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

 

  
 

Computational Statistics & Data Analysis / Elsevier Science Economics Articles Archive

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
19900.010.096018831020.030.04
19910.010.09591394100.05
19920.030.089739119300.04
19930.010.0960211561020.030.05
19940.010.182501571020.020.05
19950.010.1210735142100.06
19960.020.16120581894010.010.08
19970.010.21123412272010.010.08
19980.020.2299412435010.010.09
19990.020.2880482224020.030.13
20000.010.378439179200.16
20010.050.388449164800.16
20020.010.41114811681050.040.2
20030.050.431221511989070.060.2
20040.090.4916810123622050.030.22
20050.090.521287029025070.050.24
20060.040.5368211296120200.050.23
20070.080.42411182496410160.040.19
20080.090.43342107779720140.040.21
20090.070.4334651753520160.050.19
20100.040.3628450688283.6140.050.15
 
 
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
2003A global optimization heuristic for estimating agent based models
RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312 [Citation Analysis]		19
2003Testing and dating of structural changes in practice
RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123 [Citation Analysis]		17
2006A periodogram-based metric for time series classification
RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684 [Citation Analysis]		17
2005PLS path modeling
RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205 [Citation Analysis]		16
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348 [Citation Analysis]		15
2006Unobserved heterogeneity in panel time series models
RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380 [Citation Analysis]		14
2003On the performance of nonparametric specification tests in regression models
RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490 [Citation Analysis]		13
1992Smooth estimators of distribution and density functions
RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471 [Citation Analysis]		13
2002SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity
RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419 [Citation Analysis]		12
2001Bandwidth selection for kernel conditional density estimation
RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298 [Citation Analysis]		12
2002On principal component analysis in L1
RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474 [Citation Analysis]		12
2007Interpretation and inference in mixture models: Simple MCMC works
RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550 [Citation Analysis]		12
1990Model conditions for asymptotic robustness in the analysis of linear relations
RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249 [Citation Analysis]		11
2006Financial econometric analysis at ultra-high frequency: Data handling concerns
RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245 [Citation Analysis]		11
2007Comparison of semiparametric and parametric methods for estimating copulas
RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850 [Citation Analysis]		11
2004Applications of optimization heuristics to estimation and modelling problems
RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223 [Citation Analysis]		11
2004Asymptotic inference under heteroskedasticity of unknown form
RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233 [Citation Analysis]		10
2006Time series of count data: modeling, estimation and diagnostics
RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364 [Citation Analysis]		10
2004Fast and robust discriminant analysis
RePEc:eee:csdana:v:45:y:2004:i:2:p:301-320 [Citation Analysis]		10
1987Correspondence analysis with least absolute residuals
RePEc:eee:csdana:v:5:y:1987:i:4:p:337-356 [Citation Analysis]		9
2003Choosing initial values for the EM algorithm for finite mixtures
RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590 [Citation Analysis]		8
2009The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study
RePEc:eee:csdana:v:53:y:2009:i:6:p:2168-2188 [Citation Analysis]		8
1999Beta kernel estimators for density functions
RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145 [Citation Analysis]		8
2006Bootstrap prediction for returns and volatilities in GARCH models
RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312 [Citation Analysis]		8
2007Robust forecasting of mortality and fertility rates: A functional data approach
RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956 [Citation Analysis]		8
1996A method for simultaneous variable selection and outlier identification in linear regression
RePEc:eee:csdana:v:22:y:1996:i:3:p:251-270 [Citation Analysis]		7
2003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575 [Citation Analysis]		7
2003Forecasting the US unemployment rate
RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476 [Citation Analysis]		7
1998Direct generalized additive modeling with penalized likelihood
RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209 [Citation Analysis]		7
1992A classification EM algorithm for clustering and two stochastic versions
RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332 [Citation Analysis]		7
2008Clustering heteroskedastic time series by model-based procedures
RePEc:eee:csdana:v:52:y:2008:i:10:p:4685-4698 [Citation Analysis]		7
2006Generalized structured additive regression based on Bayesian P-splines
RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991 [Citation Analysis]		7
2008Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
RePEc:eee:csdana:v:52:y:2008:i:6:p:2846-2862 [Citation Analysis]		7
2010Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects
RePEc:eee:csdana:v:54:y:2010:i:11:p:2562-2579 [Citation Analysis]		7
2005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376 [Citation Analysis]		6
1993On the inconsistency of bootstrap distribution estimators
RePEc:eee:csdana:v:16:y:1993:i:1:p:11-18 [Citation Analysis]		6
2004Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
RePEc:eee:csdana:v:47:y:2004:i:2:p:277-295 [Citation Analysis]		6
2006Bayesian analysis of the stochastic conditional duration model
RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267 [Citation Analysis]		6
2002Comparison of non-stationary time series in the frequency domain
RePEc:eee:csdana:v:40:y:2002:i:1:p:131-141 [Citation Analysis]		6
1994A comparative study of several smoothing methods in density estimation
RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176 [Citation Analysis]		6
2001Determining the number of components in mixtures of linear models
RePEc:eee:csdana:v:38:y:2001:i:1:p:15-48 [Citation Analysis]		6
2004Estimation in hazard regression models under ordered departures from proportionality
RePEc:eee:csdana:v:47:y:2004:i:3:p:517-536 [Citation Analysis]		6
2007Improving the computation of censored quantile regressions
RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108 [Citation Analysis]		6
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation
RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031 [Citation Analysis]		6
2003Implementing the Bianco and Yohai estimator for logistic regression
RePEc:eee:csdana:v:44:y:2003:i:1-2:p:273-295 [Citation Analysis]		6
1999On the accuracy of statistical procedures in Microsoft Excel 97
RePEc:eee:csdana:v:31:y:1999:i:1:p:27-37 [Citation Analysis]		6
2007Using differential evolution to improve the accuracy of bank rating systems
RePEc:eee:csdana:v:52:y:2007:i:1:p:68-87 [Citation Analysis]		6
1995A convergent algorithm for quantile regression with smoothing splines
RePEc:eee:csdana:v:19:y:1995:i:6:p:613-630 [Citation Analysis]		6
2006Minimum distance estimation of GARCH(1,1) models
RePEc:eee:csdana:v:51:y:2006:i:3:p:1803-1821 [Citation Analysis]		6
2004Practical bandwidth selection in deconvolution kernel density estimation
RePEc:eee:csdana:v:45:y:2004:i:2:p:249-267 [Citation Analysis]		5

Citing documents used to compute impact factor 28:
YearTitleSee
2010Influence diagnostics in the tobit censored response model
RePEc:spr:stmapp:v:19:y:2010:i:3:p:379-397		[Citation Analysis]
2010Outliers in Garch models and the estimation of risk measures
RePEc:cte:wsrepe:ws100502		[Citation Analysis]
2010Robust M-estimation of multivariate GARCH models
RePEc:eee:csdana:v:54:y:2010:i:11:p:2459-2469		[Citation Analysis]
2010Clustering of categorical variables around latent variables
RePEc:grt:wpegrt:2010-02		[Citation Analysis]
2010Exploiting Parallelization in Spatial Statistics: an Applied Survey using R.
RePEc:hhs:nhheco:2010_025		[Citation Analysis]
2010A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis
RePEc:spr:compst:v:25:y:2010:i:4:p:725-732		[Citation Analysis]
2010Financial Applications of Copula-Models
RePEc:nea:journl:y:2010:i:7:p:24-44		[Citation Analysis]
2010Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models
RePEc:ebl:ecbull:eb-09-00287		[Citation Analysis]
2010Copula-Models in Foreign Exchange Risk-Management of a Bank
RePEc:ris:apltrx:0045		[Citation Analysis]
2010Should Economists Use Open Source Software for Doing Research?
RePEc:kap:compec:v:35:y:2010:i:4:p:371-394		[Citation Analysis]
2010Long memory and nonlinearities in realized volatility: a Markov switching approach.
RePEc:bol:bodewp:694		[Citation Analysis]
2010Ensemble classification based on generalized additive models
RePEc:hub:wpecon:201002		[Citation Analysis]
2010Cartels Uncovered
RePEc:cpr:ceprdp:7761		[Citation Analysis]
2010Adaptive progressive Type-II censoring
RePEc:spr:testjl:v:19:y:2010:i:2:p:342-358		[Citation Analysis]
2010A bivariate regression model for matched paired survival data: local influence and residual analysis
RePEc:spr:stmapp:v:19:y:2010:i:4:p:477-495		[Citation Analysis]
2010Business Ethics Research with an Accounting Focus: A Bibliometric Analysis from 1988 to 2007
RePEc:kap:jbuset:v:93:y:2010:i:1:p:137-160		[Citation Analysis]
2010Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study
RePEc:spr:jclass:v:27:y:2010:i:3:p:333-362		[Citation Analysis]
2010Computing and estimating information matrices of weak arma models
RePEc:pra:mprapa:27685		[Citation Analysis]
2010Review of ‘Robustbase’ software for R
RePEc:jae:japmet:v:25:y:2010:i:7:p:1205-1210		[Citation Analysis]
2010Pricing distressed CDOs with stochastic recovery
RePEc:kap:revdev:v:13:y:2010:i:3:p:219-244		[Citation Analysis]
2010Financial Applications of Copula-Models
RePEc:nea:journl:y:2010:i:7:p:24-44		[Citation Analysis]
2010Mean Shift detection under long-range dependencies with ART
RePEc:han:dpaper:dp-437		[Citation Analysis]
2010Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging
RePEc:rio:texdis:570		[Citation Analysis]
2010A Vehicle Ownership and Utilization Choice Model with Edogenous Residential Density
RePEc:cdl:uctcwp:1332017		[Citation Analysis]
2010A Vehicle Ownership and Utilization Choice Model with Edogenous Residential Density
RePEc:cdl:uctcwp:qt2hc4h6h5		[Citation Analysis]
2010High-dimensional Exploratory Item Factor Analysis by A Metropolis–Hastings Robbins–Monro Algorithm
RePEc:spr:psycho:v:75:y:2010:i:1:p:33-57		[Citation Analysis]
2010Inference for robust canonical variate analysis
RePEc:spr:advdac:v:4:y:2010:i:2:p:181-197		[Citation Analysis]
2010Measuring Financial Contagion by Local Gaussian Correlation
RePEc:hhs:nhhfms:2010_012		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Asset Pair-Copula Selection with Downside Risk Minimization
RePEc:com:wpaper:037		[Citation Analysis]
2010Exact Maximum Likelihood Estimation for Copula Models
RePEc:com:wpaper:038		[Citation Analysis]
2010Threshold Accepting for Credit Risk Assessment and Validation
RePEc:com:wpaper:039		[Citation Analysis]
2010Heuristic Strategies in Finance – An Overview
RePEc:com:wpaper:045		[Citation Analysis]
2010Outliers in Garch models and the estimation of risk measures
RePEc:cte:wsrepe:ws100502		[Citation Analysis]
2010Asia Confronts the Impossible Trinity
RePEc:eab:macroe:22814		[Citation Analysis]
2010Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models
RePEc:ebl:ecbull:eb-09-00287		[Citation Analysis]
2010Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models
RePEc:kie:kieliw:1594		[Citation Analysis]
2010Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.
RePEc:pra:mprapa:22077		[Citation Analysis]
2010Valuing travel time variability: Characteristics of the travel time distribution on an urban road
RePEc:pra:mprapa:24330		[Citation Analysis]
2010A review of robust clustering methods
RePEc:spr:advdac:v:4:y:2010:i:2:p:89-109		[Citation Analysis]
2010Outlier detection and robust covariance estimation using mathematical programming
RePEc:spr:advdac:v:4:y:2010:i:4:p:301-334		[Citation Analysis]
2010Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study
RePEc:spr:jclass:v:27:y:2010:i:3:p:333-362		[Citation Analysis]
2010Forecasting international stock market correlations: does anything beat a CCC?
RePEc:zbw:ucdpse:710		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Long Memory and Tail dependence in Trading Volume and Volatility
RePEc:aah:create:2009-30		[Citation Analysis]
2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada
RePEc:bca:bocawp:09-21		[Citation Analysis]
2009Extraction of financial market expectations about inflation and interest rates from a liquid market
RePEc:bde:wpaper:0906		[Citation Analysis]
2009P-spline anova-type interaction models for spatio-temporal smoothing
RePEc:cte:wsrepe:ws093312		[Citation Analysis]
2009The econometrics of randomly spaced financial data: a survey
RePEc:cte:wsrepe:ws097924		[Citation Analysis]
2009An analysis of life expectancy and economic production using expectile frontier zones
RePEc:dem:demres:v:21:y:2009:i:5		[Citation Analysis]
2009Detrending Bootstrap Unit Root Tests
RePEc:dgr:umamet:2009056		[Citation Analysis]
2009Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models
RePEc:ebl:ecbull:eb-08c20079		[Citation Analysis]
2009BiplotGUI: Interactive Biplots in R
RePEc:jss:jstsof:30:i12		[Citation Analysis]
2009Effect Displays in R for Multinomial and Proportional-Odds Logit Models: Extensions to the effects Package
RePEc:jss:jstsof:32:i01		[Citation Analysis]
2009On Marginal Likelihood Computation in Change-point Models
RePEc:lvl:lacicr:0942		[Citation Analysis]
2009Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
RePEc:pra:mprapa:16528		[Citation Analysis]
2009Tests of ignoring and eliminating in nonsymmetric correspondence analysis
RePEc:spr:advdac:v:3:y:2009:i:3:p:315-340		[Citation Analysis]
2009Distributional Equivalence and Subcompositional Coherence in the Analysis of Compositional Data, Contingency Tables and Ratio-Scale Measurements
RePEc:spr:jclass:v:26:y:2009:i:1:p:29-54		[Citation Analysis]
2009Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution
RePEc:tky:fseres:2009cf701		[Citation Analysis]
2009Pricing caps with HJM models: the benefits of humped volatility
RePEc:usi:wpaper:563		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008D-optimal conjoint choice designs with no-choice options for a nested logit model
RePEc:ant:wpaper:2008020		[Citation Analysis]
2008Update formulas for split-plot and block designs
RePEc:ant:wpaper:2008022		[Citation Analysis]
2008Clustering of discretely observed diffusion processes
RePEc:arx:papers:0809.3902		[Citation Analysis]
2008Clustering Heteroskedastic Time Series by Model-Based Procedures
RePEc:cns:cnscwp:200801		[Citation Analysis]
2008Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data
RePEc:cns:cnscwp:200804		[Citation Analysis]
2008Differences of Cultural Capital among Students in Transition to University. Some First Survey Evidences
RePEc:cns:cnscwp:200805		[Citation Analysis]
2008Clustering Mutual Funds by Return and Risk Levels
RePEc:cns:cnscwp:200813		[Citation Analysis]
2008Semiparametric Robust Estimation of Truncated and Censored Regression Models
RePEc:dgr:kubcen:200834		[Citation Analysis]
2008Improved Subset Autoregression: With R Package
RePEc:jss:jstsof:28:i02		[Citation Analysis]
2008Rainbow plots, Bagplots and Boxplots for Functional Data
RePEc:msh:ebswps:2008-9		[Citation Analysis]
2008Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise
RePEc:par:dipeco:2008-me01		[Citation Analysis]
2008Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
RePEc:ris:apltrx:0024		[Citation Analysis]
2008Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods
RePEc:ubs:wpaper:0815		[Citation Analysis]
2008Testing For Asymmetric Information In Insurance Markets With Unobservable Types
RePEc:yor:hectdg:08/26		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007The Spatial Distribution of Economic Activities in Italy
RePEc:dgr:uvatin:20070094		[Citation Analysis]
2007The Default Risk of Firms Examined with Smooth Support Vector Machines
RePEc:diw:diwwpp:dp757		[Citation Analysis]
2007Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
RePEc:fir:econom:wp2007_11		[Citation Analysis]
2007Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
RePEc:hhs:rbnkwp:0211		[Citation Analysis]
2007Semiparametric Multivariate Density Estimation for Positive Data Using Copulas.
RePEc:iea:carech:0708		[Citation Analysis]
2007Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R
RePEc:jss:jstsof:21:i09		[Citation Analysis]
2007Semiparametric Multivariate Density Estimation for Positive Data Using Copulas
RePEc:lvl:lacicr:0731		[Citation Analysis]
2007Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
RePEc:lvl:lacicr:0749		[Citation Analysis]
2007Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models
RePEc:msh:ebswps:2007-8		[Citation Analysis]
2007Statistics with fuzzy random variables
RePEc:mtn:ancoec:070302		[Citation Analysis]
2007Trimmed bagging.
RePEc:ner:leuven:urn:hdl:123456789/120443		[Citation Analysis]
2007Trimmed bagging.
RePEc:ner:leuven:urn:hdl:123456789/201706		[Citation Analysis]
2007Bootstrap Hypothesis Testing
RePEc:qed:wpaper:1127		[Citation Analysis]
2007Comments on: Nonparametric inference with generalized likelihood ratio tests
RePEc:spr:testjl:v:16:y:2007:i:3:p:450-452		[Citation Analysis]
2007Directional Mobility of Ratings
RePEc:wdi:papers:2007-900		[Citation Analysis]
2007The relationship between road traffic accidents and real economic activity in Spain: common cycles and health issues
RePEc:wly:hlthec:v:16:y:2007:i:6:p:603-626		[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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