Citation analysis for Journal of Time Series Analysis / Wiley Blackwell

Journal of Time Series Analysis / Wiley Blackwell

0.42

Impact Factor

0.4

5-Years IF

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
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0				0		0		(%)			0.05
1994		0.11			0				0		0		(%)			0.05
1995		0.2		6	6			20	0		0		(%)			0.07
1996		0.23			6				6		6		(%)			0.09
1997	0.17	0.27	0.17		6	1	0.17		6	1	6	1	(%)			0.09
1998		0.29			6				0		6		(%)			0.1
1999		0.32	0.17		6	2	0.33		0		6	1	(%)			0.13
2000		0.4	0.5		6	6	1		0		6	3	(%)			0.15
2001		0.4			6	4	0.67		0		0		(%)			0.15
2002		0.42			6	13	2.17		0		0		(%)			0.18
2003		0.44		43	49	18	0.37	418	0		0		(%)	13	0.3	0.19
2004	0.47	0.49	0.47	51	100	35	0.35	328	43	20	43	20	1 (%)	8	0.16	0.2
2005	0.35	0.53	0.35	41	141	48	0.34	216	94	33	94	33	(%)	8	0.2	0.21
2006	0.52	0.51	0.64	46	187	102	0.55	437	92	48	135	87	2 (%)	9	0.2	0.2
2007	0.33	0.45	0.43	42	229	90	0.39	204	87	29	181	77	(%)	3	0.07	0.18
2008	0.59	0.48	0.6	54	283	151	0.53	296	88	52	223	133	1 (%)	8	0.15	0.2
2009	0.49	0.47	0.53	34	317	166	0.52	147	96	47	234	124	(%)	7	0.21	0.19
2010	0.36	0.45	0.42	43	360	149	0.41	172	88	32	217	91	(%)	6	0.14	0.16
2011	0.51	0.52	0.57	57	417	195	0.47	94	77	39	219	124	(%)	1	0.02	0.2
2012	0.41	0.55	0.44	74	491	254	0.52	94	100	41	230	101	(%)	3	0.04	0.2
2013	0.26	0.62	0.44	57	548	277	0.51	148	131	34	262	115	(%)	9	0.16	0.22
2014	0.37	0.64	0.37	38	586	300	0.51	58	131	49	265	99	(%)	3	0.08	0.21
2015	0.61	0.69	0.44	51	637	316	0.5	35	95	58	269	118	(%)	9	0.18	0.22
2016	0.42	0.85	0.4	49	686	314	0.46	16	89	37	277	112	(%)	2	0.04	0.26

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:

#	Year	Title	Cited
1	2006	A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers \|\| Download paper	107
2	2008	Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers \|\| Download paper	96
3	2003	A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400. Full description at Econpapers \|\| Download paper	81
4	2013	Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers \|\| Download paper	70
5	2005	Unit-root testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers \|\| Download paper	53
6	2004	A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar ; Granger, Clive. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669. Full description at Econpapers \|\| Download paper	51
7	2003	ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252. Full description at Econpapers \|\| Download paper	50
8	2003	Gaussian Semi-parametric Estimation of Fractional Cointegration. (2003). Velasco, Carlos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378. Full description at Econpapers \|\| Download paper	49
9	2010	A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers \|\| Download paper	47
10	2003	SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES. (2003). RodrÃÂguez, Gabriel ; Perron, Pierre ; Rodrguez, Gabriel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220*. Full description at Econpapers \|\| Download paper	44
11	2007	Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497. Full description at Econpapers \|\| Download paper	40
12	2004	Asymmetric adjustment and smooth transitions: a combination of some unit root tests. (2004). Sollis, Robert. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:3:p:409-417. Full description at Econpapers \|\| Download paper	36
13	2003	Testing for Linear Trend with Application to Relative Primary Commodity Prices. (2003). Pfaffenzeller, Stephan ; Kim, Tae-Hwan ; Newbold, Paul ; Rayner, Tony . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551. Full description at Econpapers \|\| Download paper	33
14	2006	Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching. (2006). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766. Full description at Econpapers \|\| Download paper	32
15	2007	CUSUM of Squares-Based Tests for a Change in Persistence. (2007). Taylor, Robert ; Kim, Tae-Hwan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433. Full description at Econpapers \|\| Download paper	31
16	2006	Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60. Full description at Econpapers \|\| Download paper	31
17	2006	Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers \|\| Download paper	30
18	2004	Bootstrap predictive inference for ARIMA processes. (2004). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:4:p:449-465. Full description at Econpapers \|\| Download paper	26
19	2008	Bootstrap Unit-Root Tests: Comparison and Extensions. (2008). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401. Full description at Econpapers \|\| Download paper	25
20	2006	Inference in Autoregression under Heteroskedasticity. (2006). Xu, Ke-Li ; Phillips, Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308. Full description at Econpapers \|\| Download paper	24
21		Consistent estimation of the memory parameter for nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:211-251. Full description at Econpapers \|\| Download paper	24
22	2009	A parametric estimation method for dynamic factor models of large dimensions. (2009). Marcellino, Massimiliano ; Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:2:p:208-238. Full description at Econpapers \|\| Download paper	23
23	2009	Testing for a break in persistence under long-range dependencies. (2009). Sibbertsen, Philipp ; Kruse, Robinson. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285. Full description at Econpapers \|\| Download paper	23
24	2006	Structural Laplace Transform and Compound Autoregressive Models. (2006). Jasiak, Joann ; gourieroux, christian ; darolles, serge. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:477-503. Full description at Econpapers \|\| Download paper	22
25	2003	Filtering and smoothing of state vector for diffuse state-space models. (2003). Koopman, Siem Jan ; Durbin, J.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:85-98. Full description at Econpapers \|\| Download paper	21
26	2005	Examination of Some More Powerful Modifications of the Dickey-Fuller Test. (2005). Kim, Tae-Hwan ; Newbold, Paul . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369. Full description at Econpapers \|\| Download paper	20
27	2004	On the Autocorrelation Properties of Long-Memory GARCH Processes. (2004). Sola, Martin ; Psaradakis, Zacharias ; Karanasos, Menelaos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282. Full description at Econpapers \|\| Download paper	19
28	2006	Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers. (2006). Escribano, Alvaro ; Sipols, Ana E. ; Aparicio, Felipe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576. Full description at Econpapers \|\| Download paper	17
29	2004	Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models. (2004). Jensen, Mark. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:6:p:895-922. Full description at Econpapers \|\| Download paper	17
30	2008	Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility. (2008). Taylor, Robert ; Cavaliere, Giuseppe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:300-330. Full description at Econpapers \|\| Download paper	17
31	2004	Analysis of low count time series data by poisson autoregression. (2004). McCabe, Brendan ; B . P. M. McCabe, ; Freeland, R. K. ; B. P. M. McCabe, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722. Full description at Econpapers \|\| Download paper	17
32	1995	SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES. (1995). Marmol, Francesc . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:3:p:313-321. Full description at Econpapers \|\| Download paper	16
33	2007	Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series. (2007). Brockwell, Anthony ; Srivastava, Sanjay ; Mihaela Şerban, ; Lehoczky, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:763-782. Full description at Econpapers \|\| Download paper	16
34	2003	Bootstrapping unit root tests for integrated processes. (2003). RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:1:p:99-126. Full description at Econpapers \|\| Download paper	16
35	2006	Properties of higher order stochastic cycles. (2006). Trimbur, Thomas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:1-17. Full description at Econpapers \|\| Download paper	16
36	2012	The averaged periodogram estimator for a power law in coherency. (2012). Sela, Rebecca ; Hurvich, Clifford. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:2:p:340-363. Full description at Econpapers \|\| Download paper	16
37	2013	Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16. Full description at Econpapers \|\| Download paper	15
38	2010	Local Whittle estimation of the memory parameter in presence of deterministic components. (2010). Iacone, Fabrizio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:1:p:37-49. Full description at Econpapers \|\| Download paper	15
39	2006	Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series. (2006). Brockwell, Peter J. ; Yao, Qiwei . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:857-875. Full description at Econpapers \|\| Download paper	15
40	2014	A FAST FRACTIONAL DIFFERENCE ALGORITHM. (2014). Nielsen, Morten ; Noack, Andreas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:5:p:428-436. Full description at Econpapers \|\| Download paper	14
41	2008	Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2008). Poskitt, Donald. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:224-250. Full description at Econpapers \|\| Download paper	14
42	2010	ADL tests for threshold cointegration. (2010). Li, Jing ; Lee, Junsoo. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:4:p:241-254. Full description at Econpapers \|\| Download paper	14
43	2008	Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break. (2008). Trenkler, Carsten ; Saikkonen, Pentti ; LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:331-358. Full description at Econpapers \|\| Download paper	14
44	2008	Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators. (2008). Vogelsang, Timothy ; Hashimzade, Nigar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162. Full description at Econpapers \|\| Download paper	14
45	2006	Tests for Long-Run Granger Non-Causality in Cointegrated Systems. (2006). Kurozumi, Eiji ; YAMAMOTO, Taku . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:703-723. Full description at Econpapers \|\| Download paper	14
46	2006	Spurious Regression Under Broken-Trend Stationarity. (2006). Ventosa-SantaulÃÂ ria, Daniel ; Noriega, Antonio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684. Full description at Econpapers \|\| Download paper	13
47	2007	New Improved Tests for Cointegration with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224. Full description at Econpapers \|\| Download paper	13
48	2008	Stability of nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:3:p:453-475. Full description at Econpapers \|\| Download paper	13
49	2003	Diagnostic Checking in a Flexible Nonlinear Time Series Model. (2003). Medeiros, Marcelo ; Veiga, Alvaro . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:461-482. Full description at Econpapers \|\| Download paper	13
50	2003	FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS. (2003). Harvey, Andrew ; Busetti, Fabio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:137-140. Full description at Econpapers \|\| Download paper	13

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

#	Year	Title	Cited
1	2013	Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers \|\| Download paper	61
2	2006	A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers \|\| Download paper	45
3	2008	Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers \|\| Download paper	36
4	2005	Unit-root testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers \|\| Download paper	20
5	2010	A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers \|\| Download paper	19
6	2003	ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252. Full description at Econpapers \|\| Download paper	15
7	2004	Asymmetric adjustment and smooth transitions: a combination of some unit root tests. (2004). Sollis, Robert. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:3:p:409-417. Full description at Econpapers \|\| Download paper	15
8	2014	A FAST FRACTIONAL DIFFERENCE ALGORITHM. (2014). Nielsen, Morten ; Noack, Andreas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:5:p:428-436. Full description at Econpapers \|\| Download paper	14
9	2006	Integer-Valued GARCH Process. (2006). Latour, Alain ; Ferland, Rene ; Oraichi, Driss. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers \|\| Download paper	13
10	2004	A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar ; Granger, Clive. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669. Full description at Econpapers \|\| Download paper	12
11	2007	Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497. Full description at Econpapers \|\| Download paper	12
12	2013	Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16. Full description at Econpapers \|\| Download paper	12
13	2003	A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400. Full description at Econpapers \|\| Download paper	11
14	2004	Bootstrap predictive inference for ARIMA processes. (2004). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:4:p:449-465. Full description at Econpapers \|\| Download paper	10
15	2006	Inference in Autoregression under Heteroskedasticity. (2006). Xu, Ke-Li ; Phillips, Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308. Full description at Econpapers \|\| Download paper	9
16	2010	ADL tests for threshold cointegration. (2010). Li, Jing ; Lee, Junsoo. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:4:p:241-254. Full description at Econpapers \|\| Download paper	8
17	2012	The averaged periodogram estimator for a power law in coherency. (2012). Sela, Rebecca ; Hurvich, Clifford. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:2:p:340-363. Full description at Econpapers \|\| Download paper	8
18	2005	Examination of Some More Powerful Modifications of the Dickey-Fuller Test. (2005). Kim, Tae-Hwan ; Newbold, Paul . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369. Full description at Econpapers \|\| Download paper	7
19	2006	Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching. (2006). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766. Full description at Econpapers \|\| Download paper	7
20	2008	Bootstrap Unit-Root Tests: Comparison and Extensions. (2008). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401. Full description at Econpapers \|\| Download paper	7
21	2010	Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. (2010). Politis, Dimitris N. ; McMurry, Timothy L.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:6:p:471-482. Full description at Econpapers \|\| Download paper	6
22	2010	Local Whittle estimation of the memory parameter in presence of deterministic components. (2010). Iacone, Fabrizio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:1:p:37-49. Full description at Econpapers \|\| Download paper	6
23	2011	Threshold quantile autoregressive models. (2011). Olmo, Jose ; Montes Rojas, Gabriel ; Galvao, Antonio F. ; MontesRojas, Gabriel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:3:p:253-267. Full description at Econpapers \|\| Download paper	6
24	2011	A simple test of changes in mean in the possible presence of longârange dependence. (2011). Shao, Xiaofeng. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:6:p:598-606. Full description at Econpapers \|\| Download paper	6
25	2007	CUSUM of Squares-Based Tests for a Change in Persistence. (2007). Taylor, Robert ; Kim, Tae-Hwan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433. Full description at Econpapers \|\| Download paper	6
26	2009	A parametric estimation method for dynamic factor models of large dimensions. (2009). Marcellino, Massimiliano ; Kapetanios, George . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:2:p:208-238. Full description at Econpapers \|\| Download paper	6
27	2008	Stability of nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:3:p:453-475. Full description at Econpapers \|\| Download paper	6
28	2007	New Improved Tests for Cointegration with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224. Full description at Econpapers \|\| Download paper	6
29	2009	Testing for a break in persistence under long-range dependencies. (2009). Sibbertsen, Philipp ; Kruse, Robinson. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285. Full description at Econpapers \|\| Download paper	6
30	2008	Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility. (2008). Taylor, Robert ; Cavaliere, Giuseppe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:300-330. Full description at Econpapers \|\| Download paper	6
31	2007	Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series. (2007). Brockwell, Anthony ; Srivastava, Sanjay ; Mihaela Şerban, ; Lehoczky, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:5:p:763-782. Full description at Econpapers \|\| Download paper	6
32	2012	Measuring nonlinear dependence in timeâseries, a distance correlation approach. (2012). Zhou, Zhou . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:3:p:438-457. Full description at Econpapers \|\| Download paper	6
33	2006	Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series. (2006). Brockwell, Peter J. ; Yao, Qiwei . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:857-875. Full description at Econpapers \|\| Download paper	5
34	2003	SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES. (2003). RodrÃÂguez, Gabriel ; Perron, Pierre ; Rodrguez, Gabriel . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220*. Full description at Econpapers \|\| Download paper	5
35	2009	On stationarity and ergodicity of the bilinear model with applications to GARCH models. (2009). Kristensen, Dennis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:1:p:125-144. Full description at Econpapers \|\| Download paper	5
36	2015	Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series. (2015). Miller, J. ; Ghysels, Eric . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:6:p:797-816. Full description at Econpapers \|\| Download paper	5
37	2013	CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns. (2013). Wied, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:2:p:221-229. Full description at Econpapers \|\| Download paper	5
38	2006	Estimation in Random Coefficient Autoregressive Models. (2006). Horvath, Lajos ; Aue, Alexander ; Steinebach, Josef . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:61-76. Full description at Econpapers \|\| Download paper	5
39	2011	A negative binomial integerâvalued GARCH model. (2011). Zhu, Fukang . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:1:p:54-67. Full description at Econpapers \|\| Download paper	5
40	2015	Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models. (2015). Nielsen, Morten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:2:p:154-188. Full description at Econpapers \|\| Download paper	5
41	2015	A Gaussian Mixture Autoregressive Model for Univariate Time Series. (2015). Saikkonen, Pentti ; Meitz, Mika ; Kalliovirta, Leena. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:2:p:247-266. Full description at Econpapers \|\| Download paper	5
42	2016	Poisson QMLE of Count Time Series Models. (2016). Francq, Christian ; Ahmad, Ali . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:3:p:291-314. Full description at Econpapers \|\| Download paper	4
43	2015	Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices. (2015). Kellard, Neil ; McCrorie, Roderick J ; Gilbert, Christopher L ; Figuerola-Ferretti, Isabel ; Coakley, Jerry ; Osborn, Denise . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:5:p:763-782. Full description at Econpapers \|\| Download paper	4
44	2010	Interventions in INGARCH processes. (2010). Fokianos, Konstantinos ; Fried, Roland . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:3:p:210-225. Full description at Econpapers \|\| Download paper	4
45	2013	Least tail-trimmed squares for infinite variance autoregressions. (2013). Hill, Jonathan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:2:p:168-186. Full description at Econpapers \|\| Download paper	4
46	2006	Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers. (2006). Escribano, Alvaro ; Sipols, Ana E. ; Aparicio, Felipe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:4:p:545-576. Full description at Econpapers \|\| Download paper	4
47	2008	Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break. (2008). Trenkler, Carsten ; Saikkonen, Pentti ; LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:2:p:331-358. Full description at Econpapers \|\| Download paper	4
48	2015	Vine Copula Specifications for Stationary Multivariate Markov Chains. (2015). Beare, Brendan ; Seo, Juwon . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:2:p:228-246. Full description at Econpapers \|\| Download paper	4
49	2011	Local Whittle estimation of multiâvariate fractionally integrated processes. (2011). Nielsen, Frank S.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:3:p:317-335. Full description at Econpapers \|\| Download paper	4
50	2004	Analysis of low count time series data by poisson autoregression. (2004). McCabe, Brendan ; B . P. M. McCabe, ; Freeland, R. K. ; B. P. M. McCabe, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 37:

Year	Title
2016	Testing for Granger causality with mixed frequency data. (2016). Ghysels, Eric ; Motegi, Kaiji ; Hill, Jonathan B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:207-230. Full description at Econpapers \|\| Download paper
2016	The estimation of continuous time models with mixed frequency data. (2016). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:390-404. Full description at Econpapers \|\| Download paper
2016	Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432. Full description at Econpapers \|\| Download paper
2016	Testing for Symmetry in Weakly Dependent Time Series. (2016). Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2016-18. Full description at Econpapers \|\| Download paper
2016	The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests. (2016). Chambers, Marcus. In: Economics Discussion Papers. RePEc:esx:essedp:16062. Full description at Econpapers \|\| Download paper
2016	Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael . In: CREATES Research Papers. RePEc:aah:create:2016-17. Full description at Econpapers \|\| Download paper
2016	Year Ahead Demand Forecast of City Natural Gas Using Seasonal Time Series Methods. (2016). Akpinar, Mustafa ; Yumusak, Nejat . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:9:p:727-:d:77779. Full description at Econpapers \|\| Download paper
2016	Asymptotics for parametric GARCH-in-Mean models. (2016). Conrad, Christian ; Mammen, Enno . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:319-329. Full description at Econpapers \|\| Download paper
2016	Inflation convergence in the EMU. (2016). Karavias, Yiannis ; Karanasos, M ; Arakelian, V ; Kartsaklas, A ; Koutroumpis, P. In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:241-253. Full description at Econpapers \|\| Download paper
2016	Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2016). Shibaev, Sergei ; Nielsen, Morten. In: CREATES Research Papers. RePEc:aah:create:2016-30. Full description at Econpapers \|\| Download paper
2016	Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Sollis, Robert ; Leybourne, Stephen J ; Harvey, David I ; Robert, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574. Full description at Econpapers \|\| Download paper
2016	The shine of precious metals around the global financial crisis. (2016). Figuerola-Ferretti, Isabel ; McCrorie, Roderick J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:717-738. Full description at Econpapers \|\| Download paper
2016	The oil price crash in 2014/15: Was there a (negative) financial bubble?. (2016). Fantazzini, Dean. In: Energy Policy. RePEc:eee:enepol:v:96:y:2016:i:c:p:383-396. Full description at Econpapers \|\| Download paper
2016	A unified approach to self-normalized block sampling. (2016). Zhang, Ting ; Bai, Shuyang ; Taqqu, Murad S. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:8:p:2465-2493. Full description at Econpapers \|\| Download paper
2016	Gaussian mixture vector autoregression. (2016). Saikkonen, Pentti ; Meitz, Mika ; Kalliovirta, Leena . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:485-498. Full description at Econpapers \|\| Download paper
2016	U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242. Full description at Econpapers \|\| Download paper
2016	Inference on nonstationary time series with moving mean. (2016). Robinson, Peter M ; Gao, Jiti . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:66509. Full description at Econpapers \|\| Download paper
2016	Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733. Full description at Econpapers \|\| Download paper
2016	Robust time series models with trend and seasonal components. (2016). Harvey, Andrew ; Caivano, Michele ; Luati, Alessandra . In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:7:y:2016:i:1:d:10.1007_s13209-015-0134-1. Full description at Econpapers \|\| Download paper
2016	The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. (2016). Whang, Yoon-Jae ; Oka, Tatsushi ; LINTON, OLIVER. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:251-270. Full description at Econpapers \|\| Download paper
2016	Clustering of time series using quantile autocovariances. (2016). Lafuente-Rego, Borja ; Vilar, Jose A. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:10:y:2016:i:3:d:10.1007_s11634-015-0208-8. Full description at Econpapers \|\| Download paper
2016	On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities. (2016). Hallin, Marc ; Birr, Stefan ; Volgushev, Stanislav ; Kley, Tobias ; Dette, Holger . In: Working Papers ECARES. RePEc:eca:wpaper:2013/240522. Full description at Econpapers \|\| Download paper
2016	Statistical inference in a random coefficient panel model. (2016). Horvath, Lajos ; Trapani, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:54-75. Full description at Econpapers \|\| Download paper
2016	Environmental impact assessments of hybrid photovoltaicâthermal (PV/T) systems â A review. (2016). Good, Clara . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:55:y:2016:i:c:p:234-239. Full description at Econpapers \|\| Download paper
2016	Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View towards Scenario Analysis. (2016). Lunina, Veronika. In: Working Papers. RePEc:hhs:lunewp:2016_030. Full description at Econpapers \|\| Download paper
2016	Fractionality and co-fractionality between Government Bond yields. (2016). Hungnes, HÃÂ¥vard. In: Discussion Papers. RePEc:ssb:dispap:838. Full description at Econpapers \|\| Download paper
2016	A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets. (2016). Nielsen, Morten ; Xu, KE ; Dolatabadi, Sepideh . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:623-639. Full description at Econpapers \|\| Download paper
2016	Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2016). Shibaev, Sergei ; Nielsen, Morten. In: CREATES Research Papers. RePEc:aah:create:2016-30. Full description at Econpapers \|\| Download paper
2016	Predicting Empirical Patterns in Viewing Japanese TV Dramas Using Case-Based Decision Theory. (2016). Sugawara, Shinya ; Keita, Kinjo ; Shinya, Sugawara . In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:16:y:2016:i:2:p:679-709:n:6. Full description at Econpapers \|\| Download paper
2016	IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models. (2016). Phillips, Peter ; PEter, ; Lieberman, Offer . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2061. Full description at Econpapers \|\| Download paper
2016	Robust closed-form estimators for the integer-valued GARCH (1,1) model. (2016). Li, QI ; Zhu, Fukang ; Lian, Heng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:209-225. Full description at Econpapers \|\| Download paper
2016	Mallowsâ quasi-likelihood estimation for log-linear Poisson autoregressions. (2016). Kitromilidou, Stella ; Fokianos, Konstantinos . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:19:y:2016:i:3:d:10.1007_s11203-015-9131-z. Full description at Econpapers \|\| Download paper
2016	Panel Cointegration Testing in the Presence of Linear Time Trends. (2016). Hosseinkouchack, Mehdi ; Hassler, Uwe. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:45-:d:81855. Full description at Econpapers \|\| Download paper
2016	Skewness and kurtosis of multivariate Markov-switching processes. (2016). Rossi, Alessandro ; Planas, Christophe ; Fiorentini, Gabriele. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:153-159. Full description at Econpapers \|\| Download paper
2016	Weak VARMA representations of regime-switching state-space models. (2016). Cavicchioli, Maddalena . In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:3:d:10.1007_s00362-015-0675-1. Full description at Econpapers \|\| Download paper
2016	HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf. Full description at Econpapers \|\| Download paper
2016	Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach. (2016). Christensen, Kim ; Podolskij, Mark ; Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2016-27. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: MPRA Paper. RePEc:pra:mprapa:74922. Full description at Econpapers \|\| Download paper
2016	Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2016). Demouche, Nacer ; Al-Eid, Eid ; Aknouche, Abdelhakim . In: MPRA Paper. RePEc:pra:mprapa:75770. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2015). Perron, Pierre ; Varneskov, Rasmus T. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-015. Full description at Econpapers \|\| Download paper
2015	Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. (2015). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Taylor, A. M. Robert, . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:557-579. Full description at Econpapers \|\| Download paper
2015	Threshold models in time series analysisâSome reflections. (2015). Tong, Howell. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:485-491. Full description at Econpapers \|\| Download paper
2015	Are there multiple bubbles in the ethanolâgasoline price ratio of Brazil?. (2015). GUPTA, RANGAN ; El Montasser, Ghassen ; Wanke, Peter ; Martins, Andre Luis . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:52:y:2015:i:c:p:19-23. Full description at Econpapers \|\| Download paper
2015	Nonlinearity and cross-country dependence of income inequality. (2015). Malinen, Tuomas ; Kalliovirta, Leena. In: Working Papers. RePEc:inq:inqwps:ecineq2015-358. Full description at Econpapers \|\| Download paper
2015	Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2015). Shibaev, Sergei ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1340. Full description at Econpapers \|\| Download paper
2015	Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150111. Full description at Econpapers \|\| Download paper
2015	Multivariate Markov Families of Copulas. (2015). Ludger, Overbeck ; Wolfgang, Schmidt . In: Dependence Modeling. RePEc:vrs:demode:v:3:y:2015:i:1:p:13:n:11. Full description at Econpapers \|\| Download paper
2015	Forecasting time series with multivariate copulas. (2015). Clarence, Simard ; Bruno, Remillard . In: Dependence Modeling. RePEc:vrs:demode:v:3:y:2015:i:1:p:24:n:5. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing. (2014). Phillips, Peter ; Lieberman, Offer ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1964. Full description at Econpapers \|\| Download paper
2014	Quantile Spectral Analysis for Locally Stationary Time Series. (2014). Hallin, Marc ; Dette, Holger ; Kley, Tobias ; Skowronek, Stefan ; Volgushev, Stanislav . In: Working Papers ECARES. RePEc:eca:wpaper:2013/159999. Full description at Econpapers \|\| Download paper
2014	Autocovariance and Linear Transformations of Markov Switching VARMA Processes. (2014). Cavicchioli, Maddalena . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:4:p:275-289. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Some properties of multivariate INAR(1) processes. (2013). Karlis, Dimitris ; Pedeli, Xanthi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:213-225. Full description at Econpapers \|\| Download paper
2013	Unit roots, non-linearities and structural breaks. (2013). Haldrup, Niels ; Tersvirta, Timo ; Kruse, Robinson ; Varneskov, Rasmus T.. In: Chapters. RePEc:elg:eechap:14327_4. Full description at Econpapers \|\| Download paper
2013	Forecasting Based on Common Trends in Mixed Frequency Samples. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hae:wpaper:2010-17r1. Full description at Econpapers \|\| Download paper
2013	Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201305. Full description at Econpapers \|\| Download paper
2013	Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201316. Full description at Econpapers \|\| Download paper
2013	Coal Consumption, Industrial Production and CO2 Emissions in China and India. (2013). Shahbaz, Muhammad ; Ozturk, Ilhan. In: MPRA Paper. RePEc:pra:mprapa:50618. Full description at Econpapers \|\| Download paper
2013	Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test. (2013). Shahbaz, Muhammad ; Polat, Ali ; Satti, Saqlain Latif ; Rehman, Ijaz Ur . In: MPRA Paper. RePEc:pra:mprapa:51724. Full description at Econpapers \|\| Download paper
2013	Characterizing economic growth paths based on new structural change tests. (2013). Sobreira, Nuno ; Rodrigues, Paulo ; Nunes, Luis ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Working Papers. RePEc:ptu:wpaper:w201313. Full description at Econpapers \|\| Download paper
2013	Testing for common cycles in non-stationary VARs with varied frecquency data. (2013). Urbain, Jean-Pierre ; Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz T. B., ; Urbain J. R. Y. J., ; Hecq A. W., . In: Research Memorandum. RePEc:unm:umagsb:2013002. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	55
2	Computational Statistics & Data Analysis / Elsevier	45
3	Statistics & Probability Letters / Elsevier	42
4	Journal of Econometrics / Elsevier	34
5	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	28
6	Journal of Multivariate Analysis / Elsevier	22
7	Physica A: Statistical Mechanics and its Applications / Elsevier	21
8	Economics Letters / Elsevier	21
9	Energy Economics / Elsevier	17
10	Economic Modelling / Elsevier	17
11	Empirical Economics / Springer	15

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.