[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]
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  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 |
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Most cited documents in this series:
Year | Title | Cited |
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1998 | Does the Absence of Cointegration Explain the Typical Findings in Long Horizon Regression?. (1998). van Dijk, D. ; Berben, R. P.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9814/a. Full description at Econpapers || Download paper | 30 |
1995 | Flexible Seasonal Long Memory and Economic Time Series.. (1995). Ooms, M.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9515/a. Full description at Econpapers || Download paper | 8 |
1998 | Bayesian and Classical Approaches to Instrumental Variable Regression.. (1998). Zivot, E. ; Kleibergen, F.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9835/a. Full description at Econpapers || Download paper | 5 |
1998 | Forecasting Volatility with Switching Persistence GARCH Models.. (1998). van Dijk, D. ; Franses, P. H. ; Neele, J.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9819/a. Full description at Econpapers || Download paper | 3 |
1992 | Location on Networks.. (1992). PEETERS, D. ; Labbe, M. ; THISSE, J. F.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9255-a. Full description at Econpapers || Download paper | 3 |
1990 | TAIL AND QUANTILE ESTIMATION FOR STRONGLY MIXING STATIONARY SEQUENCES .. (1990). ROOTZEN, H. ; LEADBETTER, L. ; de Haan, L.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9024-a. Full description at Econpapers || Download paper | 3 |
1997 | Nonlinear Error-Correction Models for Interest rates in the Netherlands.. (1997). van Dijk, D. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9704/a. Full description at Econpapers || Download paper | 3 |
1994 | Testing Nested and Non-Nested Periodically Integrated Autoregressive Models.. (1994). McAleer, M. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9402-a. Full description at Econpapers || Download paper | 2 |
1996 | A Probabilistic Feasibility and Value Analysis of the Generalized Assignment Problem. (1996). Romijn, H. E. ; Piersma, N.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9661/a. Full description at Econpapers || Download paper | 2 |
1998 | On Data Transformations and Evidence of Nonlinearity.. (1998). de Bruin, P. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9823/a. Full description at Econpapers || Download paper | 2 |
1992 | Public Pensions, Market Power and Intergenerational Confidence.. (1992). van Dalen, H. P. ; Van Praag, B. M. S., . In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9267-a. Full description at Econpapers || Download paper | 2 |
1990 | A SURVEY OF ALGORITHMS FOR THE GENERALIZED ASSIGNMENT PROBLEM.. (1990). CATTERYSSE, D. G. ; Van Wassenhove, L. N.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9010-a. Full description at Econpapers || Download paper | 1 |
1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.. (1999). Bos, C. S. ; Mahieu, R. J. ; Van Dijk, H. K.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9936/a. Full description at Econpapers || Download paper | 1 |
1995 | Recognizing Changing Seasonal Patterns Using Artificial Neural Networks.. (1995). Draisma, G. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9514/a. Full description at Econpapers || Download paper | 1 |
1997 | Are Many Current Seasonally Adjusted Data Downward Biased?. (1997). Arno, M. A. ; Hobijn, R. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9717/a. Full description at Econpapers || Download paper | 1 |
1989 | THE POSTERIOR DISTRIBUTION OF ROOTS IN MULTIVARIATE AUTOREGRESSIONS.. (1989). GEWEKE, J.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9027-a. Full description at Econpapers || Download paper | 1 |
1999 | Seasonal Adjustment and Business Cycle in Unemployment.. (1999). Bruin, P. T. de., ; Franses, Ph. H. B. F., . In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9923/a. Full description at Econpapers || Download paper | 1 |
1992 | A General Model for the Uncapacitated Facility and Depot Location Problem.. (1992). Barros, A. I. ; Labbe, M.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9253-a. Full description at Econpapers || Download paper | 1 |
1999 | Ordered Logit Analysis for Selectively Sampled Data.. (1999). Fok, D. ; Cramer, M. ; Franses, Ph. H., . In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9933/a. Full description at Econpapers || Download paper | 1 |
1995 | Testing for Unit Roots and Non-Linear Transformations.. (1995). McAleer, M. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9507/a. Full description at Econpapers || Download paper | 1 |
1997 | Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures.. (1997). Kleibergen, F. ; Van Dijk, H. K.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9714/a. Full description at Econpapers || Download paper | 1 |
1999 | Cointegration in a Periodic Vector Autoregression.. (1999). Kleibergen, F. R. ; Franses, Ph. H. B. F., . In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9906/a. Full description at Econpapers || Download paper | 1 |
1993 | Companion Based Matrix Functions: Description and Minimal Factorization.. (1993). Bart, H. ; Kroon, L. G.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9326-a. Full description at Econpapers || Download paper | 1 |
1996 | On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations. (1996). KOOP, G. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9648/a. Full description at Econpapers || Download paper | 1 |
1998 | Analytic Central Path, Sensitivity Analysis and Parametric Linear Programming.. (1998). Holder, A. G. ; Zhang, S. ; Sturn, J. F.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9801/a. Full description at Econpapers || Download paper | 1 |
1992 | Combining Activities in an Operational Planning Phase: An Application to Joint Replenishment.. (1992). Dekker, R. ; Wildman, R. E.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9250-a. Full description at Econpapers || Download paper | 1 |
1999 | Forecasting with Period Autoregressive Time Series Models.. (1999). Franses, P. H. ; Paap, R.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9927/a. Full description at Econpapers || Download paper | 1 |
1994 | The Learning Curve in a Competitive Industry.. (1994). Petrakis, E. ; Roy, S. ; Rasmussen, E.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9433-a. Full description at Econpapers || Download paper | 1 |
1997 | Determining the order of Differencing in Seasonal Time Series Processes.. (1997). Franses, P. H. ; Taylor, A. M. R., . In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9712/a. Full description at Econpapers || Download paper | 1 |
1990 | A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES.. (1990). Van Dijk, H. K. ; SCHOTMAN, P.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9015-a. Full description at Econpapers || Download paper | 1 |
1993 | Testing for Common Trends Across Periodically Integrated Seasonal Time Series.. (1993). Franses, H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9320-a. Full description at Econpapers || Download paper | 1 |
1996 | Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data. (1996). Lucas, A. ; Kloek, T. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9646/a. Full description at Econpapers || Download paper | 1 |
1997 | Evaluation of a New Maintenance Concept for the Preservation of Highways.. (1997). Plasmeijer, R. P. H., ; Swart, J. GH., ; Dekker, R.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9747. Full description at Econpapers || Download paper | 1 |
1992 | A Contimuous-Time Job Search Model: General Renewal Processes.. (1992). Boshuizen, F. A. ; Gouweleeuw, J. M.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9247-a. Full description at Econpapers || Download paper | 1 |
1999 | Outlier Detection in the GARCH(1,1) Model.. (1999). van Dijk, D. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9926/a. Full description at Econpapers || Download paper | 1 |
1994 | Transaction Costs and Efficiency of Portfolio Strategies.. (1994). Pelsser, A. ; Vorst, T.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9423-a. Full description at Econpapers || Download paper | 1 |
1997 | Do We Often Find ARCH Because of Neglected Outliers?. (1997). van Dijk, D. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9706/a. Full description at Econpapers || Download paper | 1 |
1990 | HEURISTICS FOR 0-1 MIN-KNAPSACK PROBLEM.. (1990). Frenk, J. B. G., ; Zhang, S. ; Labbe, M. ; Csirik, J.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9013-a. Full description at Econpapers || Download paper | 1 |
1997 | Modelling Multiple Regimes in the Business Cycle.. (1997). van Dijk, D. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9734/a. Full description at Econpapers || Download paper | 1 |
1992 | Poverty Lines and Equivalence Scales; A Theoretical and Empirical Evaluation.. (1992). Van Praag, B. M. S., . In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9234-a. Full description at Econpapers || Download paper | 1 |
1999 | Monitoring Structural Change in Variance, with an Application to European Nominal Exchange Rate Volatility.. (1999). Carsoule, F. ; Franses, P. H.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9925/a. Full description at Econpapers || Download paper | 1 |
1994 | Optimal Replacement Strategies for Repairable Systems Modelled by Piecewise-Deterministic Morkov Processes.. (1994). Boshuizen, F. A.. In: Erasmus University of Rotterdam - Econometric Institute. RePEc:fth:erroem:9419-a. Full description at Econpapers || Download paper | 1 |
Citing documents used to compute impact factor 0:
Year | Title | See |
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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.