The Econometrics Journal News

Highest 5 Year Impact Factor Ever

  • Published Date: 17 September 2015

The 5-year Impact Factor is up at its highest ever figure, 1.488 (up from 1.235 in 2013, and above the previous peak of 1.252 in 2012).

The journal Two-Year Impact Factor for the most recent year [2014] is 0.818, down from last year’s high of 1.128. In terms of the various category rankings, this now positions the journal in the Economics category at 175/333, 12/46 in the Social Sciences, Mathematical Methods category (was 17th); 64/89 in Mathematics, Interdisciplinary Applications (was 43rd); and 68/122 in Statistics & Probability (was 44th).

As shown above, the journal Two-Year Impact Factor for the most recent year [2014] is 0.818 (1.128, 1.000, 0.870, 0.691, 0.733, 0.750, 0.479) with the Immediacy Index at 0.095 (0.364, 0.227, 0.240, 0.176, 0.125, 0.065, 0.034); 2007-12 data are given in parentheses in reverse chronological order.

The Eigenfactor score and Five-Year Impact Factor are respectively 0.00415 (0.00377, 0.00417, 0.00280, 0.00352, 0.00367, 0.00324, 0.00379) and 1.488 (1.235, 1.252, 0.964, 1.166); 2008-13 and 2010-13 figures respectively in parentheses (again in reverse chronological order). Although the Immediacy Index and the Two-Year Impact Factor have fallen back, by contrast the Eigenfactor score rose compared with most previous years and the Five-Year Impact Factor reached its highest level ever.

The following table shows which were the cited ‘in-window’ papers from The Econometrics Journal for the Two-Year Impact Factor.

THE ECONOMETRICS JOURNAL: in-window’ citations in 2014

Article Title

Vol.

Iss.

Author(s)

Pub'n Year

Times Cited 2014

Identification of treatment response with social interactions

16

1

Manski, CF

2013

8

A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator

16

1

Sun, YX

2013

4

A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices

16

3

Qu, ZJ

2013

2

Standardized LM tests for spatial error dependence in linear or panel regressions

16

1

Baltagi, BH

2013

2

Identification and inference in a simultaneous equation under alternative information sets and sampling schemes

16

1

Kiviet, JF

2013

2

Estimating the effect of a variable in a high-dimensional linear model

15

2

Jensen, PS

2012

2

Instrumental regression in partially linear models

15

2

Florens, JP

2012

2

Estimation and inference for impulse response functions from univariate strongly persistent processes

16

3

Baillie, RT

2013

1

Predictability of shapes of intraday price curves

16

3

Kokoszka, P

2013

1

Estimation of spatial autoregressive models with randomly missing data in the dependent variable

16

1

Wang, W

2013

1

Partial identification in asymmetric auctions in the absence of independence

16

1

Komarova, T

2013

1

Testing for uncorrelated errors in ARMA models: non-standard Andrews-Ploberger tests

15

3

Nankervis, JC

2012

1

Misspecification tests based on quantile residuals

15

2

Kalliovirta, L

2012

1

Non-stationary regression with logistic transition

15

2

Chang, Y

2012

1

Break point estimators for a slope shift: levels versus first differences

15

1

Yang, JJ

2012

1

Unit root tests for panel data with AR(1) errors and small T

15

1

De Blander, R

2012

1

Testing for common trends in semi-parametric panel data models with fixed effects

15

1

Zhang, YH

2012

1

Incorporating covariates in the measurement of welfare and inequality: methods and applications

15

1

Donald, SG

2012

1

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