Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
6
Impact Factor (IF)
0
5 Years IF
0.26
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
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Main indicators
Raw Data
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2010 | Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01. Full description at Econpapers || Download paper | 35 |
| 2 | 2015 | The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02. Full description at Econpapers || Download paper | 19 |
| 3 | 2009 | Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05. Full description at Econpapers || Download paper | 18 |
| 4 | 2017 | Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03. Full description at Econpapers || Download paper | 14 |
| 5 | 2013 | Break date estimation for models with deterministic structural change. (2002). Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:13/02. Full description at Econpapers || Download paper | 8 |
| 6 | 2007 | Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/02. Full description at Econpapers || Download paper | 7 |
| 7 | 2006 | Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:06/04. Full description at Econpapers || Download paper | 6 |
| 8 | 2008 | Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/03. Full description at Econpapers || Download paper | 6 |
| 9 | 2007 | Testing for a unit root in the presence of a possible break in trend. (2007). Taylor, Robert ; Leybourne, Stephen ; Harris, David ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/04. Full description at Econpapers || Download paper | 5 |
| 10 | 2016 | Tests for an end-of-sample bubble in financial time series. (2002). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Astill, Sam. In: Discussion Papers. RePEc:not:notgts:16/02. Full description at Econpapers || Download paper | 5 |
| 11 | 2018 | Testing explosive bubbles with time-varying volatility. (2018). Harvey, David ; Zu, Yang ; Leybourne, Stephen. In: Discussion Papers. RePEc:not:notgts:18/05. Full description at Econpapers || Download paper | 3 |
| 12 | 2011 | On the behaviour of fixed-b trend break tests under fractional integration. (2011). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:11/03. Full description at Econpapers || Download paper | 3 |
| 13 | 2008 | Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/04. Full description at Econpapers || Download paper | 3 |
| 14 | 2012 | Generalized fixed-T panel unit root tests allowing for structural breaks. (2002). Tzavalis, Elias. In: Discussion Papers. RePEc:not:notgts:12/02. Full description at Econpapers || Download paper | 2 |
| 15 | 2018 | Determining the dimension of factor structures in non-stationary large datasets. (2018). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/01. Full description at Econpapers || Download paper | 2 |
| 16 | 2010 | Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion. (2010). Trenkler, Carsten ; Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/04. Full description at Econpapers || Download paper | 2 |
| 17 | 2019 | Television, time use and academic achievement: Evidence from a natural experiment. (2019). Castro, Adrian Nieto. In: Discussion Papers. RePEc:not:notgts:19/06. Full description at Econpapers || Download paper | 2 |
| 18 | 2016 | The impact of the initial condition on covariate augmented unit root tests. (2001). Leybourne, Stephen ; Harvey, David ; Aristidou, Chrystalleni . In: Discussion Papers. RePEc:not:notgts:16/01. Full description at Econpapers || Download paper | 1 |
| 19 | 2008 | Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. (2008). Leybourne, Stephen ; Harris, David ; Harvey, David ; Sakkas, Nikoloas D.. In: Discussion Papers. RePEc:not:notgts:08/02. Full description at Econpapers || Download paper | 1 |
| 20 | 2008 | Seasonal unit root tests and the role of initial conditions. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/01. Full description at Econpapers || Download paper | 1 |
| 21 | 2017 | A bootstrap stationarity test for predictive regression invalidity. (). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Discussion Papers. RePEc:not:notgts:17/04. Full description at Econpapers || Download paper | 1 |
| 22 | 2009 | Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/01. Full description at Econpapers || Download paper | 1 |
| 23 | 2014 | Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite. (). Tzavalis, Elias ; Karavias, Yiannis. In: Discussion Papers. RePEc:not:notgts:14/03. Full description at Econpapers || Download paper | 1 |
| 24 | 2013 | Optimal versus realized bank credit risk and monetary policy. (). Karavias, Yiannis ; Delis, Manthos. In: Discussion Papers. RePEc:not:notgts:13/03. Full description at Econpapers || Download paper | 1 |
| 25 | 2007 | Unit root testing in practice: dealing with uncertainty over the trend and initial condition. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/03. Full description at Econpapers || Download paper | 1 |
| 26 | 2010 | Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/03. 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 | 2017 | Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03. Full description at Econpapers || Download paper | 12 |
| 2 | 2015 | The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02. Full description at Econpapers || Download paper | 8 |
| 3 | 2010 | Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01. Full description at Econpapers || Download paper | 6 |
| 4 | 2009 | Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05. Full description at Econpapers || Download paper | 4 |
| 5 | 2018 | Determining the dimension of factor structures in non-stationary large datasets. (2018). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/01. Full description at Econpapers || Download paper | 2 |
| 6 | 2019 | Television, time use and academic achievement: Evidence from a natural experiment. (2019). Castro, Adrian Nieto. In: Discussion Papers. RePEc:not:notgts:19/06. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
Recent citations received in 2019
| Year | Citing document |
|---|
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | A supreme test for periodic explosive GARCH. (2018). Wu, Wei Biao ; Wang, Weining ; Richter, Stefan . In: Papers. RePEc:arx:papers:1812.03475. Full description at Econpapers || Download paper |
10 most frequent citing series