CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated February, 3 2014 581.217 documents
processed, 14.657.417 references and 5.549.674 citations
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
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| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published 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 II: Immediacy Index: CiY / Documents. AII: Average Immediacy Index for series in RePEc in year y |
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Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 2003 | A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400. Full description at Econpapers || Download paper | 60 |
| 2006 | A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers || Download paper | 39 |
| 2008 | Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers || Download paper | 37 |
| 2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*. (2003). RodrÃguez, Gabriel ; Perron, Pierre ; Rodrguez, Gabriel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220. Full description at Econpapers || Download paper | 32 |
| 2004 | A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar ; Granger, Clive. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669. Full description at Econpapers || Download paper | 31 |
| 2006 | Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60. Full description at Econpapers || Download paper | 24 |
| 2005 | Unit-root testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers || Download paper | 21 |
| 2003 | ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252. Full description at Econpapers || Download paper | 20 |
| 2007 | CUSUM of Squares-Based Tests for a Change in Persistence. (2007). Taylor, Robert ; Kim, Tae-Hwan ; Leybourne, Stephen . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433. Full description at Econpapers || Download paper | 20 |
| 2006 | Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching. (2006). Psaradakis, Zacharias ; Spagnolo, Nicola . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766. Full description at Econpapers || Download paper | 19 |
| 2003 | Gaussian Semi-parametric Estimation of Fractional Cointegration. (2003). Velasco, Carlos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378. Full description at Econpapers || Download paper | 19 |
| 2010 | A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers || Download paper | 18 |
| 2007 | Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497. Full description at Econpapers || Download paper | 17 |
| 2003 | Testing for Linear Trend with Application to Relative Primary Commodity Prices. (2003). Pfaffenzeller, Stephan ; Kim, Tae-Hwan ; Newbold, Paul ; Rayner, Tony . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551. Full description at Econpapers || Download paper | 17 |
| 2009 | A parametric estimation method for dynamic factor models of large dimensions. (2009). Marcellino, Massimiliano ; Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:2:p:208-238. Full description at Econpapers || Download paper | 16 |
| 2006 | Inference in Autoregression under Heteroskedasticity. (2006). Xu, Ke-Li ; Phillips, Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308. Full description at Econpapers || Download paper | 14 |
| 2003 | Bootstrapping unit root tests for integrated processes. (2003). RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:99-126. Full description at Econpapers || Download paper | 13 |
| 2003 | Filtering and smoothing of state vector for diffuse state-space models. (2003). Koopman, Siem Jan ; Durbin, J.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:85-98. Full description at Econpapers || Download paper | 13 |
| 2006 | Consistent estimation of the memory parameter for nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:211-251. Full description at Econpapers || Download paper | 13 |
| 2006 | Structural Laplace Transform and Compound Autoregressive Models. (2006). Jasiak, Joann ; gourieroux, christian ; Darolles, Serge . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:477-503. Full description at Econpapers || Download paper | 13 |
| 2008 | Bootstrap Unit-Root Tests: Comparison and Extensions. (2008). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401. Full description at Econpapers || Download paper | 12 |
| 2004 | Bootstrap predictive inference for ARIMA processes. (2004). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:4:p:449-465. Full description at Econpapers || Download paper | 12 |
| 2006 | Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers. (2006). Escribano, Alvaro ; Sipols, Ana E. ; Aparicio, Felipe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576. Full description at Econpapers || Download paper | 11 |
| 2004 | Error Correction Models for Fractionally Cointegrated Time Series. (2004). Dittmann, Ingolf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:1:p:27-32. Full description at Econpapers || Download paper | 11 |
| 2003 | Diagnostic Checking in a Flexible Nonlinear Time Series Model. (2003). Medeiros, Marcelo ; Veiga, Alvaro. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:461-482. Full description at Econpapers || Download paper | 11 |
| 2003 | On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*. (2003). Martin, Vance ; Hurn, Stan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:45-63. Full description at Econpapers || Download paper | 11 |
| 2004 | On the Autocorrelation Properties of Long-Memory GARCH Processes. (2004). Sola, Martin ; Psaradakis, Zacharias ; Karanasos, Menelaos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282. Full description at Econpapers || Download paper | 11 |
| 2004 | Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models. (2004). Jensen, Mark. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:895-922. Full description at Econpapers || Download paper | 10 |
| 2009 | Testing for a break in persistence under long-range dependencies. (2009). Sibbertsen, Philipp ; Kruse, Robinson. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285. Full description at Econpapers || Download paper | 10 |
| 2004 | Analysis of low count time series data by poisson autoregression. (2004). McCabe, Brendan ; B . P. M. McCabe, ; Freeland, R. K. ; B. P. M. McCabe, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722. Full description at Econpapers || Download paper | 10 |
| 2004 | Asymmetric adjustment and smooth transitions: a combination of some unit root tests. (2004). Sollis, Robert. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:3:p:409-417. Full description at Econpapers || Download paper | 10 |
| 2007 | Temporal Aggregation and Bandwidth selection in estimating long memory. (2007). Souza, Leonardo. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:701-722. Full description at Econpapers || Download paper | 8 |
| 2010 | Hyper-spherical and elliptical stochastic cycles. (2010). Proietti, Tommaso ; Luati, Alessandra . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:3:p:169-181. Full description at Econpapers || Download paper | 8 |
| 2006 | Spurious Regression Under Broken-Trend Stationarity. (2006). Ventosa-Santaulà ria, Daniel ; Noriega, Antonio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684. Full description at Econpapers || Download paper | 8 |
| 2006 | Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers || Download paper | 8 |
| 2006 | Tests for Long-Run Granger Non-Causality in Cointegrated Systems. (2006). Kurozumi, Eiji ; YAMAMOTO, Taku . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:703-723. Full description at Econpapers || Download paper | 8 |
| 2006 | Additive Outlier Detection Via Extreme-Value Theory. (2006). Taylor, Robert ; Burridge, Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:685-701. Full description at Econpapers || Download paper | 7 |
| 2010 | Local Whittle estimation of the memory parameter in presence of deterministic components. (2010). Iacone, Fabrizio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:1:p:37-49. Full description at Econpapers || Download paper | 7 |
| 2005 | Blockwise empirical entropy tests for time series regressions. (2005). Bravo, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:2:p:185-210. Full description at Econpapers || Download paper | 7 |
| 2008 | Duration time-series models with proportional hazard. (2008). gourieroux, christian ; Gagliardini, P.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:74-124. Full description at Econpapers || Download paper | 7 |
| 2008 | Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility. (2008). Taylor, Robert ; Cavaliere, Giuseppe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:300-330. Full description at Econpapers || Download paper | 7 |
| 2003 | Testing for serial dependence in time series models of counts. (2003). Tremayne, Andrew ; Jung, Robert. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:65-84. Full description at Econpapers || Download paper | 7 |
| 2004 | Assessment of Local Influence in GARCH Processes. (2004). Zhang, Xibin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:301-313. Full description at Econpapers || Download paper | 7 |
| 2003 | FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS. (2003). Harvey, Andrew ; Busetti, Fabio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:137-140. Full description at Econpapers || Download paper | 7 |
| 2004 | Some comments on specification tests in nonparametric absolutely regular processes. (2004). Dette, Holger ; Spreckelsen, Ingrid . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:159-172. Full description at Econpapers || Download paper | 7 |
| 2006 | Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning. (2006). Joe, Harry ; Zhu, Rong . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:725-738. Full description at Econpapers || Download paper | 7 |
| 2008 | Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2008). Poskitt, Donald. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:224-250. Full description at Econpapers || Download paper | 7 |
| 2008 | Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators. (2008). Vogelsang, Timothy ; Hashimzade, Nigar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162. Full description at Econpapers || Download paper | 7 |
| 2006 | Properties of higher order stochastic cycles. (2006). Trimbur, Thomas M.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:1-17. Full description at Econpapers || Download paper | 6 |
| 2004 | Seasonal Unit Root Tests Under Structural Breaks*. (2004). Rodrigues, Paulo ; Hassler, Uwe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:1:p:33-53. Full description at Econpapers || Download paper | 6 |
Citing documents used to compute impact factor 37:
| Year | Title | See |
|---|---|---|
| 2012 | On weak dependence conditions: The case of discrete valued processes. (2012). Fokianos, Konstantinos ; Li, Xiaoyin ; Doukhan, Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1941-1948. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue. (2012). DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1220. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Strong consistency of the stationary bootstrap under Ï-weak dependence. (2012). Shin, Dong Wan ; Hwang, Eunju . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:3:p:488-495. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:413-438. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Multiâregime models for nonlinear nonstationary time series. (2012). Battaglia, Francesco ; Protopapas, Mattheos . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:319-341. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models. (2012). Battaglia, Francesco ; Protopapas, Mattheos . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:3:p:315-334. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Rejoinder to the discussion of âAn analysis of global warming in the Alpine region based on nonlinear nonstationary time series modelsâ. (2012). Battaglia, Francesco ; Protopapas, Mattheos . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:3:p:371-373. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Temporal aggregation of cyclical models with business cycle applications. (2012). Silvestrini, Andrea ; Sbrana, Giacomo. In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:1:p:93-107. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data. (2012). Kurozumi, Eiji ; Hadri, Kaddour ; Yamazaki, Daisuke . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-256. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A simple panel stationarity test in the presence of serial correlation and a common factor. (2012). Kurozumi, Eiji ; Hadri, Kaddour. In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:1:p:31-34. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Size improvement of the KPSS test using sieve bootstraps. (2012). Lee, Jin . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:483-486. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2012). Perron, Pierre ; McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-15. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and
Deterministic Trends. (2012). McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-17. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions. (2012). Yamamoto, Yohei ; Perron, Pierre. In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-250. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Testing for predictability in a noninvertible ARMA model. (2012). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: MPRA Paper. RePEc:pra:mprapa:37151. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Testing for Predictability in a Noninvertible ARMA Model. (2012). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1225. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates. (2012). Pennoni, Fulvia ; Bartolucci, Francesco ; Farcomeni, Alessio . In: MPRA Paper. RePEc:pra:mprapa:39023. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:413-438. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Comments on: Some recent theory for autoregressive count time series. (2012). Galeano, Pedro. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:455-458. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Rejoinder on: Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:469-476. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Unit roots, nonlinearities and structural breaks. (2012). Teräsvirta, Timo ; Kruse, Robinson ; Haldrup, Niels ; TERaSVIRTA, Timo ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2012-14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model). (2012). FARHANI, Sahbi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-03-3. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Non-renewable resource prices. A robust evaluation from the stationarity perspective. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42523. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Trends and Cycles in Real Commodity Prices: 1650-2010. (2012). Wohar, Mark ; Madsen, Jakob ; Harvey, David ; Kellard, Neil . In: CEH Discussion Papers. RePEc:auu:hpaper:010. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach. (2012). You, Kefei ; Sarantis, Nicholas . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:1146-1163. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Unit root testing under a local break in trend. (2012). Taylor, Robert ; Harvey, David I. ; Taylor, A. M. Robert, ; Leybourne, Stephen J.. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:140-167. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Análisis de la paridad del poder de compra: evidencia empÃrica entre México y Estados Unidos. (2012). Aguirre, Mario Gomez ; Jose Carlos A. Rodriguez Chavez, . In: Estudios Económicos. RePEc:emx:esteco:v:27:y:2012:i:1:p:169-207. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks. (2012). Sobreira, Nuno ; Nunes, Luis C.. In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_290. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Neoclassical, semi-endogenous or endogenous growth theory? Evidence based on new structural change tests. (2012). Sobreira, Nuno ; Rodriguesz, Paulo M. M., ; Nunesz, Luis C.. In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_291. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Localized level crossing random walk test robust to the presence of structural breaks. (2012). Alexeev, Vitali ; Maynard, Alex . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3322-3344. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On detecting end-of-sample instabilities. (2012). Busetti, Fabio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_881_12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Maximum likelihood estimation of time series models: the Kalman filter and beyond. (2012). Proietti, Tommaso ; Alessandra, Luati ; Tommaso, Proietti . In: MPRA Paper. RePEc:pra:mprapa:39600. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Selection of ARIMA Models with or without Regressors. (2012). Johansen, Soren. In: Discussion Papers. RePEc:kud:kuiedp:1217. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Selection of ARIMA Models with or without Regressors. (2012). Johansen, Soren ; Atkinson, Anthony C. ; Riani, Marco . In: CREATES Research Papers. RePEc:aah:create:2012-46. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On Geometric Ergodicity of Skewed - SVCHARME models. (2012). Snarska, Malgorzata ; Rydlewski, Jerzy P.. In: Papers. RePEc:arx:papers:1209.1544. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Pan, Guochen . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00406. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Temporal aggregation of cyclical models with business cycle applications. (2012). Silvestrini, Andrea ; Sbrana, Giacomo. In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:1:p:93-107. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
| Year | Title | See |
|---|---|---|
| 2012 | Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series. (2012). McElroy, Tucker ; Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt35c7r55c. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Tail index estimation in the presence of long-memory dynamics. (2012). McElroy, Tucker ; Jach, Agnieszka . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:2:p:266-282. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
| Year | Title | See |
|---|---|---|
| 2010 | Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2010). Perron, Pierre ; McCloskey, Adam. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2010-048. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | INARCH(1) processes: Higher-order moments and jumps. (2010). Wei, Christian H.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1771-1780. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study. (2010). . In: Working Papers. RePEc:hal:wpaper:halshs-00564897. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. (2010). Lopez, Claude ; Kejriwal, Mohitosh. In: MPRA Paper. RePEc:pra:mprapa:25204. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Noncausal autoregressions for economic time series. (2010). Saikkonen, Pentti ; Lanne, Markku. In: MPRA Paper. RePEc:pra:mprapa:32943. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
| Year | Title | See |
|---|---|---|
| 2009 | A Meta-Distribution for Non-Stationary Samples. (2009). GUEGAN, Dominique. In: CREATES Research Papers. RePEc:aah:create:2009-24. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | On multiplicative seasonal modelling for vector time series. (2009). Duchesne, Pierre ; Ursu, Eugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:19:p:2045-2052. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process. (2009). Nagakura, Daisuke. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:24:p:2476-2483. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Forecasting Aggregated Time Series Variables: A Survey. (2009). Lütkepohl, Helmut ; Luetkepohl, Helmut . In: Economics Working Papers. RePEc:eui:euiwps:eco2009/17. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Inconsistency of a Unit Root Test against Stochastic Unit Root Processes. (2009). Nagakura, Daisuke. In: IMES Discussion Paper Series. RePEc:ime:imedps:09-e-23. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN. In: Working Papers. RePEc:nlv:wpaper:1001. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2009-42. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Multivariate Contemporaneous Threshold Autoregressive Models. (2009). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias ; Dueker, Michael. In: Department of Economics Working Papers. RePEc:udt:wpecon:2009-03. Full description at Econpapers || Download paper | [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.