Revista

Nome:
Econometric Reviews web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 30.05 127/501
ABS (2010) 50.0 192/288
Australian RC (2010) 75.0 178/479
Carlos III (2010) 20.0 61/153
CNRS (2008) 40.0 217/336
Combes and Linnemer (2003) 17.0 129/253
Ideas discounted recursive impact factor (2012) 11.12 51/396
ISI, JCR SSE, Article Influence Score (2010) 11.52 76/316
ISI, JCR SSE, Impact Factor (2010) 14.64 157/388
Kalaitzidakis et al (2010) 1.95 68/196
Lubrano et al (2003) 40.0 121/211
Qualis (2008) 62.5 134/200
Schneider and Ursprung (2008) 20.0 254/278
Source Normalized Impact per Paper (SNIP) (2011) 14.25 151/476
Count 1.0 9/632
SJR (2016) 1.84 90/470
Artigos 13:

Regression Analysis of Multivariate Fractional Data
José Murteira, Joaquim Ramalho
vol. 35, 2016, p. 515-552.

Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Giuseppe Cavaliere, Iliyan Georgiev, A M Robert Taylor
vol. 32, 2013, p. 204-219.

Edgeworth Corrections for Realized Volatility
Silvia Goncalves, Nour Meddahi
vol. 27, 2008, p. 139-162.

Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
Afonso Gonçalves da Silva, Peter Robinson
vol. 27, 2008, p. 268-297.

Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
Silvia Goncalves, Lutz Kilian
vol. 26, 2007, p. 609-641.

Bias-Corrected Moment-Based Estimators for Parametric Models under Endogenous Stratified Sampling
Esmeralda Ramalho, Joaquim Ramalho
vol. 25, 2006, p. 475-496.

The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution
Fernanda Peixe, Alastair Hall, Kostas Kyriakoulis
vol. 25, 2006, p. 117-138.

The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
Artur Silva Lopes, Antonio Montanes
vol. 24, 2005, p. 83-108.

Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Leslie Godfrey, João Santos Silva
vol. 23, 2004, p. 325-340.

A Consistent Method for the Selection of Relevant Instruments
Alastair Hall, Fernanda Peixe
vol. 22, 2003, p. 269-287.

Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
Vasco Gabriel
vol. 22, 2003, p. 411-435.

Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach
Denise Osborne, Paulo M. M. Rodrigues
vol. 21, 2002, p. 221-241.

Nuisance Parameter Free Properties of Correlation Integral Based Statistics
Pedro Lima
vol. 15, 1996, p. 237-259.

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