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STICERD - Econometrics Paper Series / Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
18
Impact Factor (IF)
0.25
5 Years IF
0.07
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 0.17 0 0 4 4 0 0 0 0 0 0 0.09
1991 0 0.15 0 0 2 6 0 0 4 4 0 0 0.1
1992 0 0.14 0.11 0 12 18 10 2 2 6 6 0 2 0.17 0.09
1993 0 0.17 0 0 10 28 160 2 14 18 0 0 0.1
1995 0.6 0.22 0.25 0.21 8 36 0 9 13 10 6 28 6 0 0 0.13
1996 0 0.25 0.21 0.25 12 48 1 10 23 8 32 8 0 0 0.14
1997 0 0.27 0.06 0.07 17 65 95 4 27 20 42 3 0 0 0.15
1998 0.14 0.32 0.16 0.19 10 75 23 12 39 29 4 47 9 0 0 0.18
1999 0.37 0.41 0.18 0.21 2 77 0 14 53 27 10 47 10 0 0 0.26
2000 0 0.56 0.19 0.1 22 99 154 19 72 12 49 5 1 5.3 5 0.23 0.25
2001 0.13 0.49 0.16 0.13 12 111 264 18 90 24 3 63 8 1 5.6 3 0.25 0.27
2002 0.35 0.55 0.26 0.3 7 118 10 30 121 34 12 63 19 2 6.7 0 0.31
2003 0.58 0.53 0.31 0.36 12 130 494 40 161 19 11 53 19 4 10 0 0.3
2004 1 0.6 0.53 0.75 6 136 5 71 233 19 19 55 41 10 14.1 2 0.33 0.36
2005 0.67 0.61 0.44 0.53 10 146 101 64 297 18 12 59 31 7 10.9 0 0.36
2006 0.13 0.58 0.43 0.74 13 159 51 69 366 16 2 47 35 6 8.7 3 0.23 0.34
2007 0.78 0.52 0.5 0.75 10 169 13 84 450 23 18 48 36 11 13.1 2 0.2 0.29
2008 0.22 0.58 0.54 0.59 2 171 0 92 542 23 5 51 30 2 2.2 0 0.29
2009 0.08 0.59 0.46 0.39 12 183 24 84 626 12 1 41 16 4 4.8 3 0.25 0.33
2010 0.36 0.52 0.39 0.28 5 188 5 72 699 14 5 47 13 3 4.2 0 0.3
2011 0.24 0.61 0.34 0.21 7 195 0 67 766 17 4 42 9 2 3 0 0.36
2012 0.08 0.67 0.46 0.11 6 201 0 92 859 12 1 36 4 0 0 0.36
2013 0 0.64 0.39 0.09 21 222 21 86 946 13 32 3 3 3.5 4 0.19 0.34
2014 0.22 0.67 0.29 0.12 18 240 21 69 1015 27 6 51 6 4 5.8 0 0.34
2015 0.23 0.65 0.35 0.16 6 246 9 86 1101 39 9 57 9 3 3.5 0 0.36
2016 0.38 0.63 0.31 0.16 3 249 7 76 1177 24 9 58 9 0 0 0.34
2017 0.56 0.61 0.3 0.15 6 255 3 76 1253 9 5 54 8 4 5.3 1 0.17 0.33
2018 0.11 0.6 0.17 0.06 5 260 5 43 1296 9 1 54 3 0 0 0.34
2019 0.45 0.6 0.24 0.21 10 270 14 65 1361 11 5 38 8 7 10.8 6 0.6 0.35
2020 0.53 0.68 0.24 0.33 4 274 1 65 1426 15 8 30 10 1 1.5 0 0.72
2021 0.14 0.91 0.24 0.11 5 279 0 66 1492 14 2 28 3 1 1.5 0 0.37
2022 0 0.66 0.23 0.03 7 286 2 67 1559 9 30 1 2 3 0 0.21
2023 0.17 0.5 0.12 0.13 1 287 2 35 1594 12 2 31 4 0 0 0.16
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
12003Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). Van Keilegom, Ingrid ; LINTON, OLIVER ; Chen, Xiaohong. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450.

Full description at Econpapers || Download paper

352
21993Galtons Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.). (1993). Quah, Danny. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:265.

Full description at Econpapers || Download paper

134
32001Semiparametric Fractional Cointegration Analysis. (2001). Robinson, Peter M ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420.

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117
42003Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Robinson, Peter M ; Hualde, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449.

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91
52000Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.). (2000). Velasco, Carlos ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:391.

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88
62001Narrow-Band Analysis of Nonstationary Processes. (2001). Robinson, Peter M ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421.

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67
72001Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Robinson, Peter M ; Giraitis, Liudas ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424.

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47
82001The Memory of Stochastic Volatility Models. (2001). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:410.

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43
91997Time Series Regression with Long Range Dependence - (Now published in Annals of Statistics, 25, (1997)pp.2054-2083.). (1997). Robinson, Peter M ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:318.

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42
102005A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486.

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38
112003An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:452.

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37
122005Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482.

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30
131993Estimation and Testing of Stochastic Variance Models. (1993). Shephard, Neil ; Harvey, Andrew. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:268.

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25
141993Estimation and Testing of Stochastic Variance Models. (1993). Shephard, N. G. ; Harvey, Andrew C. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/268.

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24
152005Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:481.

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20
162006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497.

Full description at Econpapers || Download paper

20
172006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Dalla, Violetta ; Giraitis, Liudas ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:497.

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20
182013Series Estimation under Cross-sectional Dependence. (2013). Robinson, Peter M ; Lee, Jungyoon. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570.

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18
192000The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Robinson, Peter M ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:408.

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18
202005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives. (2005). Nishiyama, Yoshihiko ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:483.

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18
212013Series Estimation under Cross-sectional Dependence. (2013). Robinson, Peter M ; Lee, Jungyoon. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570.

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18
221997Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in Journal of Time Series Analysis, 18 (1997), pp.49-60.). (1997). Robinson, Peter M ; Giraitis, Liudas ; Samarov, Alexander . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:323.

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16
232006Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory. (2006). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:505.

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15
242000Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:392.

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15
252001The Estimation of Conditional Densities. (2001). LINTON, OLIVER ; Chen, Xiaohong ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:415.

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14
262000Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000). (2000). Robinson, Peter M ; Giraitis, Liudas ; Samarov, Alexander . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:379.

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13
271998Alternative Forms of Fractional Brownian Motion - (Now published in Journal of Statistical Planning and Inference, 80 (1999), pp.111-122.). (1998). Robinson, Peter M ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:354.

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12
281997Some Practical Issues in Maximum Simulated Likelihood. (1997). hajivassiliou, vassilis. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:340.

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11
291997Beta Convergence. (1997). Zaffaroni, Paolo ; Michelacci, C. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332.

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10
302014Dynamic Panels with Threshold Effect and Endogeneity. (2014). Shin, Yongcheol ; Seo, Myung Hwan. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577.

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9
312014Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; SEO, MYUNG HWAN. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577.

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9
322009Large-Sample Inference on SpatialDependence. (2009). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:533.

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9
332006Semiparametric Estimation of Fractional Cointegration. (2006). Robinson, Peter M ; Hualde, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:502.

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8
342007Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:524.

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8
352014Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:578.

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7
361997Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in Annals of Statistics, 28 (1997), pp.2054-2083.). (1997). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:336.

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7
372007Inference about Realized Volatility using Infill Subsampling. (2007). LINTON, OLIVER ; Kalnina, Ilze. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:523.

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6
382009Nonparametric Estimation of a Polarization Measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:534.

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6
392003Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods. (2003). LINTON, OLIVER ; Mammen, Enno. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:453.

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6
401992Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/241.

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6
412000Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income. (2000). Gil-Alana, Luis ; Robinson, Peter M ; Gil-Alaa, L A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:402.

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6
422016Specification testing for errors-in-variables models. (2016). Taylor, Luke ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/586.

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5
431998Aggregation of Simple Linear Dynamics: Exact Asymptotic Results. (1998). Zaffaroni, Paolo ; Lippi, Marco. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:350.

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5
442014Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/578.

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5
452002Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation. (2002). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:430.

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5
462000Contemporaneous Aggregation of GARCH Processes. (2000). Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:378.

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5
472019On the uniform convergence of deconvolution estimators from repeated measurements. (2019). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:604.

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5
481993Galtons Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.). (1993). Quah, Danny. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/265.

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5
492003A Quantilogram Approach to Evaluating Directional Predictability. (2003). Whang, Yoon-Jae ; LINTON, OLIVER. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:463.

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5
501992Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, Neil ; Koopman, Siem Jan. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:241.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12003Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). Van Keilegom, Ingrid ; LINTON, OLIVER ; Chen, Xiaohong. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450.

Full description at Econpapers || Download paper

49
22001Semiparametric Fractional Cointegration Analysis. (2001). Robinson, Peter M ; Marinucci, D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420.

Full description at Econpapers || Download paper

5
32014Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/578.

Full description at Econpapers || Download paper

3
42009Large-Sample Inference on SpatialDependence. (2009). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:533.

Full description at Econpapers || Download paper

3
52014Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:578.

Full description at Econpapers || Download paper

3
62023Regression adjustment in randomized controlled trials with many covariates. (2023). Matsushita, Yukitoshi ; Otsu, Taisuke ; Chiang, Harold D. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:627.

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3
72005A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486.

Full description at Econpapers || Download paper

3
82005Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:481.

Full description at Econpapers || Download paper

2
92006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497.

Full description at Econpapers || Download paper

2
102005Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482.

Full description at Econpapers || Download paper

2
112006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Dalla, Violetta ; Giraitis, Liudas ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:497.

Full description at Econpapers || Download paper

2
122001Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Robinson, Peter M ; Giraitis, Liudas ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424.

Full description at Econpapers || Download paper

2
132003Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Robinson, Peter M ; Hualde, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 2
YearTitle
2024Weak Identification with Many Instruments. (2024). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2024Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction. (2024). Oka, Tatsushi ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2407.16037.

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Recent citations
Recent citations received in 2023
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Recent citations received in 2022
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