Eva Ferreira : Citation Profile


Are you Eva Ferreira?

Universidad del País Vasco - Euskal Herriko Unibertsitatea

6

H index

1

i10 index

99

Citations

RESEARCH PRODUCTION:

19

Articles

4

Papers

2

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 4
   Journals where Eva Ferreira has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 5 (4.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe145
   Updated: 2019-10-06    RAS profile: 2019-04-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Eva Ferreira.

Is cited by:

Price, Simon (8)

Steel, Mark (4)

Casas, Isabel (4)

Orbe, Susan (4)

Cáceres-Hernández, José Juan (4)

Giraitis, Liudas (3)

Espinosa, Maria Paz (3)

Núñez-Antón, Vicente (3)

Ley, Eduardo (3)

Eklund, Jana (3)

Escanciano, Juan Carlos (3)

Cites to:

Harvey, Campbell (10)

Fama, Eugene (9)

Orbe, Susan (8)

French, Kenneth (7)

Shanken, Jay (7)

CAI, ZONGWU (5)

Bollerslev, Tim (4)

Ghysels, Eric (4)

Ferson, Wayne (4)

Wu, Liuren (4)

Gil-Bazo, Javier (4)

Main data


Where Eva Ferreira has published?


Journals with more than one article published# docs
Statistics & Probability Letters2
Computational Statistics & Data Analysis2
Applied Economics2
Investigaciones Economicas2

Recent works citing Eva Ferreira (2018 and 2017)


YearTitle of citing document
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Xie, Shangyu ; Gao, Jiti ; Casas, Isabel. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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2017Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity. (2017). Chandler, Gabe ; Polonik, Wolfgang . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:72-98.

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2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

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2019How population and energy price affect Chinas environmental pollution?. (2019). He, Lerong ; Fang, Liting ; Li, Kunming. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:386-396.

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2018Risk Assessment of Housing Market Segments: The Lender’s Perspective. (2018). Wilhelmsson, Mats ; Zhao, Jianyu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:69-:d:178391.

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2018Estimation of technical change and price elasticities: a categorical time–varying coefficient approach. (2018). GAO, Jiti ; Feng, Guohua ; Zhang, Xiaohui. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0538-6.

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2018Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach. (2018). Han, Heejoon ; Kyeong, NA. In: Korean Economic Review. RePEc:kea:keappr:ker-20180701-34-2-05.

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2018Modelling time-varying income elasticities of health care expenditure for the OECD. (2018). GAO, Jiti ; Xie, Shangyu ; Casas, Isabel. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-22.

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2019Data-driven Local Polynomial for the Trend and its Derivatives in Economic Time Series. (2019). Gries, Thomas ; Feng, Yuanhua ; Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:50.

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2017The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Volkman, David A ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201755.

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2017Nonparametric Inference for Time-Varying Coefficient Quantile Regression. (2017). Wu, Weichi ; Zhou, Zhou. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:98-109.

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Eva Ferreira has edited the books:


YearTitleTypeCited

Works by Eva Ferreira:


YearTitleTypeCited
2017Time-varying coefficient estimation in SURE models. Application to portfolio management In: CREATES Research Papers.
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paper1
2004Testing for Differences Between Conditional Means in a Time Series Context In: Journal of the American Statistical Association.
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article8
2008Economic Sentiment and Yield Spreads in Europe In: European Financial Management.
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article8
1999Variable Bandwidth Kernel Estimators of the Spectral Density In: Journal of Time Series Analysis.
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article0
2010Vantagens Competitivas em Instituições de Ensino Superior: proposta e teste de um modelo In: Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers).
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paper0
2008Nonparametric estimation of conditional beta pricing models In: DEE - Working Papers. Business Economics. WB.
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paper0
2000Semiparametric approaches to signal extraction problems in economic time series In: Computational Statistics & Data Analysis.
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article6
2003An algorithm to estimate time-varying parameter SURE models under different types of restriction In: Computational Statistics & Data Analysis.
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article6
1996A note on cointegration and control In: Journal of Economic Dynamics and Control.
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article0
2001Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model In: Economics Letters.
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article3
2005Nonparametric estimation of time varying parameters under shape restrictions In: Journal of Econometrics.
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article49
2011Conditional beta pricing models: A nonparametric approach In: Journal of Banking & Finance.
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article3
1997Kernel regression estimates of growth curves using nonstationary correlated errors In: Statistics & Probability Letters.
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article6
1998Using M-type smoothing splines to estimate the spectral density of a stationary time series In: Statistics & Probability Letters.
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article0
2003Elementos de Probabilidad y Estadística In: UPV/EHU Books.
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book0
2007Estatistika Deskribatzailearen eta Probabilitatearen Baliabideak In: UPV/EHU Books.
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book0
2016Optimal Dynamic Resource Allocation to Prevent Defaults In: Post-Print.
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paper0
1996Un modelo aditivo semiparamétrico para estimación de capturas: el caso de las pesquerías de Terranova In: Investigaciones Economicas.
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article4
2005An empirical comparison of the performance of alternative option pricing models In: Investigaciones Economicas.
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article2
2004Beyond Single-Factor Affine Term Structure Models In: Journal of Financial Econometrics.
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article1
1997Regulace nabídky peněz prostřednictvím monetární báze In: Politická ekonomie.
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article0
2002Length of time spent in Chapter 11 bankruptcy: a censored partial regression model In: Applied Economics.
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article2
2015Nonparametric methods for estimating and testing for constant betas in asset pricing models In: Applied Economics.
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article0
2018Why are there time-varying comovements in the European stock market? In: The European Journal of Finance.
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article0
1997Growth curve models with non‐stationary errors In: Applied Stochastic Models and Data Analysis.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team