Citation analysis for Econometrics Journal / Royal Economic Society

Econometrics Journal / Royal Economic Society

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Impact Factor

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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		0.1			0				0		0		(%)			0.04
1992		0.09			0	1			0		0		(%)			0.04
1993		0.11			0	1			0		0		(%)			0.05
1994		0.12			0	1			0		0		(%)			0.04
1995		0.19			0	1			0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26			0	2			0		0		(%)			0.09
1998		0.28		17	17	8	0.47	285	0		0		(%)	6	0.35	0.1
1999	0.76	0.32	0.76	18	35	18	0.51	937	17	13	17	13	1 (%)	3	0.17	0.13
2000	0.74	0.39	0.74	13	48	38	0.79	1348	35	26	35	26	(%)	4	0.31	0.15
2001	1.35	0.39	1.15	21	69	82	1.19	628	31	42	48	55	1 (%)	4	0.19	0.14
2002	1.53	0.4	1.42	26	95	117	1.23	585	34	52	69	98	1 (%)	7	0.27	0.17
2003	1.04	0.43	1.59	22	117	178	1.52	884	47	49	95	151	1 (%)	10	0.45	0.18
2004	1.4	0.48	2.17	29	146	268	1.84	1340	48	67	100	217	(%)	19	0.66	0.19
2005	1.69	0.52	1.76	25	171	296	1.73	532	51	86	111	195	(%)	6	0.24	0.2
2006	1.41	0.51	1.72	23	194	376	1.94	289	54	76	123	212	(%)	4	0.17	0.2
2007	0.9	0.45	1.51	29	223	380	1.7	382	48	43	125	189	(%)	7	0.24	0.18
2008	0.94	0.48	2.14	32	255	583	2.29	493	52	49	128	274	(%)	13	0.41	0.2
2009	1.03	0.49	1.52	37	292	515	1.76	701	61	63	138	210	(%)	23	0.62	0.19
2010	0.93	0.46	1.17	17	309	525	1.7	357	69	64	146	171	(%)	5	0.29	0.17
2011	1.09	0.49	1.01	27	336	577	1.72	775	54	59	138	140	(%)	13	0.48	0.19
2012	2.36	0.52	1.93		336	793	2.36		44	104	142	274	(%)			0.19
2013	4.41	0.58	2.58		336	851	2.53		27	119	113	292	(%)			0.2
2014		0.6	3.52		336	907	2.7		0		81	285	(%)			0.2
2015		0.61	4.32		336	854	2.54		0		44	190	(%)			0.19
2016		0.68	4.15		336	877	2.61		0		27	112	(%)			0.2
2017		0.73			336	752	2.24		0		0		(%)			0.22

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	822
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	337
3	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	298
4	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	293
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	278
6	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	239
7	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	221
8	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	219
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	211
10	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	203
11	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	188
12	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	186
13	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	173
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	160
15	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	150
16	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	148
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	136
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	135
19	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	129
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	122
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	96
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	90
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	88
24	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	79
25	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	73
26	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	73
27	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	70
28	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	70
29	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	67
30	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	66
31	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	66
32	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	65
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	64
34	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	60
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	58
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	58
37	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	57
38	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	55
39	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	55
40	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	54
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	52
42	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	52
43	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	51
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	50
45	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	49
46	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	48
47	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	48
48	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	48
49	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	47
50	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	46

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	180
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	103
3	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	95
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	75
5	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	75
6	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	74
7	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	71
8	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	68
9	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	66
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	56
11	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	49
12	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
13	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
14	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	37
15	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	33
16	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	32
17	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	28
18	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	26
19	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	26
20	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
21	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	22
22	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	21
23	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	20
24	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	19
25	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
26	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	17
27	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	17
28	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	17
29	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	16
30	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
31	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	15
32	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	15
33	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
34	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	14
35	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
36	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	13
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	13
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	13
39	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	13
40	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	12
41	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
42	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	11
43	2009	A note on adapting propensity score matching and selection models to choice based samples. (2009). Todd, Petra ; Heckman, James. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s230-s234. Full description at Econpapers \|\| Download paper	11
44	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	11
45	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	11
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	10
47	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	10
48	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	10
49	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	9
50	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	9

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	149
2	MPRA Paper / University Library of Munich, Germany	103
3	IZA Discussion Papers / Institute for the Study of Labor (IZA)	43
4	Empirical Economics / Springer	40
5	Computational Statistics & Data Analysis / Elsevier	39
6	Papers / arXiv.org	37
7	CESifo Working Paper Series / CESifo Group Munich	35
8	Economic Modelling / Elsevier	35
9	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	32
10	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	28
11	Working Papers / HAL	27

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.