Citation analysis for STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

0.13

Impact Factor

0.08

5-Years IF

5-Years H index

[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]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1		4	4			1	0		0		(%)			0.06
1991		0.09		2	6				4		4		(%)			0.05
1992		0.11		12	18	2	0.11	7	6		6		(%)	1	0.08	0.06
1993		0.14		10	28			17	14		18		(%)			0.07
1994	0.05	0.12	0.04		28	2	0.07		22	1	28	1	(%)			0.06
1995	0.1	0.16	0.04	8	36	2	0.06		10	1	28	1	(%)			0.1
1996		0.2	0.03	12	48	2	0.04		8		32	1	(%)			0.09
1997		0.21	0.05	34	82	2	0.02	18	20		42	2	(%)			0.09
1998	0.02	0.22	0.06	20	102	7	0.07	1	46	1	64	4	(%)			0.13
1999	0.07	0.28	0.05	4	106	4	0.04		54	4	74	4	(%)			0.16
2000		0.37	0.03	44	150	11	0.07	16	24		78	2	2 (12.5%)	3	0.07	0.14
2001	0.06	0.36	0.04	24	174	5	0.03	118	48	3	114	4	14 (11.9%)	1	0.04	0.17
2002	0.07	0.37	0.04	14	188	5	0.03	1	68	5	126	5	(%)			0.18
2003	0.11	0.4	0.05	24	212	7	0.03	29	38	4	106	5	6 (20.7%)			0.19
2004	0.03	0.42	0.07	12	224	16	0.07	2	38	1	110	8	1 (50%)	1	0.08	0.19
2005	0.03	0.43	0.13	20	244	19	0.08	14	36	1	118	15	3 (21.4%)			0.21
2006		0.45	0.16	24	268	24	0.09	17	32		94	15	2 (11.8%)	2	0.08	0.2
2007	0.09	0.39	0.05	20	288	20	0.07	3	44	4	94	5	(%)			0.17
2008	0.02	0.39	0.03	4	292	17	0.06		44	1	100	3	(%)			0.17
2009	0.04	0.37	0.08	24	316	18	0.06	3	24	1	80	6	(%)			0.18
2010	0.04	0.33	0.01	10	326	14	0.04		28	1	92	1	(%)			0.15
2011		0.41	0.05	7	333	9	0.03		34		82	4	(%)			0.2
2012		0.46		6	339	16	0.05		17		65		(%)			0.21
2013		0.5		21	360	15	0.04	9	13		51		2 (22.2%)			0.21
2014	0.19	0.54	0.07	18	378	20	0.05	7	27	5	68	5	(%)			0.26
2015	0.13	0.6	0.08	6	384	39	0.1	4	39	5	62	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:

#	Year	Title	Cited
1	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	74
2	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	39
3	2003	Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; VanKeilegom, Ingrid ; van Keilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers \|\| Download paper	23
4	1993	Estimation and Testing of Stochastic Variance Models. (1993). Harvey, Andrew ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:268. Full description at Econpapers \|\| Download paper	14
5	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	13
6	2006	Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497. Full description at Econpapers \|\| Download paper	12
7	1997	Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers \|\| Download paper	10
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	9
9	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
10	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	7
11	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
12	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	6
13	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
14	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	5
15	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	4
16	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
17	2005	Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Hidalgo, Javier ; Delgado, Miguel A.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482. Full description at Econpapers \|\| Download paper	4
18	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	4
19	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	4
20	2015	Bootstrap inference of matching estimators for average treatment effects. (2015). Otsu, Taisuke ; Rai, Yoshiyasu . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/580. Full description at Econpapers \|\| Download paper	3
21	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
22	2007	Inference about Realized Volatility using Infill Subsampling. (2007). LINTON, OLIVER ; Kalnina, Ilze. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:523. Full description at Econpapers \|\| Download paper	2
23	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	2
24	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; Seo, Myunghwan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577. Full description at Econpapers \|\| Download paper	2
25	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577. Full description at Econpapers \|\| Download paper	2
26	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
27	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
28	2006	ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Hualde, Javier ; Robinson, A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/499. Full description at Econpapers \|\| Download paper	2
29	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	2
30	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
31	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
32	2000	Nonparametric Censored and Truncated Regression. (2000). LINTON, OLIVER ; Lewbel, Arthur. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:389. Full description at Econpapers \|\| Download paper	1
33	2013	Testing for equality of an increasing number of spectral density functions. (2013). Souza, Pedro ; Hidalgo, Javier . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:563. Full description at Econpapers \|\| Download paper	1
34	2013	Improved Lagrange Multiplier Tests in Spatial Autoregressions. (2013). Rossi, Francesca ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/566. Full description at Econpapers \|\| Download paper	1
35	2004	Forecasting the density of asset returns. (2004). Perote, Javier ; ÃÂÃÂguez Grau, Trino ; Niguez, Trino-Manuel . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:479. Full description at Econpapers \|\| Download paper	1
36	2000	Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics. (2000). LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:399. Full description at Econpapers \|\| Download paper	1
37	2014	Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:578. Full description at Econpapers \|\| Download paper	1
38	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
39	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
40	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
41	2009	Efficient Estimation of a Multivariate Multiplicative Volatility Model. (2009). LINTON, OLIVER ; Hafner, Christian. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:541. Full description at Econpapers \|\| Download paper	1
42	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
43	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
44	1997	The Method of Simulated Scores for the Estimation of LDV Models. (1997). McFadden, Daniel ; Hajivassiliou, V A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:328. Full description at Econpapers \|\| Download paper	1
45	2000	Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach. (2000). LINTON, OLIVER ; Hodgson, Douglas J ; Vorkink, Keith . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:398. Full description at Econpapers \|\| Download paper	1
46	2002	Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:433. Full description at Econpapers \|\| Download paper	1
47	1998	Band Spectrum Regression for Cointegrated Time Series with Long Memory Innovations. (1998). Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:353. Full description at Econpapers \|\| Download paper	1
48	2009	An Alternative Way of ComputingEfficient Instrumental VariableEstimators. (2009). LINTON, OLIVER ; Jacho-Chavez, David T. ; Chen, Xiaohong . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:536. Full description at Econpapers \|\| Download paper	1
49	2003	Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods. (2003). LINTON, OLIVER ; Mammen, Enno . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:453. Full description at Econpapers \|\| Download paper	1
50	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

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2003	Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; VanKeilegom, Ingrid ; van Keilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers \|\| Download paper	16
2	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	16
3	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	6
4	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	5
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	5
6	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	4
7	2015	Bootstrap inference of matching estimators for average treatment effects. (2015). Otsu, Taisuke ; Rai, Yoshiyasu . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/580. Full description at Econpapers \|\| Download paper	3
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	3
9	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577. Full description at Econpapers \|\| Download paper	2
10	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	2
11	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
12	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
13	2005	Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Hidalgo, Javier ; Delgado, Miguel A.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482. Full description at Econpapers \|\| Download paper	2
14	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	2
15	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; Seo, Myunghwan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577. Full description at Econpapers \|\| Download paper	2
16	1997	Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 5:

Year	Title
2015	Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers \|\| Download paper
2015	Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. (2015). Chen, Xiaohong . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:447-465. Full description at Econpapers \|\| Download paper
2015	Nonparametric specification testing via the trinity of tests. (2015). . In: Economics Discussion Papers. RePEc:esx:essedp:774. Full description at Econpapers \|\| Download paper
2015	Sieve semiparametric two-step GMM under weak dependence. (2015). Liao, Zhipeng ; Chen, Xiaohong . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:163-186. Full description at Econpapers \|\| Download paper
2015	Refined tests for spatial correlation. (2015). Robinson, Peter M ; Rossi, Francesca . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64850. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document

Recent citations received in 2014

Year	Citing document

Recent citations received in 2013

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Journal of Econometrics / Elsevier	6
2	Post-Print / HAL	2
3	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	2
4	STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE	2
5	International Journal of Forecasting / Elsevier	2
6	Oxford Bulletin of Economics and Statistics / Department of Economics, University of Oxford	1
7	Journal of Empirical Finance / Elsevier	1
8	Studies in Nonlinear Dynamics & Econometrics / De Gruyter	1
9	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	1
10	Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni G. Parenti	1
11	TERG Discussion Papers / Graduate School of Economics and Management, Tohoku University	1

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.