Points | Position | |
---|---|---|
CEF.UP+NIPE (average of all rankings) (2012) | 41.41 | 49/501 |
ABS (2010) | 75.0 | 87/288 |
Australian RC (2010) | 100.0 | 4/479 |
Axarloglou and Theoharakis (2003) | 6.35 | 41/94 |
Carlos III (2010) | 37.5 | 24/153 |
CNRS (2008) | 80.0 | 16/336 |
Combes and Linnemer (2003) | 67.0 | 19/253 |
Engemann and Wall (2009) | 4.22 | 39/65 |
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 | 43/196 |
Kodrzycki and Yu (2006) | 7.83 | 47/177 |
Lubrano et al (2003) | 60.0 | 60/211 |
Ritzberger (2008) | 11.78 | 32/153 |
Schneider and Ursprung (2008) | 80.0 | 10/278 |
Source Normalized Impact per Paper (SNIP) (2011) | 13.5 | 160/476 |
Tinbergen Institute (2011) | 50.0 | 9/119 |
Article Influence Score (2021) | 2.09 | 73/409 |
Article Influence Score (2019) | 1.43 | 101/428 |
Impact Factor (2021) | 1.97 | 238/409 |
Impact Factor (2019) | 1.17 | 289/440 |
Impact Factor (5 year) (2021) | 2.29 | 231/409 |
Impact Factor (5 year) (2019) | 1.28 | 298/428 |
SJR - Scimago (2021) | 2.04 | 87/558 |
SJR - Scimago (2019) | 2.04 | 94/549 |
Count (2021) | 1.0 | 352/662 |
Semi-parametric Seasonal Unit Root Tests
Tomás Barrio Castro,
Paulo M. M. Rodrigues,
A M Robert Taylor
vol. 34, 2018, p. 447-476.
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.