null
Impact Factor
0.38
5-Years IF
3
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] [
trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
| 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 |
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50 most cited documents in this series:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2010 | Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:10/01. Full description at Econpapers || Download paper | 13 |
| 2009 | Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/05. Full description at Econpapers || Download paper | 6 |
| 2007 | Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). A. M. Robert Taylor, ; Cavaliere, Giuseppe ; Rahbek, Anders . In: Discussion Papers. RePEc:not:notgts:07/02. Full description at Econpapers || Download paper | 4 |
| 2006 | Testing for a change in persistence in the presence of non-stationary volatility. (2006). A. M. Robert Taylor, ; Cavaliere, Giuseppe . In: Discussion Papers. RePEc:not:notgts:06/04. Full description at Econpapers || Download paper | 3 |
| 2007 | Testing for a unit root in the presence of a possible break in trend. (2007). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I. ; Harris, David . In: Discussion Papers. RePEc:not:notgts:07/04. Full description at Econpapers || Download paper | 3 |
| 2010 | Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion. (2010). A. M. Robert Taylor, ; Trenkler, Carsten . In: Discussion Papers. RePEc:not:notgts:10/04. Full description at Econpapers || Download paper | 2 |
| 2010 | Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). A. M. Robert Taylor, ; Smeekes, Stephan . In: Discussion Papers. RePEc:not:notgts:10/03. Full description at Econpapers || Download paper | 1 |
| 2008 | Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. (2008). Harris, David ; Leybourne, Stephen J. ; Sakkas, Nikoloas D. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:08/02. Full description at Econpapers || Download paper | 1 |
| 2008 | Seasonal unit root tests and the role of initial conditions. (2008). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:08/01. Full description at Econpapers || Download paper | 1 |
| 2009 | Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/01. Full description at Econpapers || Download paper | 1 |
| 2008 | Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:08/03. 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 |
|---|---|---|
| 2010 | Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:10/01. Full description at Econpapers || Download paper | 5 |
| 2009 | Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/05. Full description at Econpapers || Download paper | 4 |
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.