Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
29
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
1993 0 0.17 0 0 5 5 33 0 0 0 0 0 0.1
1994 0 0.17 0.38 0 11 16 65 5 6 5 5 1 20 5 0.45 0.08
1995 0.44 0.22 0.4 0.44 19 35 88 13 20 16 7 16 7 0 5 0.26 0.13
1996 0.33 0.25 0.41 0.31 41 76 495 31 51 30 10 35 11 10 32.3 18 0.44 0.14
1997 0.23 0.28 0.39 0.34 11 87 213 33 85 60 14 76 26 5 15.2 7 0.64 0.15
1998 0.25 0.31 0.22 0.22 10 97 78 20 106 52 13 87 19 0 0 0.18
1999 0.62 0.39 0.4 0.4 10 107 177 41 149 21 13 92 37 2 4.9 0 0.25
2000 0.6 0.54 0.46 0.49 9 116 129 51 202 20 12 91 45 0 0 0.24
2001 0.63 0.49 0.46 0.52 25 141 666 61 267 19 12 81 42 4 6.6 6 0.24 0.27
2002 0.35 0.54 0.54 0.71 23 164 207 75 355 34 12 65 46 3 4 7 0.3 0.31
2003 0.65 0.53 0.66 0.92 63 227 368 137 504 48 31 77 71 6 4.4 12 0.19 0.3
2004 0.47 0.6 0.61 0.62 104 331 726 183 707 86 40 130 80 18 9.8 45 0.43 0.36
2005 0.5 0.6 0.55 0.57 166 497 900 274 981 167 84 224 127 25 9.1 53 0.32 0.36
2006 0.41 0.59 0.62 0.5 1 498 0 308 1289 270 110 381 190 0 0 0.34
2020 0 0.72 0.33 0 2 500 4 163 4288 0 0 3 1.8 1 0.5 0.78
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
12001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003.

Full description at Econpapers || Download paper

458
22001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002.

Full description at Econpapers || Download paper

442
32005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004.

Full description at Econpapers || Download paper

191
42004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

142
51997A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9711002.

Full description at Econpapers || Download paper

142
62004Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005.

Full description at Econpapers || Download paper

139
71999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001.

Full description at Econpapers || Download paper

132
82001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003.

Full description at Econpapers || Download paper

119
92005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

106
101996Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003.

Full description at Econpapers || Download paper

96
111996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001.

Full description at Econpapers || Download paper

93
122000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003.

Full description at Econpapers || Download paper

80
131996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

71
142002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001.

Full description at Econpapers || Download paper

71
152005Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018.

Full description at Econpapers || Download paper

62
162003Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001.

Full description at Econpapers || Download paper

61
172005Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001.

Full description at Econpapers || Download paper

60
181996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

Full description at Econpapers || Download paper

56
192002The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine. In: Econometrics. RePEc:wpa:wuwpem:0207002.

Full description at Econpapers || Download paper

52
201996Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004.

Full description at Econpapers || Download paper

52
212002Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006.

Full description at Econpapers || Download paper

51
222003On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003.

Full description at Econpapers || Download paper

49
231996Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009.

Full description at Econpapers || Download paper

48
242004Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006.

Full description at Econpapers || Download paper

42
252004Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016.

Full description at Econpapers || Download paper

39
262005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

35
271994Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003.

Full description at Econpapers || Download paper

31
282004Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002.

Full description at Econpapers || Download paper

30
292005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001.

Full description at Econpapers || Download paper

30
302003Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004.

Full description at Econpapers || Download paper

29
312003International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001.

Full description at Econpapers || Download paper

28
322004Changes of structure in financial time series and the GARCH model. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003.

Full description at Econpapers || Download paper

28
331995Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005.

Full description at Econpapers || Download paper

27
341999Benchmark Priors for Bayesian Model Averaging. (1999). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001.

Full description at Econpapers || Download paper

27
352000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). Pötscher, Benedikt ; Leeb, Hannes. In: Econometrics. RePEc:wpa:wuwpem:0004001.

Full description at Econpapers || Download paper

27
362005Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004.

Full description at Econpapers || Download paper

26
372005Modeling electricity prices with regime switching models. (2005). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005.

Full description at Econpapers || Download paper

26
382004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007.

Full description at Econpapers || Download paper

25
391995Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). Guay, Alain ; de Serres, Alain. In: Econometrics. RePEc:wpa:wuwpem:9510001.

Full description at Econpapers || Download paper

25
402003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, Rafał ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007.

Full description at Econpapers || Download paper

25
412005A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005.

Full description at Econpapers || Download paper

23
421997On the Estimation and Inference of a Cointegrated Regression in Panel Data. (1997). Kao, Chihwa ; Chiang, Min-Hsien . In: Econometrics. RePEc:wpa:wuwpem:9703001.

Full description at Econpapers || Download paper

23
432004Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0404005.

Full description at Econpapers || Download paper

22
442003ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve). (2003). LE BIHAN, Hervé ; Jondeau, Eric. In: Econometrics. RePEc:wpa:wuwpem:0303004.

Full description at Econpapers || Download paper

22
452003Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials. (2003). Parnini, Syeda ; Kaufmann, Daniel ; Gurgur, Tugrul ; Mehrez, Gil . In: Econometrics. RePEc:wpa:wuwpem:0308004.

Full description at Econpapers || Download paper

21
462005Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017.

Full description at Econpapers || Download paper

21
471993SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA. (1993). Horowitz, Joel ; Markatou, Marianthi . In: Econometrics. RePEc:wpa:wuwpem:9309001.

Full description at Econpapers || Download paper

21
482004A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002.

Full description at Econpapers || Download paper

20
492005Functional Structure and Approximation in Econometrics (book front matter). (2005). Diewert, Walter ; Barnett, William ; Binner, Jane . In: Econometrics. RePEc:wpa:wuwpem:0511006.

Full description at Econpapers || Download paper

20
502005A fresh look at the topical interest of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511005.

Full description at Econpapers || Download paper

20
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002.

Full description at Econpapers || Download paper

40
22001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003.

Full description at Econpapers || Download paper

40
32005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004.

Full description at Econpapers || Download paper

36
42004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

31
52001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003.

Full description at Econpapers || Download paper

20
62005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

18
72005Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001.

Full description at Econpapers || Download paper

14
82004Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005.

Full description at Econpapers || Download paper

11
91996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

Full description at Econpapers || Download paper

10
101996Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003.

Full description at Econpapers || Download paper

10
111996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

10
121996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001.

Full description at Econpapers || Download paper

8
132005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001.

Full description at Econpapers || Download paper

7
142005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

7
152003On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003.

Full description at Econpapers || Download paper

7
162000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003.

Full description at Econpapers || Download paper

5
171999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001.

Full description at Econpapers || Download paper

4
182003International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001.

Full description at Econpapers || Download paper

4
192002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001.

Full description at Econpapers || Download paper

4
202001Customer-Specific Taste Parameters and Mixed Logit: Households Choice of Electricity Supplier. (2001). Train, Kenneth ; Revelt, David . In: Econometrics. RePEc:wpa:wuwpem:0012001.

Full description at Econpapers || Download paper

3
212004A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002.

Full description at Econpapers || Download paper

3
222004Measuring Eco-efficiency of Production: A Frontier Approach. (2004). Kuosmanen, Timo ; Kortelainen, Mika. In: Econometrics. RePEc:wpa:wuwpem:0411006.

Full description at Econpapers || Download paper

3
232002Modeling Blank Data Entries in Data Envelopment Analysis. (2002). Kuosmanen, Timo. In: Econometrics. RePEc:wpa:wuwpem:0210001.

Full description at Econpapers || Download paper

2
242001Assessing GMM Estimates of the Federal Reserve Reaction Function. (2001). LE BIHAN, Hervé ; Jondeau, Eric ; Florens, Clementine. In: Econometrics. RePEc:wpa:wuwpem:0111003.

Full description at Econpapers || Download paper

2
251994Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003.

Full description at Econpapers || Download paper

2
261994ELICITING STUDENT EXPECTATIONS OF THE RETURNS TO SCHOOLING. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411002.

Full description at Econpapers || Download paper

2
272005A Trend-Cycle(-Season) Filter. (2005). Mohr, Matthias. In: Econometrics. RePEc:wpa:wuwpem:0508004.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2020

YearCiting document
2020Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). Suleimann Lemand, Ryan. In: Econometrics. RePEc:wpa:wuwpem:0307004.

Full description at Econpapers || Download paper