Citation analysis for Econometrics Journal / Royal Economic Society

Econometrics Journal / Royal Economic Society

null

Impact Factor

3.95

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			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0	1			0		0		(%)			0.04
1993		0.11			0	1			0		0		(%)			0.05
1994		0.12			0	1			0		0		(%)			0.05
1995		0.19			0	1			0		0		(%)			0.07
1996		0.22			0				0		0		(%)			0.09
1997		0.27			0	2			0		0		(%)			0.09
1998		0.27		17	17	7	0.41	243	0		0		(%)	5	0.29	0.1
1999	0.71	0.31	0.71	18	35	17	0.49	797	17	12	17	12	1 (%)	3	0.17	0.13
2000	0.69	0.4	0.69	13	48	32	0.67	1018	35	24	35	24	(%)	3	0.23	0.15
2001	1.32	0.4	1.13	21	69	81	1.17	489	31	41	48	54	1 (%)	4	0.19	0.15
2002	1.5	0.42	1.32	26	95	109	1.15	460	34	51	69	91	2 (%)	7	0.27	0.18
2003	0.83	0.44	1.44	22	117	161	1.38	674	47	39	95	137	(%)	8	0.36	0.18
2004	1.33	0.49	2.04	29	146	255	1.75	1023	48	64	100	204	(%)	20	0.69	0.2
2005	1.67	0.53	1.68	25	171	281	1.64	416	51	85	111	186	(%)	6	0.24	0.21
2006	1.24	0.51	1.45	23	194	329	1.7	216	54	67	123	178	(%)	4	0.17	0.2
2007	0.83	0.44	1.41	29	223	351	1.57	287	48	40	125	176	(%)	7	0.24	0.18
2008	0.85	0.47	1.93	32	255	500	1.96	328	52	44	128	247	(%)	11	0.34	0.2
2009	0.92	0.47	1.31	37	292	442	1.51	513	61	56	138	181	(%)	23	0.62	0.19
2010	0.8	0.44	0.99	17	309	431	1.39	258	69	55	146	144	(%)	4	0.24	0.16
2011	1.07	0.51	0.99	27	336	530	1.58	513	54	58	138	136	(%)	13	0.48	0.2
2012	2.32	0.56	1.87		336	746	2.22		44	102	142	265	(%)			0.21
2013	4.15	0.66	2.41		336	796	2.37		27	112	113	272	(%)			0.23
2014		0.67	3.23		336	801	2.38		0		81	262	(%)			0.22
2015		0.82	3.95		336	738	2.2		0		44	174	(%)			0.27

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	2000	Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161. Full description at Econpapers \|\| Download paper	602
2	1999	Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333. Full description at Econpapers \|\| Download paper	290
3	2005	Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, TomÃÂ¡s ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175. Full description at Econpapers \|\| Download paper	222
4	2003	Dynamic panel estimation and homogeneity testing under cross section dependence . (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259*. Full description at Econpapers \|\| Download paper	222
5	2000	Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249. Full description at Econpapers \|\| Download paper	208
6	2001	Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Lothgren, Mickael ; Larsson, Rolf . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41. Full description at Econpapers \|\| Download paper	181
7	2004	Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340. Full description at Econpapers \|\| Download paper	169
8	1999	Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160. Full description at Econpapers \|\| Download paper	166
9	2011	A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386. Full description at Econpapers \|\| Download paper	154
10	1999	Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191. Full description at Econpapers \|\| Download paper	154
11	2003	Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78. Full description at Econpapers \|\| Download paper	151
12	2004	Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31. Full description at Econpapers \|\| Download paper	131
13	2004	The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119. Full description at Econpapers \|\| Download paper	119
14	2004	Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306. Full description at Econpapers \|\| Download paper	118
15	2011	Weak and strong crossâsection dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90. Full description at Econpapers \|\| Download paper	113
16	2002	Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39. Full description at Econpapers \|\| Download paper	101
17	2009	Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Barndorff-Nielsen, Ole ; Hansen, Reinhard P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32. Full description at Econpapers \|\| Download paper	100
18	2002	Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318. Full description at Econpapers \|\| Download paper	96
19	2010	The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126. Full description at Econpapers \|\| Download paper	95
20	2008	A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, M. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127. Full description at Econpapers \|\| Download paper	88
21	1998	A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). Krolzig, Hans-Martin ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75. Full description at Econpapers \|\| Download paper	81
22	2000	Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38. Full description at Econpapers \|\| Download paper	67
23	2004	Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565. Full description at Econpapers \|\| Download paper	66
24	2001	Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano ; artis, michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36. Full description at Econpapers \|\| Download paper	65
25	2010	Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176. Full description at Econpapers \|\| Download paper	58
26	1998	Bayesian inference on GARCH models using the Gibbs sampler. (1998). Lubrano, Michel ; Bauwens, Luc. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46. Full description at Econpapers \|\| Download paper	58
27	2002	Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159. Full description at Econpapers \|\| Download paper	56
28	2004	Testing linearity in cointegrating smooth transition regressions. (2004). Saikkonen, Pentti ; Choi, In. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365. Full description at Econpapers \|\| Download paper	55
29	1999	Cointegration rank inference with stationary regressors in VAR models. (1999). Rahbek, Anders ; Mosconi, Rocco. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91. Full description at Econpapers \|\| Download paper	53
30	2003	A full-factor multivariate GARCH model. (2003). Vrontos, Ioannis ; Politis, D. N. ; Dellaportas, P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334. Full description at Econpapers \|\| Download paper	53
31	2004	Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504. Full description at Econpapers \|\| Download paper	52
32	1999	Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219. Full description at Econpapers \|\| Download paper	51
33	2007	Selection correction in panel data models: An application to the estimation of females wage equations. (2007). dustmann, christian ; María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293. Full description at Econpapers \|\| Download paper	46
34	2000	BUGS for a Bayesian analysis of stochastic volatility models. (2000). Yu, Jun. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215. Full description at Econpapers \|\| Download paper	46
35	2003	Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123. Full description at Econpapers \|\| Download paper	45
36	2011	Shortâterm forecasts of euro area GDP growth. (2011). RÃÂ¼nstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Angelini, Elena ; Runstler, Gerhard ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44. Full description at Econpapers \|\| Download paper	45
37	2009	On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81. Full description at Econpapers \|\| Download paper	44
38	2000	Signal extraction and the formulation of unobserved components models. (2000). Koopman, Siem Jan ; Harvey, Andrew. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107. Full description at Econpapers \|\| Download paper	43
39	2004	A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). pittis, nikitas ; Panopoulou, Ekaterini. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617. Full description at Econpapers \|\| Download paper	42
40	2009	Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229. Full description at Econpapers \|\| Download paper	42
41	2001	Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; LÃÂ¼tkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8. Full description at Econpapers \|\| Download paper	41
42	1999	Inference for Lorenz curve orderings. (1999). Dardanoni, Valentino ; Forcina, Antonio . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75. Full description at Econpapers \|\| Download paper	40
43	2003	Tests for a change in persistence against the null of difference-stationarity. (2003). Smith, L. Vanessa ; Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311. Full description at Econpapers \|\| Download paper	40
44	2006	Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331. Full description at Econpapers \|\| Download paper	39
45	2004	Cointegration analysis in the presence of outliers. (2004). Nielsen, Heino Bohn . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:249-271. Full description at Econpapers \|\| Download paper	38
46	2001	Nonlinear econometric models with cointegrated and deterministically trending regressors. (2001). Phillips, Peter ; Park, Joon ; Chang, Yoosoon. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:1-36. Full description at Econpapers \|\| Download paper	35
47	2001	Forecasting with difference-stationary and trend-stationary models. (2001). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s1-s19. Full description at Econpapers \|\| Download paper	35
48	1998	Simulation-based finite sample normality tests in linear regressions. (1998). Khalaf, Lynda ; Gardiol, Lucien ; FARHAT, Abdeljelil ; Dufour, Jean-Marie. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c154-c173. Full description at Econpapers \|\| Download paper	34
49	2011	Test statistics for prospect and Markowitz stochastic dominances with applications. (2011). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong ; Liu, Huixia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:278-303. Full description at Econpapers \|\| Download paper	34
50	2011	The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76. Full description at Econpapers \|\| Download paper	32

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

#	Year	Title	Cited
1	2000	Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161. Full description at Econpapers \|\| Download paper	171
2	2011	A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386. Full description at Econpapers \|\| Download paper	111
3	2005	Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, TomÃÂ¡s ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175. Full description at Econpapers \|\| Download paper	74
4	2011	Weak and strong crossâsection dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90. Full description at Econpapers \|\| Download paper	72
5	2010	The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126. Full description at Econpapers \|\| Download paper	62
6	1999	Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333. Full description at Econpapers \|\| Download paper	58
7	2009	Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Barndorff-Nielsen, Ole ; Hansen, Reinhard P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32. Full description at Econpapers \|\| Download paper	55
8	2003	Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78. Full description at Econpapers \|\| Download paper	54
9	2004	The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119. Full description at Econpapers \|\| Download paper	53
10	2008	A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, M. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127. Full description at Econpapers \|\| Download paper	52
11	2003	Dynamic panel estimation and homogeneity testing under cross section dependence . (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259*. Full description at Econpapers \|\| Download paper	45
12	2010	Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176. Full description at Econpapers \|\| Download paper	45
13	2000	Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249. Full description at Econpapers \|\| Download paper	44
14	2001	Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Lothgren, Mickael ; Larsson, Rolf . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41. Full description at Econpapers \|\| Download paper	37
15	2004	Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340. Full description at Econpapers \|\| Download paper	34
16	2011	Shortâterm forecasts of euro area GDP growth. (2011). RÃÂ¼nstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Angelini, Elena ; Runstler, Gerhard ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44. Full description at Econpapers \|\| Download paper	30
17	2004	Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306. Full description at Econpapers \|\| Download paper	27
18	1999	Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191. Full description at Econpapers \|\| Download paper	26
19	2004	Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31. Full description at Econpapers \|\| Download paper	24
20	2007	Selection correction in panel data models: An application to the estimation of females wage equations. (2007). dustmann, christian ; María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293. Full description at Econpapers \|\| Download paper	23
21	2002	Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39. Full description at Econpapers \|\| Download paper	22
22	2009	On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81. Full description at Econpapers \|\| Download paper	22
23	2002	Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159. Full description at Econpapers \|\| Download paper	20
24	2000	Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38. Full description at Econpapers \|\| Download paper	20
25	2004	Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504. Full description at Econpapers \|\| Download paper	19
26	2004	Two-stage quantile regression when the first stage is based on quantile regression. (2004). MULLER, Christophe ; Kim, Tae-Hwan. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231. Full description at Econpapers \|\| Download paper	18
27	2011	Test statistics for prospect and Markowitz stochastic dominances with applications. (2011). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong ; Liu, Huixia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:278-303. Full description at Econpapers \|\| Download paper	18
28	2009	Multivariate stochastic volatility, leverage and news impact surfaces. (2009). McAleer, Michael ; Asai, Manabu. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:2:p:292-309. Full description at Econpapers \|\| Download paper	16
29	2004	Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565. Full description at Econpapers \|\| Download paper	16
30	2008	A bootstrap procedure for panel data sets with many cross-sectional units. (2008). Kapetanios, G.. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:377-395. Full description at Econpapers \|\| Download paper	16
31	2003	A full-factor multivariate GARCH model. (2003). Vrontos, Ioannis ; Politis, D. N. ; Dellaportas, P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334. Full description at Econpapers \|\| Download paper	16
32	2011	The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76. Full description at Econpapers \|\| Download paper	16
33	2006	Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331. Full description at Econpapers \|\| Download paper	16
34	1998	A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). Krolzig, Hans-Martin ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75. Full description at Econpapers \|\| Download paper	16
35	2009	Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229. Full description at Econpapers \|\| Download paper	16
36	2008	Representation theorem for convex nonparametric least squares. (2008). Kuosmanen, Timo. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325. Full description at Econpapers \|\| Download paper	15
37	2001	Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano ; artis, michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36. Full description at Econpapers \|\| Download paper	15
38	2007	The Tobit model with a non-zero threshold. (2007). Sun, Yixiao ; Carson, Richard. In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:3:p:488-502. Full description at Econpapers \|\| Download paper	15
39	2001	Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; LÃÂ¼tkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8. Full description at Econpapers \|\| Download paper	14
40	2011	A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c1-c24. Full description at Econpapers \|\| Download paper	13
41	2000	BUGS for a Bayesian analysis of stochastic volatility models. (2000). Yu, Jun. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215. Full description at Econpapers \|\| Download paper	13
42	2010	Theory and inference for a Markov switching GARCH model. (2010). Rombouts, Jeroen ; Bauwens, Luc ; Preminger, Arie ; Jeroen V. K. Rombouts, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:218-244. Full description at Econpapers \|\| Download paper	12
43	2004	Testing linearity in cointegrating smooth transition regressions. (2004). Saikkonen, Pentti ; Choi, In. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365. Full description at Econpapers \|\| Download paper	12
44	2009	An arbitrage-free generalized Nelson--Siegel term structure model. (2009). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c33-c64. Full description at Econpapers \|\| Download paper	12
45	1999	Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160. Full description at Econpapers \|\| Download paper	12
46	2002	Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318. Full description at Econpapers \|\| Download paper	12
47	2011	Fully modified narrowâband least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:77-120. Full description at Econpapers \|\| Download paper	11
48	2008	Heterogeneity, state dependence and health. (2008). Halliday, Timothy. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:3:p:499-516. Full description at Econpapers \|\| Download paper	11
49	2007	Propensity score matching without conditional independence assumption--with an application to the gender wage gap in the United Kingdom. (2007). FrÃÂ¶lich, Markus ; Markus Frölich, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:359-407. Full description at Econpapers \|\| Download paper	11
50	2009	A note on non-parametric estimation with predicted variables. (2009). Sperlich, Stefan. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:2:p:382-395. Full description at Econpapers \|\| Download paper	11

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	Journal of Econometrics / Elsevier	103
2	MPRA Paper / University Library of Munich, Germany	83
3	Computational Statistics & Data Analysis / Elsevier	48
4	Economic Modelling / Elsevier	35
5	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	34
6	IZA Discussion Papers / Institute for the Study of Labor (IZA)	32
7	Empirical Economics / Springer	29
8	Economics Bulletin / AccessEcon	25
9	Working Papers / HAL	22
10	Economics Letters / Elsevier	21
11	CEPR Discussion Papers / C.E.P.R. Discussion Papers	19

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.