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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

 
 

Statistics and Econometrics Working Papers / Documentos de Trabajo de la Universidad Carlos III

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.090000.04
19910.080000.04
19920.090000.05
19930.110000.05
19940.130000.05
19950.140000.09
19960.170000.09
19970.180000.09
19980.210000.14
19990.270000.16
20000.370000.15
20010.3529180040.140.18
20020.070.391182921000.19
20030.030.4216940110010.060.21
20040.190.451792756020.120.21
20050.060.45113332500.26
20060.140.481962845020.110.22
20070.030.41182301010.060.19
20080.080.4125037333.30.19
20090.372414300.19
20100.282624900.16
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2001GMM ESTIMATION OF A PRODUCTION FUNCTION WITH PANEL DATA: AN APPLICATION TO SPANISH MANUFACTURING FIRMS
RePEc:cte:wsrepe:ws015527 [Citation Analysis]
7
2001IS STOCHASTIC VOLATILITY MORE FLEXIBLE THAN GARCH?
RePEc:cte:wsrepe:ws010805 [Citation Analysis]
5
2002ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY
RePEc:cte:wsrepe:ws025414 [Citation Analysis]
4
2002PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF A DYNAMIC STRUCTURAL INVESTMENT MODEL
RePEc:cte:wsrepe:ws026218 [Citation Analysis]
4
2003GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS
RePEc:cte:wsrepe:ws035212 [Citation Analysis]
3
2004ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU.
RePEc:cte:wsrepe:ws034309 [Citation Analysis]
2
2001MULTIVARIATE ANALYSIS IN VECTOR TIME SERIES
RePEc:cte:wsrepe:ws012415 [Citation Analysis]
2
2003RANGE UNIT ROOT TESTS
RePEc:cte:wsrepe:ws031126 [Citation Analysis]
2
2003DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY.
RePEc:cte:wsrepe:ws036313 [Citation Analysis]
2
2006ON THE CONCEPT OF DEPTH FOR FUNCTIONAL DATA
RePEc:cte:wsrepe:ws063012 [Citation Analysis]
2
2001INNOVATION AND JOB CREATION AND DESTRUCTION: EVIDENCE FROM SPAIN
RePEc:cte:wsrepe:ws013824 [Citation Analysis]
2
2004VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES
RePEc:cte:wsrepe:ws041305 [Citation Analysis]
2
2001ON THE (INTRADAILY) SEASONALITY AND DYNAMICS OF A FINANCIAL POINT PROCESS: A SEMIPARAMETRIC APPROACH.
RePEc:cte:wsrepe:ws013321 [Citation Analysis]
1
2011Mixtures of g-priors for bayesian model averaging with economic applications
RePEc:cte:wsrepe:ws112116 [Citation Analysis]
1
2005FORECASTING INFLATION IN THE EURO AREA USING MONTHLY TIME SERIES MODELS AND QUARTERLY ECONOMETRIC MODELS
RePEc:cte:wsrepe:ws050401 [Citation Analysis]
1
2007Characterization and computation of restless bandit marginal productivity indices
RePEc:cte:wsrepe:ws074311 [Citation Analysis]
1
2004A RANGE UNIT ROOT TEST
RePEc:cte:wsrepe:ws041104 [Citation Analysis]
1
2006MODELLING THE DISCRETE AND INFREQUENT OFFICIAL INTEREST RATE CHANGE IN THE UK
RePEc:cte:wsrepe:ws062007 [Citation Analysis]
1
2011Forecasting aggregate and disaggregates with common features
RePEc:cte:wsrepe:ws110805 [Citation Analysis]
1
2003USING WEIBULL MIXTURE DISTRIBUTIONS TO MODEL HETEROGENEOUS SURVIVAL DATA
RePEc:cte:wsrepe:ws033208 [Citation Analysis]
1
2004STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT
RePEc:cte:wsrepe:ws046315 [Citation Analysis]
1
2007Depth functions based on a number of observations of a random vector
RePEc:cte:wsrepe:ws072907 [Citation Analysis]
1
2001ESTIMATION OF A DYNAMIC DISCRETE CHOICE MODEL OF IRREVERSIBLE INVESTMENT
RePEc:cte:wsrepe:ws015628 [Citation Analysis]
1
2004DIMENSIONALITY REDUCTION WITH IMAGE DATA
RePEc:cte:wsrepe:ws041003 [Citation Analysis]
1
2006USING AUXILIARY RESIDUALS TO DETECT CONDITIONAL HETEROSCEDASTICITY IN INFLATION
RePEc:cte:wsrepe:ws060402 [Citation Analysis]
1
2010Exponential conditional volatility models
RePEc:cte:wsrepe:ws103620 [Citation Analysis]
1
2004OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT
RePEc:cte:wsrepe:ws044211 [Citation Analysis]
1
2006MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS
RePEc:cte:wsrepe:ws063815 [Citation Analysis]
1
2005MEAN SQUARED ERRORS OF SMALL AREA ESTIMATORS UNDER A UNIT-LEVEL MULTIVARIATE MODEL
RePEc:cte:wsrepe:ws054007 [Citation Analysis]
1
2010A semiparametric state space model
RePEc:cte:wsrepe:ws103418 [Citation Analysis]
1
2003ESTIMATION OF INCOME DISTRIBUTION AND DETECTION OF SUBPOPULATIONS: AN EXPLANATORY MODEL
RePEc:cte:wsrepe:ws030201 [Citation Analysis]
1
2004A NOTE ON PREDICTION AND INTERPOLATION ERRORS IN TIME SERIES
RePEc:cte:wsrepe:ws042710 [Citation Analysis]
1
2005BAYESIAN ESTIMATION OF THE GAUSSIAN MIXTURE GARCH MODEL
RePEc:cte:wsrepe:ws053605 [Citation Analysis]
1
2009GARCH models with leverage effect : differences and similarities
RePEc:cte:wsrepe:ws090302 [Citation Analysis]
1
2006MODELLING MONETARY TRANSMISSION IN UK MANUFACTURING INDUSTRY
RePEc:cte:wsrepe:ws062911 [Citation Analysis]
1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee

Recent citations received in: 2007

YearTitleSee
2007Multivariate risks and depth-trimmed regions
RePEc:spr:finsto:v:11:y:2007:i:3:p:373-397
[Citation Analysis]

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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