Citation analysis for Econometrics Journal / Royal Economic Society

Econometrics Journal / Royal Economic Society

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Impact Factor

3.59

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		0.09			0	1			0		0		(%)			0.04
1993		0.1			0	1			0		0		(%)			0.05
1994		0.11			0	1			0		0		(%)			0.05
1995		0.2			0	1			0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27			0	1			0		0		(%)			0.09
1998		0.29		17	17	7	0.41	266	0		0		(%)	5	0.29	0.1
1999	0.76	0.32	0.76	18	35	18	0.51	849	17	13	17	13	1 (%)	3	0.17	0.13
2000	0.74	0.4	0.74	13	48	38	0.79	1145	35	26	35	26	(%)	4	0.31	0.15
2001	1.32	0.4	1.13	21	69	81	1.17	570	31	41	48	54	1 (%)	4	0.19	0.15
2002	1.47	0.42	1.33	26	95	109	1.15	503	34	50	69	92	1 (%)	6	0.23	0.18
2003	1.04	0.44	1.58	22	117	176	1.5	752	47	49	95	150	(%)	9	0.41	0.19
2004	1.38	0.49	2.11	29	146	261	1.79	1142	48	66	100	211	(%)	18	0.62	0.2
2005	1.67	0.53	1.71	25	171	288	1.68	464	51	85	111	190	(%)	6	0.24	0.21
2006	1.31	0.51	1.57	23	194	354	1.82	244	54	71	123	193	(%)	4	0.17	0.2
2007	0.85	0.45	1.43	29	223	358	1.61	332	48	41	125	179	(%)	7	0.24	0.18
2008	0.88	0.48	2.02	32	255	527	2.07	396	52	46	128	258	(%)	12	0.38	0.2
2009	0.93	0.47	1.37	37	292	463	1.59	596	61	57	138	189	(%)	23	0.62	0.19
2010	0.86	0.45	1.04	17	309	459	1.49	303	69	59	146	152	(%)	5	0.29	0.16
2011	1.07	0.52	1	27	336	552	1.64	621	54	58	138	138	(%)	13	0.48	0.2
2012	2.34	0.55	1.89		336	758	2.26		44	103	142	268	(%)			0.2
2013	4.22	0.62	2.47		336	810	2.41		27	114	113	279	(%)			0.22
2014		0.64	3.37		336	843	2.51		0		81	273	(%)			0.21
2015		0.69	4.09		336	781	2.32		0		44	180	(%)			0.22
2016		0.85	3.59		336	737	2.19		0		27	97	(%)			0.26

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	688
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	310
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	253
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	249
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	235
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	200
7	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	189
8	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	185
9	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	179
10	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	175
11	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	164
12	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	157
13	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	147
14	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	139
15	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	126
16	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	122
17	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	110
18	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	109
19	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	108
20	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	107
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	90
22	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	78
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	75
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	70
25	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	68
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	64
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	61
28	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	59
29	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	59
30	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	57
31	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	55
32	2011	Shortâterm forecasts of euro area GDP growth. (2011). RÃÂ¼nstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; 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	55
33	2003	A full-factor multivariate GARCH model. (2003). Vrontos, Ioannis ; Dellaportas, Petros ; Politis, D. N.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334. Full description at Econpapers \|\| Download paper	55
34	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	52
35	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	50
36	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	47
37	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	47
38	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	47
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	47
40	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	46
41	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	46
42	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	45
43	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	44
44	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	42
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	42
46	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
47	2001	An automatic leading indicator of economic activity: forecasting GDP growth for European countries. (2001). Weale, Martin ; Smith, Richard ; Kapetanios, George ; Camba-Mendez, Gonzalo. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:37. Full description at Econpapers \|\| Download paper	40
48	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	39
49	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	38
50	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	38

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	167
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	112
3	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	71
4	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	65
5	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	64
6	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	64
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	63
8	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	62
9	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	59
10	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	48
11	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	44
12	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	43
13	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	43
14	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	35
15	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	34
16	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	27
17	2011	Shortâterm forecasts of euro area GDP growth. (2011). RÃÂ¼nstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; 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	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	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	25
20	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	23
21	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	21
22	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	20
23	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	19
24	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	19
25	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	18
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	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	17
28	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	16
29	2009	Testing for volatility interactions in the Constant Conditional Correlation GARCH model. (2009). TerÃÂ¤svirta, Timo ; Nakatani, Tomoaki ; Terasvirta, Timo . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:147-163. Full description at Econpapers \|\| Download paper	16
30	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	16
31	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	14
32	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	14
33	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	13
34	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	13
35	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	13
36	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	13
37	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	13
38	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	12
39	2009	More on monotone instrumental variables. (2009). Pepper, John ; Manski, Charles. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s200-s216. Full description at Econpapers \|\| Download paper	12
40	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	12
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	12
42	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	12
43	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	12
44	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
45	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	11
46	2006	Temporal disaggregation by state space methods: Dynamic regression methods revisited. (2006). Proietti, Tommaso. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:3:p:357-372. Full description at Econpapers \|\| Download paper	11
47	2009	Identification of peer effects using group size variation. (2009). FOUGERE, DENIS ; D'Haultfoeuille, Xavier ; Davezies, Laurent. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:397-413. Full description at Econpapers \|\| Download paper	10
48	2011	Nonâparametric timeâvarying coefficient panel data models with fixed effects. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408. Full description at Econpapers \|\| Download paper	10
49	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	10
50	2008	Stochastic frontier models with dependent error components. (2008). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:172-192. Full description at Econpapers \|\| Download paper	10

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	138
2	MPRA Paper / University Library of Munich, Germany	112
3	IZA Discussion Papers / Institute for the Study of Labor (IZA)	53
4	Computational Statistics & Data Analysis / Elsevier	48
5	Empirical Economics / Springer	37
6	Economic Modelling / Elsevier	36
7	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	36
8	CESifo Working Paper Series / CESifo Group Munich	35
9	Working Papers / HAL	31
10	Economics Letters / Elsevier	26
11	Papers / arXiv.org	26

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.