Stefan Sperlich : Citation Profile


Are you Stefan Sperlich?

Université de Genève

9

H index

9

i10 index

278

Citations

RESEARCH PRODUCTION:

46

Articles

41

Papers

RESEARCH ACTIVITY:

   22 years (1995 - 2017). See details.
   Cites by year: 12
   Journals where Stefan Sperlich has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 39 (12.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp140
   Updated: 2020-11-21    RAS profile: 2018-07-30    
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Relations with other researchers


Works with:

Olarreaga, Marcelo (3)

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

Is cited by:

GAO, Jiti (14)

Yang, Lijian (8)

Arghyrou, Michael (6)

Gadea, María (6)

Latruffe, Laure (5)

Desjeux, Yann (5)

de Melo, Jaime (4)

Oude Lansink, Alfons (4)

Kontonikas, Alexandros (4)

Afonso, Antonio (4)

Saart, Patrick (4)

Cites to:

Campbell, John (39)

LINTON, OLIVER (29)

Härdle, Wolfgang (26)

Pendakur, Krishna (13)

Shiller, Robert (13)

Mammen, Enno (13)

Lewbel, Arthur (12)

Blundell, Richard (12)

Yang, Lijian (10)

Newey, Whitney (10)

Cochrane, John (10)

Main data


Where Stefan Sperlich has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis5
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research4
Econometric Theory4
Journal of Multivariate Analysis3
Empirical Economics2
Journal of the American Statistical Association2
Journal of Applied Econometrics2
Insurance: Mathematics and Economics2
Journal of the Royal Statistical Society Series B2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes13
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística10
Urban/Regional / University Library of Munich, Germany2
Working Papers / FERDI2
Graz Economics Papers / University of Graz, Department of Economics2
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)2
Technical Reports / Technische Universitt Dortmund, Sonderforschungsbereich 475: Komplexittsreduktion in multivariaten Datenstrukturen2

Recent works citing Stefan Sperlich (2020 and 2019)


YearTitle of citing document
2020Implied Basket Correlation Dynamics. (2020). Silyakova, Elena ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2009.09770.

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2019Nonparametric Predictive Regressions for Stock Return Prediction. (2019). GAO, Jiti ; Linton, O ; Cheng, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1932.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2019Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325.

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2019Arriving at a decision: A semi-parametric approach to institutional birth choice in India. (2019). Daziano, Ricardo A ; Bansal, Prateek ; Sunder, Naveen. In: Journal of choice modelling. RePEc:eee:eejocm:v:31:y:2019:i:c:p:86-103.

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2020Long-term real dynamic investment planning. (2020). Vodika, Peter ; Nielsen, Jens Perch ; Hiabu, Munir ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:90-103.

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2019Conditional Variance Forecasts for Long-Term Stock Returns. (2019). Sperlich, Stefan ; Scholz, Michael ; Nielsen, Jens Perch ; Mammen, Enno. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:113-:d:283683.

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2020A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis. (2020). Sperlich, Stefan ; Jorda, Vanesa ; Prieto, Faustino ; Sarabia, Jose Maria. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:32-:d:341113.

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2019Characterization of Territorial Spatial Agglomeration Based on POI Data: A Case Study of Ningbo City, China. (2019). Jin, Yaya ; Jia, Yuqiu ; Liu, Weidong ; Hu, Changhui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5083-:d:268054.

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2020Perspectives of the Moldavian Agricultural Sector by Using a Custom-Developed Analytical Framework. (2020). Nancu, Dumitru ; Zugravu, Gheorghe Adrian ; Rahoveanu, Adrian Turek ; ZAMFIR, Cristina Gabriela ; Turek, Maria Magdalena ; Cristea, Dragos Sebastian ; Petrea, Tefan-Mihai. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4671-:d:368659.

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2020Analysis of China’s Importance in “Belt and Road Initiative” Trade Based on a Gravity Model. (2020). Chen, YU ; Lu, Mengqiu ; Li, Enkang. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6808-:d:402378.

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2019Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View. (2019). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2019-06.

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2019Nonparametric Predictive Regressions for Stock Return Prediction. (2019). Linton, Oliver ; Gao, Jiti ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-4.

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2019Robust hierarchical density estimation and regression for re-stained histological whole slide image co-registration. (2019). Flotte, Thomas J ; Prodduturi, Naresh ; Larson, Nicholas B ; Jiang, Jun ; Hart, Steven N. In: PLOS ONE. RePEc:plo:pone00:0220074.

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2020Stock Index Pattern Discovery via Toeplitz Inverse Covariance-based Clustering. (2020). Wu, Qiufeng ; Wei, Xiaolu ; Ouyang, Hongbing. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:58-72.

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2019Maximum likelihood method for bandwidth selection in kernel conditional density estimate. (2019). Horova, Ivanka ; Konena, Kateina. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00884-0.

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2020One-sided cross-validation for nonsmooth density functions. (2020). Savchuk, Olga Y. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00938-3.

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2020A general expenditure system for estimation of consumer demand functions. (2020). Derrico, Maria Chiara ; Bollino, Carlo Andrea ; Bigerna, Simona. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:3:d:10.1007_s40888-019-00154-8.

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2020A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?. (2020). RANJBAR, Setareh ; Sperlich, Stefan. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:21:y:2020:i:6:d:10.1007_s10902-019-00165-z.

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2019Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models. (2019). Hu, Xuemei ; Yang, Weiming. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-016-0862-8.

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2019Rank-based shrinkage estimation for identification in semiparametric additive models. (2019). Yang, Jing ; Lu, Fang. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-017-0874-z.

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2019A two-sample test for the error distribution in nonparametric regression based on the characteristic function. (2019). Rivas-Martinez, G I ; Moreno-Rebollo, J L ; Jimenez-Gamero, M D. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-017-0878-8.

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2019Estimation of Nested Error Non-parametric Unit Level Model. (2019). Munyangabo, Patrick ; Wanjoya, Anthony Kibira ; Waititu, Anthony . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:8:y:2019:i:1:f:8_1_3.

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2019Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises. (2019). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: Working Papers. RePEc:war:wpaper:2019-01.

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Works by Stefan Sperlich:


YearTitleTypeCited
2008Precio de la tierra con presión urbana: un modelo para España In: Economia Agraria y Recursos Naturales.
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article1
2005Precio de la tierra con presión urbana: Un modelo para España..(2005) In: Urban/Regional.
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2005Precio de la tierra con presión urbana: Un modelo para España..(2005) In: Urban/Regional.
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This paper has another version. Agregated cites: 1
paper
2011Do-Validation for Kernel Density Estimation In: Journal of the American Statistical Association.
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article7
2001Structural Tests in Additive Regression In: Journal of the American Statistical Association.
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article6
2000Structural tests in additive regression.(2000) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has another version. Agregated cites: 6
paper
2007Efficiency, subsidies, and environmental adaptation of animal farming under CAP In: Agricultural Economics.
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article29
2005Efficiency, subsidies and environmental adaptation of animal farming under CAP..(2005) In: Others.
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This paper has another version. Agregated cites: 29
paper
2014A Review and Comparison of Bandwidth Selection Methods for Kernel Regression In: International Statistical Review.
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article7
2011A Review and Comparison of Bandwidth Selection Methods for Kernel Regression.(2011) In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2005Smooth backfitting in practice In: Journal of the Royal Statistical Society Series B.
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article20
2008Semiparametric inference in generalized mixed effects models In: Journal of the Royal Statistical Society Series B.
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article11
2017Growth and convergence in South–South integration areas: An empirical analysis In: Review of International Economics.
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article0
2006Comparison of Separable Components in Different Samples In: Scandinavian Journal of Statistics.
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article5
2003Comparison of separable components in different samples.(2003) In: Technical Reports.
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2016Export Promotion: what works? In: CEPR Discussion Papers.
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2017Export Promotion: what works?.(2017) In: Working Papers.
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2017Export Promotion: what works?.(2017) In: Working Papers.
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2000Semiparametric estimation of weak and strong separable models In: DES - Working Papers. Statistics and Econometrics. WS.
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2000Bootstrap inference in semiparametric generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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paper19
2004BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS.(2004) In: Econometric Theory.
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2001Bootstrap Inference in Semiparametric Generalized Additive Models..(2001) In: Finance Working Papers.
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paper
2000Derivative estimation and testing in generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Integration and Backfitting methods in additive models: finite sample properties and comparison In: DES - Working Papers. Statistics and Econometrics. WS.
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1999Integration and backfitting methods in additive models-finite sample properties and comparison.(1999) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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1999Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic In: DES - Working Papers. Statistics and Econometrics. WS.
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2004Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic.(2004) In: Applied Economics.
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1998Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic.(1998) In: SFB 373 Discussion Papers.
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1999Semiparametric three step estimation methods in labor supply models In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Semiparametric three step estimation methods in labor supply models.(1998) In: SFB 373 Discussion Papers.
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1999Executive pay and corporate financial performance. An exploratiove data analysis In: DES - Working Papers. Statistics and Econometrics. WS.
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1999Nonparametric estimation and testing of interaction in additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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2002NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS.(2002) In: Econometric Theory.
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1998Nonparametric estimation and testing of interaction in additive models.(1998) In: SFB 373 Discussion Papers.
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2001Prediction of stocks: a new way to look at it. In: DES - Working Papers. Statistics and Econometrics. WS.
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2003Prediction of Stock Returns: A New Way to Look at It In: ASTIN Bulletin.
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article6
2003SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES In: Econometric Theory.
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article1
2015SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC In: Econometric Theory.
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2009A note on non-parametric estimation with predicted variables In: Econometrics Journal.
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article18
1996Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models In: Computational Statistics & Data Analysis.
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article0
2007Testing the link when the index is semiparametric--a comparative study In: Computational Statistics & Data Analysis.
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article2
2010Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation In: Computational Statistics & Data Analysis.
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article15
2010Semiparametric indirect utility and consumer demand In: Computational Statistics & Data Analysis.
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2012A new class of semi-mixed effects models and its application in small area estimation In: Computational Statistics & Data Analysis.
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article3
2001A note on the parametric three step estimator in structural labor supply models In: Economics Letters.
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article6
2015Nonparametric prediction of stock returns based on yearly data: The long-term view In: Insurance: Mathematics and Economics.
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article6
2016Nonparametric long term prediction of stock returns with generated bond yields In: Insurance: Mathematics and Economics.
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2011Low dimensional semiparametric estimation in a censored regression model In: Journal of Multivariate Analysis.
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2013Kernel smoothers and bootstrapping for semiparametric mixed effects models In: Journal of Multivariate Analysis.
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2005Rate optimal estimation with the integration method in the presence of many covariates In: Journal of Multivariate Analysis.
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2014The Economics of Why is it so hard to save a threatened Language? In: IKERLANAK.
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2011Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers.
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2012Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition.(2012) In: Journal of the American Statistical Association.
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2011The Africa-Dummy in Growth Regressions In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers.
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2012Nonparametric prediction of stock returns guided by prior knowledge In: Graz Economics Papers.
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2012Nonparametric prediction of stock returns with generated bond yields In: Graz Economics Papers.
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2005Semiparametric three-step estimation methods for simultaneous equation systems In: Journal of Applied Econometrics.
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article1
2010Semiparametric estimation of consumer demand systems in real expenditure In: Journal of Applied Econometrics.
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article1
2007An Empirical Assessment of the EU Agricultural Policy Based on Firm Level Data In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article1
2011Estimating and Predicting Household Expenditures and Income Distributions In: MAGKS Papers on Economics.
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2011Estimating and predicting the distribution of the number of visits to the medical doctor In: MAGKS Papers on Economics.
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2014Income Inequality in the South–South Integration In: Journal of Economic Integration.
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article0
2016A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics In: Swiss Journal of Economics and Statistics (SJES).
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2016A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics.(2016) In: Swiss Journal of Economics and Statistics.
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2013Bandwidth selection for kernel density estimation: a review of fully automatic selectors In: AStA Advances in Statistical Analysis.
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2015Modeling heterogeneity: a praise for varying-coefficient models in causal analysis In: Computational Statistics.
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2014On the choice of regularization parameters in specification testing: a critical discussion In: Empirical Economics.
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2015Semi-mixed effects gravity models for bilateral trade In: Empirical Economics.
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article4
2012Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis In: Journal of Labor Research.
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2014Kernel-based semiparametric multinomial logit modelling of political party preferences In: Statistical Methods & Applications.
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article1
2009Comments on: A review on empirical likelihood methods for regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2013Comments on: Model-free model-fitting and predictive distributions In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2013Comments on: An updated review of Goodness-of-Fit tests for regression models In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2013Consumer behaviour analysis for luxury goods: a technical note for empirical studies In: Applied Economics Letters.
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2010Local polynomial inference for small area statistics: estimation, validation and prediction In: Journal of Nonparametric Statistics.
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2010Numbers for Pascal: explaining differences in the estimated benefits of the Doha Development Agenda In: DARE Discussion Papers.
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1995Semiparametric Single Index Versus Fixed Link Function Modelling In: SFB 373 Discussion Papers.
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paper1
1995Estimation of Derivatives for Additive Separable Models In: SFB 373 Discussion Papers.
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1997Estimation of derivates for additive separable models.(1997) In: SFB 373 Discussion Papers.
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1997Financial calculations on the net In: SFB 373 Discussion Papers.
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1997Component analysis for additive models In: SFB 373 Discussion Papers.
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1997Risikomessung mit VaR für Portfolios: Diskussion und empirischer Vergleich verschiedener Berechnungsmethoden In: SFB 373 Discussion Papers.
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1997A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models In: SFB 373 Discussion Papers.
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1998Semiparametric additive indices for binary response and generalized additive models In: SFB 373 Discussion Papers.
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2000Generalized additive models In: SFB 373 Discussion Papers.
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2003About sense and nonsense of non- and semiparametric analysis in applied econometrics In: SFB 373 Discussion Papers.
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2001A comparison of different nonparametric methods for inference on additive models In: Technical Reports.
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