Citation analysis for Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Citation Profile [Updated: 2026-05-04 07:00:09]

5 Years H Index

Impact Factor (IF)

5 Years IF

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	1	1	0		0	0		4			0		0	0.09
1991	0	0.14	0	0	3	4	5		0	1		5			0		0	0.1
1993	0	0.17	0	0	4	8	5		0	3		4			0		0	0.1
1994	0	0.15	0	0	2	10	6		0	4		8			0		0	0.08
1995	0	0.22	0	0	18	28	34		0	6		10			0		0	0.12
1996	0.3	0.24	0.21	0.22	29	57	57	12	12	20	6	27	6	10	83.3	6	0.21	0.13
1997	0.28	0.27	0.27	0.26	24	81	46	22	34	47	13	53	14	7	31.8	6	0.25	0.15
1998	0.28	0.32	0.23	0.25	31	112	107	26	60	53	15	77	19	7	26.9	3	0.1	0.18
1999	0.18	0.4	0.14	0.13	47	159	127	22	83	55	10	104	13	8	36.4	6	0.13	0.26
2000	0.21	0.55	0.15	0.13	28	187	138	28	111	78	16	149	20	3	10.7	4	0.14	0.25
2001	0.11	0.48	0.13	0.11	36	223	76	27	141	75	8	159	17	5	18.5	7	0.19	0.27
2002	0.41	0.55	0.27	0.27	48	271	244	72	214	64	26	166	45	21	29.2	12	0.25	0.31
2003	0.27	0.52	0.21	0.22	53	324	181	66	281	84	23	190	42	15	22.7	8	0.15	0.29
2004	0.32	0.59	0.26	0.28	49	373	173	96	377	101	32	212	60	17	17.7	14	0.29	0.36
2005	0.37	0.6	0.26	0.34	55	428	145	113	490	102	38	214	72	14	12.4	9	0.16	0.35
2006	0.3	0.58	0.25	0.26	50	478	134	118	609	104	31	241	63	13	11	8	0.16	0.34
2007	0.23	0.52	0.17	0.22	54	532	116	93	702	105	24	255	57	18	19.4	7	0.13	0.29
2008	0.17	0.58	0.2	0.16	37	569	158	109	814	104	18	261	41	25	22.9	6	0.16	0.29
2009	0.48	0.58	0.24	0.27	46	615	257	144	960	91	44	245	67	16	11.1	12	0.26	0.33
2010	0.48	0.53	0.22	0.26	74	689	326	152	1112	83	40	242	62	34	22.4	24	0.32	0.3
2011	0.28	0.61	0.16	0.19	45	734	106	118	1231	120	33	261	49	24	20.3	21	0.47	0.37
2012	0.32	0.67	0.2	0.29	34	768	94	153	1384	119	38	256	75	20	13.1	12	0.35	0.36
2013	0.47	0.65	0.28	0.44	32	800	174	222	1606	79	37	236	105	23	10.4	12	0.38	0.34
2014	0.65	0.67	0.27	0.45	32	832	117	228	1834	66	43	231	104	30	13.2	15	0.47	0.34
2015	0.5	0.65	0.26	0.31	38	870	114	223	2057	64	32	217	67	29	13	14	0.37	0.36
2016	0.61	0.63	0.24	0.37	47	917	128	224	2281	70	43	181	67	49	21.9	26	0.55	0.34
2017	0.38	0.61	0.22	0.33	31	948	113	206	2487	85	32	183	60	28	13.6	16	0.52	0.34
2018	0.74	0.6	0.29	0.43	52	1000	115	293	2780	78	58	180	78	73	24.9	46	0.88	0.34
2019	0.48	0.61	0.23	0.28	38	1038	127	240	3020	83	40	200	56	14	5.8	18	0.47	0.35
2020	0.54	0.68	0.17	0.37	10	1048	3	180	3200	90	49	206	77	6	3.3	1	0.1	0.72
2021	0.52	0.87	0.16	0.32	5	1053	0	168	3368	48	25	178	57	1	0.6		0	0.36
2022	0	0.66	0.11	0.32	1	1054	0	117	3485	15		136	43		0		0	0.21

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	2013	Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers \|\| Download paper	88
2	2002	Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561. Full description at Econpapers \|\| Download paper	80
3	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18038. Full description at Econpapers \|\| Download paper	79
4	2014	A One Line Derivation of EGARCH. (2014). Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742. Full description at Econpapers \|\| Download paper	78
5	2013	Ten Things You Should Know About DCC. (2013). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:39599. Full description at Econpapers \|\| Download paper	66
6	2005	Operations research in passenger railway transportation. (2005). Huisman, Dennis ; Vromans, M. J. C. M., ; Lentink, R. M. ; Kroon, L. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1941. Full description at Econpapers \|\| Download paper	57
7	2009	Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies. (2009). yuan, yun ; Hammoudeh, Shawkat ; McAleer, M. J. ; Thompson, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17308. Full description at Econpapers \|\| Download paper	50
8	2008	Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets. (2008). yuan, yun ; Hammoudeh, Shawkat ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13780. Full description at Econpapers \|\| Download paper	48
9	1998	Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, Robert-Paul ; van Dijk, D. J. C., ; Berben, R-P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555. Full description at Econpapers \|\| Download paper	47
10	2006	Optimal maintenance of multi-component systems: a review. (2006). Nicolai, Robin ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975. Full description at Econpapers \|\| Download paper	45
11	2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers \|\| Download paper	44
12	2004	Quasi-random simulation of discrete choice models. (2004). Train, Kenneth ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829. Full description at Econpapers \|\| Download paper	39
13	2003	Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). van Dijk, Dick ; Franses, Philip Hans ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1703. Full description at Econpapers \|\| Download paper	38
14	2019	The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614. Full description at Econpapers \|\| Download paper	37
15	2013	Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:39179. Full description at Econpapers \|\| Download paper	35
16	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523. Full description at Econpapers \|\| Download paper	35
17	2009	Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, M. J. ; Sato, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17522. Full description at Econpapers \|\| Download paper	35
18	2002	Changes in variability of the business cycle in the G7 countries. (2002). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:551. Full description at Econpapers \|\| Download paper	34
19	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; Chang, Chun-Ping ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18329. Full description at Econpapers \|\| Download paper	34
20	2019	CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609. Full description at Econpapers \|\| Download paper	33
21	2017	Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331. Full description at Econpapers \|\| Download paper	29
22	2003	A generalized dynamic conditional correlation model for many asset returns. (2003). Hafner, Christian ; Franses, Philip Hans ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1718. Full description at Econpapers \|\| Download paper	29
23	2012	Robust Ranking of Journal Quality: An Application to Economics. (2012). Maasoumi, Esfandiar ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32136. Full description at Econpapers \|\| Download paper	28
24	2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18252. Full description at Econpapers \|\| Download paper	27
25	2017	The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). Chang, Chia-Lin ; McAleer, M J. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416. Full description at Econpapers \|\| Download paper	26
26	2016	Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. (2016). Dekker, Rommert ; Negenborn, R R ; van Riessen, B. In: Econometric Institute Research Papers. RePEc:ems:eureir:79973. Full description at Econpapers \|\| Download paper	25
27	2016	Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). Chang, Chia-Lin ; McAleer, M J. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923. Full description at Econpapers \|\| Download paper	25
28	2009	Modelling conditional correlations for risk diversification in crude oil markets. (2009). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16105. Full description at Econpapers \|\| Download paper	25
29	2011	How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22236. Full description at Econpapers \|\| Download paper	25
30	2010	What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Oxley, Les ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:20158. Full description at Econpapers \|\| Download paper	25
31	2017	Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161. Full description at Econpapers \|\| Download paper	23
32	2007	Disruption management in passenger railway transportation.. (2007). Huisman, Dennis ; Nielsen, M. N. ; Kroon, L. G. ; Jespersen-Groth, J. ; Clausen, J. ; Maroti, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:8527. Full description at Econpapers \|\| Download paper	23
33	2012	Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32528. Full description at Econpapers \|\| Download paper	22
34	2018	Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056. Full description at Econpapers \|\| Download paper	22
35	2018	Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:111615. Full description at Econpapers \|\| Download paper	22
36	1999	Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation. (1999). Ooms, Marius ; Doornik, Jurgen. In: Econometric Institute Research Papers. RePEc:ems:eureir:1619. Full description at Econpapers \|\| Download paper	21
37		Testing for changes in volatility in heteroskedastic time series - a further examination. (2004). van Dijk, Dick ; De Pooter, Michiel ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1627. Full description at Econpapers \|\| Download paper	21
38		The new Dutch timetable: The OR revolution. (2008). Huisman, Dennis ; Ybema, R. ; FISCHETTI, M. ; Kroon, L. G. ; Maroti, G. ; Fioole, P-J., ; Abbink, E. J. W., ; Steenbeek, A. ; Schrijver, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13767. Full description at Econpapers \|\| Download paper	21
39		Delay Management with Re-Routing of Passengers. (2010). Huisman, Dennis ; Schmidt, M. ; Dollevoet, T. A. B., ; Schobel, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:19445. Full description at Econpapers \|\| Download paper	21
40	2000	Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; TerÃ¤svirta, Timo ; Franses, Philip Hans ; van Dijk, D. J. C., ; TERaSVIRTA, T. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1656. Full description at Econpapers \|\| Download paper	21
41	2011	Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). PÃ©rez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, T. ; McAleer, M. J. ; Jimenez-Martin, J-A., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22807. Full description at Econpapers \|\| Download paper	20
42	2003	Multiple-Depot Integrated Vehicle and Crew Scheduling. (2003). Huisman, Dennis ; Wagelmans, A. P. M., ; Freling, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1684. Full description at Econpapers \|\| Download paper	20
43	2003	Forecasting industrial production with linear, nonlinear, and structural change models. (2003). van Dijk, Dick ; Siliverstovs, Boriss ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1716. Full description at Econpapers \|\| Download paper	20
44	2019	What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). . In: Econometric Institute Research Papers. RePEc:ems:eureir:115611. Full description at Econpapers \|\| Download paper	19
45	2008	Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). van Dijk, Herman ; Segers, Rene ; Ravazzolo, Francesco ; De Pooter, Michiel. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055. Full description at Econpapers \|\| Download paper	19
46	2000	Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657. Full description at Econpapers \|\| Download paper	19
47	2008	Column generation with dynamic duty selection for railway crew rescheduling. (2008). Huisman, Dennis ; Desaulniers, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:14423. Full description at Econpapers \|\| Download paper	19
48	1999	On SETAR non- linearity and forecasting. (1999). Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1567. Full description at Econpapers \|\| Download paper	18
49	2010	Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940. Full description at Econpapers \|\| Download paper	18
50	2009	Real-time inflation forecasting in a changing world. (2009). Paap, Richard ; Groen, Jan ; Groen, J. J. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16709. Full description at Econpapers \|\| Download paper	18

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

#	Year	Title	Cited
1	2019	CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609. Full description at Econpapers \|\| Download paper	8
2	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; Chang, Chun-Ping ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18329. Full description at Econpapers \|\| Download paper	6
3	2016	Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. (2016). Dekker, Rommert ; Negenborn, R R ; van Riessen, B. In: Econometric Institute Research Papers. RePEc:ems:eureir:79973. Full description at Econpapers \|\| Download paper	5
4	2017	Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161. Full description at Econpapers \|\| Download paper	5
5	2019	The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614. Full description at Econpapers \|\| Download paper	5
6	2018	Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056. Full description at Econpapers \|\| Download paper	4
7	2016	Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:98648. Full description at Econpapers \|\| Download paper	4
8	2018	Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:111615. Full description at Econpapers \|\| Download paper	4
9	2017	The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). Chang, Chia-Lin ; McAleer, M J. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416. Full description at Econpapers \|\| Download paper	3
10	2014	Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, M J. In: Econometric Institute Research Papers. RePEc:ems:eureir:77759. Full description at Econpapers \|\| Download paper	3
11	2013	Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers \|\| Download paper	3
12	2019	Energy Consumption and Economic Growth: Evidence from Vietnam. (2019). Vo, Duc ; Nguyen, Minh ; Ngoc, Bui ; Bui, N H. In: Econometric Institute Research Papers. RePEc:ems:eureir:115606. Full description at Econpapers \|\| Download paper	3
13	2004	On the econometrics of the Koyck model. (2004). Franses, Philip Hans ; van Oest, R. D. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1190. Full description at Econpapers \|\| Download paper	2
14	2019	Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan. (2019). Watkins, Clinton ; Nakamura, T. In: Econometric Institute Research Papers. RePEc:ems:eureir:115610. Full description at Econpapers \|\| Download paper	2
15	2003	Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models. (2003). Groenen, Patrick ; Giaquinto, P. ; Kiers, H. A. L., ; Groenen, P. J. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1700. Full description at Econpapers \|\| Download paper	2
16	2014	Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50641. Full description at Econpapers \|\| Download paper	2
17	2017	Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576. Full description at Econpapers \|\| Download paper	2
18	2006	A reconsideration of the Angrist-Krueger analysis on returns to education. (2006). van Dijk, Herman ; Hoogerheide, L. F.. In: Econometric Institute Research Papers. RePEc:ems:eureir:7888. Full description at Econpapers \|\| Download paper	2
19	1994	A deep cut ellipsoid algorithm for convex programming. (1994). Zhang, S. ; Gromicho, J. A. S., ; Frenk, J. B. G., . In: Econometric Institute Research Papers. RePEc:ems:eureir:11633. Full description at Econpapers \|\| Download paper	2
20	2007	Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan. (2007). van Dijk, Herman ; Strachan, Rodney. In: Econometric Institute Research Papers. RePEc:ems:eureir:9303. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Sustainability / MDPI	76	30
2	JRFM / MDPI	29	21
3	Journal of Econometrics / Elsevier	239	16
4	Mathematics / MDPI	21	15
5	Papers / arXiv.org	98	13
6	European Journal of Operational Research / Elsevier	140	12
7	Finance Research Letters / Elsevier	92	11
8	Resources Policy / Elsevier	90	11
9	Energies / MDPI	60	10
10	MPRA Paper / University Library of Munich, Germany	138	10
11	Reliability Engineering and System Safety / Elsevier	62	10