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

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

5 Years IF

0.03

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	0.17	0	0	4	4	0		0	0		0			0		0	0.09
1991	0	0.14	0	0	2	6	0		0	4		4			0		0	0.1
1992	0	0.13	0.11	0	12	18	10	2	2	6		6			0	2	0.17	0.09
1993	0	0.17	0	0	10	28	161		2	14		18			0		0	0.1
1995	0.6	0.22	0.25	0.21	8	36	0	9	13	10	6	28	6		0		0	0.13
1996	0	0.25	0.21	0.25	12	48	1	10	23	8		32	8		0		0	0.14
1997	0	0.28	0.06	0.07	17	65	95	4	27	20		42	3		0		0	0.15
1998	0.14	0.31	0.16	0.19	10	75	23	12	39	29	4	47	9		0		0	0.18
1999	0.37	0.39	0.18	0.21	2	77	0	14	53	27	10	47	10		0		0	0.25
2000	0	0.54	0.19	0.1	22	99	153	19	72	12		49	5	1	5.3	5	0.23	0.24
2001	0.13	0.49	0.16	0.13	12	111	255	18	90	24	3	63	8	1	5.6	3	0.25	0.27
2002	0.35	0.54	0.26	0.3	7	118	10	30	121	34	12	63	19	2	6.7		0	0.31
2003	0.58	0.53	0.31	0.36	12	130	456	40	161	19	11	53	19	4	10		0	0.3
2004	0.95	0.6	0.52	0.73	6	136	5	70	232	19	18	55	40	10	14.3	2	0.33	0.36
2005	0.67	0.6	0.44	0.53	10	146	93	64	296	18	12	59	31	7	10.9		0	0.36
2006	0.13	0.59	0.43	0.74	13	159	48	69	365	16	2	47	35	6	8.7	3	0.23	0.34
2007	0.78	0.52	0.5	0.75	10	169	13	84	449	23	18	48	36	11	13.1	2	0.2	0.29
2008	0.22	0.59	0.54	0.59	2	171	0	92	541	23	5	51	30	2	2.2		0	0.29
2009	0.08	0.58	0.45	0.37	12	183	20	83	624	12	1	41	15	4	4.8	3	0.25	0.33
2010	0.29	0.52	0.37	0.26	5	188	4	69	694	14	4	47	12	3	4.3		0	0.3
2011	0.24	0.61	0.34	0.21	7	195	0	67	761	17	4	42	9	2	3		0	0.37
2012	0.08	0.68	0.46	0.08	6	201	0	91	853	12	1	36	3		0		0	0.36
2013	0	0.67	0.39	0.09	21	222	21	86	940	13		32	3	3	3.5	4	0.19	0.35
2014	0.22	0.67	0.29	0.12	18	240	19	69	1009	27	6	51	6	4	5.8		0	0.34
2015	0.23	0.66	0.35	0.16	6	246	9	86	1095	39	9	57	9	3	3.5		0	0.36
2016	0.38	0.65	0.3	0.16	3	249	7	75	1170	24	9	58	9		0		0	0.35
2017	0.56	0.62	0.29	0.13	6	255	3	75	1245	9	5	54	7	4	5.3	1	0.17	0.35
2018	0.11	0.62	0.17	0.06	5	260	5	43	1288	9	1	54	3		0		0	0.35
2019	0.45	0.63	0.24	0.21	10	270	14	65	1353	11	5	38	8	7	10.8	6	0.6	0.37
2020	0.53	0.72	0.24	0.33	4	274	0	65	1418	15	8	30	10	1	1.5		0	0.78
2021	0.14	0.99	0.24	0.11	5	279	0	66	1484	14	2	28	3	1	1.5		0	0.41
2022	0	0.78	0.25	0.03	7	286	1	71	1555	9		30	1	2	2.8		0	0.25

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	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	316
2	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:265. Full description at Econpapers \|\| Download paper	134
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	112
4	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	90
5	2000	Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.). (2000). Velasco, Carlos ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:391. Full description at Econpapers \|\| Download paper	88
6	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	66
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	45
8	1997	Time Series Regression with Long Range Dependence - (Now published in Annals of Statistics, 25, (1997)pp.2054-2083.). (1997). Hidalgo, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:318. Full description at Econpapers \|\| Download paper	42
9	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	42
10	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	36
11	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	35
12	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	28
13	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	26
14	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	25
15	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	18
16	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	18
17	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	18
18	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	18
19	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	18
20	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	18
21	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	17
22	1997	Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in Journal of Time Series Analysis, 18 (1997), pp.49-60.). (1997). Giraitis, Liudas ; Samarov, Alexander ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:323. Full description at Econpapers \|\| Download paper	16
23	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	14
24	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	14
25	2001	The Estimation of Conditional Densities. (2001). LINTON, OLIVER ; Chen, Xiaohong ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:415. Full description at Econpapers \|\| Download paper	14
26	2000	Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000). (2000). Giraitis, Liudas ; Samarov, Alexander ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:379. Full description at Econpapers \|\| Download paper	13
27	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	12
28	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	11
29	1997	Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332. Full description at Econpapers \|\| Download paper	10
30	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	9
31	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	9
32	2006	Semiparametric Estimation of Fractional Cointegration. (2006). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:502. Full description at Econpapers \|\| Download paper	8
33	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	8
34	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	7
35	1997	Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in Annals of Statistics, 28 (1997), pp.2054-2083.). (1997). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:336. Full description at Econpapers \|\| Download paper	7
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	6
37	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	6
38	2003	Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods. (2003). LINTON, OLIVER ; Mammen, Enno. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:453. Full description at Econpapers \|\| Download paper	6
39	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
40	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	6
41	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	5
42	2000	Contemporaneous Aggregation of GARCH Processes. (2000). Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:378. Full description at Econpapers \|\| Download paper	5
43	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	5
44	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	5
45	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	5
46	2003	A Quantilogram Approach to Evaluating Directional Predictability. (2003). Whang, Yoon-Jae ; LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:463. Full description at Econpapers \|\| Download paper	5
47	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	5
48	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	5
49	2016	Specification testing for errors-in-variables models. (2016). Otsu, Taisuke ; Taylor, Luke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/586. Full description at Econpapers \|\| Download paper	5
50	1998	Aggregation of Simple Linear Dynamics: Exact Asymptotic Results. (1998). Lippi, Marco ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:350. Full description at Econpapers \|\| Download paper	5

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	48
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	13
3	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:265. Full description at Econpapers \|\| Download paper	11
4	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
5	2000	Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.). (2000). Velasco, Carlos ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:391. Full description at Econpapers \|\| Download paper	6
6	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	5
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	5
8	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
9	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	4
10	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
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	4
12	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	3
13	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	2
14	2001	The Estimation of Conditional Densities. (2001). LINTON, OLIVER ; Chen, Xiaohong ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:415. Full description at Econpapers \|\| Download paper	2
15	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
16	1997	Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in Journal of Time Series Analysis, 18 (1997), pp.49-60.). (1997). Giraitis, Liudas ; Samarov, Alexander ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:323. Full description at Econpapers \|\| Download paper	2
17	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	2
18	2014	Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Lam, Clifford ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/578. Full description at Econpapers \|\| Download paper	2
19	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
20	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
21	2014	A Cusum Test of Common Trends in Large Heterogeneous Panels. (2014). Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/576. Full description at Econpapers \|\| Download paper	2
22	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	2
23	1997	Time Series Regression with Long Range Dependence - (Now published in Annals of Statistics, 25, (1997)pp.2054-2083.). (1997). Hidalgo, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:318. Full description at Econpapers \|\| Download paper	2
24	2014	A Cusum Test of Common Trends in Large Heterogeneous Panels. (2014). Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:576. Full description at Econpapers \|\| Download paper	2
25	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

Citing documents used to compute impact factor:

Year	Title

Recent citations

Recent citations received in 2022

Year	Citing document

Recent citations received in 2019

Year	Citing document
2019	Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:607. Full description at Econpapers \|\| Download paper
2019	Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics. (2019). hajivassiliou, vassilis. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:609. Full description at Econpapers \|\| Download paper
2019	Switching Regressions with Imperfect Regime Classification Information: Theory and Applications. (2019). Hajivassiliou, V A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:610. Full description at Econpapers \|\| Download paper
2019	Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics. (2019). hajivassiliou, vassilis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102843. Full description at Econpapers \|\| Download paper
2019	Switching regressions with imperfect regime classification information: theory and applications. (2019). Hajivassiliou, Vassilis . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103119. 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

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	85	69
2	Journal of Econometrics / Elsevier	227	34
3	MPRA Paper / University Library of Munich, Germany	123	17
4	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	129	15
5	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	27	14
6	STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE	18	11
7	Cambridge Working Papers in Economics / Faculty of Economics, University of Cambridge	54	8
8	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	45	8
9	Statistical Papers / Springer	18	6
10	Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics	17	6
11	CESifo Working Paper Series / CESifo	97	5