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

Econometrics / EconWPA

[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
19920.09000000.05
19930.155037000.04
19940.40.12111680.54952050.450.05
19950.50.161935150.4371168050.260.09
19960.30.194176260.342533090130.320.09
19970.150.21187280.3216760911.150.450.09
19980.170.211097210.226452900.13
19990.670.2710107380.369321147.10.16
20000.450.399116440.386520900.16
20010.470.3725141440.3121019922.230.120.17
20020.210.3823164660.4127347040.170.18
20030.460.4652291270.5522448229.1140.220.19
20040.390.431043331760.5337588342.9320.310.19
20050.410.451664992330.473711697014.3350.210.24
20060.320.4615002450.4902708700.2
20070.220.395002050.4101673700.17
20080.415001730.350100.18
20090.375001430.290000.18
20100.335001420.280000.16
20110.455001660.330000.23
20120.465001570.310000.24
 
 
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
2001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003.

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133
1997A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9711002.

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112
2001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002.

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112
2004Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005.

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70
2002Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006.

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58
1996Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004.

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55
1996Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009.

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51
2005Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018.

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50
1999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001.

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50
2003Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001.

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49
2004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov . In: Econometrics. RePEc:wpa:wuwpem:0412008.

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41
2005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004.

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39
2000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob . In: Econometrics. RePEc:wpa:wuwpem:0004003.

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37
1996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001.

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36
2004Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016.

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35
1999Benchmark Priors for Bayesian Model Averaging. (1999). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001.

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32
2002The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine. In: Econometrics. RePEc:wpa:wuwpem:0207002.

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32
2005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

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30
2001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel . In: Econometrics. RePEc:wpa:wuwpem:0012003.

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29
2000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). Pötscher, Benedikt ; Leeb, Hannes. In: Econometrics. RePEc:wpa:wuwpem:0004001.

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24
2004Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002.

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24
2003Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004.

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24
1993SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA. (1993). Horowitz, Joel ; Markatou, Marianthi. In: Econometrics. RePEc:wpa:wuwpem:9309001.

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24
1994Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003.

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23
1995Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005.

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23
1996A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos. (1996). Jensen, Mark ; Hinich, Melvin ; Gallant, A. ; Barnett, William ; Kaplan, Daniel T. ; Jungeilges, Jochen A.. In: Econometrics. RePEc:wpa:wuwpem:9602005.

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21
1997Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter. (1997). Jensen, Mark. In: Econometrics. RePEc:wpa:wuwpem:9710002.

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21
1996Bootstrap Methods For Covariance Structures. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9610003.

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20
1995Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). Guay, Alain ; de Serres, Alain. In: Econometrics. RePEc:wpa:wuwpem:9510001.

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20
1996Valid Confidence Intervals and Inference in the Presence of Weak Instruments. (1996). Zivot, Eric ; Startz, Richard ; Nelson, Charles. In: Econometrics. RePEc:wpa:wuwpem:9612002.

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19
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001.

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18
2004Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006.

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18
2003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, Rafał ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007.

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18
2004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007.

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17
2004Semiparametric Estimation of Fractional Cointegrating Subspaces. (2004). Hurvich, Clifford ; Chen, Willa. In: Econometrics. RePEc:wpa:wuwpem:0412007.

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17
1998Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric. In: Econometrics. RePEc:wpa:wuwpem:9812001.

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16
2005The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models. (2005). Inoue, Atsushi ; Hall, Alastair. In: Econometrics. RePEc:wpa:wuwpem:0505002.

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15
1998Bayesian and Classical Approaches to Instrumental Variables Regression. (1998). Zivot, Eric ; Kleibergen, Frank. In: Econometrics. RePEc:wpa:wuwpem:9812002.

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15
2005Modeling electricity prices with regime switching models. (2005). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005.

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15
2005Functional Structure and Approximation in Econometrics (book front matter). (2005). Diewert, Walter ; Barnett, William ; Binner, Jane . In: Econometrics. RePEc:wpa:wuwpem:0511006.

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14
2003Long memory and the relation between implied and realized volatility. (2003). Perron, Benoit ; Bandi, Federico. In: Econometrics. RePEc:wpa:wuwpem:0305004.

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14
2005Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004.

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13
2005Modeling and forecasting electricity loads: A comparison. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0502004.

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13
2004Changes of structure in financial time series and the GARCH model. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003.

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13
2003Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials. (2003). Parnini, Syeda ; Kaufmann, Daniel ; Gurgur, Tugrul ; Mehrez, Gil . In: Econometrics. RePEc:wpa:wuwpem:0308004.

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13
2004Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints. (2004). Proietti, Tommaso ; Moauro, Filippo. In: Econometrics. RePEc:wpa:wuwpem:0401003.

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12
1997On the Estimation and Inference of a Cointegrated Regression in Panel Data. (1997). Kao, Chihwa ; Chiang, Min-Hsien . In: Econometrics. RePEc:wpa:wuwpem:9703001.

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12
2005A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier . In: Econometrics. RePEc:wpa:wuwpem:0503005.

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12
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST. (2003). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul . In: Econometrics. RePEc:wpa:wuwpem:0311007.

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12
1997A Monte Carlo Comparison of Tests for Cointegration in Panel Data. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9712002.

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12

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

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.