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Econometric Society World Congress 2000 Contributed Papers / Econometric Society

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
32
Impact Factor (IF)
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
2000 0 0.54 0.26 0 757 757 4944 196 196 0 0 21 10.7 196 0.26 0.24
2001 0.41 0.49 0.46 0.41 1 758 4 349 545 757 314 757 314 0 1 1 0.27
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
#YearTitleCited
12000Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend. (2000). Nielsen, Bent. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1494.

Full description at Econpapers || Download paper

366
22000Density Forecasting: A Survey. (2000). Wallis, Kenneth ; Tay, Anthony S. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0370.

Full description at Econpapers || Download paper

194
32000On the Effects of Entry in Cournot Markets. (2000). AMIR, Rabah. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1475.

Full description at Econpapers || Download paper

152
42000Sensitivity Analysis of Values at Risk. (2000). Scaillet, Olivier ; gourieroux, christian ; Laurent, J. P.. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0162.

Full description at Econpapers || Download paper

129
52000Collusive Bidding in the FCC Spectrum Auctions. (2000). Cramton, Peter ; Schwartz, Jesse . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1210.

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95
62000A Small Estimated Euro-Area Model with Rational Expectations and Nominal Rigidities. (2000). Wieland, Volker ; Coenen, Günter. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1284.

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79
72000Social Preferences: Some Simple Tests and a New Model. (2000). Rabin, Matthew ; Charness, Gary. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1483.

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77
82000Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation. (2000). Detragiache, Enrica ; Demirguc-Kunt, Asli. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1751.

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75
92000Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?. (2000). Zivot, Eric ; Nelson, Charles. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0692.

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65
102000Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty. (2000). Rudebusch, Glenn. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0065.

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63
112000Global Equilibrium Exchange Rates: Euro, Dollar, Ins, Outs, and Other Major Currencies in a Panel Cointegration Framework. (2000). Ubide, Angel ; Lopez, Humberto ; Alberola, Enrique ; Cervero, Susana G.. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0051.

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63
122000Nonparametric Tests for Common Values. (2000). Shum, Matthew. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1598.

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59
132000Saving for Retirement: Household Bargaining and Household Net Worth. (2000). Ward-Batts, Jennifer ; Lundberg, Shelly. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1414.

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56
142000Financial Structure in Chile: Macroeconomic Developments and Microeconomic Effects. (2000). Loayza, Norman ; Gallego, Francisco. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1115.

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55
152000Bargaining in Legislatures: An Experimental Investigation of Open versus Closed Amendment Rules. (2000). Lehrer, Steven ; Kagel, John ; Frechette, Guillaume. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1515.

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54
162000The Purchasing Power Parity Persistence Paradigm. (2000). Papell, David ; Murray, Chris. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0017.

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52
172000A Consistent Method for the Selection of Relevant Instruments. (2000). Peixe, Fernanda ; Hall, Alastair. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0790.

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51
182000CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2000). Manganelli, Simone ; Engle, Robert. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0841.

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47
192000Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0364.

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45
202000Winners Curse, Reserve Prices and Endogenous Entry: Empirical Insights from eBay Auctions. (2000). Hortacsu, Ali ; Bajari, Patrick. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1927.

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44
212000Modeling Financial Incentives to Get Unemployed Back to Work. (2000). van Ours, Jan ; boone, jan. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0973.

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43
222000Priorities and Sequencing in Privatization: Theory and Evidence from the Czech Republic. (2000). Svejnar, Jan ; Ham, John ; Gupta, Nandini. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1580.

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42
232000A Multivariate GARCH Model with Time-Varying Correlations. (2000). Tsui, Albert ; Tse, Y. K. ; Albert K. C. Tsui, . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0250.

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39
242000Pennies from eBay: the Determinants of Price in Online Auctions. (2000). Reiley, David ; Reeves, Daniel ; Prasad, Naghi ; Bryan, Doug ; Lucking-Reiley, David . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1736.

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39
252000Racial and Economic Factors in Attitudes to Immigration. (2000). Preston, Ian ; dustmann, christian. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0839.

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37
262000Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score. (2000). Imbens, Guido. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1166.

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36
272000Knowledge Exchange, Matching, and Agglomeration. (2000). Wang, Ping ; Reed, Robert ; Berliant, Marcus. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0261.

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36
282000Programme Heterogeneity and Propensity Score Matching: An Application to the Evaluation of Active Labour Market Policies. (2000). Lechner, Michael. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0647.

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35
292000The Geographic Distribution of Production Activity in the UK. (2000). Simpson, Helen ; Griffith, Rachel ; Devereux, Michael. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1397.

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34
302000Determining the Number of Factors in Approximate Factor Models. (2000). Ng, Serena ; Bai, Jushan. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1504.

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34
312000Estimating the Benefit Incidence of an Antipoverty Program by Propensity Score Matching. (2000). Ravallion, Martin ; Jalan, Jyotsna. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0873.

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34
322000Is Child Work Necessary?. (2000). Bhalotra, Sonia. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0500.

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32
332000Is Environmental Policy a Secondary Trade Barrier? An Empirical Analysis. (2000). Minier, Jenny ; Ederington, Josh. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1507.

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32
342000On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules. (2000). Swanson, Eric. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1085.

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32
352000The Roles of Employer and Employee Characteristics for Plant Productivity. (2000). Vainiomäki, Jari ; Maliranta, Mika ; Ilmakunnas, Pekka ; Vainiomaki, Jari . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1349.

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31
362000On Measuring the Welfare Cost of Business Cycles. (2000). Otrok, Christopher. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1094.

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31
372000Allocating and Funding Universal Service Obligations in a Competitive Network Market. (2000). Perrot, Anne ; Flochel, Laurent ; Choné, Philippe ; Chone, Philippe. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0213.

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31
382000A Comparison of Financial Duration Models via Density Forecasts. (2000). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0810.

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31
392000An Out of Sample Test for Granger Causality. (2000). Swanson, Norman. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0362.

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31
402000The Monetary Transmission Mechanism: Evidence from the Industry Data of Five OECD Countries. (2000). Lippi, Francesco ; Dedola, Luca. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1833.

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30
412000Assessing the Effects of Fiscal Shocks. (2000). Fisher, Jonas. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1499.

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30
422000Strong Rules for Detecting the Number of Breaks in a Time Series. (2000). Corradi, Valentina ; Altissimo, Filippo . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0574.

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29
432000The Demand for M3 in the Euro Area. (2000). Vega, Juan ; Coenen, Günter. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0976.

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29
442000Inflation and Price Setting in a Natural Experiment. (2000). Skrzypacz, Andrzej ; Konieczny, Jerzy. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1132.

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27
452000Wealth Inequality and Intergenerational Links. (2000). De Nardi, Mariacristina. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0547.

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26
462000From Malthus to Modern Growth: The Three Regimes Revisited. (2000). Lagerlof, Nils-Petter. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1248.

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26
472000Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0319.

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26
482000Education Policy Reform and the Return to Schooling from Instrumental Variabes. (2000). Harmon, Colm ; Denny, Kevin. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1422.

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26
492000Daily Exchange Rate Behaviour and Hedging of Currency Risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0504.

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25
502000Centralization vs. Decentralization in a Multi-Unit Organization: A Computational Model of a Retail Chain as a Multi-Agent Adaptive System. (2000). Harrington, Joseph ; Chang, Myong-Hun. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0860.

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25
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend. (2000). Nielsen, Bent. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1494.

Full description at Econpapers || Download paper

32
22000On the Effects of Entry in Cournot Markets. (2000). AMIR, Rabah. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1475.

Full description at Econpapers || Download paper

14
32000Sensitivity Analysis of Values at Risk. (2000). Scaillet, Olivier ; gourieroux, christian ; Laurent, J. P.. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0162.

Full description at Econpapers || Download paper

13
42000Collusive Bidding in the FCC Spectrum Auctions. (2000). Cramton, Peter ; Schwartz, Jesse . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1210.

Full description at Econpapers || Download paper

11
52000Density Forecasting: A Survey. (2000). Wallis, Kenneth ; Tay, Anthony S. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0370.

Full description at Econpapers || Download paper

11
62000Saving for Retirement: Household Bargaining and Household Net Worth. (2000). Ward-Batts, Jennifer ; Lundberg, Shelly. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1414.

Full description at Econpapers || Download paper

5
72000Social Preferences: Some Simple Tests and a New Model. (2000). Rabin, Matthew ; Charness, Gary. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1483.

Full description at Econpapers || Download paper

4
82000GMM Estimation of Autoregressive Roots Near Unity with Panel Data. (2000). Moon, Hyungsik. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0913.

Full description at Econpapers || Download paper

3
92000Centralization vs. Decentralization in a Multi-Unit Organization: A Computational Model of a Retail Chain as a Multi-Agent Adaptive System. (2000). Harrington, Joseph ; Chang, Myong-Hun. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0860.

Full description at Econpapers || Download paper

3
102000Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score. (2000). Imbens, Guido. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1166.

Full description at Econpapers || Download paper

3
112000BIN Models for Trade-by-Trade Data. Modelling the Number of Trades in a Fixed Interval of Time. (2000). Shephard, Neil ; Rydberg, Tina Hviid . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0740.

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3
122000Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach. (2000). Yang, Jian ; Lin, Shinn-Juh . In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0063.

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2
132000Bargaining in Legislatures: An Experimental Investigation of Open versus Closed Amendment Rules. (2000). Lehrer, Steven ; Kagel, John ; Frechette, Guillaume. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1515.

Full description at Econpapers || Download paper

2
142000Volatility Dynamics Under Duration-Dependent Mixing. (2000). McCurdy, Tom ; Maheu, John. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:1427.

Full description at Econpapers || Download paper

2
152000Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometric Society World Congress 2000 Contributed Papers. RePEc:ecm:wc2000:0364.

Full description at Econpapers || Download paper

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