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Citation Profile [Updated: 2025-04-15 08:32:09]
5 Years H Index
30
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
Impact factorIFCIFAIF1990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202400.51Impact Factor Highcharts.com
Immediacy IndexIIAII1990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202400.250.50.751Immediacy index Highcharts.com
Citations to papers published in year y1990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,000Citations Highcharts.com
Cumulative citations received by year199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300400Documents Highcharts.com
Documents published by year19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150200Documents Highcharts.com
Cumulative documents published199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400600Documents Highcharts.com
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 67 5 6 5 5 1 20 5 0.45 0.08
1995 0.44 0.23 0.4 0.44 19 35 87 13 20 16 7 16 7 0 5 0.26 0.13
1996 0.33 0.25 0.41 0.31 41 76 505 31 51 30 10 35 11 10 32.3 18 0.44 0.14
1997 0.23 0.27 0.39 0.34 11 87 215 33 85 60 14 76 26 5 15.2 7 0.64 0.15
1998 0.25 0.32 0.22 0.22 10 97 76 20 106 52 13 87 19 0 0 0.18
1999 0.62 0.39 0.4 0.4 10 107 175 41 149 21 13 92 37 2 4.9 0 0.26
2000 0.6 0.54 0.47 0.51 9 116 137 52 203 20 12 91 46 0 0 0.25
2001 0.63 0.49 0.48 0.52 25 141 678 63 270 19 12 81 42 4 6.3 8 0.32 0.28
2002 0.35 0.54 0.54 0.71 23 164 216 75 358 34 12 65 46 3 4 7 0.3 0.31
2003 0.65 0.53 0.66 0.92 63 227 377 138 508 48 31 77 71 6 4.3 13 0.21 0.3
2004 0.47 0.6 0.62 0.62 104 331 742 185 713 86 40 130 80 18 9.7 45 0.43 0.36
2005 0.49 0.61 0.55 0.56 166 497 941 271 984 167 82 224 125 25 9.2 52 0.31 0.37
2006 0.41 0.59 0.61 0.5 1 498 0 306 1290 270 111 381 191 0 0 0.34
2020 0 0.7 0.33 0 2 500 4 165 4316 0 0 3 1.8 1 0.5 0.73
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

466
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

450
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

200
42004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

148
52004Non-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

146
61997A 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
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

130
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

122
92005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

111
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

100
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

94
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

88
132005Does 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

76
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

76
151996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

75
162003Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001.

Full description at Econpapers || Download paper

62
172005Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018.

Full description at Econpapers || Download paper

61
181996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

Full description at Econpapers || Download paper

60
192003On 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

56
201996Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004.

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52
212002The 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.

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52
222002Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006.

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51
231996Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009.

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

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42
252005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

41
262004Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016.

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39
271994Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003.

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32
282005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, Rafał ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001.

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32
292004Changes 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

31
302004Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002.

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30
312003International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001.

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29
322003Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004.

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29
331995Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005.

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

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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.

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27
362005Modeling electricity prices with regime switching models. (2005). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005.

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26
372005Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004.

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26
381997On the Estimation and Inference of a Cointegrated Regression in Panel Data. (1997). Kao, Chihwa ; Chiang, Min-Hsien . In: Econometrics. RePEc:wpa:wuwpem:9703001.

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25
392004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007.

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25
401995Selection 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.

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25
412003Modeling 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.

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25
422005A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005.

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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.

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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.

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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.

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

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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.

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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
12004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

13
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

12
32005Does 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

12
42001Model 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

12
52005Long-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

11
62001On 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

11
72005Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

8
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

7
92005An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

7
102003On 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

6
112000Simulating 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

6
122002Multiple-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
131996Bootstrap 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

4
141996Semiparametric 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

3
151996Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001.

Full description at Econpapers || Download paper

3
161996A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

3
172002Modeling Blank Data Entries in Data Envelopment Analysis. (2002). Kuosmanen, Timo. In: Econometrics. RePEc:wpa:wuwpem:0210001.

Full description at Econpapers || Download paper

3
182005Informatique, organisation du travail et intéractions sociales. (2005). Walkowiak, Emmanuelle ; Greenan, Nathalie. In: Econometrics. RePEc:wpa:wuwpem:0505008.

Full description at Econpapers || Download paper

2
192005Adaptive Estimation of the Regression Discontinuity Model. (2005). Sun, Yixiao. In: Econometrics. RePEc:wpa:wuwpem:0506003.

Full description at Econpapers || Download paper

2
201994ELICITING 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
211999Firm 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

2
222004Changes 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

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