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
19920.09000000.04
19930.1000000.05
19940.11000000.05
19950.2000000.08
19960.24000000.1
19970.3000000.11
19980.29000000.11
19990.34000000.15
20000.42000000.16
20010.44010000.17
20020.45020000.2
20030.47000000.2
20040.53000000.22
20050.56000000.23
20060.55000000.22
20070.47000000.19
20080.5010000.21
20090.51050000.21
20100.47020000.17
20110.55050000.22
20120.67262620.08400020.080.26
20130.420.922551250.492026110110.440.34
20140.330.68859180.3115117010.130.24
 
 
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
2012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

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12
2012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

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8
2013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

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5
2012Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

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4
2013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

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4
2012Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

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4
2013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

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3
2012On the problem of inference for inequality measures for heavy‐tailed distributions. (2012). Schluter, Christian . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:125-153.

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3
2012Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393.

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3
2012Break point estimators for a slope shift: levels versus first differences. (2012). Yang, Jingjing. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:154-169.

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2
2012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

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2
2013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

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2
2012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

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2
2013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

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2
2012Generalized empirical likelihood testing in semiparametric conditional moment restrictions models. (2012). Bravo, Francesco. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:1-31.

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1
2013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

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1
2012Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

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1
Discrete endogenous variables in weakly separable models. (2012). Xu, Haiqing ; Jun, Sung Jae ; Pinkse, Joris . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:288-303.

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1
2013Local NLLS estimation of semi‐parametric binary choice models. (2013). Blevins, Jason ; Khan, Shakeeb . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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1
2014Multivariate variance targeting in the BEKK–GARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

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1
2013Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

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1
2013Predictability of shapes of intraday price curves. (2013). Kokoszka, Piotr ; Reimherr, Matthew . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:285-308.

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1

Citing documents used to compute impact factor 17:

YearTitleSee
2014Sieve inference on possibly misspecified semi-nonparametric time series models. (2014). Sun, Yixiao ; Chen, Xiaohong ; Liao, Zhipeng . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:639-658.

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[Citation Analysis]
2014Testing stationarity of functional time series. (2014). Horvath, Lajos ; Kokoszka, Piotr ; Rice, Gregory . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:66-82.

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[Citation Analysis]
2014DEMANDA POR COMBUSTÍVEIS LEVES NO BRASIL: UMA ABORDAGEM UTILIZANDO PAINÉIS ESPACIAIS DINÂMICOS.. (2014). Porsse, Alexandre ; Bittencourt, Mauricio ; LEONARDO CHAVES BORGES CARDOSO, ; Mauricio Vaz Lobo Bittencourt, . In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting]. RePEc:anp:en2013:194.

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[Citation Analysis]
2014Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models. (2014). Doko Tchatoka, Firmin ; DUFOUR, Jean-Marie . In: Cahiers de recherche. RePEc:mtl:montec:03-2014.

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[Citation Analysis]
2014OLS and IV estimation of regression models including endogenous interaction terms. (2014). Harrison, Teresa ; Bun, Maurice ; Bun, Maurice J. G., . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2014_003.

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[Citation Analysis]
2014Prediction after IV estimation. (2014). Skeels, Christopher ; Taylor, Larry W.. In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:3:p:420-422.

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[Citation Analysis]
2014Identification-robust inference for endogeneity parameters in linear structural models. (2014). Doko Tchatoka, Firmin ; DUFOUR, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-17.

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[Citation Analysis]
2014The stochastic volatility model with random jumps and its application to BRL/USD exchange rate.. (2014). Laurini, Márcio ; Mauad, Roberto B.. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00201.

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

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[Citation Analysis]
2014Specification Tests for Nonlinear Dynamic Models. (2014). Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1937.

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[Citation Analysis]
2014School System Evaluation by Value Added Analysis Under Endogeneity. (2014). Manzi, Jorge ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien ; SanMartin, Ernesto ; SAN MARTIN, Ernesto . In: Psychometrika. RePEc:spr:psycho:v:79:y:2014:i:1:p:130-153.

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[Citation Analysis]
2014GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels. (2014). Sarafidis, Vasilis ; Robertson, Donald ; Westerlund, Joakim . In: MPRA Paper. RePEc:pra:mprapa:53419.

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[Citation Analysis]
2014Testing for unit roots in short panels allowing for a structural break. (2014). Karavias, Yiannis ; Tzavalis, Elias . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:391-407.

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[Citation Analysis]
2014Exploring the production of natural gas through the lenses of the ACEGES model. (2014). Voudouris, Vlasios ; Jefferson, Michael ; Stasinopoulos, Dimitrios ; Rigby, Robert ; Sedgwick, John ; Matsumoto, Ken'ichi . In: Energy Policy. RePEc:eee:enepol:v:64:y:2014:i:c:p:124-133.

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[Citation Analysis]
2014Estimation and inference for distribution functions and quantile functions in treatment effect models. (2014). Hsu, Yu-Chin ; Donald, Stephen G.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:383-397.

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[Citation Analysis]
2014Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2014). Lee, Ying-Ying . In: Economics Series Working Papers. RePEc:oxf:wpaper:706.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Fixed-smoothing Asymptotics in a Two-step GMM Framework. (2013). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt64x4z265.

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[Citation Analysis]
2013Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models. (2013). Lei, J.. In: Discussion Paper. RePEc:dgr:kubcen:2013061.

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[Citation Analysis]
2013Good countries or good projects? Macro and micro correlates of World Bank project performance. (2013). Denizer, Cevdet ; Kraay, Aart ; Kaufmann, Daniel . In: Journal of Development Economics. RePEc:eee:deveco:v:105:y:2013:i:c:p:288-302.

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[Citation Analysis]
2013A note on bounding average treatment effects. (2013). Laffers, Luka . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:424-428.

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[Citation Analysis]
2013On a general class of long run variance estimators. (2013). Shao, Xiaofeng ; Zhang, Xianyang . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:437-441.

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[Citation Analysis]
2013Estimation of spatial panel data models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:3:p:521-538.

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[Citation Analysis]
2013Heteroskedasticity and non-normality robust LM tests for spatial dependence. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:5:p:725-739.

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[Citation Analysis]
2013Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. (2013). Karaman Örsal, Deniz ; Deniz Dilan Karaman Oersal, ; Arsova, Antonia . In: Working Paper Series in Economics. RePEc:lue:wpaper:280.

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[Citation Analysis]
2013Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:156.

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[Citation Analysis]
2013The Allocation of Time in Sleep: A Social Network Model with Sampled Data. (2013). Rainone, Edoardo ; Liu, Xiaodong ; Patacchini, Eleonora . In: Center for Policy Research Working Papers. RePEc:max:cprwps:162.

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[Citation Analysis]
2013LM Tests of Spatial Dependence Based on Bootstrap Critical Values. (2013). YANG, ZHENLIN. In: Working Papers. RePEc:siu:wpaper:03-2013.

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[Citation Analysis]

Recent citations received in: 2012

YearTitleSee
2012Tikhonov regularization for nonparametric instrumental variable estimators. (2012). Scaillet, Olivier ; GAGLIARDINI, Patrick . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:61-75.

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[Citation Analysis]
2012On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors. (2012). Tzavalis, Elias ; Karavias, Yiannis. In: MPRA Paper. RePEc:pra:mprapa:43131.

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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.