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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0.06 | 0.11 | 1 | 0.04 | 12 | 12 | 142 | 12 | 12 | 36 | 2 | 104 | 4 | 0 | 0 | 0.05 | ||
1991 | 0.03 | 0.1 | 0.59 | 0.05 | 17 | 29 | 109 | 17 | 29 | 29 | 1 | 97 | 5 | 0 | 0 | 0.05 | ||
1992 | 0.17 | 0.11 | 0.42 | 0.09 | 19 | 48 | 303 | 20 | 49 | 29 | 5 | 94 | 8 | 0 | 0 | 0.06 | ||
1993 | 0.11 | 0.13 | 0.29 | 0.1 | 28 | 76 | 363 | 22 | 71 | 36 | 4 | 84 | 8 | 0 | 0 | 0.06 | ||
1994 | 0.02 | 0.14 | 0.17 | 0.04 | 31 | 107 | 547 | 18 | 89 | 47 | 1 | 93 | 4 | 0 | 1 | 0.03 | 0.07 | |
1995 | 0.14 | 0.22 | 0.57 | 0.15 | 29 | 136 | 366 | 75 | 166 | 59 | 8 | 107 | 16 | 28 | 37.3 | 2 | 0.07 | 0.09 |
1996 | 0.17 | 0.25 | 0.63 | 0.24 | 21 | 157 | 366 | 99 | 265 | 60 | 10 | 124 | 30 | 0 | 4 | 0.19 | 0.12 | |
1997 | 0.28 | 0.25 | 0.55 | 0.34 | 25 | 182 | 179 | 100 | 365 | 50 | 14 | 128 | 44 | 0 | 1 | 0.04 | 0.11 | |
1998 | 0.17 | 0.28 | 0.53 | 0.34 | 28 | 210 | 371 | 111 | 476 | 46 | 8 | 134 | 46 | 0 | 1 | 0.04 | 0.13 | |
1999 | 0.17 | 0.31 | 0.39 | 0.22 | 30 | 240 | 261 | 93 | 569 | 53 | 9 | 134 | 29 | 0 | 1 | 0.03 | 0.15 | |
2000 | 0.19 | 0.36 | 0.52 | 0.22 | 25 | 265 | 335 | 134 | 706 | 58 | 11 | 133 | 29 | 0 | 4 | 0.16 | 0.16 | |
2001 | 0.15 | 0.39 | 0.56 | 0.22 | 27 | 292 | 459 | 162 | 870 | 55 | 8 | 129 | 29 | 0 | 2 | 0.07 | 0.17 | |
2002 | 0.44 | 0.41 | 0.56 | 0.33 | 27 | 319 | 374 | 174 | 1050 | 52 | 23 | 135 | 44 | 0 | 1 | 0.04 | 0.21 | |
2003 | 0.61 | 0.44 | 0.74 | 0.45 | 29 | 348 | 384 | 252 | 1306 | 54 | 33 | 137 | 62 | 19 | 7.5 | 8 | 0.28 | 0.22 |
2004 | 0.71 | 0.5 | 0.86 | 0.65 | 40 | 388 | 427 | 333 | 1641 | 56 | 40 | 138 | 90 | 33 | 9.9 | 10 | 0.25 | 0.22 |
2005 | 0.32 | 0.51 | 0.74 | 0.52 | 36 | 424 | 178 | 308 | 1954 | 69 | 22 | 148 | 77 | 15 | 4.9 | 5 | 0.14 | 0.24 |
2006 | 0.55 | 0.51 | 0.85 | 0.69 | 31 | 455 | 706 | 382 | 2339 | 76 | 42 | 159 | 110 | 4 | 1 | 10 | 0.32 | 0.23 |
2007 | 0.34 | 0.46 | 0.61 | 0.48 | 23 | 478 | 234 | 290 | 2631 | 67 | 23 | 163 | 79 | 0 | 0 | 0.2 | ||
2008 | 0.83 | 0.49 | 0.85 | 0.67 | 32 | 510 | 316 | 429 | 3062 | 54 | 45 | 159 | 107 | 9 | 2.1 | 3 | 0.09 | 0.23 |
2009 | 0.62 | 0.48 | 0.78 | 0.59 | 25 | 535 | 194 | 416 | 3478 | 55 | 34 | 162 | 96 | 17 | 4.1 | 8 | 0.32 | 0.24 |
2010 | 0.37 | 0.49 | 0.63 | 0.48 | 34 | 569 | 305 | 356 | 3834 | 57 | 21 | 147 | 70 | 11 | 3.1 | 7 | 0.21 | 0.21 |
2011 | 0.66 | 0.52 | 0.68 | 0.73 | 28 | 597 | 84 | 406 | 4240 | 59 | 39 | 145 | 106 | 0 | 1 | 0.04 | 0.24 | |
2012 | 0.47 | 0.52 | 0.76 | 0.51 | 60 | 657 | 182 | 498 | 4738 | 62 | 29 | 142 | 72 | 0 | 1 | 0.02 | 0.22 | |
2013 | 0.24 | 0.56 | 0.74 | 0.45 | 54 | 711 | 543 | 527 | 5266 | 88 | 21 | 179 | 80 | 20 | 3.8 | 13 | 0.24 | 0.24 |
2014 | 0.35 | 0.55 | 0.67 | 0.35 | 35 | 746 | 244 | 496 | 5764 | 114 | 40 | 201 | 70 | 21 | 4.2 | 9 | 0.26 | 0.23 |
2015 | 0.7 | 0.55 | 0.67 | 0.52 | 49 | 795 | 202 | 533 | 6297 | 89 | 62 | 211 | 109 | 16 | 3 | 10 | 0.2 | 0.23 |
2016 | 0.52 | 0.53 | 0.61 | 0.46 | 44 | 839 | 205 | 513 | 6810 | 84 | 44 | 226 | 105 | 19 | 3.7 | 5 | 0.11 | 0.21 |
2017 | 0.39 | 0.54 | 0.63 | 0.52 | 49 | 888 | 271 | 562 | 7372 | 93 | 36 | 242 | 127 | 29 | 5.2 | 8 | 0.16 | 0.22 |
2018 | 0.39 | 0.55 | 0.59 | 0.51 | 48 | 936 | 288 | 553 | 7925 | 93 | 36 | 231 | 118 | 6 | 1.1 | 12 | 0.25 | 0.24 |
2019 | 0.51 | 0.57 | 0.56 | 0.45 | 25 | 961 | 94 | 542 | 8467 | 97 | 49 | 225 | 101 | 0 | 4 | 0.16 | 0.23 | |
2020 | 0.81 | 0.68 | 0.7 | 0.66 | 32 | 993 | 38 | 693 | 9160 | 73 | 59 | 215 | 141 | 23 | 3.3 | 2 | 0.06 | 0.32 |
2021 | 0.49 | 0.81 | 0.61 | 0.69 | 21 | 1014 | 14 | 618 | 9778 | 57 | 28 | 198 | 136 | 27 | 4.4 | 3 | 0.14 | 0.3 |
2022 | 0.36 | 0.86 | 0.61 | 0.85 | 29 | 1043 | 20 | 634 | 10412 | 53 | 19 | 175 | 149 | 27 | 4.3 | 3 | 0.1 | 0.26 |
2023 | 0.2 | 0.92 | 0.54 | 0.48 | 14 | 1057 | 3 | 575 | 10987 | 50 | 10 | 155 | 75 | 11 | 1.9 | 1 | 0.07 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | AN INTRODUCTION TO LONGââ¬ÂMEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING. (1980). Joyeux, Roselyne ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:1:y:1980:i:1:p:15-29. Full description at Econpapers || Download paper | 852 | |
2 | 1983 | THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS. (1983). Porterhudak, Susan ; Geweke, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:221-238. Full description at Econpapers || Download paper | 369 |
3 | Errorââ¬Âcorrection Mechanism Tests for Cointegration in a Singleââ¬Âequation Framework. (1998). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:3:p:267-283. Full description at Econpapers || Download paper | 366 | |
4 | DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUAREDââ¬ÂRESIDUAL AUTOCORRELATIONS. (1983). Li, W K ; McLeod, A I. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:269-273. Full description at Econpapers || Download paper | 340 | |
5 | 2006 | A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers || Download paper | 285 |
6 | 1986 | ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Tong, H ; Chan, K S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190. Full description at Econpapers || Download paper | 245 |
7 | 2013 | Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers || Download paper | 243 |
8 | 1998 | Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Vougas, Dimitrios ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97. Full description at Econpapers || Download paper | 224 |
9 | 1992 | VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING. (1992). Ahn, Sung K ; Reinsel, Gregory C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:13:y:1992:i:4:p:353-375. Full description at Econpapers || Download paper | 221 |
10 | 1996 | MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES. (1996). Masry, Elias . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:6:p:571-599. Full description at Econpapers || Download paper | 195 |
11 | 1983 | NONPARAMETRIC ESTIMATORS FOR TIME SERIES. (1983). Robinson, P M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:3:p:185-207. Full description at Econpapers || Download paper | 190 |
12 | 1982 | AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Stoffer, D S ; Shumway, R H. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264. Full description at Econpapers || Download paper | 182 |
13 | 1989 | ON GENERALIZED FRACTIONAL PROCESSES. (1989). ZHANG, NIEN FAN ; Gray, Henry L ; Woodward, Wayne A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257. Full description at Econpapers || Download paper | 180 |
14 | 2008 | Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers || Download paper | 168 |
15 | The mean squared error of Geweke and Porterââ¬ÂHudaks estimator of the memory parameter of a longââ¬Âmemory time series. (1998). Hurvich, Clifford ; Brodsky, Julia ; Deo, Rohit. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:19-46. Full description at Econpapers || Download paper | 160 | |
16 | 1994 | LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES. (1994). Bai, Jushan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:453-472. Full description at Econpapers || Download paper | 159 |
17 | 1995 | ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS. (1995). Fuller, Wayne A ; Park, Heon Jin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:4:p:415-429. Full description at Econpapers || Download paper | 151 |
18 | 2002 | Comparison of unit root tests for time series with level shifts. (2002). LÃÆütkepohl, Helmut ; Lanne, Markku ; Saikkonen, Pentti ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:23:y:2002:i:6:p:667-685. Full description at Econpapers || Download paper | 140 |
19 | Unitââ¬Âroot testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers || Download paper | 124 | |
20 | 2003 | A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400. Full description at Econpapers || Download paper | 117 |
21 | Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers || Download paper | 107 | |
22 | ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NONââ¬ÂLINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY. (1994). Mak, T K ; Li, W K. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:6:p:627-636. Full description at Econpapers || Download paper | 102 | |
23 | 1982 | TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES. (1982). Hinich, Melvin J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:3:p:169-176. Full description at Econpapers || Download paper | 97 |
24 | 2000 | Fast Filtering and Smoothing for Multivariate State Space Models. (2000). Koopman, S J ; Durbin, J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:3:p:281-296. Full description at Econpapers || Download paper | 96 |
25 | 2010 | A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers || Download paper | 95 |
26 | 2013 | Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16. Full description at Econpapers || Download paper | 94 |
27 | Leastââ¬Âsquares Estimation of an Unknown Number of Shifts in a Time Series. (2000). Lavielle, Marc ; Moulines, Eric . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:1:p:33-59. Full description at Econpapers || Download paper | 90 | |
28 | ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOVââ¬ÂSWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252. Full description at Econpapers || Download paper | 90 | |
29 | 2018 | Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers || Download paper | 86 |
30 | 1995 | BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Lee, Jack C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:5:p:483-492. Full description at Econpapers || Download paper | 82 |
31 | 2004 | A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar ; Granger, Clive. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669. Full description at Econpapers || Download paper | 81 |
32 | 2000 | Semiparametric Inference in Seasonal and Cyclical Long Memory Processes. (2000). Arteche, Josu ; Robinson, Peter M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:1:p:1-25. Full description at Econpapers || Download paper | 79 |
33 | 1988 | ON THE CORRELATION STRUCTURE FOR THE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC PROCESS. (1988). Bollerslev, Tim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:9:y:1988:i:2:p:121-131. Full description at Econpapers || Download paper | 77 |
34 | 1993 | POWER OF THE NEURAL NETWORK LINEARITY TEST. (1993). TerÃÆäsvirta, Timo ; Terasvirta, Timo ; Lin, Chienfu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:2:p:209-220. Full description at Econpapers || Download paper | 76 |
35 | 1984 | ARMA MODELS WITH ARCH ERRORS. (1984). Weiss, Andrew A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:5:y:1984:i:2:p:129-143. Full description at Econpapers || Download paper | 72 |
36 | 2001 | Testing Stochastic Cycles in Macroeconomic Time Series. (2001). Gil-Alana, Luis ; Gilalana, L A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:22:y:2001:i:4:p:411-430. Full description at Econpapers || Download paper | 72 |
37 | 1995 | ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES. (1995). Ray, Bonnie K ; Hurvich, Clifford M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:1:p:17-41. Full description at Econpapers || Download paper | 71 |
38 | 1993 | BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER. (1993). Wohar, Mark ; Agiakloglou, Christos ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:235-246. Full description at Econpapers || Download paper | 71 |
39 | Gaussian Semiparametric Estimation of Nonââ¬Âstationary Time Series. (1999). Velasco, Carlos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:20:y:1999:i:1:p:87-127. Full description at Econpapers || Download paper | 68 | |
40 | 2017 | Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers || Download paper | 66 |
41 | 1993 | A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION. (1993). Tsai, Chihling ; Hurvich, Clifford M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:271-279. Full description at Econpapers || Download paper | 65 |
42 | 1994 | STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS. (1994). Tsay, Ruey S ; McCulloch, Robert E. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:523-539. Full description at Econpapers || Download paper | 63 |
43 | 1990 | A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS. (1990). Piccolo, Domenico. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:11:y:1990:i:2:p:153-164. Full description at Econpapers || Download paper | 63 |
44 | 1999 | Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers. (1999). Vogelsang, Timothy. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:20:y:1999:i:2:p:237-252. Full description at Econpapers || Download paper | 62 |
45 | 1984 | ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS. (1984). Paulsen, Jostein . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:5:y:1984:i:2:p:115-127. Full description at Econpapers || Download paper | 62 |
46 | 2006 | Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60. Full description at Econpapers || Download paper | 62 |
47 | 1985 | COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS. (1985). LÃÆütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:6:y:1985:i:1:p:35-52. Full description at Econpapers || Download paper | 61 |
48 | 1991 | NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES. (1991). Hallman, Jeff ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:12:y:1991:i:3:p:207-224. Full description at Econpapers || Download paper | 60 |
49 | 2007 | Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497. Full description at Econpapers || Download paper | 59 |
50 | 1996 | UNIT ROOTS IN PERIODIC AUTOREGRESSIONS. (1996). Franses, Philip Hans ; Boswijk, H. Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:3:p:221-245. Full description at Econpapers || Download paper | 54 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers || Download paper | 88 |
2 | 1983 | THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS. (1983). Porterhudak, Susan ; Geweke, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:221-238. Full description at Econpapers || Download paper | 67 |
3 | 2018 | Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers || Download paper | 54 |
4 | 2006 | A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers || Download paper | 49 |
5 | 2017 | Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers || Download paper | 41 |
6 | 2013 | Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16. Full description at Econpapers || Download paper | 27 |
7 | 1982 | AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Stoffer, D S ; Shumway, R H. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264. Full description at Econpapers || Download paper | 25 |
8 | 1986 | ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Tong, H ; Chan, K S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190. Full description at Econpapers || Download paper | 24 |
9 | 2017 | Time-Varying Transition Probabilities for Markov Regime Switching Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:458-478. Full description at Econpapers || Download paper | 22 |
10 | 1998 | Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Vougas, Dimitrios ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97. Full description at Econpapers || Download paper | 18 |
11 | 2008 | Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers || Download paper | 18 |
12 | 2017 | Volatility Modeling with a Generalized t Distribution. (2017). Rao, Tata Subba ; Lange, Rutger-Jan ; Harvey, Andrew ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:175-190. Full description at Econpapers || Download paper | 17 |
13 | 1995 | BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Lee, Jack C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:5:p:483-492. Full description at Econpapers || Download paper | 17 |
14 | 1989 | ON GENERALIZED FRACTIONAL PROCESSES. (1989). ZHANG, NIEN FAN ; Gray, Henry L ; Woodward, Wayne A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257. Full description at Econpapers || Download paper | 17 |
15 | 1994 | LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES. (1994). Bai, Jushan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:453-472. Full description at Econpapers || Download paper | 16 |
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45 | 2019 | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model. (2019). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:40:y:2019:i:4:p:519-543. Full description at Econpapers || Download paper | 7 |
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48 | 2012 | First-order integer valued AR processes with zero inflated poisson innovations. (2012). Lai, Chin-Diew ; Jazi, Mansour Aghababaei ; Jones, Geoff. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:6:p:954-963. Full description at Econpapers || Download paper | 6 |
49 | 2016 | Multivariate Wavelet Whittle Estimation in Long-range Dependence. (2016). Achard, Sophie ; Gannaz, Irene . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:4:p:476-512. Full description at Econpapers || Download paper | 6 |
50 | 2018 | The Fixed Volatility Bootstrap for a Class of Arch(q) Models. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:920-941. Full description at Econpapers || Download paper | 6 |
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2023 | A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6. Full description at Econpapers || Download paper | |
2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper | |
2023 | Two-step estimation in linear regressions with adaptive learning. (2023). Mayer, Alexander. In: Statistics & Probability Letters. RePEc:eee:stapro:v:195:y:2023:i:c:s0167715222002747. Full description at Econpapers || Download paper |
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2021 | Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113. Full description at Econpapers || Download paper |
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