Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of Time Series Analysis / Wiley Blackwell

[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
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1000000.05
19940.11000000.05
19950.2000000.08
19960.24000000.1
19970.3000000.11
19980.29010000.11
19990.34010000.15
20000.42030000.16
20010.44020000.17
20020.45080000.2
20030.474343160.3731500110.260.2
20040.510.535194340.362114322070.140.22
20050.340.5641135450.331339432070.170.23
20060.480.5546181960.5325792442.3100.220.22
20070.310.4742223850.381208727040.10.19
20080.570.5542771440.521508850080.150.21
20090.440.51343111440.46789642080.240.21
20100.310.47433541310.37828827060.140.17
20110.40.55574111570.3832773100.22
20120.390.67744852180.452710039020.030.26
20130.230.92575422220.411613130080.140.34
20140.150.6855471350.2501311900.24
 
 
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
2003A 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

64
2006A 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

49
2003Gaussian 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

48
2008Fractional 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

46
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*. (2003). Rodríguez, 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

37
2004A 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

32
2006Uniform 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

27
2005Unit-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

25
2003ON 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

24
2010A 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

23
2007Effects 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

22
2007CUSUM 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

22
2006Joint 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

21
2003Testing 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

21
2009A 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
2009Testing 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

16
2006Inference 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

16
2008Bootstrap 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

15
2006Structural 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

15
2004Bootstrap 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

14
2004Asymmetric 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

14
2006Consistent 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

14
2004Semiparametric 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

14
2003Bootstrapping 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
2004On 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

12
2006Range 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

12
2003Filtering 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

12
2006Integer-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

12
2003Diagnostic 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
2003On 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
2004Error 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
2004Analysis 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
2006Properties 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

10
2008Properties 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

9
2006Spurious Regression Under Broken-Trend Stationarity. (2006). Ventosa-Santaulària, 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

9
2008Fixed-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

9
2003FURTHER 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

9
2006Tests 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

9
2004Some 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

8
2004Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes. (2004). Doucet, A. ; Godsill, S. J. ; Vermaak, J. ; Andrieu, C.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:785-809.

Full description at Econpapers || Download paper

8
2004A joint test of fractional integration and structural breaks at a known period of time. (2004). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:691-700.

Full description at Econpapers || Download paper

8
2008Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break. (2008). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:331-358.

Full description at Econpapers || Download paper

8
2007Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series. (2007). Brockwell, Anthony ; Srivastava, Sanjay ; Mihaela Şerban, ; Lehoczky, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:763-782.

Full description at Econpapers || Download paper

8
2008Time-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

8
2005Examination of Some More Powerful Modifications of the Dickey-Fuller Test. (2005). Kim, Tae-Hwan ; Newbold, Paul ; Leybourne, Stephen . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369.

Full description at Econpapers || Download paper

8
2010Hyper-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
2003ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS. (2003). Bose, Arup ; Mukherjee, Kanchan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:127-136.

Full description at Econpapers || Download paper

8
2007Temporal 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
2010Local 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
2006Additive 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

Citing documents used to compute impact factor 19:

YearTitleSee
2014The Role of Information Communication Technology and Economic Growth in Recent Electricity Demand: Fresh Evidence from Combine Cointegration Approach in UAE. (2014). Shahbaz, Muhammad ; sbia, rashid ; HAMDI, Helmi ; Rehman, Ijaz Ur . In: MPRA Paper. RePEc:pra:mprapa:53226.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Coal Consumption, Industrial Production and CO2 Emissions in China and India. (2014). Shahbaz, Muhammad ; Ozturk, Ilhan ; FARHANI, Sahbi. In: Working Papers. RePEc:ipg:wpaper:2014-225.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Robustness of bootstrap in instrumental variable regression. (2014). Otsu, Taisuke ; Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/572.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Bivariate binomial autoregressive models. (2014). Scotto, Manuel G. ; Pereira, Isabel ; Silva, Maria Eduarda ; Wei, Christian H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:233-251.

Full description at Econpapers || Download paper

[Citation Analysis]
2014[Citation Analysis]
2014Quasi-maximum likelihood estimation for multiple volatility shifts. (2014). Kim, Moosup ; Noh, Jungsik ; Lee, Taewook ; Baek, Changryong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:86:y:2014:i:c:p:50-60.

Full description at Econpapers || Download paper

[Citation Analysis]
2014On the choice of test for a unit root when the errors are conditionally heteroskedastic. (2014). Westerlund, Joakim . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:40-53.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Monitoring procedure for parameter change in causal time series. (2014). Bardet, Jean-Marc ; Kengne, William . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:204-221.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Autocorrelation and cross-correlation in time series of homicide and attempted homicide. (2014). Filho, Machado A. ; Zebende, G. F. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:12-19.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measuring correlations between non-stationary series with DCCA coefficient. (2014). Krištoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:291-298.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Bootstrapping continuous-time autoregressive processes. (2014). Brockwell, Peter ; Niebuhr, Tobias ; Kreiss, Jens-Peter . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:75-92.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A new quantile regression forecasting model. (2014). Yu, Tiffany Hui-Kuang ; Huarng, Kun-Huang . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:5:p:779-784.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The empirical similarity approach for volatility prediction. (2014). Golosnoy, Vasyl ; Okhrin, Yarema ; Hamid, Alain . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:321-329.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A nonlinear panel data model of cross-sectional dependence. (2014). Mitchell, James ; Shin, Yongcheol ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:134-157.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detecting serial dependencies with the reproducibility probability autodependogram. (2014). Bagnato, Luca ; Punzo, Antonio ; De Capitani, Lucio . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:98:y:2014:i:1:p:35-61.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Oscillatory components in the bell-shaped curves of the product life cycle modeling tool. (2014). Danilova, Anastasia ; Semenychev, Valery ; Kurkin, Eugene . In: Applied Econometrics. RePEc:ris:apltrx:0232.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates. (2014). Zhu, Ke ; Li, Wai Keung ; Yu, Philip L. H., . In: MPRA Paper. RePEc:pra:mprapa:53874.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Estimation of long-run parameters in unbalanced cointegration. (2014). Hualde, Javier . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:761-778.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A likelihood ratio type test for invertibility in moving average processes. (2014). Larsson, Rolf . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:489-501.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Recursive adjustment, unit root tests and structural breaks. (2013). Rodrigues, Paulo ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:62-82.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Some properties of multivariate INAR(1) processes. (2013). Pedeli, Xanthi ; Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:213-225.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Forecasting Based on Common Trends in Mixed Frequency Samples. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hae:wpaper:2010-17r1.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201305.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201316.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Coal Consumption, Industrial Production and CO2 Emissions in China and India. (2013). Shahbaz, Muhammad ; Ozturk, Ilhan ; FARHANI, Sahbi. In: MPRA Paper. RePEc:pra:mprapa:50618.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test. (2013). Shahbaz, Muhammad ; POLAT, Ali ; Satti, Saqlain Latif ; Rehman, Ijaz Ur . In: MPRA Paper. RePEc:pra:mprapa:51724.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Characterizing economic growth paths based on new structural change tests. (2013). Sobreira, Nuno ; Rodrigues, Paulo ; Nunes, Luis ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Working Papers. RePEc:ptu:wpaper:w201313.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2012

YearTitleSee
2012Distribution 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]
2012Tail 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: 2011

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.