0.19
Impact Factor
0.07
5-Years IF
8
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 | 0.08 | 4 | 4 | 1 | 0 | 0 | (%) | 0.05 | ||||||||
| 1991 | 0.08 | 2 | 6 | 4 | 4 | (%) | 0.05 | |||||||||
| 1992 | 0.09 | 12 | 18 | 2 | 0.11 | 7 | 6 | 6 | (%) | 1 | 0.08 | 0.05 | ||||
| 1993 | 0.1 | 10 | 28 | 16 | 14 | 18 | (%) | 0.05 | ||||||||
| 1994 | 0.05 | 0.11 | 0.04 | 28 | 2 | 0.07 | 22 | 1 | 28 | 1 | (%) | 0.05 | ||||
| 1995 | 0.1 | 0.15 | 0.04 | 8 | 36 | 2 | 0.06 | 10 | 1 | 28 | 1 | (%) | 0.1 | |||
| 1996 | 0.19 | 0.03 | 12 | 48 | 2 | 0.04 | 8 | 32 | 1 | (%) | 0.09 | |||||
| 1997 | 0.2 | 0.05 | 34 | 82 | 2 | 0.02 | 18 | 20 | 42 | 2 | (%) | 0.08 | ||||
| 1998 | 0.02 | 0.21 | 0.05 | 20 | 102 | 5 | 0.05 | 46 | 1 | 64 | 3 | (%) | 0.12 | |||
| 1999 | 0.06 | 0.27 | 0.04 | 4 | 106 | 3 | 0.03 | 54 | 3 | 74 | 3 | (%) | 0.15 | |||
| 2000 | 0.36 | 0.03 | 44 | 150 | 10 | 0.07 | 13 | 24 | 78 | 2 | 2 (15.4%) | 2 | 0.05 | 0.14 | ||
| 2001 | 0.06 | 0.36 | 0.04 | 24 | 174 | 5 | 0.03 | 103 | 48 | 3 | 114 | 4 | 14 (13.6%) | 1 | 0.04 | 0.17 |
| 2002 | 0.09 | 0.37 | 0.05 | 14 | 188 | 6 | 0.03 | 1 | 68 | 6 | 126 | 6 | (%) | 0.18 | ||
| 2003 | 0.11 | 0.39 | 0.05 | 24 | 212 | 7 | 0.03 | 15 | 38 | 4 | 106 | 5 | 6 (40%) | 0.18 | ||
| 2004 | 0.41 | 0.06 | 12 | 224 | 15 | 0.07 | 1 | 38 | 110 | 7 | 1 (100%) | 1 | 0.08 | 0.18 | ||
| 2005 | 0.03 | 0.43 | 0.13 | 20 | 244 | 19 | 0.08 | 6 | 36 | 1 | 118 | 15 | 3 (50%) | 0.22 | ||
| 2006 | 0.45 | 0.16 | 24 | 268 | 24 | 0.09 | 16 | 32 | 94 | 15 | 2 (12.5%) | 2 | 0.08 | 0.19 | ||
| 2007 | 0.09 | 0.38 | 0.05 | 20 | 288 | 20 | 0.07 | 44 | 4 | 94 | 5 | (%) | 0.17 | |||
| 2008 | 0.02 | 0.38 | 0.02 | 4 | 292 | 15 | 0.05 | 44 | 1 | 100 | 2 | (%) | 0.17 | |||
| 2009 | 0.35 | 0.06 | 24 | 316 | 16 | 0.05 | 1 | 24 | 80 | 5 | (%) | 0.17 | ||||
| 2010 | 0.04 | 0.32 | 0.01 | 10 | 326 | 14 | 0.04 | 28 | 1 | 92 | 1 | (%) | 0.15 | |||
| 2011 | 0.41 | 0.05 | 7 | 333 | 7 | 0.02 | 34 | 82 | 4 | (%) | 0.2 | |||||
| 2012 | 0.46 | 6 | 339 | 11 | 0.03 | 17 | 65 | (%) | 0.21 | |||||||
| 2013 | 0.49 | 21 | 360 | 14 | 0.04 | 7 | 13 | 51 | 2 (28.6%) | 0.22 | ||||||
| 2014 | 0.19 | 0.56 | 0.07 | 18 | 378 | 16 | 0.04 | 4 | 27 | 5 | 68 | 5 | (%) | 0.3 |
| 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 |
|---|---|---|
| 2001 | Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420. Full description at Econpapers || Download paper | 65 |
| 2001 | Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421. Full description at Econpapers || Download paper | 38 |
| 1993 | Estimation and Testing of Stochastic Variance Models. (1993). Harvey, Andrew C ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:268. Full description at Econpapers || Download paper | 13 |
| 2003 | Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). Chen, Xiaohong ; Van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Linton, Oliver . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers || Download paper | 13 |
| 2006 | Consistent estimation of the memory parameterfor nonlinear time series. (2006). Hidalgo, Javier ; Giraitis, Liudas . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497. Full description at Econpapers || Download paper | 12 |
| 1993 | Estimation and Testing of Stochastic Variance Models. (1993). Harvey, Andrew C ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/268. Full description at Econpapers || Download paper | 12 |
| 1997 | Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers || Download paper | 10 |
| 2000 | The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:408. Full description at Econpapers || Download paper | 8 |
| 2001 | Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Giraitis, Liudas ; Robinson, Peter M ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424. Full description at Econpapers || Download paper | 6 |
| 1992 | Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/241. Full description at Econpapers || Download paper | 6 |
| 1997 | Some Practical Issues in Maximum Simulated Likelihood. (1997). Hajivassiliou, V A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:340. Full description at Econpapers || Download paper | 6 |
| 2001 | The Memory of Stochastic Volatility Models. (2001). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:410. Full description at Econpapers || Download paper | 5 |
| 2013 | Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570. Full description at Econpapers || Download paper | 4 |
| 2014 | Empirical Likelihood for Random Sets. (2014). Adusumilli, Karun . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/574. Full description at Econpapers || Download paper | 4 |
| 2001 | Finite Sample Improvement in Statistical Inference with I(1) Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:422. Full description at Econpapers || Download paper | 3 |
| 2005 | Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Delgado, Miguel A. ; Velasco, Carlos ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482. Full description at Econpapers || Download paper | 3 |
| 2013 | Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570. Full description at Econpapers || Download paper | 3 |
| 1993 | Galtons 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. Full description at Econpapers || Download paper | 3 |
| 2006 | Consistent estimation of the memory parameterfor nonlinear time series. (2006). Dalla, Violetta ; Hidalgo, Javier ; Giraitis, Liudas . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:497. Full description at Econpapers || Download paper | 2 |
| 2013 | Testing for equality of an increasing number of spectral density functions. (2013). Hidalgo, Javier ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/563. Full description at Econpapers || Download paper | 2 |
| 2005 | The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives. (2005). Nishiyama, Yoshihiko ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:483. Full description at Econpapers || Download paper | 2 |
| 2000 | Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income. (2000). Gil-Alaa, L A ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:402. Full description at Econpapers || Download paper | 2 |
| 2006 | ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Robinson, A ; Hualde, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/499. Full description at Econpapers || Download paper | 2 |
| 2005 | Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:481. Full description at Econpapers || Download paper | 1 |
| 2013 | Testing for equality of an increasing number of spectral density functions. (2013). Hidalgo, Javier ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:563. Full description at Econpapers || Download paper | 1 |
| 2000 | Semi-Parametric Indirect Inference. (2000). Dridi, Ramdan ; Renault, Eric . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:392. Full description at Econpapers || Download paper | 1 |
| 2002 | Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Linton, Oliver ; Whang, Yoon-Jae ; Maasoumi, Esfandiar . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:433. Full description at Econpapers || Download paper | 1 |
| 1992 | Quasi-Maximum Likelihood Estimation of Stochastic Variance Models. (1992). Ruiz, Esther . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/244. Full description at Econpapers || Download paper | 1 |
| 1997 | The Method of Simulated Scores for the Estimation of LDV Models. (1997). Hajivassiliou, V A ; McFadden, DL. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:328. Full description at Econpapers || Download paper | 1 |
| 2004 | ROBUST COVARIANCE MATRIX ESTIMATION: HAC Estimates with Long Memory/Antipersistence Correction. (2004). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:471. Full description at Econpapers || Download paper | 1 |
| 2013 | Improved Tests for Spatial Correlation. (2013). Rossi, Francesca ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/565. Full description at Econpapers || Download paper | 1 |
| 2009 | Efficient Estimation of a Multivariate Multiplicative Volatility Model. (2009). Hafner, Christian M. ; Linton, Oliver . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:541. Full description at Econpapers || Download paper | 1 |
| 2000 | Nonparametric Test for Causality with Long-Range Dependence - (Now published in Econometrica, 68, (2000) pp.1465-1490.. (2000). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:387. Full description at Econpapers || Download paper | 1 |
| 2005 | A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486. Full description at Econpapers || Download paper | 1 |
| 2003 | An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:452. Full description at Econpapers || Download paper | 1 |
| 2006 | Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory. (2006). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:505. Full description at Econpapers || Download paper | 1 |
| 1997 | Deriving the Exact Discrete Analog of a Continuous Time System. (1997). McCrorie, J R. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:343. Full description at Econpapers || Download paper | 1 |
| 1990 | Central Limit Theorems for Nonstationary Mixing Processes and Near-Epoch Dependent Functions (Now published in Economic Theory, vol.8, no.3 (1992).). (1990). Davidson, James . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1990/216. Full description at Econpapers || Download paper | 1 |
| 1992 | Quasi-Maximum Likelihood Estimation of Stochastic Variance Models. (1992). Ruiz, Esther . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:244. Full description at Econpapers || Download paper | 1 |
| 2006 | Nonparametric Transformation to White Noise. (2006). Linton, Oliver ; Mammen, Enno . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:503. Full description at Econpapers || Download paper | 1 |
| 2000 | Simulated Asymptotic Least Squares Theory. (2000). Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:396. Full description at Econpapers || Download paper | 1 |
| 2003 | Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449. Full description at Econpapers || Download paper | 1 |
| 2006 | ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:499. 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 |
|---|---|---|
| 2001 | Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420. Full description at Econpapers || Download paper | 12 |
| 2001 | Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421. Full description at Econpapers || Download paper | 9 |
| 2003 | Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). Chen, Xiaohong ; Van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Linton, Oliver . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers || Download paper | 8 |
| 2013 | Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570. Full description at Econpapers || Download paper | 4 |
| 2013 | Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570. Full description at Econpapers || Download paper | 3 |
| 1997 | Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers || Download paper | 3 |
| 2005 | Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Delgado, Miguel A. ; Velasco, Carlos ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482. Full description at Econpapers || Download paper | 2 |
| 2013 | Testing for equality of an increasing number of spectral density functions. (2013). Hidalgo, Javier ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/563. Full description at Econpapers || Download paper | 2 |
| 2001 | Finite Sample Improvement in Statistical Inference with I(1) Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:422. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 5:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Optimal Uniform Convergence Rates and Asymptotic Normality
for Series Estimators under Weak Dependence and Weak Conditions. (2014). Christensen, Timothy M. ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1976. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. (2014). Chen, Xiaohong ; Christensen, Timothy . In: CeMMAP working papers. RePEc:ifs:cemmap:46/14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Cusum Test of Common Trends in Large Heterogeneous Panels. (2014). Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/576. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Cusum Test of Common Trends in Large Heterogeneous Panels. (2014). Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:576. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:56049. 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.