Michigan State - Econometrics and Economic Theory / Michigan State - Econometrics and Economic Theory
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1988 | 0 | 11 | 11 | 0 | 0 | |||||||||||||
| 1989 | 0 | 7 | 18 | 0 | 5 | 0 | ||||||||||||
| 1990 | 0.06 | 0.17 | 0.07 | 0.06 | 11 | 29 | 82 | 2 | 2 | 18 | 1 | 18 | 1 | 0 | 1 | 0.09 | 0.09 | |
| 1991 | 0.39 | 0.14 | 0.21 | 0.24 | 9 | 38 | 56 | 8 | 10 | 18 | 7 | 29 | 7 | 0 | 0 | 0.1 | ||
| 1992 | 0.15 | 0.13 | 0.11 | 0.13 | 6 | 44 | 2 | 5 | 15 | 20 | 3 | 38 | 5 | 0 | 0 | 0.09 | ||
| 1993 | 0.07 | 0.17 | 0.11 | 0.11 | 17 | 61 | 37 | 7 | 22 | 15 | 1 | 44 | 5 | 0 | 2 | 0.12 | 0.1 | |
| 1994 | 0 | 0.17 | 0.07 | 0.06 | 8 | 69 | 16 | 4 | 27 | 23 | 50 | 3 | 0 | 0 | 0.08 | |||
| 1995 | 0 | 0.22 | 0.16 | 0.06 | 1 | 70 | 18 | 11 | 38 | 25 | 51 | 3 | 0 | 1 | 1 | 0.13 | ||
| 1998 | 0 | 0.31 | 0.21 | 0.12 | 2 | 72 | 0 | 15 | 81 | 0 | 26 | 3 | 0 | 0 | 0.18 | |||
| 1999 | 0 | 0.39 | 0.14 | 0 | 7 | 79 | 62 | 11 | 92 | 2 | 11 | 0 | 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 | 1990 | Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?. (1990). Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, D.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8905. Full description at Econpapers || Download paper | 55 |
| 2 | 1991 | The Search for Equilibrium Relationships in International Finance : The Case of the Monetary Model.. (1991). Pecchenino, Rowena ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9003. Full description at Econpapers || Download paper | 35 |
| 3 | 1989 | INTRA DAY AND INTER MARKET VOLATILITY IN FOREIGN EXCHANGE RATES.. (1989). Bollerslev, Tim ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8811. Full description at Econpapers || Download paper | 33 |
| 4 | 1988 | STOCK RETURNS AND VOLATILITY. (1988). Degennaro, Ramon ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8803. Full description at Econpapers || Download paper | 32 |
| 5 | 1999 | On the Political Economy of Means-Tested Education Vouchers.. (1999). Ravikumar, B ; Glomm, Gerhard ; Bearse, Peter. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9904. Full description at Econpapers || Download paper | 27 |
| 6 | 1999 | Composition of Government Budget, Non-Single Peakedness and Majority Voting.. (1999). Glomm, Gerhard ; Bearse, Peter ; Jeneba, E.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9903. Full description at Econpapers || Download paper | 27 |
| 7 | 1990 | INNOVATION, IMITATION AND ECONOMIC GROWTH.. (1990). Segerstrom, Paul. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8818. Full description at Econpapers || Download paper | 21 |
| 8 | 1995 | Sex, Wages, and Productivity : an Empirical Analysis of Israeli, Firm-Level Data.. (1995). Neumark, David ; Hellerstein, Judith. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9501. Full description at Econpapers || Download paper | 19 |
| 9 | 1991 | A Modification of the Schmidt-Phillips Unit Root Test.. (1991). Schmidt, Peter ; Lee, Junsoo. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9001. Full description at Econpapers || Download paper | 18 |
| 10 | 1993 | Cointegration, Fractional Cointegration, and Exchange RAte Dynamics.. (1993). Bollerslev, Tim ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9103. Full description at Econpapers || Download paper | 14 |
| 11 | 1993 | Gender Differences in the Russian Labour Market.. (1993). Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9208. Full description at Econpapers || Download paper | 10 |
| 12 | 1994 | Social Security, Social Welfare and the Aging Population.. (1994). Pecchenino, Rowena. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9403. Full description at Econpapers || Download paper | 8 |
| 13 | 1988 | DICKEY-FULLER TESTS WITH DRIFT. (1988). Schmidt, Peter. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8717. Full description at Econpapers || Download paper | 8 |
| 14 | 1988 | ECONOMETRIC TESTS OF RATIONALITY AND MARKET EFFICIENCY. (1988). Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8805. Full description at Econpapers || Download paper | 8 |
| 15 | 1999 | Income Distribution Effects of Public Education and Social Security in a Growing Economy.. (1999). Kaganovich, Michael ; Glomm, Gerhard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9901a. Full description at Econpapers || Download paper | 7 |
| 16 | 1989 | COMMODITY PRICES AND AGGREGATE INFLATION: WOULD A COMMODITY PRICE RULE BE WORTHWHILE?. (1989). Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8808. Full description at Econpapers || Download paper | 7 |
| 17 | 1999 | More Efficient Estimation under Non-Normality when Higher Moments do not Depend on the Regressors, using Residual-Augmented Lease Squares.. (1999). Kaganovich, Michael ; Glomm, Gerhard ; Im. K. S., ; Schmidt, P.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9901. Full description at Econpapers || Download paper | 5 |
| 18 | 1993 | Financing Universal Health Care in the United States: A General Equilibrium Analysis of Efficiency and Distributional Effects.. (1993). Goddeeris, John ; Ballard, Charles. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9104. Full description at Econpapers || Download paper | 5 |
| 19 | 1990 | Testing forUnit Root in the Presence of Deterministic Trends.. (1990). Schmidt, Peter ; Phillips, Peter. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8904. Full description at Econpapers || Download paper | 5 |
| 20 | 1988 | THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY. (1988). Degennaro, Ramon ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8804. Full description at Econpapers || Download paper | 5 |
| 21 | 1994 | Prediction from the Regression Model with one-way Error Components.. (1994). Baltagi, Badi ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9405. Full description at Econpapers || Download paper | 5 |
| 22 | 1988 | DEMAND FUNCTIONS FOR U.S. MONEY AND CREDIT MEASURES. (1988). Rasche, Robert. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8718. Full description at Econpapers || Download paper | 3 |
| 23 | 1994 | GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects.. (1994). Lee, Young Hoon ; Ahn, Seung. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9401. Full description at Econpapers || Download paper | 3 |
| 24 | 1989 | MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8814. Full description at Econpapers || Download paper | 3 |
| 25 | 1993 | Russian Labor Market in Transition.. (1993). Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9205. Full description at Econpapers || Download paper | 2 |
| 26 | 1989 | CHOICE AMONG WAGE-HOURS PACKAGES: AN AMPIRICAL INVESTIGATION OF LABOUR SUPPLY.. (1989). Biddle, Jeff ; ZARKIN, G. A.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8809. Full description at Econpapers || Download paper | 2 |
| 27 | 1991 | Long Memory Models and Macroeconomic Time Series.. (1991). Tieslau, M. A.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9005. Full description at Econpapers || Download paper | 2 |
| 28 | 1993 | On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives.. (1993). Schmidt, Peter ; Lee, D.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9111. Full description at Econpapers || Download paper | 2 |
| 29 | 1993 | Risk and Revelation: Changing the Value of Information.. (1993). Creane, Anthony. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9209. Full description at Econpapers || Download paper | 2 |
| 30 | 1993 | Central Bank Intervention and Risk in the Forward Premium.. (1993). Baillie, Richard ; Osterberg, W. P.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9109. Full description at Econpapers || Download paper | 2 |
| 31 | 1992 | A Generalized Method of Moments Estimator for Long-Memory Processes.. (1992). Schmidt, Peter ; Baillie, Richard ; Tieslau, M. A.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9100. Full description at Econpapers || Download paper | 2 |
| 32 | 1993 | Barriers to Innovation: Economic Impact of Perestroika.. (1993). Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9105. Full description at Econpapers || Download paper | 1 |
| 33 | 1990 | PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.. (1990). Bollerslev, Tim ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8815. Full description at Econpapers || Download paper | 1 |
| 34 | 1991 | Money Demand in the U.S. and Japan: Analysis of Stability and the Importance of Transitory and Permanent Shocks.. (1991). Rasche, Robert ; Hoffman, D. L.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9010. Full description at Econpapers || Download paper | 1 |
| 35 | 1993 | Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions.. (1993). Schmidt, Peter ; Ahn, Seung. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9200. Full description at Econpapers || Download paper | 1 |
| 36 | 1988 | MULTIPLE FREE TRADE EQUILIBRIA IN A MODEL OF FRICTIONAL UNEMPLOYMENT. (1988). Martin, Lawrence ; Matusz, Steven ; Davidson, Carl. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8716. Full description at Econpapers || Download paper | 1 |
| 37 | TRANSACTIONS COSTS, FRICTIONAL UNEMPLOYMENT AND TECHNICAL CHANGE IN THE MARKET TECHNOLOGY.. (1989). Martin, Lawrence ; Davidson, Carl. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8812. Full description at Econpapers || Download paper | 1 | |
| 38 | 1991 | Patent Enforcement and Economic Growth.. (1991). Segerstrom, Paul ; Davidson, Carl. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9004. Full description at Econpapers || Download paper | 1 |
| 39 | 1994 | The Minimum Distance Estimator for Fractionally Integrated ARMA Models.. (1994). Schmidt, Peter ; Chung, C. F.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9408. Full description at Econpapers || Download paper | 1 |
| 40 | 1988 | FURTHER RESULTS ON UNIT ROOTS AND THE COINTEGRABILITY OF DAILY SPOT AND FORWARD EXCHANGE RATES. (1988). Bollerslev, Tim ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8715. Full description at Econpapers || Download paper | 1 |
| 41 | 1993 | Do Inheritances Explain Black/White Wealth Inequality?. (1993). Menchik, Paul. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9107. Full description at Econpapers || Download paper | 1 |
| 42 | WEALTH INEQUALITY AS COHORTS AGE.. (1990). Menchik, Paul ; Jianakoplos, Nancy. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8816. Full description at Econpapers || Download paper | 1 | |
| 43 | 1992 | Privatization in Transition Economies: Case Study of Poland.. (1992). Rapacki, Ryszard ; Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9011. 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 | 1999 | Composition of Government Budget, Non-Single Peakedness and Majority Voting.. (1999). Glomm, Gerhard ; Bearse, Peter ; Jeneba, E.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9903. Full description at Econpapers || Download paper | 2 |
| 2 | 1991 | A Modification of the Schmidt-Phillips Unit Root Test.. (1991). Schmidt, Peter ; Lee, Junsoo. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9001. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series