrumental Variables in a Data Rich Environment
RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4 [Citation Analysis] | 2 | | 2011 | Econometric Modelling of Time Series with Outlying Observations
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6 [Citation Analysis] | 2 | | 2010 | Signal Extraction Revision Variances as a Goodness-of-Fit Measure
RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:4 [Citation Analysis] | 1 | | 2011 | Some New Results for Threshold AR(1) Models
RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:1 [Citation Analysis] | 1 | | 2011 | Testing 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 | | 2011 | Forecasting 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 | | 2011 | Estimation and Inference in Time Series with Omitted I(1) Variables
RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2 [Citation Analysis] | 1 | | 2010 | A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:5 [Citation Analysis] | 1 | Citing documents used to compute impact factor 3: |
| 2011 | Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series
RePEc:bde:wpaper:1116 | [Citation Analysis] | | 2011 | Measuring persistence of U.S. city prices: new evidence from robust tests
RePEc:spr:empeco:v:41:y:2011:i:3:p:739-745 | [Citation Analysis] | | 2011 | Influence of news from Moscow and New York on returns and risks of Baltic Statesâ stock markets
RePEc:bic:journl:v:11:y:2011:i:1:p:109-124 | [Citation Analysis] | Cites in year: CiY Recent citations received in: 2011 |
| 2011 | The Properties of Model Selection when Retaining Theory Variables
RePEc:aah:create:2011-36 | [Citation Analysis] | | 2011 | Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
RePEc:cbt:econwp:11/03 | [Citation Analysis] | | 2011 | Testing for Common Trends in Semiparametric Panel Data Models
with Fixed Effects
RePEc:cwl:cwldpp:1832 | [Citation Analysis] | | 2011 | Revenue Elasticity of the Main federal Taxes in Mexico
RePEc:ioe:cuadec:v:48:y:2011:i:1:p:89-111 | [Citation Analysis] | | 2011 | The Properties of Model Selection when Retaining Theory Variables
RePEc:kud:kuiedp:1125 | [Citation Analysis] | | 2011 | Anthropogenic Influences on Atmospheric CO2
RePEc:oxf:wpaper:584 | [Citation Analysis] | | 2011 | Does the Box-Cox transformation help in forecasting macroeconomic time series?
RePEc:pra:mprapa:32294 | [Citation Analysis] | | 2011 | Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation
RePEc:rmm:journl:v:2:y:2011:i:47 | [Citation Analysis] | Recent citations received in: 2010 Recent citations received in: 2009 |
| 2009 | Panel unit root testing and the martingale difference hypothesis for German stocks
RePEc:ebl:ecbull:eb-09-00155 | [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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