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

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.11

5 Years IF

0.04

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.14	0	0	4	4	0		0	0		0			0		0	0.07
1991	0	0.11	0	0	2	6	0		0	4		4			0		0	0.06
1992	0	0.1	0.11	0	12	18	11	2	2	6		6			0	2	0.17	0.07
1993	0	0.13	0	0	10	28	17		2	14		18			0		0	0.07
1994	0.05	0.13	0.07	0.04	0	28	0	2	4	22	1	28	1		0		0	0.06
1995	0.1	0.18	0.06	0.04	8	36	0	2	6	10	1	28	1		0		0	0.09
1996	0	0.22	0.08	0.06	12	48	2	4	10	8		32	2		0		0	0.11
1997	0	0.23	0.05	0.05	17	65	17	3	13	20		42	2		0		0	0.12
1998	0.03	0.24	0.09	0.09	10	75	3	7	20	29	1	47	4		0		0	0.15
1999	0.15	0.32	0.08	0.09	2	77	0	6	26	27	4	47	4		0		0	0.21
2000	0	0.46	0.12	0.04	22	99	22	12	38	12		49	2	1	8.3	4	0.18	0.2
2001	0.13	0.39	0.05	0.06	12	111	152	6	44	24	3	63	4		0	1	0.08	0.22
2002	0.18	0.42	0.07	0.1	7	118	2	7	52	34	6	63	6		0		0	0.24
2003	0.16	0.41	0.05	0.08	12	130	95	6	58	19	3	53	4	2	33.3		0	0.24
2004	0.11	0.47	0.15	0.2	6	136	1	19	78	19	2	55	11	5	26.3	1	0.17	0.27
2005	0.06	0.49	0.13	0.2	10	146	27	19	97	18	1	59	12	5	26.3		0	0.29
2006	0	0.48	0.17	0.36	13	159	23	27	124	16		47	17	6	22.2	3	0.23	0.26
2007	0.26	0.4	0.16	0.19	10	169	8	27	151	23	6	48	9	8	29.6		0	0.22
2008	0.09	0.45	0.15	0.1	2	171	0	25	176	23	2	51	5	1	4		0	0.23
2009	0.08	0.43	0.14	0.15	12	183	9	26	202	12	1	41	6	2	7.7	1	0.08	0.23
2010	0.29	0.37	0.13	0.17	5	188	0	24	227	14	4	47	8	2	8.3		0	0.19
2011	0.12	0.47	0.07	0.14	7	195	0	13	240	17	2	42	6	1	7.7		0	0.25
2012	0	0.5	0.12	0	6	201	0	23	264	12		36			0		0	0.26
2013	0	0.52	0.09	0	21	222	12	18	283	13		32		1	5.6		0	0.24
2014	0.19	0.55	0.08	0.1	18	240	9	20	303	27	5	51	5	3	15		0	0.28
2015	0.18	0.54	0.19	0.12	6	246	7	46	349	39	7	57	7		0		0	0.28
2016	0.33	0.58	0.17	0.14	3	249	1	43	392	24	8	58	8		0		0	0.29
2017	0.44	0.6	0.18	0.11	6	255	0	47	439	9	4	54	6	2	4.3	1	0.17	0.3
2018	0.11	0.62	0.12	0.04	5	260	1	31	470	9	1	54	2		0		0	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2001	Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420. Full description at Econpapers \|\| Download paper	90
2	2003	Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers \|\| Download paper	67
3	2001	Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421. Full description at Econpapers \|\| Download paper	49
4	1993	Estimation and Testing of Stochastic Variance Models. (1993). Shephard, Neil ; Harvey, Andrew. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:268. Full description at Econpapers \|\| Download paper	15
5	1993	Estimation and Testing of Stochastic Variance Models. (1993). Harvey, Andrew C ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/268. Full description at Econpapers \|\| Download paper	15
6	2005	A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486. Full description at Econpapers \|\| Download paper	15
7	2001	Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Giraitis, Liudas ; Robinson, Peter M ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424. Full description at Econpapers \|\| Download paper	14
8	2006	Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497. Full description at Econpapers \|\| Download paper	14
9	2003	Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449. Full description at Econpapers \|\| Download paper	14
10	2001	The Memory of Stochastic Volatility Models. (2001). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:410. Full description at Econpapers \|\| Download paper	13
11	2003	An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:452. Full description at Econpapers \|\| Download paper	13
12	1997	Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers \|\| Download paper	10
13	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570. Full description at Econpapers \|\| Download paper	9
14	2000	The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:408. Full description at Econpapers \|\| Download paper	9
15	2005	Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel A. ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482. Full description at Econpapers \|\| Download paper	9
16	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570. Full description at Econpapers \|\| Download paper	8
17	1997	Some Practical Issues in Maximum Simulated Likelihood. (1997). Hajivassiliou, V A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:340. Full description at Econpapers \|\| Download paper	6
18	1992	Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, Neil ; Koopman, Siem Jan. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:241. Full description at Econpapers \|\| Download paper	6
19	2007	Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:524. Full description at Econpapers \|\| Download paper	6
20	1992	Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/241. Full description at Econpapers \|\| Download paper	6
21	2014	Empirical Likelihood for Random Sets. (2014). Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/574. Full description at Econpapers \|\| Download paper	4
22	2006	Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory. (2006). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:505. Full description at Econpapers \|\| Download paper	4
23	2015	Bootstrap inference of matching estimators for average treatment effects. (2015). Otsu, Taisuke ; Rai, Yoshiyasu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/580. Full description at Econpapers \|\| Download paper	4
24	2001	Finite Sample Improvement in Statistical Inference with I(1) Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:422. Full description at Econpapers \|\| Download paper	4
25	2005	Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:481. Full description at Econpapers \|\| Download paper	4
26	2006	Consistent estimation of the memory parameterfor nonlinear time series. (2006). Dalla, Violetta ; Hidalgo, Javier ; Giraitis, Liudas. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:497. Full description at Econpapers \|\| Download paper	4
27	2009	Nonparametric Estimation of a Polarization Measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:534. Full description at Econpapers \|\| Download paper	4
28	2003	Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators. (2003). LINTON, OLIVER ; Ichimura, Hidehiko. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:451. Full description at Econpapers \|\| Download paper	3
29	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; Seo, Myunghwan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577. Full description at Econpapers \|\| Download paper	3
30	1993	Galtons Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.). (1993). Quah, Danny . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/265. Full description at Econpapers \|\| Download paper	3
31	1998	Alternative Forms of Fractional Brownian Motion - (Now published in Journal of Statistical Planning and Inference, 80 (1999), pp.111-122.). (1998). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:354. Full description at Econpapers \|\| Download paper	3
32	2006	Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions. (2006). Gerolimetto, Margherita ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:500. Full description at Econpapers \|\| Download paper	3
33	2000	Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:392. Full description at Econpapers \|\| Download paper	3
34	2014	Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577. Full description at Econpapers \|\| Download paper	3
35		Multivariate Structural Time Series Models - (Now published in System Dynamics in Economic and Financial Models, CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997. (1996). Koopman, Siem Jan ; Harvey, Andrew. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:307. Full description at Econpapers \|\| Download paper	3
36	2007	Inference about Realized Volatility using Infill Subsampling. (2007). LINTON, OLIVER ; Kalnina, Ilze. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:523. Full description at Econpapers \|\| Download paper	3
37	2002	Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation. (2002). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:430. Full description at Econpapers \|\| Download paper	2
38	2014	Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:578. Full description at Econpapers \|\| Download paper	2
39	2018	Nonparametric Estimation of Additive Model with Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:600. Full description at Econpapers \|\| Download paper	2
40	2006	ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Hualde, Javier ; Robinson, A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/499. Full description at Econpapers \|\| Download paper	2
41	2009	Large-Sample Inference on SpatialDependence. (2009). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:533. Full description at Econpapers \|\| Download paper	2
42	2005	The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives. (2005). Nishiyama, Yoshihiko ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:483. Full description at Econpapers \|\| Download paper	2
43	2000	Simulated Asymptotic Least Squares Theory. (2000). Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:396. Full description at Econpapers \|\| Download paper	2
44	2000	Whittle Estimation of ARCH Models. (2000). Giraitis, Liudas ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:406. Full description at Econpapers \|\| Download paper	2
45	2016	Likelihood inference on semiparametric models with generated regressors. (2016). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:587. Full description at Econpapers \|\| Download paper	2
46	2015	Nonparametric instrumental regression with errors in variables. (2015). Otsu, Taisuke ; Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/585. Full description at Econpapers \|\| Download paper	2
47	2000	Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income. (2000). Gil-Alaa, L A ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:402. Full description at Econpapers \|\| Download paper	2
48	2013	Testing for equality of an increasing number of spectral density functions. (2013). Hidalgo, Javier ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/563. Full description at Econpapers \|\| Download paper	2
49	2004	Forecasting the density of asset returns. (2004). Perote, Javier ; ÃÂÃÂguez Grau, Trino ; Niguez, Trino-Manuel . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:479. Full description at Econpapers \|\| Download paper	1
50	2000	Nonparametric Test for Causality with Long-Range Dependence - (Now published in Econometrica, 68, (2000) pp.1465-1490.. (2000). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:387. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2003	Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450. Full description at Econpapers \|\| Download paper	33
2	2001	Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420. Full description at Econpapers \|\| Download paper	10
3	2003	Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449. Full description at Econpapers \|\| Download paper	9
4	2003	An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:452. Full description at Econpapers \|\| Download paper	5
5	2001	Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421. Full description at Econpapers \|\| Download paper	5
6	2001	Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Giraitis, Liudas ; Robinson, Peter M ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424. Full description at Econpapers \|\| Download paper	4
7	2005	A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486. Full description at Econpapers \|\| Download paper	3
8	2003	Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators. (2003). LINTON, OLIVER ; Ichimura, Hidehiko. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:451. Full description at Econpapers \|\| Download paper	3
9	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570. Full description at Econpapers \|\| Download paper	2
10	2016	Likelihood inference on semiparametric models with generated regressors. (2016). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:587. Full description at Econpapers \|\| Download paper	2
11	2015	Nonparametric instrumental regression with errors in variables. (2015). Otsu, Taisuke ; Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/585. Full description at Econpapers \|\| Download paper	2
12	2006	Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory. (2006). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:505. Full description at Econpapers \|\| Download paper	2
13	2000	Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:392. Full description at Econpapers \|\| Download paper	2
14	2005	Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:481. Full description at Econpapers \|\| Download paper	2
15	2013	Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570. Full description at Econpapers \|\| Download paper	2
16	2018	Nonparametric Estimation of Additive Model with Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:600. Full description at Econpapers \|\| Download paper	2
17	2006	Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions. (2006). Gerolimetto, Margherita ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:500. Full description at Econpapers \|\| Download paper	2
18	2005	Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel A. ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 1

Year	Title
2018	Likelihood inference on semiparametric models: average derivative and treatment effect. (2018). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85870. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Journal of Econometrics / Elsevier	188	29
2	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	30	12
3	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	69	10
4	Papers / arXiv.org	51	10
5	MPRA Paper / University Library of Munich, Germany	87	7
6	Economics Letters / Elsevier	101	7
7	STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE	11	6
8	Economics Discussion Papers / University of Essex, Department of Economics	15	6
9	Empirical Economics / Springer	55	5
10	NCID Working Papers / Navarra Center for International Development, University of Navarra	5	5
11	CESifo Working Paper Series / CESifo Group Munich	62	4