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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Econometrics / EconWPA

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Impact Factor

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5-Years IF

24

5-Years H index

[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 IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.15528001 (3.6%)0.05
19940.11111660.3850551 (2%)50.450.05
19950.380.150.381935130.3771166166 (%)50.260.1
19960.30.190.264176250.3327030935911 (4.1%)130.320.09
19970.170.20.261187260.3179601076206 (3.4%)50.450.08
19980.120.210.141097160.166952687123 (4.3%)0.12
19990.570.270.3510107360.3490211292325 (5.6%)0.15
20000.450.360.419116410.35772099137 (%)0.14
20010.470.360.425141490.3529019981322 (%)40.160.17
20020.210.370.5123164690.4214434765337 (4.9%)60.260.18
20030.480.390.74652291320.58239482377578 (3.3%)140.220.18
20040.340.410.471043331690.5145888301326213 (2.8%)320.310.18
20050.410.430.471664992340.47445169702261078 (1.8%)350.210.22
20060.360.450.4315002580.5227096383166 (%)0.19
20070.20.380.285001980.416734359101 (%)0.17
20080.380.295001810.36133697 (%)0.17
20090.350.245001630.33027164 (%)0.17
20100.320.295001510.3016749 (%)0.15
20110.415001650.3301 (%)0.2
20120.465001790.3600 (%)0.21
20130.495001570.3100 (%)0.22
20140.565001590.3200 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in 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: 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:

[Click on heading to sort table]

YearTitleCited
2001Model uncertainty in cross-country growth regressions. (2001). Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003.

Full description at Econpapers || Download paper

196
2001Model uncertainty in cross-country growth regressions. (2001). Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002.

Full description at Econpapers || Download paper

176
1997A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). . In: Econometrics. RePEc:wpa:wuwpem:9711002.

Full description at Econpapers || Download paper

121
2004Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005.

Full description at Econpapers || Download paper

93
2005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004.

Full description at Econpapers || Download paper

61
2004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Amihud, Yakov . In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

58
1996Real and Spurious Long Memory Properties of Stock Market Data. (1996). Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004.

Full description at Econpapers || Download paper

54
2002Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). . In: Econometrics. RePEc:wpa:wuwpem:0206006.

Full description at Econpapers || Download paper

52
1999Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). . In: Econometrics. RePEc:wpa:wuwpem:9902001.

Full description at Econpapers || Download paper

51
2003Tests of Conditional Predictive Ability. (2003). . In: Econometrics. RePEc:wpa:wuwpem:0308001.

Full description at Econpapers || Download paper

49
1996Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9602009.

Full description at Econpapers || Download paper

49
2005Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0508018.

Full description at Econpapers || Download paper

48
2000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). Baulch, Bob . In: Econometrics. RePEc:wpa:wuwpem:0004003.

Full description at Econpapers || Download paper

48
2002The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). . In: Econometrics. RePEc:wpa:wuwpem:0207002.

Full description at Econpapers || Download paper

45
1996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9603001.

Full description at Econpapers || Download paper

42
2005Estimating the Underground Economy using MIMIC Models. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

36
2001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Huber, Joel . In: Econometrics. RePEc:wpa:wuwpem:0012003.

Full description at Econpapers || Download paper

34
2004Non-stationarities in stock returns. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0411016.

Full description at Econpapers || Download paper

33
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

30
2004Characterising the Business Cycle for Accession Countries. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0403006.

Full description at Econpapers || Download paper

27
1999Benchmark Priors for Bayesian Model Averaging. (1999). Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001.

Full description at Econpapers || Download paper

27
1994Using Expectations Data to Study Subjective Income Expectations. (1994). . In: Econometrics. RePEc:wpa:wuwpem:9411003.

Full description at Econpapers || Download paper

25
2000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). . In: Econometrics. RePEc:wpa:wuwpem:0004001.

Full description at Econpapers || Download paper

24
2003Central regions and dependency. (2003). . In: Econometrics. RePEc:wpa:wuwpem:0309004.

Full description at Econpapers || Download paper

23
1995Unit Root Tests and the Burden of Proof. (1995). . In: Econometrics. RePEc:wpa:wuwpem:9502005.

Full description at Econpapers || Download paper

22
1993SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA. (1993). Markatou, Marianthi . In: Econometrics. RePEc:wpa:wuwpem:9309001.

Full description at Econpapers || Download paper

21
1996A Mixture Model of Willingness to Pay Distributions. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

21
2005Modeling electricity prices with regime switching models. (2005). Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005.

Full description at Econpapers || Download paper

21
1997Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter. (1997). Jensen, Mark J.. In: Econometrics. RePEc:wpa:wuwpem:9710002.

Full description at Econpapers || Download paper

21
1995Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). . In: Econometrics. RePEc:wpa:wuwpem:9510001.

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20
2004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007.

Full description at Econpapers || Download paper

18
1996Valid Confidence Intervals and Inference in the Presence of Weak Instruments. (1996). Nelson, Charles R.. In: Econometrics. RePEc:wpa:wuwpem:9612002.

Full description at Econpapers || Download paper

18
1996Bootstrap Methods For Covariance Structures. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9610003.

Full description at Econpapers || Download paper

18
2005Bibliographic portrait of the Gini concentration ratio. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0511004.

Full description at Econpapers || Download paper

17
2004Changes of structure in financial time series and the GARCH model. (2004). Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003.

Full description at Econpapers || Download paper

16
2003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007.

Full description at Econpapers || Download paper

16
1998Cointegration and Forward and Spot Exchange Rate Regressions. (1998). . In: Econometrics. RePEc:wpa:wuwpem:9812001.

Full description at Econpapers || Download paper

16
1998Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings. (1998). Cribari-Neto, Francisco ; Jensen, Mark J.. In: Econometrics. RePEc:wpa:wuwpem:9711001.

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16
2004Semiparametric Estimation of Fractional Cointegrating Subspaces. (2004). Chen, Willa. In: Econometrics. RePEc:wpa:wuwpem:0412007.

Full description at Econpapers || Download paper

15
1996A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos. (1996). Kaplan, Daniel T. ; Gallant, Ronald A. ; Jensen, Mark J. ; Jungeilges, Jochen A.. In: Econometrics. RePEc:wpa:wuwpem:9602005.

Full description at Econpapers || Download paper

15
1998Bayesian and Classical Approaches to Instrumental Variables Regression. (1998). . In: Econometrics. RePEc:wpa:wuwpem:9812002.

Full description at Econpapers || Download paper

14
2001Lag Length Estimation in Large Dimensional Systems. (2001). . In: Econometrics. RePEc:wpa:wuwpem:0108003.

Full description at Econpapers || Download paper

14
2004Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0404005.

Full description at Econpapers || Download paper

14
2005Functional Structure and Approximation in Econometrics (book front matter). (2005). Binner, Jane . In: Econometrics. RePEc:wpa:wuwpem:0511006.

Full description at Econpapers || Download paper

14
2003Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials. (2003). Mehrez, Gil . In: Econometrics. RePEc:wpa:wuwpem:0308004.

Full description at Econpapers || Download paper

14
2005Recreation Demand Analysis under Truncation, Overdispersion, and Endogenous Stratification: An Application to Gros Morne National Park. (2005). Amoako-Tuffour, Joe . In: Econometrics. RePEc:wpa:wuwpem:0511007.

Full description at Econpapers || Download paper

13
1996Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9603003.

Full description at Econpapers || Download paper

13
2004On the Estimation of Nonlinearly Aggregated Mixed Models. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0411012.

Full description at Econpapers || Download paper

12
1997A Monte Carlo Comparison of Tests for Cointegration in Panel Data. (1997). . In: Econometrics. RePEc:wpa:wuwpem:9712002.

Full description at Econpapers || Download paper

12

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2001Model uncertainty in cross-country growth regressions. (2001). Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003.

Full description at Econpapers || Download paper

77
2001Model uncertainty in cross-country growth regressions. (2001). Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002.

Full description at Econpapers || Download paper

77
2005Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004.

Full description at Econpapers || Download paper

29
2004Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005.

Full description at Econpapers || Download paper

19
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001.

Full description at Econpapers || Download paper

15
2004Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Amihud, Yakov . In: Econometrics. RePEc:wpa:wuwpem:0412008.

Full description at Econpapers || Download paper

13
2002The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). . In: Econometrics. RePEc:wpa:wuwpem:0207002.

Full description at Econpapers || Download paper

10
2003Central regions and dependency. (2003). . In: Econometrics. RePEc:wpa:wuwpem:0309004.

Full description at Econpapers || Download paper

8
2000Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). Baulch, Bob . In: Econometrics. RePEc:wpa:wuwpem:0004003.

Full description at Econpapers || Download paper

7
1996Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9603001.

Full description at Econpapers || Download paper

7
2004Characterising the Business Cycle for Accession Countries. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0403006.

Full description at Econpapers || Download paper

7
1996Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9603003.

Full description at Econpapers || Download paper

7
2005Estimating the Underground Economy using MIMIC Models. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0507003.

Full description at Econpapers || Download paper

7
2001On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Huber, Joel . In: Econometrics. RePEc:wpa:wuwpem:0012003.

Full description at Econpapers || Download paper

5
1996A Mixture Model of Willingness to Pay Distributions. (1996). . In: Econometrics. RePEc:wpa:wuwpem:9611002.

Full description at Econpapers || Download paper

5
2004Simulation-based estimation of peer effects. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0408002.

Full description at Econpapers || Download paper

5
2005An intuitive guide to wavelets for economists. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0503017.

Full description at Econpapers || Download paper

4
2004Detecting Turning Points with Many Predictors through Hidden Markov Models. (2004). Saint-Martin, David. In: Econometrics. RePEc:wpa:wuwpem:0407001.

Full description at Econpapers || Download paper

4
2004Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0404005.

Full description at Econpapers || Download paper

4
2003On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). . In: Econometrics. RePEc:wpa:wuwpem:0211003.

Full description at Econpapers || Download paper

3
2000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). . In: Econometrics. RePEc:wpa:wuwpem:0004001.

Full description at Econpapers || Download paper

3
2004On the Estimation of Nonlinearly Aggregated Mixed Models. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0411012.

Full description at Econpapers || Download paper

3
2005Modeling electricity prices with regime switching models. (2005). Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005.

Full description at Econpapers || Download paper

3
2005Recreation Demand Analysis under Truncation, Overdispersion, and Endogenous Stratification: An Application to Gros Morne National Park. (2005). Amoako-Tuffour, Joe . In: Econometrics. RePEc:wpa:wuwpem:0511007.

Full description at Econpapers || Download paper

3
2005Sound and Fury: McCloskey and Significance Testing in Economics. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0511018.

Full description at Econpapers || Download paper

3
2004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007.

Full description at Econpapers || Download paper

3
1997A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). . In: Econometrics. RePEc:wpa:wuwpem:9711002.

Full description at Econpapers || Download paper

3
2004Non-stationarities in stock returns. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0411016.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

3
2003International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). . In: Econometrics. RePEc:wpa:wuwpem:0302001.

Full description at Econpapers || Download paper

3
2004DATA-DRIVEN RATE-OPTIMAL SPECIFICATION TESTING IN REGRESSION MODELS. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0411008.

Full description at Econpapers || Download paper

3
2005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Misiorek, Adam . In: Econometrics. RePEc:wpa:wuwpem:0504001.

Full description at Econpapers || Download paper

3
2003Dating the Italian Business Cycle: A Comparison of Procedures. (2003). . In: Econometrics. RePEc:wpa:wuwpem:0312003.

Full description at Econpapers || Download paper

3
2005A fresh look at the topical interest of the Gini concentration ratio. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0511005.

Full description at Econpapers || Download paper

2
2005Bibliographic portrait of the Gini concentration ratio. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0511004.

Full description at Econpapers || Download paper

2
2004Changes of structure in financial time series and the GARCH model. (2004). Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003.

Full description at Econpapers || Download paper

2
2003Rank Test Based On Matrix Perturbation Theory. (2003). Ratsimalahelo, Zaka . In: Econometrics. RePEc:wpa:wuwpem:0306008.

Full description at Econpapers || Download paper

2
2005Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0508018.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2
2005Nonlinearity, Nonstationarity and Spurious Forecasts. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0503002.

Full description at Econpapers || Download paper

2
2003Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). . In: Econometrics. RePEc:wpa:wuwpem:0307004.

Full description at Econpapers || Download paper

2
2005A look at the Bonferroni inequality measure in a reliability framework. (2005). Crescenzi, Michele. In: Econometrics. RePEc:wpa:wuwpem:0507004.

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2
2005Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?. (2005). Nord, Tomas . In: Econometrics. RePEc:wpa:wuwpem:0508003.

Full description at Econpapers || Download paper

2
2005Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0508017.

Full description at Econpapers || Download paper

2
2005What causes the forecasting failure of Markov-Switching models? A Monte Carlo study. (2005). Bouabdallah, Othman . In: Econometrics. RePEc:wpa:wuwpem:0503018.

Full description at Econpapers || Download paper

2
1994Using Expectations Data to Study Subjective Income Expectations. (1994). . In: Econometrics. RePEc:wpa:wuwpem:9411003.

Full description at Econpapers || Download paper

2
2005Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited. (2005). . In: Econometrics. RePEc:wpa:wuwpem:0503016.

Full description at Econpapers || Download paper

2
2004A Constructive Representation of Univariate Skewed Distributions. (2004). . In: Econometrics. RePEc:wpa:wuwpem:0403002.

Full description at Econpapers || Download paper

2
2003Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials. (2003). Mehrez, Gil . In: Econometrics. RePEc:wpa:wuwpem:0308004.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.