0.18
Impact Factor
0.57
5-Years IF
7
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.41 | 0 | 1 | 0 | 0 | (%) | 0.16 | |||||||||
| 2002 | 0.43 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2003 | 0.45 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.51 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2005 | 0.54 | 0 | 0 | 0 | (%) | 0.22 | ||||||||||
| 2006 | 0.52 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 0 | 3 | 0 | 0 | (%) | 0.2 | |||||||||
| 2009 | 0.48 | 8 | 8 | 2 | 0.25 | 33 | 0 | 0 | (%) | 1 | 0.13 | 0.19 | ||||
| 2010 | 0.75 | 0.44 | 0.75 | 8 | 16 | 7 | 0.44 | 12 | 8 | 6 | 8 | 6 | (%) | 0.16 | ||
| 2011 | 0.19 | 0.53 | 0.19 | 22 | 38 | 12 | 0.32 | 89 | 16 | 3 | 16 | 3 | (%) | 8 | 0.36 | 0.21 |
| 2012 | 0.67 | 0.58 | 0.68 | 9 | 47 | 29 | 0.62 | 6 | 30 | 20 | 38 | 26 | (%) | 0.22 | ||
| 2013 | 1.03 | 0.71 | 0.85 | 13 | 60 | 45 | 0.75 | 12 | 31 | 32 | 47 | 40 | (%) | 1 | 0.08 | 0.25 |
| 2014 | 0.18 | 0.81 | 0.57 | 4 | 64 | 41 | 0.64 | 5 | 22 | 4 | 60 | 34 | (%) | 4 | 1 | 0.28 |
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y 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 D5Y: Number of articles published in y-1 until y-5 C5Y: Cites in y to articles published in y-1 until y-5 %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 |
|
50 most cited documents in this series:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2011 | Evaluating Automatic Model Selection. (2011). Hendry, David F. ; Doornik, Jurgen A. ; Castle, Jennifer L.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8. Full description at Econpapers || Download paper | 32 |
| 2011 | Noncausal Autoregressions for Economic Time Series. (2011). Lanne, Markku ; Saikkonen, Pentti . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2. Full description at Econpapers || Download paper | 19 |
| 2009 | Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities. (2009). Josep Lluis Carrion-i-Silvestre, ; Basher, Syed A.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3. Full description at Econpapers || Download paper | 12 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations. (2011). Hendry, David F. ; Mizon, Grayham E.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6. Full description at Econpapers || Download paper | 11 |
| 2009 | Asymptotics of the QMLE for Non-Linear ARCH Models. (2009). Rahbek, Anders ; Kristensen, Dennis . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2. Full description at Econpapers || Download paper | 10 |
| 2011 | Estimation and Inference in Time Series with Omitted I(1) Variables. (2011). Everaert, Gerdie . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2. Full description at Econpapers || Download paper | 10 |
| 2013 | On Identifying Structural VAR Models via ARCH Effects. (2013). George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5. Full description at Econpapers || Download paper | 7 |
| 2011 | Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index. (2011). Xu, Fang ; Luetkepohl, Helmut . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7. Full description at Econpapers || Download paper | 6 |
| 2011 | Consideration of Trends in Time Series. (2011). Clive W. J. Granger, ; White, Halbert . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2. Full description at Econpapers || Download paper | 6 |
| 2009 | Selecting Instrumental Variables in a Data Rich Environment. (2009). Bai, Jushan ; Ng, Serena . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4. Full description at Econpapers || Download paper | 5 |
| 2010 | Has the Volatility of U.S. Inflation Changed and How?. (2010). Grassi, Stefano ; Proietti, Tommaso . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:6. Full description at Econpapers || Download paper | 4 |
| 2014 | Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects. (2014). . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:4. Full description at Econpapers || Download paper | 4 |
| 2011 | Some New Results for Threshold AR(1) Models. (2011). Knight, John ; Satchell, Stephen . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:1. Full description at Econpapers || Download paper | 4 |
| 2009 | Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes. (2009). Demetrescu, Matei . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:2:n:3. Full description at Econpapers || Download paper | 3 |
| 2011 | HYBRID GARCH Models and Intra-Daily Return Periodicity. (2011). Ghysels, Eric ; Chen, Xilong ; Wang, Fangfang . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:11. Full description at Econpapers || Download paper | 3 |
| 2009 | The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series. (2009). Amsler, Christine ; Vogelsang, Timothy J. ; Schmidt, Peter . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:5. Full description at Econpapers || Download paper | 3 |
| 2012 | Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3. Full description at Econpapers || Download paper | 3 |
| 2012 | First Stage Estimation of Fractional Cointegration. (2012). Iacone, Fabrizio ; Hualde, Javier . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:2. Full description at Econpapers || Download paper | 3 |
| 2010 | The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Webb, Rachel ; Reed, Robert W.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8. Full description at Econpapers || Download paper | 3 |
| 2013 | Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2013). Eric, Hillebrand ; Junyue, Xu ; Medeiros Marcelo C., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3. Full description at Econpapers || Download paper | 3 |
| 2011 | Testing for a Deterministic Trend When There is Evidence of Unit Root. (2011). Ventosa-Santaulria, Daniel ; Gmez-Zaldvar, Manuel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:3. Full description at Econpapers || Download paper | 2 |
| 2011 | Detecting Common Dynamics in Transitory Components. (2011). Pagan, Adrian ; Christensen, Timothy ; Hurn, Stan . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3. Full description at Econpapers || Download paper | 2 |
| 2010 | Testing Unit Root Based on Partially Adaptive Estimation. (2010). Xiao, Zhijie . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:2. Full description at Econpapers || Download paper | 2 |
| 2011 | Forecasting with Universal Approximators and a Learning Algorithm. (2011). Kock, Anders Bredahl . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:3. Full description at Econpapers || Download paper | 1 |
| 2015 | Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting. (2015). Martin, Burda . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:19:n:3. Full description at Econpapers || Download paper | 1 |
| 2010 | A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels. (2010). Miller, Isaac J.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:5. Full description at Econpapers || Download paper | 1 |
| 2013 | Asymptotic Behavior of Temporal Aggregates in the Frequency Domain. (2013). Henghsiu, Tsai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:1:p:47-60:n:4. Full description at Econpapers || Download paper | 1 |
| 2011 | On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance. (2011). Ren, Linxia ; Perron, Pierre . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:1. Full description at Econpapers || Download paper | 1 |
| 2014 | Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations. (2014). Stelios, Arvanitis . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:1. Full description at Econpapers || Download paper | 1 |
| 2010 | Signal Extraction Revision Variances as a Goodness-of-Fit Measure. (2010). Wildi, Marc ; McElroy, Tucker . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:4. Full description at Econpapers || Download paper | 1 |
| 2011 | Nonparametric Tests for Periodic Integration. (2011). Osborn, Denise R. ; Tomás del Barrio Castro, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:4. Full description at Econpapers || Download paper | 1 |
| 2013 | A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis. (2013). Aaron, Game . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:163-192:n:2. Full description at Econpapers || Download paper | 1 |
| 2010 | On Convergence of the QMLE for Misspecified GARCH Models. (2010). Jensen, Anders Tolver ; Lange, Theis . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:3. Full description at Econpapers || Download paper | 1 |
| 2015 | A Test of the Long Memory Hypothesis Based on Self-Similarity. (2015). James, Davidson ; Dooruj, Rambaccussing . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:115-141:n:4. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2011 | Evaluating Automatic Model Selection. (2011). Hendry, David F. ; Doornik, Jurgen A. ; Castle, Jennifer L.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8. Full description at Econpapers || Download paper | 20 |
| 2011 | Noncausal Autoregressions for Economic Time Series. (2011). Lanne, Markku ; Saikkonen, Pentti . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2. Full description at Econpapers || Download paper | 15 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations. (2011). Hendry, David F. ; Mizon, Grayham E.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6. Full description at Econpapers || Download paper | 9 |
| 2011 | Estimation and Inference in Time Series with Omitted I(1) Variables. (2011). Everaert, Gerdie . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2. Full description at Econpapers || Download paper | 9 |
| 2011 | Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index. (2011). Xu, Fang ; Luetkepohl, Helmut . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7. Full description at Econpapers || Download paper | 5 |
| 2009 | Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities. (2009). Josep Lluis Carrion-i-Silvestre, ; Basher, Syed A.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3. Full description at Econpapers || Download paper | 5 |
| 2013 | On Identifying Structural VAR Models via ARCH Effects. (2013). George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5. Full description at Econpapers || Download paper | 5 |
| 2010 | Has the Volatility of U.S. Inflation Changed and How?. (2010). Grassi, Stefano ; Proietti, Tommaso . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:6. Full description at Econpapers || Download paper | 4 |
| 2011 | Consideration of Trends in Time Series. (2011). Clive W. J. Granger, ; White, Halbert . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2. Full description at Econpapers || Download paper | 4 |
| 2014 | Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects. (2014). . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:4. Full description at Econpapers || Download paper | 4 |
| 2011 | HYBRID GARCH Models and Intra-Daily Return Periodicity. (2011). Ghysels, Eric ; Chen, Xilong ; Wang, Fangfang . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:11. Full description at Econpapers || Download paper | 3 |
| 2013 | Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2013). Eric, Hillebrand ; Junyue, Xu ; Medeiros Marcelo C., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3. Full description at Econpapers || Download paper | 3 |
| 2012 | First Stage Estimation of Fractional Cointegration. (2012). Iacone, Fabrizio ; Hualde, Javier . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:2. Full description at Econpapers || Download paper | 3 |
| 2009 | Selecting Instrumental Variables in a Data Rich Environment. (2009). Bai, Jushan ; Ng, Serena . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4. Full description at Econpapers || Download paper | 3 |
| 2012 | Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3. Full description at Econpapers || Download paper | 2 |
| 2009 | The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series. (2009). Amsler, Christine ; Vogelsang, Timothy J. ; Schmidt, Peter . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:5. Full description at Econpapers || Download paper | 2 |
| 2011 | Some New Results for Threshold AR(1) Models. (2011). Knight, John ; Satchell, Stephen . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:1. Full description at Econpapers || Download paper | 2 |
| 2010 | The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Webb, Rachel ; Reed, Robert W.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8. Full description at Econpapers || Download paper | 2 |
| 2009 | Asymptotics of the QMLE for Non-Linear ARCH Models. (2009). Rahbek, Anders ; Kristensen, Dennis . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 4:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Hurn, A. S. ; Terasvirta, Timo ; Silvennoinen, Annastiina . In: CREATES Research Papers. RePEc:aah:create:2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Silvennoinen, Annastiina ; Terasvirta, Timo ; Hurn, A S. In: NCER Working Paper Series. RePEc:qut:auncer:2014_01. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Persistence under temporal aggregation and differencing. (2014). Hassler, Uwe . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:318-322. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting. (2014). Lahiani, Amine ; Hammoudeh, Shawkat ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201456. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised). (2014). Arvanitis, Stelios . In: DEOS Working Papers. RePEc:aue:wpaper:1411. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Individual and time effects in nonlinear panel models with large N, T. (2014). Fernandez-Val, Ivan ; Weidner, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:32/14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Iwakura, Haruo ; Okui, Ryo . In: KIER Working Papers. RePEc:kyo:wpaper:887. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Panel Data Analysis with Heterogeneous Dynamics. (2014). Okui, Ryo ; Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:906. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | Parameter Identification in the Logistic STAR Model. (2013). Nejstgaard, Emil ; Ekner, Line Elvstrom . In: Discussion Papers. RePEc:kud:kuiedp:1307. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2011 | The Properties of Model Selection when Retaining Theory Variables. (2011). Hendry, David F. ; Johansen, Soren . In: CREATES Research Papers. RePEc:aah:create:2011-36. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates. (2011). Castle, Jennifer ; Qin, Xiaochuan ; Reed, Robert W.. In: Working Papers in Economics. RePEc:cbt:econwp:11/03. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Testing for Common Trends in Semiparametric Panel Data Models
with Fixed Effects. (2011). Su, Liangjun ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1832. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Revenue Elasticity of the Main federal Taxes in Mexico. (2011). Ventosa-Santaularia, Daniel . In: Latin American Journal of Economics-formerly Cuadernos de EconomÃa. RePEc:ioe:cuadec:v:48:y:2011:i:1:p:89-111. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The Properties of Model Selection when Retaining Theory Variables. (2011). Hendry, David F. ; Johansen, Soren . In: Discussion Papers. RePEc:kud:kuiedp:1125. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Anthropogenic Influences on Atmospheric CO2. (2011). Hendry, David F. ; Pretis, Felix . In: Economics Series Working Papers. RePEc:oxf:wpaper:584. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). . In: MPRA Paper. RePEc:pra:mprapa:32294. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation. (2011). Spanos, Aris . In: Rationality, Markets and Morals. RePEc:rmm:journl:v:2:y:2011:i:47. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
[Click on heading to sort table]
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.