Example of Oxford Bulletin of Economics and Statistics format
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Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format
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Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format Example of Oxford Bulletin of Economics and Statistics format
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open access Open Access

Oxford Bulletin of Economics and Statistics — Template for authors

Publisher: Wiley
Categories Rank Trend in last 3 yrs
Social Sciences (miscellaneous) #101 of 334 down down by 42 ranks
Statistics, Probability and Uncertainty #54 of 152 down down by 27 ranks
Statistics and Probability #86 of 239 down down by 43 ranks
Economics and Econometrics #268 of 661 down down by 118 ranks
journal-quality-icon Journal quality:
Good
calendar-icon Last 4 years overview: 208 Published Papers | 456 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 13/07/2020
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Related Journals

open access Open Access
recommended Recommended

Taylor and Francis

Quality:  
High
CiteRatio: 5.9
SJR: 5.062
SNIP: 4.015
open access Open Access

Springer

Quality:  
Good
CiteRatio: 1.2
SJR: 0.461
SNIP: 0.731
open access Open Access

Taylor and Francis

Quality:  
Good
CiteRatio: 2.7
SJR: 1.061
SNIP: 1.483
open access Open Access

Springer

Quality:  
Good
CiteRatio: 1.9
SJR: 0.507
SNIP: 1.109

Journal Performance & Insights

Impact Factor

CiteRatio

Determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

A measure of average citations received per peer-reviewed paper published in the journal.

0.918

7% from 2018

Impact factor for Oxford Bulletin of Economics and Statistics from 2016 - 2019
Year Value
2019 0.918
2018 0.989
2017 1.512
2016 1.138
graph view Graph view
table view Table view

2.2

16% from 2019

CiteRatio for Oxford Bulletin of Economics and Statistics from 2016 - 2020
Year Value
2020 2.2
2019 1.9
2018 2.4
2017 2.7
2016 2.8
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has decreased by 7% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

insights Insights

  • CiteRatio of this journal has increased by 16% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

1.131

42% from 2019

SJR for Oxford Bulletin of Economics and Statistics from 2016 - 2020
Year Value
2020 1.131
2019 0.799
2018 1.172
2017 1.654
2016 1.188
graph view Graph view
table view Table view

1.399

15% from 2019

SNIP for Oxford Bulletin of Economics and Statistics from 2016 - 2020
Year Value
2020 1.399
2019 1.217
2018 1.492
2017 1.654
2016 1.588
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has increased by 42% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 15% in last years.
  • This journal’s SNIP is in the top 10 percentile category.
Oxford Bulletin of Economics and Statistics

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Wiley

Oxford Bulletin of Economics and Statistics

Publishing international research papers on current practical issues in applied economics, the Oxford Bulletin of Economics and Statistics is essential reading for academic and professional economists in both the private and public sector. Whilst the Oxford Bulletin of Economi...... Read More

Social Sciences

i
Last updated on
13 Jul 2020
i
ISSN
0305-9049
i
Impact Factor
High - 1.419
i
Open Access
Yes
i
Sherpa RoMEO Archiving Policy
Yellow faq
i
Plagiarism Check
Available via Turnitin
i
Endnote Style
Download Available
i
Bibliography Name
apa
i
Citation Type
Author Year
(Blonder et al., 1982)
i
Bibliography Example
Blonder, G. E., Tinkham, M., and Klapwijk, T. M. (1982). ‘Transition from metallic to tunneling regimes in superconducting microconstrictions: Excess current, charge imbalance, and supercurrent conversion’. Phys. Rev. B, Vol 25, No 7, pp.4515–4532.

Top papers written in this journal

open accessOpen access Journal Article DOI: 10.1111/J.1468-0084.1990.MP52002003.X
Maximum likelihood estimation and inference on cointegration — with applications to the demand for money
Søren Johansen1, Katarina Juselius1

Abstract:

The estimation and testing of long-run relations in economic modeling are addressed. Starting with a vector autoregressive (VAR) model, the hypothesis of cointegration is formulated as the hypothesis of reduced rank of the long-run impact matrix. This is given in a simple parametric form that allows the application of the met... The estimation and testing of long-run relations in economic modeling are addressed. Starting with a vector autoregressive (VAR) model, the hypothesis of cointegration is formulated as the hypothesis of reduced rank of the long-run impact matrix. This is given in a simple parametric form that allows the application of the method of maximum likelihood and likelihood ratio tests. In this way, one can derive estimates and test statistics for the hypothesis of a given number of cointegration vectors, as well as estimates and tests for linear hypotheses about the cointegration vectors and their weights. The asymptotic inferences concerning the number of cointegrating vectors involve nonstandard distributions. Inference concerning linear restrictions on the cointegration vectors and their weights can be performed using the usual chi squared methods. In the case of linear restrictions on beta, a Wald test procedure is suggested. The proposed methods are illustrated by money demand data from the Danish and Finnish economies. read more read less

Topics:

Wald test (56%)56% related to the paper, Statistical hypothesis testing (55%)55% related to the paper, Cointegration (54%)54% related to the paper, Johansen test (52%)52% related to the paper, Autoregressive model (51%)51% related to the paper
View PDF
12,449 Citations
Journal Article DOI: 10.1111/1468-0084.0610S1631
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
G. S. Maddala1, Shaowen Wu2

Abstract:

The panel data unit root test suggested by Levin and Lin (LL) has been widely used in several applications, notably in papers on tests of the purchasing power parity hypothesis. This test is based on a very restrictive hypothesis which is rarely ever of interest in practice. The Im–Pesaran–Shin (IPS) test relaxes the restrict... The panel data unit root test suggested by Levin and Lin (LL) has been widely used in several applications, notably in papers on tests of the purchasing power parity hypothesis. This test is based on a very restrictive hypothesis which is rarely ever of interest in practice. The Im–Pesaran–Shin (IPS) test relaxes the restrictive assumption of the LL test. This paper argues that although the IPS test has been offered as a generalization of the LL test, it is best viewed as a test for summarizing the evidence from a number of independent tests of the sample hypothesis. This problem has a long statistical history going back to R. A. Fisher. This paper suggests the Fisher test as a panel data unit root test, compares it with the LL and IPS tests, and the Bonferroni bounds test which is valid for correlated tests. Overall, the evidence points to the Fisher test with bootstrap-based critical values as the preferred choice. We also suggest the use of the Fisher test for testing stationarity as the null and also in testing for cointegration in panel data. read more read less

Topics:

One- and two-tailed tests (62%)62% related to the paper, Goldfeld–Quandt test (62%)62% related to the paper, Sign test (62%)62% related to the paper, Pearson's chi-squared test (61%)61% related to the paper, Unit root test (61%)61% related to the paper
View PDF
6,652 Citations
Journal Article DOI: 10.1111/1468-0084.0610S1653
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Peter Pedroni1

Abstract:

I. INTRODUCTION In this paper we describe a method for testing the null of no cointegration in dynamic panels with multiple regressors and compute approximate critical values for these tests. Methods for non-stationary panels, including panel unit root and panel cointegration tests, have been gaining increased acceptance in r... I. INTRODUCTION In this paper we describe a method for testing the null of no cointegration in dynamic panels with multiple regressors and compute approximate critical values for these tests. Methods for non-stationary panels, including panel unit root and panel cointegration tests, have been gaining increased acceptance in recent empirical research. To date, however, tests for the null of no cointegration in heterogeneous panels based on Pedroni (1995, 1997a) have been limited to simple bivariate examples, in large part due to the lack of critical values available for more complex multivariate regressions. The purpose of this paper is to fill this gap by describing a method to implement tests for the null of no cointegration for the case with multiple regressors and to provide appropriate critical values for these cases. The tests allow for considerable heterogeneity among individual members of the panel, including heterogeneity in both the long-run cointegrating vectors as well as heterogeneity in the dynamics associated with short-run deviations from these cointegrating vectors. read more read less

Topics:

Cointegration (52%)52% related to the paper
View PDF
4,221 Citations
open accessOpen access Journal Article DOI: 10.1111/J.1468-0084.2008.00542.X
A Note on the Theme of Too Many Instruments
David Roodman1

Abstract:

The difference and system generalized method of moments (GMM) estimators are growing in popularity. As implemented in popular software, the estimators easily generate instruments that are numerous and, in system GMM, potentially suspect. A large instrument collection overfits endogenous variables even as it weakens the Hansen... The difference and system generalized method of moments (GMM) estimators are growing in popularity. As implemented in popular software, the estimators easily generate instruments that are numerous and, in system GMM, potentially suspect. A large instrument collection overfits endogenous variables even as it weakens the Hansen test of the instruments’ joint validity. This paper reviews the evidence on the effects of instrument proliferation, and describes and simulates simple ways to control it. It illustrates the dangers by replicating Forbes [American Economic Review (2000) Vol. 90, pp. 869–887] on income inequality and Levine et al. [Journal of Monetary Economics] (2000) Vol. 46, pp. 31–77] on financial sector development. Results in both papers appear driven by previously undetected endogeneity. read more read less

Topics:

Generalized method of moments (50%)50% related to the paper
View PDF
3,429 Citations
open accessOpen access Journal Article DOI: 10.1111/J.1468-0084.2007.00477.X
Testing for error correction in panel data

Abstract:

This paper proposes new error correction-based cointegration tests for panel data. The limiting distributions of the tests are derived and critical values provided. Our simulation results suggest that the tests have good small-sample properties with small size distortions and high power relative to other popular residual-base... This paper proposes new error correction-based cointegration tests for panel data. The limiting distributions of the tests are derived and critical values provided. Our simulation results suggest that the tests have good small-sample properties with small size distortions and high power relative to other popular residual-based panel cointegration tests. In our empirical application, we present evidence suggesting that international healthcare expenditures and GDP are cointegrated once the possibility of an invalid common factor restriction has been accounted for. read more read less

Topics:

Cointegration (52%)52% related to the paper, Panel data (52%)52% related to the paper
View PDF
3,136 Citations
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Yes, the template is compliant with the Oxford Bulletin of Economics and Statistics guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in Oxford Bulletin of Economics and Statistics?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the Oxford Bulletin of Economics and Statistics citation style.

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Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper Oxford Bulletin of Economics and Statistics that you can download at the end.

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Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

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12. Is Oxford Bulletin of Economics and Statistics's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for Oxford Bulletin of Economics and Statistics?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Oxford Bulletin of Economics and Statistics. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Oxford Bulletin of Economics and Statistics?

The 5 most common citation types in order of usage for Oxford Bulletin of Economics and Statistics are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

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16. Can I download Oxford Bulletin of Economics and Statistics in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Oxford Bulletin of Economics and Statistics Endnote style according to Elsevier guidelines.

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