Citation analysis for Econometrics / University Library of Munich, Germany

Econometrics / University Library of Munich, Germany

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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		0.11			0				0		0		(%)			0.06
1991		0.1			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13		5	5			32	0		0		1 (3.1%)			0.06
1994		0.14		11	16	6	0.38	54	5		5		1 (1.9%)	5	0.45	0.06
1995	0.38	0.17	0.38	19	35	13	0.37	81	16	6	16	6	(%)	5	0.26	0.1
1996	0.3	0.22	0.31	41	76	31	0.41	359	30	9	35	11	11 (3.1%)	17	0.41	0.09
1997	0.23	0.22	0.33	11	87	31	0.36	207	60	14	76	25	6 (2.9%)	5	0.45	0.09
1998	0.13	0.24	0.15	10	97	14	0.14	76	52	7	87	13	3 (3.9%)			0.12
1999	0.57	0.3	0.38	10	107	39	0.36	103	21	12	92	35	5 (4.9%)			0.15
2000	0.45	0.36	0.45	9	116	44	0.38	105	20	9	91	41	(%)			0.14
2001	0.58	0.36	0.49	25	141	59	0.42	451	19	11	81	40	2 (%)	3	0.12	0.16
2002	0.29	0.37	0.57	23	164	77	0.47	172	34	10	65	37	7 (4.1%)	6	0.26	0.18
2003	0.5	0.39	0.78	65	229	139	0.61	312	48	24	77	60	8 (2.6%)	15	0.23	0.19
2004	0.39	0.4	0.52	104	333	179	0.54	601	88	34	132	68	14 (2.3%)	36	0.35	0.18
2005	0.46	0.42	0.51	166	499	242	0.48	649	169	77	226	115	8 (1.2%)	36	0.22	0.2
2006	0.39	0.45	0.46	1	500	278	0.56		270	104	383	176	(%)			0.19
2007	0.26	0.38	0.33		500	226	0.45		167	43	359	120	(%)			0.16
2008		0.39	0.32		500	209	0.42		1		336	106	(%)			0.17
2009		0.36	0.27		500	186	0.37		0		271	73	(%)			0.17
2010		0.34	0.35		500	200	0.4		0		167	59	(%)			0.15
2011		0.4			500	201	0.4		0		1		(%)			0.19
2012		0.44			500	208	0.42		0		0		(%)			0.2
2013		0.49			500	206	0.41		0		0		(%)			0.2
2014		0.52			500	231	0.46		0		0		(%)			0.23
2015		0.54			500	216	0.43		0		0		(%)			0.24
2016		0.6			500	166	0.33		0		0		(%)			0.27
2017		0.64			500	156	0.31		0		0		(%)			0.28

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	Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003. Full description at Econpapers \|\| Download paper	310
2	2001	Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002. Full description at Econpapers \|\| Download paper	290
3	1997	A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9711002. Full description at Econpapers \|\| Download paper	146
4	2004	Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005. Full description at Econpapers \|\| Download paper	121
5	2005	Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004. Full description at Econpapers \|\| Download paper	106
6	2004	Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008. Full description at Econpapers \|\| Download paper	90
7	2005	Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018. Full description at Econpapers \|\| Download paper	74
8	2001	On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003. Full description at Econpapers \|\| Download paper	72
9	2000	Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003. Full description at Econpapers \|\| Download paper	64
10	1996	Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003. Full description at Econpapers \|\| Download paper	61
11	1999	Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, BenoÃÂ®t ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001. Full description at Econpapers \|\| Download paper	60
12	2005	Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003. Full description at Econpapers \|\| Download paper	60
13	1996	Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001. Full description at Econpapers \|\| Download paper	57
14	2003	Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001. Full description at Econpapers \|\| Download paper	52
15	2002	The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine. In: Econometrics. RePEc:wpa:wuwpem:0207002. Full description at Econpapers \|\| Download paper	52
16	1996	Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004. Full description at Econpapers \|\| Download paper	51
17	2002	Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006. Full description at Econpapers \|\| Download paper	50
18	2002	Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001. Full description at Econpapers \|\| Download paper	48
19	1996	Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009. Full description at Econpapers \|\| Download paper	48
20	2004	Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016. Full description at Econpapers \|\| Download paper	37
21	1996	A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002. Full description at Econpapers \|\| Download paper	36
22	2004	Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006. Full description at Econpapers \|\| Download paper	33
23	2003	Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004. Full description at Econpapers \|\| Download paper	33
24	2003	Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, RafaÅ ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007. Full description at Econpapers \|\| Download paper	30
25	2004	Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002. Full description at Econpapers \|\| Download paper	30
26	2003	On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003. Full description at Econpapers \|\| Download paper	29
27	2005	Modeling electricity prices with regime switching models. (2005). Weron, RafaÅ ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005. Full description at Econpapers \|\| Download paper	27
28	1999	Benchmark Priors for Bayesian Model Averaging. (1999). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001. Full description at Econpapers \|\| Download paper	27
29	1996	Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001. Full description at Econpapers \|\| Download paper	26
30	2005	Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004. Full description at Econpapers \|\| Download paper	25
31	2000	The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). PÃÂ¶tscher, Benedikt ; Leeb, Hannes. In: Econometrics. RePEc:wpa:wuwpem:0004001. Full description at Econpapers \|\| Download paper	24
32	1994	Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003. Full description at Econpapers \|\| Download paper	24
33	1995	Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). Guay, Alain ; de Serres, Alain. In: Econometrics. RePEc:wpa:wuwpem:9510001. Full description at Econpapers \|\| Download paper	24
34	2005	Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001. Full description at Econpapers \|\| Download paper	22
35	2005	A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005. Full description at Econpapers \|\| Download paper	22
36	2004	Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0404005. Full description at Econpapers \|\| Download paper	22
37	1995	Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005. Full description at Econpapers \|\| Download paper	22
38	2004	Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007. Full description at Econpapers \|\| Download paper	22
39	2004	Changes of structure in financial time series and the GARCH model. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003. Full description at Econpapers \|\| Download paper	22
40	1993	SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA. (1993). Horowitz, Joel ; Markatou, Marianthi . In: Econometrics. RePEc:wpa:wuwpem:9309001. Full description at Econpapers \|\| Download paper	21
41	2003	Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials. (2003). Parnini, Syeda ; Kaufmann, Daniel ; Gurgur, Tugrul ; Mehrez, Gil . In: Econometrics. RePEc:wpa:wuwpem:0308004. Full description at Econpapers \|\| Download paper	19
42	2005	FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, RafaÅ ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001. Full description at Econpapers \|\| Download paper	19
43	2005	Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017. Full description at Econpapers \|\| Download paper	19
44	1997	Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter. (1997). Jensen, Mark. In: Econometrics. RePEc:wpa:wuwpem:9710002. Full description at Econpapers \|\| Download paper	19
45	2004	Long range dependence effects and ARCH modelling. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412004. Full description at Econpapers \|\| Download paper	19
46	1998	Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric. In: Econometrics. RePEc:wpa:wuwpem:9812001. Full description at Econpapers \|\| Download paper	18
47	1996	Valid Confidence Intervals and Inference in the Presence of Weak Instruments. (1996). Zivot, Eric ; Startz, Richard ; Nelson, Charles. In: Econometrics. RePEc:wpa:wuwpem:9612002. Full description at Econpapers \|\| Download paper	18
48	2005	A fresh look at the topical interest of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511005. Full description at Econpapers \|\| Download paper	18
49	2004	A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002. Full description at Econpapers \|\| Download paper	18
50	1998	Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings. (1998). Novo, ÃÂlvaro ; Jensen, Mark ; Cribari-Neto, Francisco. In: Econometrics. RePEc:wpa:wuwpem:9711001. Full description at Econpapers \|\| Download paper	17

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

#	Year	Title	Cited
1	2001	Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003. Full description at Econpapers \|\| Download paper	59
2	2001	Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002. Full description at Econpapers \|\| Download paper	59
3	2005	Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004. Full description at Econpapers \|\| Download paper	33
4	1996	Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003. Full description at Econpapers \|\| Download paper	27
5	2001	On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003. Full description at Econpapers \|\| Download paper	20
6	2004	Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008. Full description at Econpapers \|\| Download paper	20
7	2005	Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003. Full description at Econpapers \|\| Download paper	14
8	2004	Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005. Full description at Econpapers \|\| Download paper	14
9	2000	Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003. Full description at Econpapers \|\| Download paper	12
10	2002	Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001. Full description at Econpapers \|\| Download paper	11
11	2003	On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003. Full description at Econpapers \|\| Download paper	10
12	2005	A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005. Full description at Econpapers \|\| Download paper	9
13	1996	Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001. Full description at Econpapers \|\| Download paper	9
14	1996	A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002. Full description at Econpapers \|\| Download paper	9
15	2005	Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001. Full description at Econpapers \|\| Download paper	7
16	1996	Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001. Full description at Econpapers \|\| Download paper	7
17	2005	Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004. Full description at Econpapers \|\| Download paper	6
18	2005	A fresh look at the topical interest of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511005. Full description at Econpapers \|\| Download paper	6
19	1999	Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, BenoÃÂ®t ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001. Full description at Econpapers \|\| Download paper	5
20	2000	A Multivariate GARCH Model with Time-Varying Correlations. (2000). Tsui, Albert ; Tse, Y. K. ; Albert K. C. Tsui, . In: Econometrics. RePEc:wpa:wuwpem:0004007. Full description at Econpapers \|\| Download paper	5
21	2005	An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017. Full description at Econpapers \|\| Download paper	5
22	2000	A Multivariate GARCH Model with Time-Varying correlations. (2000). Tsui, Albert ; Tse, Y. K. ; Albert K. C. Tsui, . In: Econometrics. RePEc:wpa:wuwpem:0004010. Full description at Econpapers \|\| Download paper	5
23	2005	FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, RafaÅ ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001. Full description at Econpapers \|\| Download paper	4
24	1997	A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9711002. Full description at Econpapers \|\| Download paper	4
25	2003	Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, RafaÅ ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007. Full description at Econpapers \|\| Download paper	4
26	2005	Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017. Full description at Econpapers \|\| Download paper	4
27	2005	A look at the Bonferroni inequality measure in a reliability framework. (2005). Giorgi, Giovanni ; Crescenzi, Michele. In: Econometrics. RePEc:wpa:wuwpem:0507004. Full description at Econpapers \|\| Download paper	4
28	2005	Sampling distribution of the Bonferroni inequality index from exponential population. (2005). Giorgi, Giovanni ; Mondani, Riccardo. In: Econometrics. RePEc:wpa:wuwpem:0507008. Full description at Econpapers \|\| Download paper	3
29	2004	Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0404005. Full description at Econpapers \|\| Download paper	3
30	1998	MCMC Methods for Fitting and Comparing Multinomial Response Models. (1998). Greenberg, Edward ; CHEN, YUXIN ; Chib, Siddhartha . In: Econometrics. RePEc:wpa:wuwpem:9802001. Full description at Econpapers \|\| Download paper	3
31	2003	International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001. Full description at Econpapers \|\| Download paper	3
32	2003	Mutual information: a dependence measure for nonlinear time series. (2003). Menezes, Rui ; Dionisio, Andreia ; Mendes, Diana A.. In: Econometrics. RePEc:wpa:wuwpem:0311003. Full description at Econpapers \|\| Download paper	2
33	1998	Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings. (1998). Novo, ÃÂlvaro ; Jensen, Mark ; Cribari-Neto, Francisco. In: Econometrics. RePEc:wpa:wuwpem:9711001. Full description at Econpapers \|\| Download paper	2
34	2005	Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?. (2005). Starica, Catalin ; Herzel, Stefano ; Nord, Tomas . In: Econometrics. RePEc:wpa:wuwpem:0508003. Full description at Econpapers \|\| Download paper	2
35	2004	ARGUING A CASE FOR THE COBB-DOUGLAS PRODUCTION FUNCTION. (2004). Murthy, K.V.. In: Econometrics. RePEc:wpa:wuwpem:0409012. Full description at Econpapers \|\| Download paper	2
36	2005	On detecting and modeling periodic correlation in financial data. (2005). WyÅomaÅska, Agnieszka ; Weron, RafaÅ ; Wylomanska, Agnieszka ; Broszkiewicz-Suwaj, Ewa ; Makagon, Andrzej. In: Econometrics. RePEc:wpa:wuwpem:0502006. Full description at Econpapers \|\| Download paper	2
37	2004	Lags in the response of gasoline prices to changes in crude oil. (2004). Radchenko, Stanislav. In: Econometrics. RePEc:wpa:wuwpem:0406001. Full description at Econpapers \|\| Download paper	2
38	2004	Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006. Full description at Econpapers \|\| Download paper	2
39	2004	A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002. Full description at Econpapers \|\| Download paper	2
40	2005	Bayesian estimation of the Bonferroni index from a Pareto-type I population. (2005). Giorgi, Giovanni ; Crescenzi, Michele. In: Econometrics. RePEc:wpa:wuwpem:0507007. Full description at Econpapers \|\| Download paper	2
41	2004	Changes of structure in financial time series and the GARCH model. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003. Full description at Econpapers \|\| Download paper	2
42	2005	A Trend-Cycle(-Season) Filter. (2005). Mohr, Matthias. In: Econometrics. RePEc:wpa:wuwpem:0508004. Full description at Econpapers \|\| Download paper	2
43	2003	Dating the Italian Business Cycle: A Comparison of Procedures. (2003). Otranto, Edoardo ; Bruno, Giancarlo. In: Econometrics. RePEc:wpa:wuwpem:0312003. Full description at Econpapers \|\| Download paper	2
44	2004	Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007. Full description at Econpapers \|\| Download paper	2
45	2004	Surprise Volume and Heteroskedasticity in Equity Market Returns. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Econometrics. RePEc:wpa:wuwpem:0409009. Full description at Econpapers \|\| Download paper	2
46	2004	Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor. (2004). Ng, Serena ; Bai, Jushan. In: Econometrics. RePEc:wpa:wuwpem:0408006. Full description at Econpapers \|\| Download paper	2
47	1999	An Approximate Wavelet MLE of Short and Long Memory Parameters. (1999). Jensen, Mark. In: Econometrics. RePEc:wpa:wuwpem:9802003. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#		Series	Cites

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Source data used to compute the impact factor of RePEc series.