Revista

Nome:
Econometric Theory web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 41.41 49/501
ABS (2010) 75.0 46/288
Australian RC (2010) 100.0 10/479
Axarloglou and Theoharakis (2003) 6.35 41/94
Carlos III (2010) 37.5 12/153
CNRS (2008) 80.0 8/336
Combes and Linnemer (2003) 67.0 15/253
Engemann and Wall (2009) 4.22 42/65
Ideas discounted recursive impact factor (2012) 6.85 76/396
ISI, JCR SSE, Article Influence Score (2010) 13.18 67/316
ISI, JCR SSE, Impact Factor (2010) 13.66 176/388
Kalaitzidakis et al (2010) 3.62 44/196
Kodrzycki and Yu (2006) 7.83 47/177
Lubrano et al (2003) 60.0 65/211
Ritzberger (2008) 11.78 32/153
Schneider and Ursprung (2008) 80.0 17/278
Source Normalized Impact per Paper (SNIP) (2011) 13.5 160/476
Tinbergen Institute (2011) 50.0 8/119
Count 1.0 10/632
SJR (2016) 2.22 67/470
Artigos 27:

Exploiting Infinite Variance through Dummy Variables in Nonstationary Autoregressions
Giuseppe Cavaliere, Iliyan Georgiev
vol. 29, 2013, p. 1162-1195.

Taxation without Commitment
Catarina Reis
vol. 52, 2013, p. 565-588.

The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
Paulo M. M. Rodrigues, A M Robert Taylor, Tomás Barrio Castro
vol. 29, 2013, p. 1289-1313.

Block Bootstrap HAC Robust Tests: The Sophistication of the Naive Bootstrap
Silvia Goncalves, Timothy J. Vogelsang
vol. 27, 2011, p. 745-791.

Fiat Money and the Value of Binding Portfolio Constraints
Mário Páscoa, Myrian Petrassi, Juan Pablo Torres Martinez
vol. 46, 2011, p. 189-209.

GEL Methods for Nonsmooth Moment Indicators
Paulo Parente, Richard Smith
vol. 27, 2011, p. 74-113.

Time-Varying Cointegration
Herman Bierens, Luis Martins
vol. 26, 2010, p. 1453-1490.

Robust Inference in Autoregressions with Multiple Outliers
Giuseppe Cavaliere, Iliyan Georgiev
vol. 25, 2009, p. 1625-1661.

Testing for General Fractional Integration in the Time Domain
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
vol. 25, 2009, p. 1793-1828.

Asymptotics for Cointegrated Processes with Infrequent Stochastic Level Shifts and Outliers
Iliyan Georgiev
vol. 24, 2008, p. 587-615.

Fractional Cointegration in Stochastic Volatility Models
Afonso Gonçalves da Silva, Peter Robinson
vol. 24, 2008, p. 1207-1253.

Regime-Switching Autoregressive Coefficients and the Asymptotics for Unit Root Tests
Giuseppe Cavaliere, Iliyan Georgiev
vol. 24, 2008, p. 1137-1148.

Nonparametric Estimation of Second-Order Stochastic Differential Equations
João Nicolau
vol. 23, 2007, p. 880-898.

On Rank Estimation in Symmetric Matrices: The Case of Indefinite Matrix Estimators
Stephen Donald, Natércia Fortuna, Vladas Pipiras
vol. 23, 2007, p. 1217-1232.

Testing for Unit Roots in Autoregressions with Multiple Level Shifts
Giuseppe Cavaliere, Iliyan Georgiev
vol. 23, 2007, p. 1162-1215.

A Note on Identification with Averaged Data
José Machado, João Santos Silva
vol. 22, 2006, p. 537-541.

Asymptotic Distributions for Regression-Based Seasonal Unit Root Test Statistics in a Near-Integrated Model
Paulo M. M. Rodrigues, A M Robert Taylor
vol. 20, 2004, p. 645-670.

On Tests for Double Differencing: Methods of Demeaning and Detrending and the Role of Initial Values
Paulo M. M. Rodrigues, A M Robert Taylor
vol. 20, 2004, p. 95-115.

Bias Reduction in Nonparametric Diffusion Coefficient Estimation
João Nicolau
vol. 19, 2003, p. 754-777.

Covariance Matrix Estimation and the Limiting Behavior of the Overidentifying Restrictions Test in the Presence of Neglected Structural Instability
Alastair Hall, Inoue Atsushi, Fernanda Peixe
vol. 19, 2003, p. 962-983.

Stationary Processes That Look Like Random Walks--The Bounded Random Walk Process in Discrete and Continuous Time
João Nicolau
vol. 18, 2002, p. 99-118.

The Bootstrap of the Mean for Dependent Heterogeneous Arrays
Silvia Goncalves, Halbert White
vol. 18, 2002, p. 1367-1384.

Near Seasonal Integration
Paulo M. M. Rodrigues
vol. 17, 2001, p. 70-86.

Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
Francisco Cribari Neto, Mark Jensen, Alvaro Novo
vol. 15, 1999, p. 719-752.

Spurious Break
Luis Catela Nunes, Chung-Ming Kuan, Paul Newbold
vol. 11, 1995, p. 736-749.

Monetary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
Roger Koenker, José Machado, Christopher Skeels, Alan Welsh
vol. 10, 1994, p. 172-197.

Robust Model Selection and M-Estimation
José Machado
vol. 9, 1993, p. 478-493.

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