Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Econometrics Journal / Royal Economic Society

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.19000000.07
19960.23000000.09
19970.29000000.1
19980.29000000.11
19990.33000000.14
20000.42000000.16
20010.44010000.17
20020.44010000.19
20030.46000000.2
20040.53000000.22
20050.56000000.23
20060.53000000.22
20070.46000000.19
20080.49000000.21
20090.5040000.2
20100.46020000.16
20110.57030000.22
20120.66262620.08250020.080.26
 
 
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

 

Most cited documents in this series:

YearTitleCited
2012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

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12
2012Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

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3
2013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

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2
2012On the problem of inference for inequality measures for heavy‐tailed distributions. (2012). Schluter, Christian . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:125-153.

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2
2012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

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2
2012Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

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2
2013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

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2
2012Generalized empirical likelihood testing in semiparametric conditional moment restrictions models. (2012). Bravo, Francesco. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:1-31.

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1
2012Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393.

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1
2012Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

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1
2013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

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1
2012Break point estimators for a slope shift: levels versus first differences. (2012). Yang, Jingjing. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:154-169.

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1
Discrete endogenous variables in weakly separable models. (2012). Xu, Haiqing ; Jun, Sung Jae ; Pinkse, Joris . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:288-303.

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1
2013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

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1
2013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

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1
2012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

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1
2013Local NLLS estimation of semi‐parametric binary choice models. (2013). Blevins, Jason ; Khan, Shakeeb . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Tikhonov regularization for nonparametric instrumental variable estimators. (2012). Scaillet, Olivier ; Gagliardini, Patrick . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:61-75.

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[Citation Analysis]
2012On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors. (2012). Tzavalis, Elias ; Karavias, Yiannis. In: MPRA Paper. RePEc:pra:mprapa:43131.

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[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.