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Econometrics / University Library of Munich, Germany

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
28
Impact Factor
0
5 Years IF
0
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 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 5 5 31 0 0 0 0 0 0.07
1994 0 0.13 0.38 0 11 16 54 5 6 5 5 1 20 5 0.45 0.06
1995 0.38 0.19 0.37 0.38 19 35 80 12 19 16 6 16 6 0 5 0.26 0.09
1996 0.3 0.22 0.38 0.31 41 76 348 29 48 30 9 35 11 9 31 16 0.39 0.12
1997 0.23 0.23 0.36 0.33 11 87 207 30 79 60 14 76 25 5 16.7 5 0.45 0.12
1998 0.12 0.24 0.13 0.14 10 97 76 12 92 52 6 87 12 0 0 0.15
1999 0.57 0.32 0.36 0.38 10 107 106 37 131 21 12 92 35 2 5.4 0 0.21
2000 0.45 0.47 0.37 0.42 9 116 111 43 174 20 9 91 38 0 0 0.2
2001 0.58 0.4 0.38 0.43 25 141 494 50 228 19 11 81 35 4 8 5 0.2 0.22
2002 0.26 0.41 0.46 0.55 23 164 175 62 304 34 9 65 36 3 4.8 7 0.3 0.23
2003 0.5 0.42 0.6 0.77 65 229 321 126 442 48 24 77 59 9 7.1 16 0.25 0.24
2004 0.39 0.47 0.53 0.51 104 333 621 157 619 88 34 132 67 18 11.5 41 0.39 0.27
2005 0.45 0.49 0.48 0.5 166 499 703 240 859 169 76 226 114 25 10.4 47 0.28 0.29
2006 0.37 0.48 0.56 0.45 1 500 0 282 1141 270 99 383 171 0 0 0.27
2007 0.26 0.41 0.45 0.33 0 500 0 226 1367 167 44 359 119 0 0 0.22
2008 0 0.46 0.42 0.32 0 500 0 208 1575 1 336 106 0 0 0.23
2009 0 0.43 0.36 0.26 0 500 0 180 1755 0 271 70 0 0 0.23
2010 0 0.37 0.4 0.35 0 500 0 201 1956 0 167 59 0 0 0.2
2011 0 0.47 0.4 0 0 500 0 201 2157 0 1 0 0 0.25
2012 0 0.5 0.43 0 0 500 0 215 2372 0 0 0 0 0.26
2013 0 0.52 0.43 0 0 500 0 215 2587 0 0 0 0 0.24
2014 0 0.54 0.46 0 0 500 0 232 2819 0 0 0 0 0.28
2015 0 0.54 0.44 0 0 500 0 219 3038 0 0 0 0 0.28
2016 0 0.57 0.33 0 0 500 0 166 3204 0 0 0 0 0.29
2017 0 0.58 0.32 0 0 500 0 159 3363 0 0 0 0 0.28
2018 0 0.6 0.34 0 0 500 0 172 3535 0 0 0 0 0.31
2019 0 0.65 0.18 0 0 500 0 92 3627 0 0 0 0 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
#YearTitleCited
12001Model 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

340
22001Model 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

320
31997A 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
42005Long-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

126
52004Non-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

123
62004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

98
72001On 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

84
82005Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018.

Full description at Econpapers || Download paper

74
91996Bootstrap 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

70
102000Simulating 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

68
112005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

65
121999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001.

Full description at Econpapers || Download paper

64
132002The 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.

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53
142003Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001.

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52
152002Multiple-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

51
161996Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004.

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51
172002Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006.

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50
181996Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009.

Full description at Econpapers || Download paper

48
191996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

40
202004Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016.

Full description at Econpapers || Download paper

38
212003On 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.

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34
222004Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006.

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33
232003Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004.

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33
241996Semiparametric 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.

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32
252003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, Rafał ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007.

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30
261996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

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30
272004Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002.

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30
282005Modeling electricity prices with regime switching models. (2005). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005.

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28
291999Benchmark Priors for Bayesian Model Averaging. (1999). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001.

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27
302005Does 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.

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27
312004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007.

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26
322005Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004.

Full description at Econpapers || Download paper

25
331994Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003.

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24
342000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). Pötscher, Benedikt ; Leeb, Hannes. In: Econometrics. RePEc:wpa:wuwpem:0004001.

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24
351995Selection 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.

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24
362004Changes 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

23
372004Model 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

23
382005A 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
391995Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005.

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22
401993SEMIPARAMETRIC 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
412005A fresh look at the topical interest of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511005.

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20
422005Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017.

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20
432005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001.

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20
442003Voice 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.

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19
452005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

19
462004Long range dependence effects and ARCH modelling. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412004.

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19
471997Using 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

18
482004A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002.

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18
491998Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric. In: Econometrics. RePEc:wpa:wuwpem:9812001.

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18
501996Valid Confidence Intervals and Inference in the Presence of Weak Instruments. (1996). Zivot, Eric ; Startz, Richard ; Nelson, Charles. In: Econometrics. RePEc:wpa:wuwpem:9612002.

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18
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Model 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

42
22001Model 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

42
32005Long-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

27
41996Bootstrap 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

21
52001On 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
62004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

13
72000Simulating 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

7
82003On 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

7
92005Does 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
102005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

6
112004Non-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

6
122002Multiple-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

6
132005A 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

5
142005A 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

5
152005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

5
162003International 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

5
171996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

4
181996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

Full description at Econpapers || Download paper

4
191996Semiparametric 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

3
202005Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004.

Full description at Econpapers || Download paper

3
212003Strongly Consistent Determination of the Rank of Matrix. (2003). Ratsimalahelo, Zaka . In: Econometrics. RePEc:wpa:wuwpem:0307007.

Full description at Econpapers || Download paper

3
222005Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment. (2005). Hurvich, Clifford ; Deo, Rohit ; Lu, YI. In: Econometrics. RePEc:wpa:wuwpem:0501002.

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2
232005A look at the Bonferroni inequality measure in a reliability framework. (2005). Giorgi, Giovanni ; Crescenzi, Michele. In: Econometrics. RePEc:wpa:wuwpem:0507004.

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2
241999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001.

Full description at Econpapers || Download paper

2
252000A Multivariate GARCH Model with Time-Varying correlations. (2000). Tsui, Albert ; Tse, Y. K. ; Albert K. C. Tsui, . In: Econometrics. RePEc:wpa:wuwpem:0004010.

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2
262000A Multivariate GARCH Model with Time-Varying Correlations. (2000). Tsui, Albert ; Tse, Y. K. ; Albert K. C. Tsui, . In: Econometrics. RePEc:wpa:wuwpem:0004007.

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2
272001Customer-Specific Taste Parameters and Mixed Logit: Households Choice of Electricity Supplier. (2001). Train, Kenneth ; Revelt, David . In: Econometrics. RePEc:wpa:wuwpem:0012001.

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2
282005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001.

Full description at Econpapers || Download paper

2
292000Poverty, Inequality and Growth in Zambia during the 1990s. (2000). McCulloch, Neil ; Baulch, Bob ; Cherel-Robson, Milasoa . In: Econometrics. RePEc:wpa:wuwpem:0004004.

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2
302005Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017.

Full description at Econpapers || Download paper

2
312004Model 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

2
Citing documents used to compute impact factor:
YearTitle
Recent citations