Citation analysis for Journal of Time Series Analysis / Wiley Blackwell

Citation Profile [Updated: 2025-07-02 11:05:44]

5 Years H Index

Impact Factor (IF)

0.31

5 Years IF

0.3

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	0.03	0.11	0.56	0.03	27	27	189	15	15	60	2	147	4		0		0	0.05
1991	0.02	0.11	0.4	0.03	26	53	129	21	36	54	1	152	5		0		0	0.06
1992	0.09	0.12	0.26	0.05	34	87	363	23	59	53	5	154	8		0		0	0.06
1993	0.07	0.13	0.22	0.06	47	134	418	30	89	60	4	147	9		0		0	0.06
1994	0.01	0.14	0.12	0.02	46	180	697	22	111	81	1	161	4		0	1	0.02	0.06
1995	0.11	0.22	0.54	0.13	40	220	431	117	230	93	10	180	24	54	46.2	2	0.05	0.09
1996	0.13	0.25	0.51	0.16	35	255	423	130	360	86	11	193	31		0	4	0.11	0.11
1997	0.23	0.24	0.46	0.25	36	291	301	133	493	75	17	202	50		0	2	0.06	0.11
1998	0.14	0.27	0.41	0.25	46	337	1034	139	632	71	10	204	51		0	3	0.07	0.13
1999	0.22	0.3	0.36	0.18	44	381	387	135	768	82	18	203	36		0	1	0.02	0.15
2000	0.22	0.35	0.49	0.22	37	418	507	201	972	90	20	201	45		0	5	0.14	0.16
2001	0.16	0.38	0.46	0.21	40	458	510	208	1183	81	13	198	42		0	4	0.1	0.17
2002	0.43	0.4	0.56	0.34	35	493	428	265	1457	77	33	203	70		0	1	0.03	0.21
2003	0.48	0.43	0.71	0.44	44	537	604	376	1838	75	36	202	88	33	8.8	14	0.32	0.21
2004	0.66	0.48	0.81	0.59	55	592	577	476	2319	79	52	200	117	63	13.2	12	0.22	0.22
2005	0.35	0.5	0.75	0.46	54	646	434	480	2805	99	35	211	97	58	12.1	11	0.2	0.23
2006	0.5	0.49	0.77	0.6	46	692	967	530	3338	109	55	228	136	4	0.8	12	0.26	0.22
2007	0.35	0.45	0.58	0.44	42	734	388	422	3767	100	35	234	104	4	0.9	3	0.07	0.2
2008	0.69	0.47	0.76	0.6	54	788	561	595	4364	88	61	241	145	19	3.2	10	0.19	0.22
2009	0.58	0.46	0.75	0.6	36	824	294	616	4980	96	56	251	151	27	4.4	10	0.28	0.23
2010	0.47	0.46	0.6	0.49	44	868	376	520	5500	90	42	232	114	24	4.6	8	0.18	0.2
2011	0.55	0.51	0.61	0.58	57	925	291	560	6061	80	44	222	129		0	2	0.04	0.24
2012	0.42	0.51	0.71	0.45	74	999	290	712	6773	101	42	233	105		0	5	0.07	0.21
2013	0.31	0.54	0.71	0.49	57	1056	592	748	7522	131	41	265	129	26	3.5	13	0.23	0.24
2014	0.4	0.53	0.67	0.4	38	1094	259	733	8257	131	52	268	106	36	4.9	9	0.24	0.22
2015	0.65	0.53	0.64	0.49	51	1145	217	738	8995	95	62	270	133	33	4.5	10	0.2	0.22
2016	0.49	0.51	0.62	0.46	49	1194	230	735	9730	89	44	277	127	40	5.4	5	0.1	0.2
2017	0.36	0.52	0.6	0.49	53	1247	313	743	10473	100	36	269	132	43	5.8	8	0.15	0.21
2018	0.36	0.53	0.58	0.49	57	1304	366	750	11223	102	37	248	121	11	1.5	12	0.21	0.23
2019	0.47	0.54	0.62	0.42	53	1357	170	846	12069	110	52	248	103		0	8	0.15	0.21
2020	0.66	0.65	0.76	0.6	51	1408	68	1074	13143	110	73	263	157	50	4.7	2	0.04	0.31
2021	0.46	0.74	0.67	0.62	40	1448	37	975	14118	104	48	263	163	61	6.3	4	0.1	0.27
2022	0.3	0.75	0.65	0.68	48	1496	56	973	15091	91	27	254	172	42	4.3	4	0.08	0.22
2023	0.36	0.73	0.57	0.5	38	1534	21	882	15973	88	32	249	124	37	4.2	6	0.16	0.2
2024	0.31	0.95	0.54	0.3	32	1566	9	853	16826	86	27	230	69	35	4.1	2	0.06	0.28

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	1980	AN INTRODUCTION TO LONGâMEMORY 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	872
2	1998	Errorâcorrection Mechanism Tests for Cointegration in a Singleâequation 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	393
3	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	392
4	1983	DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUAREDâRESIDUAL 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	350
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	299
6	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	261
7	1986	ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Chan, K S ; Ong, H T. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190. Full description at Econpapers \|\| Download paper	254
8	1998	Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Newbold, Paul ; Vougas, Dimitrios. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97. Full description at Econpapers \|\| Download paper	231
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	223
10	1982	AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Shumway, R H ; Stoffer, D S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264. Full description at Econpapers \|\| Download paper	205
11	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	196
12	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	191
13	1989	ON GENERALIZED FRACTIONAL PROCESSES. (1989). Woodward, Wayne A ; Zhang, Nienfan ; Gray, Henry L. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257. Full description at Econpapers \|\| Download paper	183
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	173
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	166
16	1998	The mean squared error of Geweke and PorterâHudaks estimator of the memory parameter of a longâmemory time series. (1998). Hurvich, Clifford ; Deo, Rohit ; Brodsky, Julia. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:19-46. Full description at Econpapers \|\| Download paper	161
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	158
18	2002	Comparison of unit root tests for time series with level shifts. (2002). Saikkonen, Pentti ; LÃ¼tkepohl, Helmut ; Lanne, Markku ; 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	148
19	2005	Unitâroot 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	129
20	2018	Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers \|\| Download paper	121
21	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	118
22	2006	IntegerâValued GARCH Process. (2006). Ferland, Rene ; Oraichi, Driss ; Latour, Alain. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers \|\| Download paper	114
23	1994	ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NONâLINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY. (1994). Li, W K ; Mak, T 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	103
24	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	103
25	2000	Fast Filtering and Smoothing for Multivariate State Space Models. (2000). Koopman, Siem Jan ; 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	103
26	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	99
27	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	98
28	2003	ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOVâSWITCHING 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	91
29	2000	Leastâsquares 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	91
30	1995	BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Chen, Cathy W. S. ; 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	87
31	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	81
32	2004	A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar. 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
33	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	80
34	1993	POWER OF THE NEURAL NETWORK LINEARITY TEST. (1993). TerÃ¤svirta, 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	79
35	1995	ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES. (1995). Hurvich, Clifford ; Ray, Bonnie K. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:1:p:17-41. Full description at Econpapers \|\| Download paper	79
36	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	78
37	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	76
38	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	73
39	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
40	1993	A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION. (1993). Hurvich, Clifford ; Tsai, Chihling. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:271-279. Full description at Econpapers \|\| Download paper	70
41	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	70
42	1999	Gaussian Semiparametric Estimation of Nonâstationary 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
43	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	66
44	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	65
45	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	65
46	1985	COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS. (1985). LÃ¼tkepohl, 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	62
47	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
48	2007	Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; PeÃ±a, Daniel ; 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	61
49	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
50	1997	Diagnostic checking of nonlinear multivariate time series with multivariate arch errors. (1997). Li, W K ; Ling, Shiqing. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:18:y:1997:i:5:p:447-464. Full description at Econpapers \|\| Download paper	55

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1998	Errorâcorrection Mechanism Tests for Cointegration in a Singleâequation 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	84
2	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	82
3	2018	Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers \|\| Download paper	60
4	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	60
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	49
6	1980	AN INTRODUCTION TO LONGâMEMORY 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	46
7	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	33
8	1982	AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Shumway, R H ; Stoffer, D S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264. Full description at Econpapers \|\| Download paper	26
9	2006	IntegerâValued GARCH Process. (2006). Ferland, Rene ; Oraichi, Driss ; Latour, Alain. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers \|\| Download paper	21
10	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	21
11	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	18
12	1983	DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUAREDâRESIDUAL 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	17
13	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	17
14	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	16
15	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	16
16	1998	Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Newbold, Paul ; Vougas, Dimitrios. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97. Full description at Econpapers \|\| Download paper	15
17	1993	POWER OF THE NEURAL NETWORK LINEARITY TEST. (1993). TerÃ¤svirta, 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	15
18	2016	Poisson QMLE of Count Time Series Models. (2016). Francq, Christian ; Ahmad, Ali. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:3:p:291-314. Full description at Econpapers \|\| Download paper	15
19	1987	FIRSTâORDER INTEGERâVALUED AUTOREGRESSIVE (INAR(1)) PROCESS. (1987). Alosh, M A ; Alzaid, A A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:8:y:1987:i:3:p:261-275. Full description at Econpapers \|\| Download paper	15
20	2017	Volatility Modeling with a Generalized t Distribution. (2017). Harvey, Andrew ; Rao, Tata Subba ; Lange, Rutger-Jan ; 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	14
21	1986	ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Chan, K S ; Ong, H T. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190. Full description at Econpapers \|\| Download paper	13
22	1995	BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Chen, Cathy W. S. ; 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	13
23	2016	Filtering, Prediction and Simulation Methods for Noncausal Processes. (2016). Jasiak, Joann ; gourieroux, christian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:3:p:405-430. Full description at Econpapers \|\| Download paper	12
24	2017	Functional Generalized Autoregressive Conditional Heteroskedasticity. (2017). Horvath, Lajos ; Pellatt, Daniel F ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:3-21. Full description at Econpapers \|\| Download paper	12
25	2014	QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS. (2014). Christou, Vasiliki ; Fokianos, Konstantinos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:1:p:55-78. Full description at Econpapers \|\| Download paper	12
26	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	12
27	1989	ON GENERALIZED FRACTIONAL PROCESSES. (1989). Woodward, Wayne A ; Zhang, Nienfan ; Gray, Henry L. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257. Full description at Econpapers \|\| Download paper	11
28	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	10
29	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	10
30	2022	Wasserstein autoregressive models for density time series. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:30-52. Full description at Econpapers \|\| Download paper	10
31	1996	SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS. (1996). Comte, F. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:1:p:19-36. Full description at Econpapers \|\| Download paper	10
32	2007	New Improved Tests for Cointegration with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224. Full description at Econpapers \|\| Download paper	10
33	2012	Measuring nonlinear dependence in timeâseries, a distance correlation approach. (2012). Zhou, Zhou. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:3:p:438-457. Full description at Econpapers \|\| Download paper	10
34	2011	A negative binomial integerâvalued GARCH model. (2011). Zhu, Fukang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:1:p:54-67. Full description at Econpapers \|\| Download paper	10
35	2005	Unitâroot 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	10
36	1994	ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NONâLINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY. (1994). Li, W K ; Mak, T 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	9
37	2019	Long Memory, Realized Volatility and Heterogeneous Autoregressive Models. (2019). Rho, Seunghwa ; Cho, Dooyeon ; Baillie, Richard T ; Calonaci, Fabio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:40:y:2019:i:4:p:609-628. Full description at Econpapers \|\| Download paper	9
38	2014	Time-series models with an EGB2 conditional distribution. (2014). Harvey, Andrew ; Caivano, Michele. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:6:p:558-571. Full description at Econpapers \|\| Download paper	9
39	2014	BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING. (2014). Pollett, Philip K. ; Wei, Christian H.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:2:p:115-132. Full description at Econpapers \|\| Download paper	8
40	1993	A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION. (1993). Hurvich, Clifford ; Tsai, Chihling. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:271-279. Full description at Econpapers \|\| Download paper	8
41	2000	Fast Filtering and Smoothing for Multivariate State Space Models. (2000). Koopman, Siem Jan ; 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	8
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	8
43	1998	On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series. (1998). Dahlhaus, Rainer ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:6:p:629-655. Full description at Econpapers \|\| Download paper	7
44	2017	Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions. (2017). Dahlhaus, Rainer ; Rao, Tata Subba ; Eichler, Michael ; Dueck, Johannes ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:225-242. Full description at Econpapers \|\| Download paper	7
45	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	7
46	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	7
47	1998	Existence and Stochastic Structure of a Nonânegative Integerâvalued Autoregressive Process. (1998). Latour, Alain. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:4:p:439-455. Full description at Econpapers \|\| Download paper	7
48	2019	Multivariate Quantile Impulse Response Functions. (2019). Montes-Rojas, Gabriel ; Montesrojas, Gabriel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:40:y:2019:i:5:p:739-752. Full description at Econpapers \|\| Download paper	7
49	2013	Inference for single and multiple change-points in time series. (2013). Jandhyala, Venkata ; Fotopoulos, Stergios ; Liu, Pengyu ; MacNeill, Ian . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:4:p:423-446. Full description at Econpapers \|\| Download paper	7
50	2022	Stationarity and ergodicity of Markov switching positive conditional mean models. (2022). Francq, Christian ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:436-459. Full description at Econpapers \|\| Download paper	7

Citing documents used to compute impact factor: 27

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2024	On the Validity of Granger Causality for Ecological Count Time Series. (2024). Papaspyropoulos, Konstantinos G ; Kugiumtzis, Dimitris. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:13-:d:1391256. Full description at Econpapers \|\| Download paper
2024	Time series clustering based on latent volatility mixture modeling with applications in finance. (2024). Caporin, Massimiliano ; Manouchehri, T ; Setoudehtazangi, F ; Nematollahi, A R. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:223:y:2024:i:c:p:543-564. Full description at Econpapers \|\| Download paper
2024	Efficient convex PCA with applications to Wasserstein GPCA and ranked data. (2024). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990. Full description at Econpapers \|\| Download paper
2024	Spherical autoregressive models, with application to distributional and compositional time series. (2024). Muller, Hans-Georg ; Zhu, Changbo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000209. Full description at Econpapers \|\| Download paper
2024	Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case. (2024). Okano, Ryo ; Imaizumi, Masaaki. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000411. Full description at Econpapers \|\| Download paper
2024	On distributional autoregression and iterated transportation. (2024). Panaretos, Victor M ; Ghodrati, Laya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:739-770. Full description at Econpapers \|\| Download paper
2024	Noising the GARCH volatility: A random coefficient GARCH model. (2024). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120456. Full description at Econpapers \|\| Download paper
2024	Inspecting a seasonal ARIMA model with a random period. (2024). Rabehi, Nadia ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120758. Full description at Econpapers \|\| Download paper
2024	Periodically homogeneous Markov chains: The discrete state space case. (2024). Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:122287. Full description at Econpapers \|\| Download paper
2024	Volatility models versus intensity models: analogy and differences. (2024). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:122528. Full description at Econpapers \|\| Download paper
2024	Periodicity in Bitcoin returns: A time-varying volatility approach. (2024). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:122529. Full description at Econpapers \|\| Download paper
2024	Multivariate TrendâCycleâSeasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289. Full description at Econpapers \|\| Download paper
2024	Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers \|\| Download paper
2024	A Varying Precision Beta Prime Autoregressive Moving Average Model With Application to Water Flow Data. (2024). Cribarineto, Francisco ; Santos, Kleber H. In: Environmetrics. RePEc:wly:envmet:v:35:y:2024:i:8:n:e2886. Full description at Econpapers \|\| Download paper
2024	Self-weighted quantile regression estimation for diffusion parameter in jumpâdiffusion models. (2024). Song, Yuping ; Zhu, Min ; Mao, Huijue ; Cai, Chunchun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002341. Full description at Econpapers \|\| Download paper
2024	GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346. Full description at Econpapers \|\| Download paper
2024	From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326. Full description at Econpapers \|\| Download paper
2024	A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159. Full description at Econpapers \|\| Download paper
2024	Ups and (Draw)Downs. (2024). Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:576. Full description at Econpapers \|\| Download paper
2024	Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukeyâs biweight function. (2024). Zhu, Fukang ; Xiong, Lanyu. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:2:d:10.1007_s00180-022-01293-6. Full description at Econpapers \|\| Download paper
2024	Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers \|\| Download paper
2024	Sparse generalized YuleâWalker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data. (2024). Reuvers, Hanno ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002361. Full description at Econpapers \|\| Download paper
2024	Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330. Full description at Econpapers \|\| Download paper
2024	Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. (2024). Armillotta, Mirko ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002458. Full description at Econpapers \|\| Download paper
2024	Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050. Full description at Econpapers \|\| Download paper
2024	Statistical inference for GQARCHâItÃ´âjumps model based on the realized range volatility. (2024). Yu, Jin ; Liu, Guangying ; Hao, Hongxia ; Lin, Jin Guan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:613-638. Full description at Econpapers \|\| Download paper
2024	Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. (2024). Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202418. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

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2024	A Novel Voltage-Abnormal Cell Detection Method for Lithium-Ion Battery Mass Production Based on Data-Driven Model with Multi-Source Time Series Data. (2024). Liu, Zhenjie ; Wang, Xiang ; Long, Rihui ; He, Jianjun ; Huang, Fuxin ; Deng, Aibin. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3472-:d:1435148. Full description at Econpapers \|\| Download paper
2024	Multiscale Change Point Detection for Univariate Time Series Data with Missing Value. (2024). Tian, Boping ; Alnemer, Ghada ; Haile, Tariku Tesfaye. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3189-:d:1496858. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Noise reduction for functional time series. (2023). Diks, Cees ; Wouters, Bram. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers \|\| Download paper
2023	Factor models for highâdimensional functional time series I: Representation results. (2023). Hallin, Marc ; Tavakoli, Shahin ; Nisol, Gilles. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:578-600. Full description at Econpapers \|\| Download paper
2023	Factor models for highâdimensional functional time series II: Estimation and forecasting. (2023). Hallin, Marc ; Nisol, Gilles ; Tavakoli, Shahin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:601-621. Full description at Econpapers \|\| Download paper
2023	Bayesian modeling of spatial integer-valued time series. (2023). Chen, Cathy W. S. ; Hsiung, Mo-Hua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s016794732300138x. Full description at Econpapers \|\| Download paper
2023	Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

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2022	Multi-population modelling and forecasting life-table death counts. (2022). Shang, Han Lin ; Haberman, Steven ; Xu, Ruofan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253. Full description at Econpapers \|\| Download paper
2022	Unified discrete-time factor stochastic volatility and continuous-time ItÃ´ models for combining inference based on low-frequency and high-frequency. (2022). Kim, Donggyu ; Wang, Yazhen ; Song, Xinyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:192:y:2022:i:c:s0047259x22000860. Full description at Econpapers \|\| Download paper
2022	Testing for the cointegration rank between Periodically Integrated processes. (2022). del Barrio Castro, TomÃ¡s. In: MPRA Paper. RePEc:pra:mprapa:112730. Full description at Econpapers \|\| Download paper
2022	A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series. (2022). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:312022. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Structural Breaks and Explosive Behavior in the Long-Run: The Case of Australian Real House Prices, 1870â2020. (2021). Prats, Maria ; Maria, Prats ; Vicente, Esteve. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:15:y:2021:i:1:p:72-84:n:1. Full description at Econpapers \|\| Download paper
2021	Financial bubbles and sustainability of public debt: The case of Spain. (2021). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2111. Full description at Econpapers \|\| Download paper
2021	Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113. Full description at Econpapers \|\| Download paper
2021	Designing a statistical procedure for monitoring global carbon dioxide emissions. (2021). Bennedsen, Mikkel. In: Climatic Change. RePEc:spr:climat:v:166:y:2021:i:3:d:10.1007_s10584-021-03123-y. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	93	386
2	Journal of Time Series Analysis / Wiley Blackwell	54	225
3	Journal of Econometrics / Elsevier	236	200
4	MPRA Paper / University Library of Munich, Germany	133	158
5	Statistical Papers / Springer	19	139
6	Resources Policy / Elsevier	85	130
7	Mathematics / MDPI	18	111
8	Econometrics and Statistics / Elsevier	14	104
9	Empirical Economics / Springer	72	101
10	Computational Statistics & Data Analysis / Elsevier	56	95
11	Journal of Multivariate Analysis / Elsevier	57	78