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

STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

[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
19900.092231.51000.04
19910.091301200.05
19920.096910.11113010.170.06
19930.1514016700.05
19940.090.121420.14011100.05
19950.20.1641810.0605100.09
19960.262420.080400.09
19970.2174130.076410010.060.08
19980.040.22105160.127123100.12
19990.190.2725380.15027500.15
20000.170.372275180.2480122050.230.14
20010.250.381287240.281232465050.420.17
20020.210.39794160.1714347010.140.19
20030.470.4212106370.3511819922.210.080.19
20040.420.436112550.499198020.330.19
20050.390.4510122590.486618714.330.30.23
20060.440.4613135730.543516728.6110.850.2
20070.570.410145580.47231315.430.30.17
20080.350.42147660.452238010.50.18
20090.3712159510.3281200.18
20100.335164360.2221400.16
20110.454168450.2701700.22
20120.484172450.260900.24
20130.5411183340.190800.26
20140.234187120.0641500.17
 
 
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
2003Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; VanKeilegom, Ingrid ; Chen, Xiaohong ; Van Keilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2003/450.

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79
2001Semiparametric Fractional Cointegration Analysis. (2001). Robinson, Peter ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2001/420.

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56
1998Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.). (1998). Robinson, Peter ; Arteche, Josu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1998/359.

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41
2001Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Robinson, Peter ; Giraitis, Liudas ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2001/424.

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23
2001The Memory of Stochastic Volatility Models. (2001). Robinson, Peter. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2001/410.

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23
2001Narrow-Band Analysis of Nonstationary Processes. (2001). Robinson, Peter ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2001/421.

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22
2005Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2005/482.

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22
2000The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions. (2000). Mammen, Enno ; LINTON, OLIVER ; Nielsen, N. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/386.

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21
2000Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.). (2000). Velasco, Carlos ; Robinson, Peter. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/391.

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19
1998Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.). (1998). Harvey, Andrew ; Busetti, Fabio. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1998/365.

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17
2005A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2005/486.

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17
2006Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError. (2006). LINTON, OLIVER ; Kalnina, Ilze. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2006/509.

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17
1997The Method of Simulated Scores for the Estimation of LDV Models. (1997). McFadden, Daniel ; hajivassiliou, vassilis. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1997/328.

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15
1997Some Practical Issues in Maximum Simulated Likelihood. (1997). hajivassiliou, vassilis. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1997/340.

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14
2005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives. (2005). Nishiyama, Yoshihiko ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2005/483.

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14
1993Estimation and Testing of Stochastic Variance Models. (1993). Harvey, Andrew ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/268.

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13
1997Modelling Nonlinearity and Long Memory in Time Series - (Now published in Nonlinear Dynamics and Time Series, C D Cutler and D T Kaplan (eds), Fields Institute Communications, 11 (1997), pp.61-170.). (1997). Robinson, Peter ; Zaffaroni, Paolo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1997/319.

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12
2000The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Robinson, Peter ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/408.

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12
2003An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2003/452.

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11
1992Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Koopman, Siem Jan ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/241.

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10
2006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2006/497.

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9
2003Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Robinson, Peter ; Hualde, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2003/449.

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9
2006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497.

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8
2003Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods. (2003). Mammen, Enno ; LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2003/453.

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8
1997Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in Journal of Time Series Analysis, 18 (1997), pp.49-60.). (1997). Robinson, Peter ; Giraitis, Liudas ; Samarov, Alexander. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1997/323.

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8
2005Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2005/481.

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7
2002Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2002/433.

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7
1997Time Series Regression with Long Range Dependence - (Now published in Annals of Statistics, 25, (1997)pp.2054-2083.). (1997). Robinson, Peter ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1997/318.

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7
1998Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.). (1998). Robinson, Peter ; Henry, Marc. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1998/357.

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7
1998Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.). (1998). Robinson, Peter ; Arteche, Josu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1998/360.

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6
2005Modified Whittle Estimation of Multilateral Models on a Lattice. (2005). VIDAL-SANZ, JOSE ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2005/492.

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6
2001Determination of Cointegrating Rank in Fractional Systems. (2001). Robinson, Peter ; Yajima, Yoshihiro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2001/423.

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6
2003Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators. (2003). LINTON, OLIVER ; Ichimura, Hidehiko. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2003/451.

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6
2000Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income. (2000). Robinson, Peter ; Gil-Alaa, L A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/402.

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5
2001The Estimation of Conditional Densities. (2001). Robinson, Peter ; LINTON, OLIVER ; Chen, Xiaohong . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2001/415.

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5
2000Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems. (2000). Pakes, Ariel ; LINTON, OLIVER ; Berry, Steven. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/400.

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5
2000Whittle Estimation of ARCH Models. (2000). Robinson, Peter ; Giraitis, Liudas. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/406.

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4
2009An Alternative Way of ComputingEfficient Instrumental VariableEstimators. (2009). LINTON, OLIVER ; Jacho-Chávez, David ; Jacho-Chavez, David T. ; Chen, Xiaohong . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2009/536.

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4
20144
2000Contemporaneous Aggregation of GARCH Processes. (2000). Zaffaroni, Paolo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/378.

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4
1998Aggregation of Simple Linear Dynamics: Exact Asymptotic Results. (1998). Lippi, Marco ; Zaffaroni, Paolo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1998/350.

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3
2000Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2000/392.

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3
2001Parametric Estimation under Long-Range Dependence. (2001). Robinson, Peter ; Giraitis, Liudas. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2001/416.

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3
2002Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory. (2002). Robinson, Peter ; Giraitis, Liudas. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2002/438.

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3
2003A Quantilogram Approach to Evaluating Directional Predictability. (2003). Whang, Yoon-Jae ; LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2003/463.

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3
2006Semiparametric Estimation of Fractional Cointegration. (2006). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2006/502.

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3
1993Galtons Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.). (1993). Quah, Danny . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/265.

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3
2006ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2006/499.

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2
2004ROBUST COVARIANCE MATRIX ESTIMATION: HAC Estimates with Long Memory/Antipersistence Correction. (2004). Robinson, Peter. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2004/471.

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2
2009Large-Sample Inference on SpatialDependence. (2009). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2009/533.

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2

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2014

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.