Foundations and Trends(R) in Econometrics / now publishers
Citation Profile [Updated: 2026-07-12 16:53:14]
5 Years H Index
15
Impact Factor (IF)
0.6
5 Years IF
1
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 | |
| 2007 | 0 | 0.44 | 3 | 0 | 2 | 2 | 193 | 3 | 8 | 0 | 0 | 0 | 3 | 1.5 | 0.2 | |||
| 2008 | 2.5 | 0.47 | 1.4 | 2.5 | 3 | 5 | 423 | 7 | 15 | 2 | 5 | 2 | 5 | 0 | 2 | 0.67 | 0.22 | |
| 2010 | 3.33 | 0.46 | 3.14 | 3.6 | 2 | 7 | 531 | 20 | 53 | 3 | 10 | 5 | 18 | 0 | 2 | 1 | 0.2 | |
| 2011 | 5.5 | 0.5 | 4.11 | 5.14 | 2 | 9 | 329 | 37 | 90 | 2 | 11 | 7 | 36 | 0 | 1 | 0.5 | 0.23 | |
| 2012 | 6.5 | 0.5 | 6.09 | 7.22 | 2 | 11 | 20 | 67 | 157 | 4 | 26 | 9 | 65 | 0 | 1 | 0.5 | 0.21 | |
| 2013 | 1 | 0.53 | 7.13 | 10.22 | 4 | 15 | 98 | 106 | 264 | 4 | 4 | 9 | 92 | 0 | 5 | 1.25 | 0.23 | |
| 2014 | 2.17 | 0.52 | 6.72 | 6.5 | 3 | 18 | 146 | 120 | 385 | 6 | 13 | 10 | 65 | 0 | 1 | 0.33 | 0.22 | |
| 2015 | 2.57 | 0.52 | 7.21 | 6.38 | 1 | 19 | 25 | 137 | 522 | 7 | 18 | 13 | 83 | 0 | 0 | 0.21 | ||
| 2016 | 1.75 | 0.49 | 5.95 | 3.92 | 1 | 20 | 8 | 119 | 641 | 4 | 7 | 12 | 47 | 0 | 0 | 0.2 | ||
| 2017 | 3 | 0.51 | 7.05 | 2.36 | 1 | 21 | 3 | 148 | 789 | 2 | 6 | 11 | 26 | 0 | 0 | 0.2 | ||
| 2018 | 2 | 0.52 | 5.77 | 3.4 | 1 | 22 | 9 | 127 | 916 | 2 | 4 | 10 | 34 | 0 | 0 | 0.22 | ||
| 2019 | 0.5 | 0.53 | 6.09 | 3.14 | 1 | 23 | 66 | 140 | 1056 | 2 | 1 | 7 | 22 | 0 | 7 | 7 | 0.21 | |
| 2020 | 7 | 0.63 | 6.88 | 5.4 | 1 | 24 | 19 | 165 | 1221 | 2 | 14 | 5 | 27 | 0 | 0 | 0.3 | ||
| 2021 | 9.5 | 0.72 | 5.73 | 4.2 | 2 | 26 | 3 | 149 | 1370 | 2 | 19 | 5 | 21 | 0 | 0 | 0.26 | ||
| 2022 | 1.67 | 0.71 | 4.72 | 1.67 | 3 | 29 | 34 | 137 | 1507 | 3 | 5 | 6 | 10 | 0 | 1 | 0.33 | 0.21 | |
| 2023 | 3 | 0.66 | 4.65 | 4.5 | 2 | 31 | 3 | 144 | 1651 | 5 | 15 | 8 | 36 | 0 | 0 | 0.19 | ||
| 2024 | 2.2 | 0.7 | 3.26 | 2.67 | 3 | 34 | 0 | 111 | 1762 | 5 | 11 | 9 | 24 | 0 | 0 | 0.2 |
| 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 | 2010 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2010). Koop, Gary ; Korobilis, Dimitris. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000013. Full description at Econpapers || Download paper | 528 |
| 2 | 2011 | The Estimation of Causal Effects by Difference-in-Difference Methods. (2011). Lechner, Michael. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000014. Full description at Econpapers || Download paper | 323 |
| 3 | 2008 | Large Dimensional Factor Analysis. (2008). Ng, Serena ; Bai, Jushan. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000002. Full description at Econpapers || Download paper | 250 |
| 4 | 2007 | Copula Modeling: An Introduction for Practitioners. (2007). Zimmer, David ; Trivedi, Pravin. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000005. Full description at Econpapers || Download paper | 159 |
| 5 | 2008 | Nonparametric Econometrics: A Primer. (2008). Racine, Jeffrey. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000009. Full description at Econpapers || Download paper | 152 |
| 6 | 2014 | Efficiency Analysis: A Primer on Recent Advances. (2014). Parmeter, Christopher ; Kumbhakar, Subal. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000023. Full description at Econpapers || Download paper | 107 |
| 7 | 2019 | Foundations of Stated Preference Elicitation: Consumer Behavior and Choice-based Conjoint Analysis. (2019). Train, Kenneth ; Ben-Akiva, Moshe ; McFadden, Daniel. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000036. Full description at Econpapers || Download paper | 67 |
| 8 | 2013 | Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Wilson, Paul ; Simar, Leopold. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000020. Full description at Econpapers || Download paper | 64 |
| 9 | 2007 | Functional Form and Heterogeneity in Models for Count Data. (2007). Greene, William. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000008. Full description at Econpapers || Download paper | 35 |
| 10 | 2014 | The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models. (2014). Bhat, Chandra R.. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000022. Full description at Econpapers || Download paper | 26 |
| 11 | 2015 | Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences. (2015). Barnett, William ; Chen, Guo. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000026. Full description at Econpapers || Download paper | 26 |
| 12 | 2013 | Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms. (2013). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000018. Full description at Econpapers || Download paper | 24 |
| 13 | 2008 | Information and Entropy Econometrics ââ¬â A Review and Synthesis. (2008). Golan, Amos. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000004. Full description at Econpapers || Download paper | 22 |
| 14 | 2020 | Climate Econometrics: An Overview. (2020). Hendry, David ; Castle, Jennifer. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000037. Full description at Econpapers || Download paper | 20 |
| 15 | 2012 | Monte Carlo Simulation for Econometricians. (2012). Kiviet, Jan. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000011. Full description at Econpapers || Download paper | 16 |
| 16 | 2022 | Bayesian Approaches to Shrinkage and Sparse Estimation. (2022). Shimizu, Kenichi ; Korobilis, Dimitris. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000041. Full description at Econpapers || Download paper | 15 |
| 17 | 2014 | Choosing the More Likely Hypothesis. (2014). Startz, Richard. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000028. Full description at Econpapers || Download paper | 14 |
| 18 | 2022 | Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components. (2022). Ruiz, Esther ; Poncela, Pilar. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000039. Full description at Econpapers || Download paper | 11 |
| 19 | 2018 | Structural Econometrics of Auctions: A Review. (2018). Paarsch, Harry ; Nekipelov, Denis ; Hubbard, Timothy ; Gentry, Matthew L. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000031. Full description at Econpapers || Download paper | 10 |
| 20 | 2016 | Spatial Econometrics: A Broad View. (2016). arbia, giuseppe. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000030. Full description at Econpapers || Download paper | 9 |
| 21 | 2022 | Quantile Methods for Stochastic Frontier Analysis. (2022). Papadopoulos, Alecos ; Parmeter, Christopher. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000042. Full description at Econpapers || Download paper | 9 |
| 22 | 2011 | Estimation of Spatial Panels. (2011). Yu, Jihai ; Lee, Lung-Fei. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000015. Full description at Econpapers || Download paper | 7 |
| 23 | 2013 | Semiparametric Efficiency Bounds for Microeconometric Models: A Survey. (2013). Tripathi, Gautam ; Severini, Thomas A.. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000019. Full description at Econpapers || Download paper | 6 |
| 24 | 2013 | Inference in the Presence of Weak Instruments: A Selected Survey. (2013). Skeels, Christopher ; Poskitt, Donald. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000017. Full description at Econpapers || Download paper | 5 |
| 25 | 2012 | Collective Household Consumption Behavior: Revealed Preference Analysis. (2012). Vermeulen, Frederic ; De Rock, Bram ; Cherchye, Laurens. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000016. Full description at Econpapers || Download paper | 5 |
| 26 | 2017 | Data Visualization and Health Econometrics. (2017). Jones, Andrew. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000033. Full description at Econpapers || Download paper | 4 |
| 27 | 2023 | A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet G ; Johansson, Kasper. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000047. Full description at Econpapers || Download paper | 4 |
| 28 | 2010 | Dealing with Endogeneity in Regression Models with Dynamic Coefficients. (2010). Kim, Chang-Jin ; Chang-Jin, Kim. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000010. Full description at Econpapers || Download paper | 4 |
| 29 | 2021 | Experimetrics: A Survey. (2021). Moffatt, Peter. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000035. Full description at Econpapers || Download paper | 3 |
| 30 | 2021 | Performance Analysis: Economic Foundations and Trends. (2021). Zelenyuk, Valentin. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000034. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2010 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2010). Koop, Gary ; Korobilis, Dimitris. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000013. Full description at Econpapers || Download paper | 60 |
| 2 | 2011 | The Estimation of Causal Effects by Difference-in-Difference Methods. (2011). Lechner, Michael. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000014. Full description at Econpapers || Download paper | 54 |
| 3 | 2008 | Large Dimensional Factor Analysis. (2008). Ng, Serena ; Bai, Jushan. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000002. Full description at Econpapers || Download paper | 24 |
| 4 | 2007 | Copula Modeling: An Introduction for Practitioners. (2007). Zimmer, David ; Trivedi, Pravin. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000005. Full description at Econpapers || Download paper | 16 |
| 5 | 2019 | Foundations of Stated Preference Elicitation: Consumer Behavior and Choice-based Conjoint Analysis. (2019). Train, Kenneth ; Ben-Akiva, Moshe ; McFadden, Daniel. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000036. Full description at Econpapers || Download paper | 11 |
| 6 | 2022 | Bayesian Approaches to Shrinkage and Sparse Estimation. (2022). Shimizu, Kenichi ; Korobilis, Dimitris. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000041. Full description at Econpapers || Download paper | 8 |
| 7 | 2022 | Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components. (2022). Ruiz, Esther ; Poncela, Pilar. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000039. Full description at Econpapers || Download paper | 8 |
| 8 | 2020 | Climate Econometrics: An Overview. (2020). Hendry, David ; Castle, Jennifer. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000037. Full description at Econpapers || Download paper | 8 |
| 9 | 2013 | Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Wilson, Paul ; Simar, Leopold. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000020. Full description at Econpapers || Download paper | 7 |
| 10 | 2014 | Efficiency Analysis: A Primer on Recent Advances. (2014). Parmeter, Christopher ; Kumbhakar, Subal. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000023. Full description at Econpapers || Download paper | 7 |
| 11 | 2014 | The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models. (2014). Bhat, Chandra R.. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000022. Full description at Econpapers || Download paper | 6 |
| 12 | 2022 | Quantile Methods for Stochastic Frontier Analysis. (2022). Papadopoulos, Alecos ; Parmeter, Christopher. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000042. Full description at Econpapers || Download paper | 6 |
| 13 | 2007 | Functional Form and Heterogeneity in Models for Count Data. (2007). Greene, William. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000008. Full description at Econpapers || Download paper | 4 |
| 14 | 2023 | A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet G ; Johansson, Kasper. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000047. Full description at Econpapers || Download paper | 4 |
| 15 | 2008 | Nonparametric Econometrics: A Primer. (2008). Racine, Jeffrey. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000009. Full description at Econpapers || Download paper | 4 |
| 16 | 2018 | Structural Econometrics of Auctions: A Review. (2018). Paarsch, Harry ; Nekipelov, Denis ; Hubbard, Timothy ; Gentry, Matthew L. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000031. Full description at Econpapers || Download paper | 4 |
| 17 | 2013 | Semiparametric Efficiency Bounds for Microeconometric Models: A Survey. (2013). Tripathi, Gautam ; Severini, Thomas A.. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000019. Full description at Econpapers || Download paper | 2 |
| 18 | 2014 | Choosing the More Likely Hypothesis. (2014). Startz, Richard. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000028. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 3
| Year | Title | |
|---|---|---|
| 2025 | A Markowitz approach to managing a dynamic basket of moving-band statistical arbitrages. (2025). Boyd, Stephen ; Johansson, Kasper ; Schmelzer, Thomas. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00405-3. Full description at Econpapers || Download paper | |
| 2025 | VAR Models with an Index Structure: A Survey with New Results. (2025). Cubadda, Gianluca. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:4:p:40-:d:1777016. Full description at Econpapers || Download paper | |
| 2025 | Relative arbitrage problem under eigenvalue lower bounds. (2025). Shkolnikov, Mykhaylo ; Soner, Mete H ; Lai, Jou-Hua. In: Papers. RePEc:arx:papers:2512.17702. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document |
|---|
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Dynamic Model of Enterprise Revenue Management Based on the SFA Model. (2022). Mitsel, Artur ; Vazhdaev, Andrey ; Sidorov, Anatoly ; Alimhanova, Aliya. In: Mathematics. RePEc:gam:jmathe:v:11:y:2022:i:1:p:211-:d:1021419. Full description at Econpapers || Download paper |
10 most frequent citing series