Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 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
19900.09000000.04
19910.09000000.04
19920.09010000.04
19930.1020000.05
19940.11010000.05
19950.2010000.08
19960.24000000.1
19970.3030000.11
19980.29171790.532120060.350.11
19990.650.341835150.436641711020.110.15
20000.710.421348330.697233525430.230.16
20011.480.442169841.223463146040.190.17
20021.290.452695930.983363444050.190.2
20030.70.47221171511.294974733080.360.2
20041.150.53291462291.5768348550190.660.22
20051.610.56251712691.572985182060.240.23
20061.280.55231943101.61525469020.090.22
20070.750.47292233341.51884836070.240.19
20080.770.5322554461.751745240090.280.21
20090.790.51372923951.3528761480230.620.21
20100.650.47173093741.211056945010.060.17
20110.940.55273364381.322854510120.440.22
20121.930.673366381.90448500.26
20133.70.923366922.0602710000.34
20140.683363300.980000.24
 
 
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
2000Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161.

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404
1999Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333.

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213
1999Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160.

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170
2003Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259.

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168
2000Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249.

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155
2005Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175.

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147
2001Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Lothgren, Mickael ; Larsson, Rolf . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41.

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135
2004Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340.

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121
1999Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191.

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114
2004Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31.

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94
2003Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78.

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92
2004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306.

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78
2002Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318.

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77
2002Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39.

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74
2004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119.

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62
2011A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386.

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56
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). Krolzig, Hans-Martin ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75.

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55
1998Bayesian inference on GARCH models using the Gibbs sampler. (1998). Lubrano, Michel ; Bauwens, Luc. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46.

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52
2011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90.

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52
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219.

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48
2000Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38.

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45
2001Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano ; artis, michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36.

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44
2009Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Barndorff-Nielsen, Ole ; Hansen, Reinhard P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32.

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44
1999Cointegration rank inference with stationary regressors in VAR models. (1999). Rahbek, Anders ; Mosconi, Rocco. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91.

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43
2000Signal extraction and the formulation of unobserved components models. (2000). Koopman, Siem Jan ; Harvey, Andrew. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107.

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43
2004Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565.

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40
2003A full-factor multivariate GARCH model. (2003). Vrontos, Ioannis ; Politis, D. N. ; Dellaportas, P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334.

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40
2010The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126.

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39
2008A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, M. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127.

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37
2002Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159.

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36
2004Testing linearity in cointegrating smooth transition regressions. (2004). Saikkonen, Pentti ; Choi, In. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365.

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35
1999Inference for Lorenz curve orderings. (1999). Dardanoni, Valentino ; Forcina, Antonio . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75.

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34
2000BUGS for a Bayesian analysis of stochastic volatility models. (2000). Yu, Jun. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215.

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34
2003Tests for a change in persistence against the null of difference-stationarity. (2003). Smith, L. Vanessa ; Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311.

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33
1998Simulation-based finite sample normality tests in linear regressions. (1998). Khalaf, Lynda ; Gardiol, Lucien ; FARHAT, Abdeljelil ; Dufour, Jean-Marie. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c154-c173.

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32
2003Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123.

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32
2004Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504.

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30
2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8.

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29
2004Cointegration analysis in the presence of outliers. (2004). Nielsen, Heino Bohn . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:249-271.

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29
2003Econometric inflation targeting. (2003). Nymoen, Ragnar ; Jansen, Eilev ; BÃ¥rdsen, Gunnar. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:430-461.

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28
1999Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application. (1999). Trivedi, Pravin ; Munkin, Murat. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:29-48.

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28
2009Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229.

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27
2001Forecasting with difference-stationary and trend-stationary models. (2001). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s1-s19.

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27
2004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). pittis, nikitas ; Panopoulou, Ekaterini. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617.

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26
2001Nonlinear econometric models with cointegrated and deterministically trending regressors. (2001). Phillips, Peter ; Park, Joon ; Chang, Yoosoon. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:1-36.

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25
2006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331.

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25
2009On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81.

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25
2006Unit root tests in three-regime SETAR models. (2006). shin, yongcheol ; Kapetanios, George . In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:252-278.

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25
2002Modelling methodology and forecast failure. (2002). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:319-344.

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24
2004Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. (2004). Fruhwirth-Schnatter, Sylvia . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:143-167.

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24

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Testing for Panel Cointegration Using Common Correlated Effects. (2011). Carrion-i-Silvestre, Josep ; Banerjee, Anindya ; Josep Lluis Carrion-i-Silvestre, . In: Discussion Papers. RePEc:bir:birmec:11-16.

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[Citation Analysis]
2011Who Suffers the Penalty? A Panel Data Analysis of Earnings Gaps in Vietnam. (2011). Nordman, Christophe ; Roubaud, Franois ; Nguyen, Huu Chi . In: Working Papers. RePEc:dia:wpaper:dt201115.

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[Citation Analysis]
2011Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal. (2011). Bhattacharjee, Arnab ; de Castro, Eduardo Anselmo ; Marques, Joo Loureno . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:253.

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[Citation Analysis]
2011Estimation of the Spatial Weights Matrix under Structural Constraints. (2011). Bhattacharjee, Arnab ; Jensen-Butler, Chris . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:254.

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[Citation Analysis]
2011Demand for international reserves in developing nations: A quantile regression approach. (2011). Sula, Ozan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:5:p:764-777.

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[Citation Analysis]
2011GMM estimation of spatial panels with fixed effects and unknown heteroskedasticity. (2011). Moscone, Francesco ; Tosetti, E.. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:41:y:2011:i:5:p:487-497.

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[Citation Analysis]
2011Political Mergers as Coalition Formation. (2011). Weese, Eric . In: Working Papers. RePEc:egc:wpaper:997.

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[Citation Analysis]
2011Aggregation in large dynamic panels. (2011). Pesaran, M ; Chudik, Alexander. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:101.

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[Citation Analysis]
2011How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euros creation?. (2011). Mehl, Arnaud ; Chudik, Alexander ; Bussiere, Matthieu. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:102.

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[Citation Analysis]
2011A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Fung, Eric S. ; Siu, Tak-Kuen ; Lam, Kin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:43-73:d:28373.

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[Citation Analysis]
2011Factor models. (2011). Choi, In ; Breitung, Jörg. In: Working Papers. RePEc:sgo:wpaper:1121.

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[Citation Analysis]
2011Who Suffers the Penalty? A Panel Data Analysis of Earnings Gaps in Vietnam. (2011). Nordman, Christophe ; Nguyen, Huu Chi ; Roubaud, Franois . In: Proceedings of the German Development Economics Conference, Berlin 2011. RePEc:zbw:gdec11:60.

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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.