Citation analysis for Econometric Theory / Cambridge University Press

Citation Profile [Updated: 2025-04-15 08:32:09]

5 Years H Index

108

Impact Factor (IF)

0.37

5 Years IF

0.66

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	0.1	0.11	0.36	0.09	61	61	773	21	22	100	10	199	17	1	4.8	3	0.05	0.05
1991	0.13	0.1	0.34	0.1	53	114	1287	38	61	105	14	236	24		0	4	0.08	0.05
1992	0.05	0.11	0.2	0.06	72	186	1102	32	99	114	6	253	15		0	2	0.03	0.05
1993	0.07	0.13	0.12	0.05	79	265	1237	31	130	125	9	286	15		0	4	0.05	0.06
1994	0.09	0.14	0.2	0.09	71	336	1685	60	198	151	14	309	29		0	7	0.1	0.07
1995	0.16	0.22	0.35	0.2	100	436	4083	149	351	150	24	336	68		0	8	0.08	0.1
1996	0.29	0.25	0.42	0.29	81	517	1419	214	567	171	49	375	107		0	6	0.07	0.12
1997	0.35	0.24	0.4	0.25	74	591	1880	233	802	181	63	403	99		0	15	0.2	0.11
1998	0.34	0.28	0.6	0.35	45	636	1816	380	1184	155	52	405	143	3	0.8	27	0.6	0.13
1999	0.48	0.3	0.69	0.48	41	677	1696	465	1653	119	57	371	179	4	0.9	27	0.66	0.15
2000	0.93	0.36	0.94	0.72	48	725	2364	665	2338	86	80	341	247	4	0.6	24	0.5	0.16
2001	0.98	0.39	0.95	0.78	46	771	1513	710	3073	89	87	289	224		0	23	0.5	0.17
2002	1.23	0.41	1.03	1.08	70	841	2446	860	3943	94	116	254	274		0	43	0.61	0.21
2003	1.12	0.44	1.4	1.2	80	921	1768	1278	5233	116	130	250	301	4	0.3	88	1.1	0.22
2004	0.93	0.49	1.5	1.22	66	987	4430	1456	6715	150	139	285	348	14	1	30	0.45	0.22
2005	0.9	0.51	1.54	1.13	61	1048	2171	1600	8334	146	131	310	351	6	0.4	46	0.75	0.23
2006	1.28	0.5	1.73	1.24	57	1105	929	1869	10242	127	162	323	399		0	32	0.56	0.23
2007	0.86	0.46	1.5	1.14	53	1158	614	1695	11983	118	102	334	381	11	0.6	21	0.4	0.2
2008	0.88	0.49	1.65	1.32	69	1227	1797	1991	14006	110	97	317	418	7	0.4	63	0.91	0.23
2009	0.96	0.48	1.75	1.42	82	1309	1766	2274	16296	122	117	306	435		0	58	0.71	0.24
2010	0.94	0.48	1.52	0.89	67	1376	1940	2081	18393	151	142	322	287	5	0.2	32	0.48	0.21
2011	1.12	0.52	1.58	0.95	50	1426	821	2238	20646	149	167	328	313		0	28	0.56	0.24
2012	1.48	0.52	1.84	1.3	53	1479	1107	2713	23369	117	173	321	417	13	0.5	26	0.49	0.22
2013	1.37	0.56	2.01	1.58	45	1524	661	3064	26436	103	141	321	508	6	0.2	24	0.53	0.24
2014	1.17	0.55	1.79	1.41	43	1567	373	2795	29241	98	115	297	419		0	14	0.33	0.23
2015	1.14	0.55	1.87	1.46	51	1618	551	3024	32269	88	100	258	377	4	0.1	32	0.63	0.23
2016	0.81	0.52	1.72	0.94	39	1657	456	2852	35123	94	76	242	227	1	0	15	0.38	0.21
2017	0.98	0.54	1.62	1.06	48	1705	407	2762	37889	90	88	231	244		0	23	0.48	0.21
2018	0.99	0.55	1.55	1.03	46	1751	377	2716	40609	87	86	226	232	3	0.1	20	0.43	0.23
2019	0.83	0.56	1.38	0.87	32	1783	217	2456	43068	94	78	227	198		0	9	0.28	0.22
2020	1.06	0.68	1.63	1.07	34	1817	115	2964	46034	78	83	216	232		0	16	0.47	0.32
2021	0.86	0.8	1.45	1.14	35	1852	102	2688	48722	66	57	199	226		0	5	0.14	0.29
2022	0.61	0.83	1.18	0.9	38	1890	46	2232	50955	69	42	195	175		0	5	0.13	0.25
2023	0.7	0.8	1.08	0.9	38	1928	18	2086	53041	73	51	185	167		0	4	0.11	0.22
2024	0.37	1.02	0.91	0.66	23	1951	3	1784	54825	76	28	177	116		0	2	0.09	0.27

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	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	2647
2	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	2164
3	2000	PROBLEMS AND SOLUTIONS. (2000). ,, . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:2:p:287-299_10. Full description at Econpapers \|\| Download paper	780
4	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	648
5	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	643
6	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	628
7	2001	PROBLEMS AND SOLUTIONS. (2001). ,, . In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:6:p:1157-1160_6. Full description at Econpapers \|\| Download paper	583
8	2001	PROBLEMS AND SOLUTIONS. (2001). ,, . In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:5:p:1025-1031_7. Full description at Econpapers \|\| Download paper	583
9	1996	Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00. Full description at Econpapers \|\| Download paper	577
10	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:6:p:1461-1465_9. Full description at Econpapers \|\| Download paper	485
11	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:2:p:541-545_14. Full description at Econpapers \|\| Download paper	485
12	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:5:p:1273-1289_10. Full description at Econpapers \|\| Download paper	485
13	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:1:p:193-194_10. Full description at Econpapers \|\| Download paper	485
14	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:4:p:1007-1017_12. Full description at Econpapers \|\| Download paper	485
15	2002	PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:3:p:819-821_13. Full description at Econpapers \|\| Download paper	485
16	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	434
17	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	400
18	2004	PROBLEMS AND SOLUTIONS. (2004). ,, . In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:1:p:223-229_14. Full description at Econpapers \|\| Download paper	397
19	2004	PROBLEMS AND SOLUTIONS. (2004). ,, . In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:2:p:427-429_10. Full description at Econpapers \|\| Download paper	397
20	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:2:p:411-413_11. Full description at Econpapers \|\| Download paper	375
21	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:1:p:225-228_12. Full description at Econpapers \|\| Download paper	375
22	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:6:p:1195-1198_18. Full description at Econpapers \|\| Download paper	375
23	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:5:p:879-883_11. Full description at Econpapers \|\| Download paper	375
24	2003	PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:4:p:691-705_17. Full description at Econpapers \|\| Download paper	375
25	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:1:p:151-159_7. Full description at Econpapers \|\| Download paper	368
26	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:5:p:687-698_8. Full description at Econpapers \|\| Download paper	368
27	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:4:p:525-537_7. Full description at Econpapers \|\| Download paper	368
28	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:3:p:381-386_9. Full description at Econpapers \|\| Download paper	368
29	1990	Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00. Full description at Econpapers \|\| Download paper	368
30	1998	PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:2:p:285-292_6. Full description at Econpapers \|\| Download paper	368
31	1999	UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15. Full description at Econpapers \|\| Download paper	355
32	2005	AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). McAleer, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05. Full description at Econpapers \|\| Download paper	336
33	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	335
34	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:3:p:427-432_7. Full description at Econpapers \|\| Download paper	321
35	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:1:p:151-160_8. Full description at Econpapers \|\| Download paper	321
36	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:5:p:777-788_7. Full description at Econpapers \|\| Download paper	321
37	1999	PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:4:p:629-637_7. Full description at Econpapers \|\| Download paper	321
38	1994	A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00. Full description at Econpapers \|\| Download paper	301
39	1998	STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14. Full description at Econpapers \|\| Download paper	299
40	2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18. Full description at Econpapers \|\| Download paper	295
41	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃÆÃÂ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	290
42	2012	A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; HÃÆÃÂ¤rdle, Wolfgang ; Jeong, Kiho ; Hardle, Wolfgang K.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00. Full description at Econpapers \|\| Download paper	285
43	1994	Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won . In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00. Full description at Econpapers \|\| Download paper	285
44	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	255
45	1997	Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00. Full description at Econpapers \|\| Download paper	249
46	2009	GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99. Full description at Econpapers \|\| Download paper	244
47	2005	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05. Full description at Econpapers \|\| Download paper	243
48	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	234
49	1988	Statistical Inference in Regressions with Integrated Processes: Part 1. (1988). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:03:p:468-497_01. Full description at Econpapers \|\| Download paper	227
50	1996	Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Greenberg, Edward ; Chib, Siddhartha . In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00. Full description at Econpapers \|\| Download paper	226

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

#	Year	Title	Cited
1	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	455
2	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	145
3	2012	A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; HÃÆÃÂ¤rdle, Wolfgang ; Jeong, Kiho ; Hardle, Wolfgang K.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00. Full description at Econpapers \|\| Download paper	100
4	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	96
5	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	67
6	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	40
7	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	37
8	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	35
9	2017	DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS. (2017). Weidner, Martin ; Moon, Hyungsik Roger. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:158-195_00. Full description at Econpapers \|\| Download paper	35
10	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃÆÃÂ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	30
11	2018	FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION. (2018). Shi, Shuping ; Phillips, Peter ; PEter, . In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:04:p:705-753_00. Full description at Econpapers \|\| Download paper	29
12	2005	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05. Full description at Econpapers \|\| Download paper	28
13	1991	Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David . In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00. Full description at Econpapers \|\| Download paper	28
14	2015	WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul W. In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:02:p:394-422_00. Full description at Econpapers \|\| Download paper	27
15	2011	BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS. (2011). Kuersteiner, Guido ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00. Full description at Econpapers \|\| Download paper	26
16	1995	Bootstrapping Quantile Regression Estimators. (1995). Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:105-121_00. Full description at Econpapers \|\| Download paper	26
17	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	25
18	2013	A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS. (2013). Politis, Dimitris N. ; Giacomini, Raffaella ; White, Halbert. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00. Full description at Econpapers \|\| Download paper	24
19	2017	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2017). Sun, Yixiao ; Kaplan, David. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:105-157_00. Full description at Econpapers \|\| Download paper	24
20	2005	OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY. (2005). Rossi, Barbara. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:05:p:962-990_05. Full description at Econpapers \|\| Download paper	23
21	2010	SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE. (2010). Park, Sang Soo ; Fan, Yanqin. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:03:p:931-951_99. Full description at Econpapers \|\| Download paper	23
22	1997	Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00. Full description at Econpapers \|\| Download paper	23
23	2012	ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS. (2012). Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John ; Woutersen, Tiemen. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:01:p:42-86_00. Full description at Econpapers \|\| Download paper	23
24	2010	A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:564-597_10. Full description at Econpapers \|\| Download paper	20
25	1995	Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00. Full description at Econpapers \|\| Download paper	19
26	2009	LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS. (2009). Phillips, Peter ; Magdalinos, Tassos. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:02:p:482-526_09. Full description at Econpapers \|\| Download paper	19
27	2008	UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA. (2008). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:726-748_08. Full description at Econpapers \|\| Download paper	19
28	1995	Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Cavanagh, Christopher L. ; Stock, James H.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00. Full description at Econpapers \|\| Download paper	19
29	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	19
30	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	19
31	2018	A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS. (2018). SÃâoczyÃâski, Tymon ; Wooldridge, Jeffrey M ; Soczyski, Tymon . In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:112-133_00. Full description at Econpapers \|\| Download paper	19
32	1994	A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00. Full description at Econpapers \|\| Download paper	18
33	2008	A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08. Full description at Econpapers \|\| Download paper	18
34	2010	EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND. (2010). Shimotsu, Katsumi. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:501-540_10. Full description at Econpapers \|\| Download paper	17
35	2005	NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH. (2005). THOMAS-AGNAN, Christine ; Daouia, Abdelaati ; Aragon, Y.. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:02:p:358-389_05. Full description at Econpapers \|\| Download paper	17
36	1994	Kernel Estimation of Partial Means and a General Variance Estimator. (1994). Newey, Whitney. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:02:p:1-21_00. Full description at Econpapers \|\| Download paper	17
37	2009	GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99. Full description at Econpapers \|\| Download paper	15
38	2010	PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA. (2010). Moon, Hyungsik ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:03:p:863-881_99. Full description at Econpapers \|\| Download paper	15
39	1996	Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00. Full description at Econpapers \|\| Download paper	15
40	1991	From Characteristic Function to Distribution Function: A Simple Framework for the Theory. (1991). Shephard, Neil. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:04:p:519-529_00. Full description at Econpapers \|\| Download paper	15
41	2021	INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS. (2021). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Econometric Theory. RePEc:cup:etheor:v:37:y:2021:i:2:p:281-310_3. Full description at Econpapers \|\| Download paper	15
42	2019		15
43	1999	UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15. Full description at Econpapers \|\| Download paper	14
44	2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18. Full description at Econpapers \|\| Download paper	14
45	2010	PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION. (2010). Ng, Serena ; Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:04:p:1088-1114_99. Full description at Econpapers \|\| Download paper	14
46	1996	Conditional Quantile Estimation and Inference for Arch Models. (1996). Zhao, Quanshui ; Koenker, Roger. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:05:p:793-813_00. Full description at Econpapers \|\| Download paper	13
47	2013	TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS. (2013). Su, Liangjun ; Chen, Qihui. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:06:p:1079-1135_00. Full description at Econpapers \|\| Download paper	13
48	1992	Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:04:p:489-500_01. Full description at Econpapers \|\| Download paper	13
49	2008	FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES. (2008). Wolf, Michael ; Shaikh, Azeem ; Romano, Joseph P.. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:02:p:404-447_08. Full description at Econpapers \|\| Download paper	13
50	2015	TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS. (2015). Inoue, Atsushi ; Han, Xu. In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:05:p:1117-1152_00. Full description at Econpapers \|\| Download paper	13

Citing documents used to compute impact factor: 28

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2024
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2024	Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087. Full description at Econpapers \|\| Download paper
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2024	Inference in the presence of unknown rates. (2024). Otsu, Taisuke ; Dong, Hao ; Taylor, Luke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126066. Full description at Econpapers \|\| Download paper
2024	Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885. Full description at Econpapers \|\| Download paper
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2024	Partly linear instrumental variables regressions without smoothing on the instruments. (2024). Lapenta, Elia ; Florens, Jean-Pierre. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00931-z. Full description at Econpapers \|\| Download paper
2024	Latent utility and permutation invariance: A revealed preference approach. (2024). Rehbeck, John ; Allen, Roy. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001891. Full description at Econpapers \|\| Download paper
2024	The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers \|\| Download paper
2024	How does political instability affect renewable energy innovation?. (2024). Wang, Jun-Zhuo ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008681. Full description at Econpapers \|\| Download paper
2024	Local linearization based subvector inference in moment inequality models. (2024). Bei, Xinyue. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002658. Full description at Econpapers \|\| Download paper
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2024	Robust inference on correlation under general heterogeneity. (2024). , Peter ; Li, Yufei ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x. Full description at Econpapers \|\| Download paper
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2024	Heterogeneity in carbon intensity patterns: A subsampling approach. (2024). Hounyo, Ulrich ; Lu, LI ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005279. Full description at Econpapers \|\| Download paper
2024	Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers \|\| Download paper
2024	Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers \|\| Download paper
2024	A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics. (2024). PÃ¶tscher, Benedikt ; Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2412.17470. Full description at Econpapers \|\| Download paper
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2024	Dynamic spatial interaction models for a leaders resource allocation and followers multiple activities. (2024). Jeong, Hanbat. In: Papers. RePEc:arx:papers:2411.13810. Full description at Econpapers \|\| Download paper
2024	Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393. Full description at Econpapers \|\| Download paper
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2024	Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

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2024	A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603. Full description at Econpapers \|\| Download paper
2024	Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Prior and posterior checking of implicit causal assumptions. (2023). Linero, Antonio R. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3153-3164. Full description at Econpapers \|\| Download paper
2023	Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591. Full description at Econpapers \|\| Download paper
2023	Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Fan, Caiyun ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x. Full description at Econpapers \|\| Download paper
2023	A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving. (2022). Sasaki, Yuya ; Dong, Hao. In: Papers. RePEc:arx:papers:2209.05914. Full description at Econpapers \|\| Download paper
2022	A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793. Full description at Econpapers \|\| Download paper
2022	The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348. Full description at Econpapers \|\| Download paper
2022	Do the green bonds overreact to the COVID-19 pandemic?. (2022). Zhang, Hongwei ; Suleman, Muhammad Tahir ; Cui, Tianxiang. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003208. Full description at Econpapers \|\| Download paper
2022	Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving. (2022). Sasaki, Yuya ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2204. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543. Full description at Econpapers \|\| Download paper
2021	Social media sentiment, model uncertainty, and volatility forecasting. (2021). Lehrer, Steven ; Zhang, Xinyu ; Xie, Tian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001450. Full description at Econpapers \|\| Download paper
2021	A New Test for Multiple Predictive Regression. (2021). Guo, Junjie ; Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2022001. Full description at Econpapers \|\| Download paper
2021	Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series. (2021). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:110954. Full description at Econpapers \|\| Download paper
2021	Estimating FARIMA models with uncorrelated but non-independent error terms. (2021). Saussereau, Bruno ; Esstafa, Youssef ; Mainassara, Yacouba Boubacar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09243-7. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	92	1589
2	Journal of Econometrics / Elsevier	233	1094
3			296
4	Sustainability / MDPI	68	269
5	MPRA Paper / University Library of Munich, Germany	132	247
6	Resources Policy / Elsevier	80	242
7	Empirical Economics / Springer	71	206
8	Journal of Time Series Analysis / Wiley Blackwell	54	183
9	Economics Letters / Elsevier	136	140
10	Energy Economics / Elsevier	169	131
11	Economic Modelling / Elsevier	91	120