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Computational Statistics & Data Analysis Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312 A global optimization heuristic for estimating agent based models (2003). (2) RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348 Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (2003). (3) RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684 A periodogram-based metric for time series classification (2006). (4) RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471 Smooth estimators of distribution and density functions (1992). (5) RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419 SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity (2002). (6) RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245 Financial econometric analysis at ultra-high frequency: Data handling concerns (2006). (7) RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490 On the performance of nonparametric specification tests in regression models (2003). (8) RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298 Bandwidth selection for kernel conditional density estimation (2001). (9) RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205 PLS path modeling (2005). (10) RePEc:eee:csdana:v:5:y:1987:i:4:p:337-356 Correspondence analysis with least absolute residuals (1987). (11) RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550 Interpretation and inference in mixture models: Simple MCMC works (2007). (12) RePEc:eee:csdana:v:45:y:2004:i:2:p:301-320 Fast and robust discriminant analysis (2004). (13) RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223 Applications of optimization heuristics to estimation and modelling problems (2004). (14) RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123 Testing and dating of structural changes in practice (2003). (15) RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364 Time series of count data: modeling, estimation and diagnostics (2006). (16) RePEc:eee:csdana:v:22:y:1996:i:3:p:251-270 A method for simultaneous variable selection and outlier identification in linear regression (1996). (17) RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476 Forecasting the US unemployment rate (2003). (18) RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380 Unobserved heterogeneity in panel time series models (2006). (19) RePEc:eee:csdana:v:16:y:1993:i:1:p:11-18 On the inconsistency of bootstrap distribution estimators (1993). (20) RePEc:eee:csdana:v:18:y:1994:i:5:p:499-512 Testing for multimodality (1994). (21) RePEc:eee:csdana:v:19:y:1995:i:6:p:613-630 A convergent algorithm for quantile regression with smoothing splines (1995). (22) RePEc:eee:csdana:v:47:y:2004:i:3:p:517-536 Estimation in hazard regression models under ordered departures from proportionality (2004). (23) RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376 Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (2005). (24) RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332 A classification EM algorithm for clustering and two stochastic versions (1992). (25) RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176 A comparative study of several smoothing methods in density estimation (1994). (26) RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209 Direct generalized additive modeling with penalized likelihood (1998). (27) RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590 Choosing initial values for the EM algorithm for finite mixtures (2003). (28) RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122 An anova test for functional data (2004). (29) RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956 Robust forecasting of mortality and fertility rates: A functional data approach (2007). (30) repec:eee:csdana:v:52:y:2008:i:5:p:2469-2488 (). (31) RePEc:eee:csdana:v:21:y:1996:i:1:p:17-29 A survey of constrained classification (1996). (32) RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233 Asymptotic inference under heteroskedasticity of unknown form (2004). (33) RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312 Bootstrap prediction for returns and volatilities in GARCH models (2006). (34) RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249 Model conditions for asymptotic robustness in the analysis of linear relations (1990). (35) RePEc:eee:csdana:v:31:y:1999:i:1:p:27-37 On the accuracy of statistical procedures in Microsoft Excel 97 (1999). (36) RePEc:eee:csdana:v:38:y:2001:i:1:p:15-48 Determining the number of components in mixtures of linear models (2001). (37) RePEc:eee:csdana:v:44:y:2003:i:1-2:p:273-295 Implementing the Bianco and Yohai estimator for logistic regression (2003). (38) RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108 Improving the computation of censored quantile regressions (2007). (39) RePEc:eee:csdana:v:19:y:1995:i:4:p:369-377 An alternative approach for the numerical solution of seemingly unrelated regression equations models (1995). (40) RePEc:eee:csdana:v:50:y:2006:i:10:p:2715-2733 Tests for regression models with heteroskedasticity of unknown form (2006). (41) RePEc:eee:csdana:v:10:y:1990:i:2:p:169-174 Stability of robust and non-robust principal components analysis (1990). (42) RePEc:eee:csdana:v:14:y:1992:i:3:p:343-358 Robustness of BIB and extended BIB designs against the unavailability of any number of observations in a block (1992). (43) RePEc:eee:csdana:v:52:y:2007:i:1:p:68-87 Using differential evolution to improve the accuracy of bank rating systems (2007). (44) RePEc:eee:csdana:v:22:y:1996:i:6:p:633-651 Genetic algorithms and their statistical applications: an introduction (1996). (45) RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173 Curves discrimination: a nonparametric functional approach (2003). (46) RePEc:eee:csdana:v:26:y:1997:i:2:p:177-198 Improving parameter tests in covariance structure analysis (1997). (47) RePEc:eee:csdana:v:17:y:1994:i:4:p:433-454 Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model (1994). (48) RePEc:eee:csdana:v:39:y:2002:i:3:p:299-310 The compass rose and random walk tests (2002). (49) RePEc:eee:csdana:v:51:y:2007:i:7:p:3551-3566 Multivariate mixed normal conditional heteroskedasticity (2007). (50) RePEc:eee:csdana:v:28:y:1998:i:4:p:353-369 Wavelet regression for random or irregular design (1998). Recent citations received in: | 2008 | 2007 | 2006 | 2005 Recent citations received in: 2008 (1) RePEc:ant:wpaper:2008020 D-optimal conjoint choice designs with no-choice options for a nested logit model (2008). University of Antwerp, Faculty of Applied Economics / Working Papers (2) RePEc:ant:wpaper:2008022 Update formulas for split-plot and block designs (2008). University of Antwerp, Faculty of Applied Economics / Working Papers (3) RePEc:arx:papers:0809.3902 Clustering of discretely observed diffusion processes (2008). arXiv.org / Quantitative Finance Papers (4) RePEc:bpj:ijbist:v:4:y:2008:i:1:n:3 Biclustering of Gene Expression Data by an Extension of Mixtures of Factor Analyzers (2008). The International Journal of Biostatistics (5) RePEc:cns:cnscwp:200801 Clustering Heteroskedastic Time Series by Model-Based Procedures (2008). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (6) RePEc:cns:cnscwp:200804 Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data (2008). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (7) RePEc:cns:cnscwp:200805 Differences of Cultural Capital among Students in Transition to University. Some First Survey Evidences (2008). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (8) RePEc:cns:cnscwp:200813 Clustering Mutual Funds by Return and Risk Levels (2008). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (9) RePEc:dgr:kubcen:200834 Semiparametric Robust Estimation of Truncated and Censored Regression Models (2008). Tilburg University, Center for Economic Research / Discussion Paper (10) RePEc:jss:jstsof:28:i02 Improved Subset Autoregression: With R Package (2008). Journal of Statistical Software (11) RePEc:msh:ebswps:2008-9 Rainbow plots, Bagplots and Boxplots for Functional Data (2008). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (12) RePEc:par:dipeco:2008-me01 Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise (2008). Department of Economics, Parma University (Italy) / Economics Department Working Papers (13) RePEc:ubs:wpaper:0815 Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods (2008). University of Brescia, Department of Economics / Working Papers (14) RePEc:usg:dp2008:2008-16 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process (2008). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2008 (15) RePEc:yor:hectdg:08/26 Testing For Asymmetric Information In Insurance Markets With Unobservable Types (2008). HEDG, c/o Department of Economics, University of York / Health, Econometrics and Data Group (HEDG) Working Papers Recent citations received in: 2007 (1) RePEc:dgr:uvatin:20070094 The Spatial Distribution of Economic Activities in Italy (2007). Tinbergen Institute / Tinbergen Institute Discussion Papers (2) RePEc:diw:diwwpp:dp757 The Default Risk of Firms Examined with Smooth Support Vector Machines (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (3) RePEc:fir:econom:wp2007_11 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach (2007). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive (4) RePEc:hhs:rbnkwp:0211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (5) RePEc:iea:carech:0708 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas. (2007). HEC Montréal, Institut d'économie appliquée / Cahiers de recherche (6) RePEc:jss:jstsof:21:i09 Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R (2007). Journal of Statistical Software (7) RePEc:lvl:lacicr:0731 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas (2007). (8) RePEc:lvl:lacicr:0749 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (2007). (9) RePEc:msh:ebswps:2007-8 Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models (2007). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (10) RePEc:mtn:ancoec:070302 Statistics with fuzzy random variables (2007). Metron - International Journal of Statistics (11) RePEc:ner:leuven:urn:hdl:123456789/120443 Trimmed bagging. (2007). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven (12) RePEc:ner:leuven:urn:hdl:123456789/201706 Trimmed bagging. (2007). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven (13) RePEc:qed:wpaper:1127 Bootstrap Hypothesis Testing (2007). Queen's University, Department of Economics / Working Papers (14) RePEc:spr:testjl:v:16:y:2007:i:3:p:450-452 Comments on: Nonparametric inference with generalized likelihood ratio tests (2007). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (15) RePEc:wdi:papers:2007-900 Directional Mobility of Ratings (2007). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (16) RePEc:wly:hlthec:v:16:y:2007:i:6:p:603-626 The relationship between road traffic accidents and real economic activity in Spain: common cycles and health issues (2007). Health Economics Recent citations received in: 2006 (1) RePEc:bla:jtsera:v:27:y:2006:i:2:p:191-209 Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information (2006). Journal of Time Series Analysis (2) RePEc:cfs:cfswop:wp200623 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model (2006). Center for Financial Studies / CFS Working Paper Series (3) RePEc:cor:louvco:2006042 Deciding between GARCH and stochastic volatility via strong decision rules (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers (4) RePEc:dgr:kubcen:200620 Smoothed L-estimation of Regression Function (2006). Tilburg University, Center for Economic Research / Discussion Paper (5) RePEc:dgr:kubcen:200650 White Noise Assumptions Revisited: Regression Models and Statistical Designs for Simulation Practice (2006). Tilburg University, Center for Economic Research / Discussion Paper (6) RePEc:ecb:ecbwps:20060703 Comovements in volatility in the euro money market (2006). European Central Bank / Working Paper Series (7) RePEc:edj:ceauch:219 Portfolio management implications of volatility shifts: Evidence from simulated data (2006). Centro de EconomÃa Aplicada, Universidad de Chile / Documentos de Trabajo (8) RePEc:fda:fdaddt:2006-22 Forecasting Stock Price Changes: Is it Possible? (2006). FEDEA / Working Papers (9) RePEc:fir:econom:wp2006_12 Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (2006). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive (10) RePEc:hst:hstdps:d06-185 Bayesian Estimation of Unknown Heteroscedastic Variances (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (11) RePEc:icr:wpicer:40-2006 Multivariate modelling of long memory processes with common components (2006). ICER - International Centre for Economic Research / ICER Working Papers (12) RePEc:msh:ebswps:2006-22 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (13) RePEc:pra:mprapa:2075 An interpolated periodogram-based metric for comparison of time series with unequal lengths (2006). University Library of Munich, Germany / MPRA Paper (14) RePEc:pra:mprapa:4235 Forecasting VARMA processes using VAR models and subspace-based state space models (2006). University Library of Munich, Germany / MPRA Paper (15) RePEc:roc:wallis:wp42 Roll Call Data and Ideal Points (2006). University of Rochester - Wallis Institute of Political Economy / Wallis Working Papers (16) RePEc:spr:compst:v:21:y:2006:i:2:p:251-269 A robust fuzzy k-means clustering model for interval valued data (2006). Computational Statistics (17) RePEc:spr:psycho:v:71:y:2006:i:2:p:219-229 Sufficient conditions for uniqueness in Candecomp/Parafac and Indscal with random component matrices (2006). Psychometrika (18) RePEc:spr:psycho:v:71:y:2006:i:2:p:365-386 Reconstructing Distances among Objects from Their Discriminability (2006). Psychometrika Recent citations received in: 2005 (1) RePEc:bog:wpaper:28 Some Further Evidence on Exchange-Rate Volatility and Exports (2005). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers (2) RePEc:cen:wpaper:05-23 Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes (2005). Center for Economic Studies, U.S. Census Bureau / Working Papers (3) RePEc:dgr:eureri:30007669 The Influence of Employee Communication on Strategic Business Alignment (2005). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (4) RePEc:egc:wpaper:927 Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes (2005). Economic Growth Center, Yale University / Working Papers (5) RePEc:hal:cesptp:halshs-00175914_v1 More efficient tests robust to heteroskedasticity of unknown form (2005). HAL / Université Paris1 Panthéon-Sorbonne, Post-Print (6) RePEc:mtn:ancoec:si12 About a class of max-stable families with applications to income distributions (2005). Metron - International Journal of Statistics (7) RePEc:nbr:nberwo:11019 Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes (2005). National Bureau of Economic Research, Inc / NBER Working Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
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