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Journal of Time Series Econometrics / De Gruyter

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
10
Impact Factor
0.04
5 Years IF
0.17
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 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 3 0 0 0 0 0.2
2009 0 0.43 0.38 0 8 8 56 2 6 0 0 0 2 0.25 0.21
2010 1 0.43 0.56 1 8 16 44 8 15 8 8 8 8 1 12.5 0 0.18
2011 0.44 0.45 0.45 0.44 22 38 196 17 32 16 7 16 7 0 10 0.45 0.2
2012 0.73 0.45 0.72 0.76 9 47 31 31 66 30 22 38 29 1 3.2 0 0.19
2013 1.23 0.5 0.88 1 13 60 36 53 119 31 38 47 47 0 2 0.15 0.21
2014 0.23 0.51 0.78 0.67 4 64 13 48 169 22 5 60 40 0 4 1 0.2
2015 0.41 0.5 0.61 0.64 8 72 19 43 213 17 7 56 36 0 4 0.5 0.19
2016 0.17 0.5 0.5 0.5 8 80 7 40 253 12 2 56 28 1 2.5 0 0.18
2017 0.06 0.5 0.48 0.29 8 88 1 42 295 16 1 42 12 0 0 0.18
2018 0.13 0.54 0.32 0.2 14 102 3 33 328 16 2 41 8 1 3 1 0.07 0.21
2019 0.05 0.58 0.32 0.17 10 112 0 36 364 22 1 42 7 0 0 0.21
2020 0.04 0.75 0.26 0.17 11 123 2 32 396 24 1 48 8 0 0 0.29
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
12011Evaluating Automatic Model Selection. (2011). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8.

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59
22011Noncausal Autoregressions for Economic Time Series. (2011). Saikkonen, Pentti ; Lanne, Markku. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2.

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50
32010The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Reed, W. ; Webb, Rachel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8.

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26
42011Econometric Modelling of Time Series with Outlying Observations. (2011). Mizon, Grayham ; Hendry, David. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6.

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23
52011Estimation and Inference in Time Series with Omitted I(1) Variables. (2011). Everaert, Gerdie. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2.

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19
62011Consideration of Trends in Time Series. (2011). White, Halbert ; Granger, Clive ; Clive W. J. Granger, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2.

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18
72013On Identifying Structural VAR Models via ARCH Effects. (2013). Yang, Minxian ; Milunovich, George ; George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5.

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18
82009Selecting Instrumental Variables in a Data Rich Environment. (2009). Ng, Serena ; Bai, Jushan. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4.

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17
92009Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities. (2009). Carrion-i-Silvestre, Josep ; Basher, Syed ; Josep Lluis Carrion-i-Silvestre, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3.

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16
102014Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects. (2014). Okui, Ryo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:4.

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12
112012Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). Pauwels, Laurent ; Chan, Felix. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3.

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10
122009Asymptotics of the QMLE for Non-Linear ARCH Models. (2009). Rahbek, Anders ; Kristensen, Dennis. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2.

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10
132012Testing for Cointegration in the Presence of Moving Average Errors. (2012). Lence, Sergio ; Mallory, Mindy. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:2.

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10
142013Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2013). Medeiros, Marcelo ; Hillebrand, Eric ; Eric, Hillebrand ; Junyue, Xu ; Medeiros Marcelo C., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3.

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9
152015Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes. (2015). Asai, Manabu ; Manabu, Asai ; So Mike K. P., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:26:n:2.

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8
162016On the Univariate Representation of BEKK Models with Common Factors. (2016). Palm, Franz ; Laurent, Sébastien ; Hecq, Alain ; Franz, Palm ; Sebastien, Laurent . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4.

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8
172010Has the Volatility of U.S. Inflation Changed and How?. (2010). Proietti, Tommaso ; Grassi, Stefano. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:6.

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7
182011Some New Results for Threshold AR(1) Models. (2011). Knight, John ; Satchell, Stephen. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:1.

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7
192009The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series. (2009). Vogelsang, Timothy ; Schmidt, Peter ; Amsler, Christine. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:5.

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7
202011Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index. (2011). Xu, Fang ; Lütkepohl, Helmut ; Luetkepohl, Helmut . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7.

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7
212011HYBRID GARCH Models and Intra-Daily Return Periodicity. (2011). Ghysels, Eric ; Chen, Xilong ; Wang, Fangfang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:11.

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6
222009Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes. (2009). Demetrescu, Matei. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:2:n:3.

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6
232015A Test of the Long Memory Hypothesis Based on Self-Similarity. (2015). Rambaccussing, Dooruj ; James, Davidson ; Dooruj, Rambaccussing . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:115-141:n:4.

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5
242012First Stage Estimation of Fractional Cointegration. (2012). Iacone, Fabrizio ; Hualde, Javier. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:2.

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5
252011Costationarity of Locally Stationary Time Series. (2011). Cardinali, Alessandro ; Nason, Guy P.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:1.

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5
262013Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles. (2013). Pollock, David ; Pollock D. S. G., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2013:i:1:p:81-102:n:2.

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4
272011Detecting Common Dynamics in Transitory Components. (2011). pagan, adrian ; Hurn, Stan ; Christensen, Timothy . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3.

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4
282015Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting. (2015). Burda, Martin ; Martin, Burda . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:19:n:3.

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4
292020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yukai, Yang ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:4.

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3
302011Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots. (2011). Nielsen, Morten ; Jansson, Michael. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:5.

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3
312020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yang, Yukai ; Ankargren, Sebastian ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:1.

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3
322011Testing for a Deterministic Trend When There is Evidence of Unit Root. (2011). Ventosa-Santaulària, Daniel ; Gómez-Zaldívar, Manuel ; Ventosa-Santaulria, Daniel ; Gmez-Zaldvar, Manuel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:3.

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3
332010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels. (2010). Miller, J.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:5.

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3
342011Nonparametric Tests for Periodic Integration. (2011). Osborn, Denise ; del Barrio Castro, Tomás ; Tomás del Barrio Castro, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:4.

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3
352012Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models. (2012). Phillips, Garry ; Liu-Evans, Gareth. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:1.

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3
362010Signal Extraction Revision Variances as a Goodness-of-Fit Measure. (2010). McElroy, Tucker ; Wildi, Marc . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:4.

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3
372013Asymptotic Behavior of Temporal Aggregates in the Frequency Domain. (2013). Tsai, Henghsiu ; Hassler, Uwe ; Henghsiu, Tsai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:1:p:47-60:n:4.

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3
382010On Convergence of the QMLE for Misspecified GARCH Models. (2010). Lange, Theis ; Jensen, Anders Tolver . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:3.

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3
392015Recursive Adjustment for General Deterministic Components and Improved Cointegration Rank Tests. (2015). Demetrescu, Matei ; Born, Benjamin ; Matei, Demetrescu . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:143-179:n:2.

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2
402018What Proportion of Time is a Particular Market Inefficient? … A Method for Analysing the Frequency of Market Efficiency when Equity Prices Follow Threshold Autoregressions. (2018). Farid, Ahmed Muhammad ; Stephen, Satchell . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:2:p:22:n:1.

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2
412012Markov Breaks in Regression Models. (2012). Smith, Aaron. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:3.

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2
422010Testing Unit Root Based on Partially Adaptive Estimation. (2010). Xiao, Zhijie ; Lima, Luiz. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:2.

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2
432013A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis. (2013). Wu, Jason ; Aaron, Game . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:163-192:n:2.

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2
442017Testing for a Change in Mean under Fractional Integration. (2017). Leybourne, Stephen ; Iacone, Fabrizio ; Fabrizio, Iacone ; Taylor, Robert ; Stephen, Leybourne . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:8:n:2.

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2
452018Sequential Testing with Uniformly Distributed Size. (2018). Anatolyev, Stanislav ; Grigory, Kosenok ; Stanislav, Anatolyev. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:2:p:22:n:3.

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2
462011Forecasting with Universal Approximators and a Learning Algorithm. (2011). Kock, Anders. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:3.

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2
472018Sequential Testing with Uniformly Distributed Size. (2018). Anatolyev, Stanislav ; Grigory, Kosenok ; Stanislav, Anatolyev. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:2:p:22:n:2.

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2
482011On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance. (2011). Perron, Pierre ; Ren, Linxia . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:1.

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1
492012On the Exact Discretization of a Continuous Time AR(1) Model driven by either Long Memory or Antipersistent Innovations: A Fractional Algebra Approach. (2012). Simos, Theodore. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:5.

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1
502011Detection of Additive Outliers in Seasonal Time Series. (2011). Sansó, Andreu ; Montañés, Antonio ; Haldrup, Niels ; Montaes, Antonio. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:2.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Evaluating Automatic Model Selection. (2011). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8.

Full description at Econpapers || Download paper

10
22011Noncausal Autoregressions for Economic Time Series. (2011). Saikkonen, Pentti ; Lanne, Markku. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2.

Full description at Econpapers || Download paper

9
32010The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Reed, W. ; Webb, Rachel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8.

Full description at Econpapers || Download paper

8
42009Selecting Instrumental Variables in a Data Rich Environment. (2009). Ng, Serena ; Bai, Jushan. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4.

Full description at Econpapers || Download paper

6
52011Consideration of Trends in Time Series. (2011). White, Halbert ; Granger, Clive ; Clive W. J. Granger, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2.

Full description at Econpapers || Download paper

6
62014Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects. (2014). Okui, Ryo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:4.

Full description at Econpapers || Download paper

5
72015Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes. (2015). Asai, Manabu ; Manabu, Asai ; So Mike K. P., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:26:n:2.

Full description at Econpapers || Download paper

4
82015A Test of the Long Memory Hypothesis Based on Self-Similarity. (2015). Rambaccussing, Dooruj ; James, Davidson ; Dooruj, Rambaccussing . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:115-141:n:4.

Full description at Econpapers || Download paper

4
92016On the Univariate Representation of BEKK Models with Common Factors. (2016). Palm, Franz ; Laurent, Sébastien ; Hecq, Alain ; Franz, Palm ; Sebastien, Laurent . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4.

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4
102011HYBRID GARCH Models and Intra-Daily Return Periodicity. (2011). Ghysels, Eric ; Chen, Xilong ; Wang, Fangfang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:11.

Full description at Econpapers || Download paper

3
112012Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). Pauwels, Laurent ; Chan, Felix. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3.

Full description at Econpapers || Download paper

3
122011Econometric Modelling of Time Series with Outlying Observations. (2011). Mizon, Grayham ; Hendry, David. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6.

Full description at Econpapers || Download paper

3
132013On Identifying Structural VAR Models via ARCH Effects. (2013). Yang, Minxian ; Milunovich, George ; George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5.

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3
142012Testing for Cointegration in the Presence of Moving Average Errors. (2012). Lence, Sergio ; Mallory, Mindy. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:2.

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3
152011Costationarity of Locally Stationary Time Series. (2011). Cardinali, Alessandro ; Nason, Guy P.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:1.

Full description at Econpapers || Download paper

2
162018Sequential Testing with Uniformly Distributed Size. (2018). Anatolyev, Stanislav ; Grigory, Kosenok ; Stanislav, Anatolyev. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:2:p:22:n:3.

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2
172020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yang, Yukai ; Ankargren, Sebastian ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:1.

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2
182018Sequential Testing with Uniformly Distributed Size. (2018). Anatolyev, Stanislav ; Grigory, Kosenok ; Stanislav, Anatolyev. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:2:p:22:n:2.

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2
192015Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting. (2015). Burda, Martin ; Martin, Burda . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:19:n:3.

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2
202020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yukai, Yang ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:4.

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2
212013Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2013). Medeiros, Marcelo ; Hillebrand, Eric ; Eric, Hillebrand ; Junyue, Xu ; Medeiros Marcelo C., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3.

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2
222012Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models. (2012). Phillips, Garry ; Liu-Evans, Gareth. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:1.

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2
232017Testing for a Change in Mean under Fractional Integration. (2017). Leybourne, Stephen ; Iacone, Fabrizio ; Fabrizio, Iacone ; Taylor, Robert ; Stephen, Leybourne . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:8:n:2.

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2
Citing documents used to compute impact factor: 1
YearTitle
2020Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jorg ; Otto, Sven. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224533.

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Recent citations
Recent citations received in 2020
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Recent citations received in 2018
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2018Stationary Threshold Vector Autoregressive Models. (2018). Stentoft, Lars ; Grynkiv, Galyna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:45-:d:162047.

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