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

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.27

5 Years IF

0.11

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	0.13	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	19		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	0.19	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	1	4	10	8		32	2		0		0	0.12
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	0.47	0.12	0.04	22	99	22	12	38	12		49	2	1	8.3	4	0.18	0.2
2001	0.13	0.4	0.05	0.06	12	111	156	6	44	24	3	63	4		0	1	0.08	0.22
2002	0.21	0.41	0.08	0.11	7	118	2	8	53	34	7	63	7		0		0	0.23
2003	0.16	0.42	0.05	0.08	12	130	106	6	59	19	3	53	4	2	33.3		0	0.24
2004	0.11	0.47	0.16	0.24	6	136	1	21	81	19	2	55	13	5	23.8	1	0.17	0.27
2005	0.06	0.49	0.13	0.2	10	146	30	19	100	18	1	59	12	5	26.3		0	0.29
2006	0	0.48	0.17	0.36	13	159	23	27	127	16		47	17	6	22.2	3	0.23	0.27
2007	0.26	0.41	0.16	0.19	10	169	9	27	154	23	6	48	9	8	29.6		0	0.22
2008	0.09	0.46	0.15	0.1	2	171	0	25	179	23	2	51	5	1	4		0	0.23
2009	0.08	0.43	0.14	0.15	12	183	9	26	205	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	230	14	4	47	8	2	8.3		0	0.2
2011	0.12	0.47	0.07	0.14	7	195	0	13	243	17	2	42	6	1	7.7		0	0.25
2012	0	0.5	0.12	0	6	201	0	23	267	12		36			0		0	0.26
2013	0	0.52	0.09	0	21	222	12	18	286	13		32		1	5.6		0	0.24
2014	0.19	0.54	0.08	0.1	18	240	9	20	306	27	5	51	5	3	15		0	0.28
2015	0.18	0.54	0.19	0.12	6	246	8	46	352	39	7	57	7		0		0	0.28
2016	0.33	0.57	0.17	0.14	3	249	2	43	395	24	8	58	8		0		0	0.29
2017	0.44	0.58	0.18	0.11	6	255	0	47	442	9	4	54	6	2	4.3	1	0.17	0.28
2018	0.11	0.6	0.12	0.06	5	260	2	32	474	9	1	54	3		0		0	0.31
2019	0.27	0.65	0.15	0.11	5	265	2	39	513	11	3	38	4	1	2.6	1	0.2	0.38

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	91
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	78
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	50
4	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	17
5	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	16
6	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
7	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	15
8	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
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	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
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	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	10
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	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
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	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	7
18	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
19	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
20	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
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	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
23	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	4
24	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
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	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
29	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
30	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	3
31	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
32	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
33	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
34	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
35	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
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	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
38	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
39	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
40	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
41	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
42	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
43	2015	Pooling data across markets in dynamic Markov games. (2015). Pesendorfer, Martin ; Otsu, Taisuke ; Takahashi, Yuya . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/582. Full description at Econpapers \|\| Download paper	2
44	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
45	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
46	2019	On the uniform convergence of deconvolution estimators from repeated measurements. (2019). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:604. 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	1996	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	2
49	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
50	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

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	30
2	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	8
3	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	7
4	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	4
5	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
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	3
7	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	3
8	2019	On the uniform convergence of deconvolution estimators from repeated measurements. (2019). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:604. Full description at Econpapers \|\| Download paper	2
9	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
10	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	2
11	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
12	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	2

Citing documents used to compute impact factor: 3

Year	Title
2019	Average Derivative Estimation Under Measurement Error. (2019). Otsu, Taisuke ; Dong, Hao ; Taylor, Luke. In: Departmental Working Papers. RePEc:smu:ecowpa:1901. Full description at Econpapers \|\| Download paper
2019	Average derivative estimation under measurement error. (2019). Otsu, Taisuke ; Taylor, Luke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:602. Full description at Econpapers \|\| Download paper
2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Dong, Hao ; Taylor, Luke ; Otsu, Taisuke. In: Departmental Working Papers. RePEc:smu:ecowpa:1905. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Dong, Hao ; Taylor, Luke ; Otsu, Taisuke. In: Departmental Working Papers. RePEc:smu:ecowpa:1905. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document

Recent citations received in 2016

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Journal of Econometrics / Elsevier	191	32
2	Papers / arXiv.org	54	12
3	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	75	10
4	MPRA Paper / University Library of Munich, Germany	90	9
5	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	32	8
6	Economics Letters / Elsevier	104	7
7	Economics Discussion Papers / University of Essex, Department of Economics	15	6
8	CESifo Working Paper Series / CESifo Group Munich	64	5
9	Departmental Working Papers / Southern Methodist University, Department of Economics	11	4
10	Economic Modelling / Elsevier	58	4
11	Empirical Economics / Springer	56	4