CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated February, 3 2014 581.217 documents
processed, 14.657.417 references and 5.549.674 citations
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
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| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published 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 II: Immediacy Index: CiY / Documents. AII: Average Immediacy Index for series in RePEc in year y |
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Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 2001 | The Distribution of Realized Exchange Rate Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys P., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:96:y:2001:m:march:p:42-55. Full description at Econpapers || Download paper | 381 |
| 2002 | Forecasting Using Principal Components From a Large Number of Predictors. (2002). Watson, Mark ; Stock J. H., ; Watson M. W., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179. Full description at Econpapers || Download paper | 274 |
| 2005 | A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data. (2005). Ait-Sahalia, Yacine ; Zhang, Lan ; Mykland, Per A.. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:1394-1411. Full description at Econpapers || Download paper | 258 |
| 2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. (2005). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:830-840. Full description at Econpapers || Download paper | 195 |
| 2001 | Marginal Likelihood From the Metropolis-Hastings Output. (2001). Jeliazkov, Ivan ; Chib S., ; Jeliazkov I., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281. Full description at Econpapers || Download paper | 141 |
| 2001 | Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties. (2001). Fan, Jianqing ; Li R., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360. Full description at Econpapers || Download paper | 128 |
| 2006 | The Adaptive Lasso and Its Oracle Properties. (2006). Zou, Hui . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:101:y:2006:p:1418-1429. Full description at Econpapers || Download paper | 91 |
| 2004 | Cross-Validation and the Estimation of Conditional Probability Densities. (2004). Racine, Jeffrey ; Hall, Peter ; Li, Qi. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026. Full description at Econpapers || Download paper | 82 |
| 2002 | Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models. (2002). Abadie, Alberto. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:97:y:2002:m:march:p:284-292. Full description at Econpapers || Download paper | 61 |
| 2007 | Determining the Number of Factors in the General Dynamic Factor Model. (2007). Liska, Roman ; Hallin, Marc. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:102:y:2007:m:june:p:603-617. Full description at Econpapers || Download paper | 58 |
| 2007 | Strictly Proper Scoring Rules, Prediction, and Estimation. (2007). Raftery, Adrian E. ; Gneiting, Tilmann . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:102:y:2007:p:359-378. Full description at Econpapers || Download paper | 56 |
| 2010 | Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of Californiaâs Tobacco Control Program. (2010). Hainmueller, Jens ; Abadie, Alberto ; Diamond, Alexis . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:105:i:490:y:2010:p:493-505. Full description at Econpapers || Download paper | 56 |
| 2002 | Accounting for the Black-White Wealth Gap: A Nonparametric Approach. (2002). Bound, John ; barsky, robert ; Charles K. K., ; Lupton J. P., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:97:y:2002:m:september:p:663-673. Full description at Econpapers || Download paper | 53 |
| 2006 | Quantile Autoregression. (2006). Xiao, Zhijie ; koenker, roger. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:101:y:2006:p:980-990. Full description at Econpapers || Download paper | 51 |
| 2008 | Imputing Risk Tolerance From Survey Responses. (2008). Shapiro, Matthew ; Sahm, Claudia ; Kimball, Miles. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:103:i:483:y:2008:p:1028-1038. Full description at Econpapers || Download paper | 46 |
| 2008 | Multiple Inference and Gender Differences in the Effects of Early Intervention: A Reevaluation of the Abecedarian, Perry Preschool, and Early Training Projects. (2008). Anderson, Michael. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1481-1495. Full description at Econpapers || Download paper | 43 |
| 2007 | Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors. (2007). Pepper, John ; Kreider, Brent. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:102:y:2007:m:june:p:432-441. Full description at Econpapers || Download paper | 43 |
| 2008 | Mixtures of g Priors for Bayesian Variable Selection. (2008). Clyde, Merlise ; Liang, Feng ; Paulo, Rui ; Berger, Jim O. ; Molina, German . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:103:y:2008:m:march:p:410-423. Full description at Econpapers || Download paper | 36 |
| 2006 | Efficient Estimation of Semiparametric Multivariate Copula Models. (2006). Tsyrennikov, Viktor ; Chen, Xiaohong ; Fan, Yanqin . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240. Full description at Econpapers || Download paper | 36 |
| 2007 | Testing Forecast Optimality Under Unknown Loss. (2007). Timmermann, Allan ; Patton, Andrew. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1172-1184. Full description at Econpapers || Download paper | 35 |
| 2004 | Getting It Right: Joint Distribution Tests of Posterior Simulators. (2004). Geweke, John. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:799-804. Full description at Econpapers || Download paper | 34 |
| 2005 | Weather Forecasting for Weather Derivatives. (2005). Diebold, Francis ; Campbell, Sean D.. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:6-16. Full description at Econpapers || Download paper | 34 |
| 2004 | Unit Root Quantile Autoregression Inference. (2004). Xiao, Zhijie ; koenker, roger. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:775-787. Full description at Econpapers || Download paper | 30 |
| 2002 | Parsimonious Covariance Matrix Estimation for Longitudinal Data. (2002). Smith, Michael ; Kohn, Robert. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1141-1153. Full description at Econpapers || Download paper | 30 |
| 2007 | Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data. (2007). Fan, Jianqing ; Wang, Yazhen . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1349-1362. Full description at Econpapers || Download paper | 29 |
| 2004 | Causal Inference With General Treatment Regimes: Generalizing the Propensity Score. (2004). Van Dyk, David A. ; Imai, Kosuke . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:854-866. Full description at Econpapers || Download paper | 29 |
| 2004 | New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis. (2004). Fan, Jianqing ; Li, Runze . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:710-723. Full description at Econpapers || Download paper | 29 |
| 2008 | The Bayesian Lasso. (2008). Casella, George ; Park, Trevor. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:103:y:2008:m:june:p:681-686. Full description at Econpapers || Download paper | 27 |
| 2005 | Diagnostic Checking in ARMA Models With Uncorrelated Errors. (2005). Zakoian, Jean-Michel ; Francq, Christian ; Roy, Roch . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:532-544. Full description at Econpapers || Download paper | 26 |
| 2005 | Quantiles for Counts. (2005). Santos Silva, João ; Machado, José António ; Silva, J. M. C. Santos, . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:1226-1237. Full description at Econpapers || Download paper | 26 |
| 2002 | Three-Step Censored Quantile Regression and Extramarital Affairs. (2002). Hong, Han ; Chernozhukov, Victor ; Chernozhukov V., ; Hong H., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882. Full description at Econpapers || Download paper | 25 |
| 2007 | Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices. (2007). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:102:y:2007:p:16-27. Full description at Econpapers || Download paper | 25 |
| 2008 | Bandwidth Selection in Nonparametric Kernel Testing. (2008). GAO, Jiti ; Gijbels, Irne . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1584-1594. Full description at Econpapers || Download paper | 23 |
| 2002 | Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez C., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442. Full description at Econpapers || Download paper | 22 |
| 2003 | A Reexamination of Diffusion Estimators With Applications to Financial Model Validation. (2003). Fan, Jianqing ; Zhang C., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:98:y:2003:p:118-134. Full description at Econpapers || Download paper | 22 |
| 2004 | An ANOVA Model for Dependent Random Measures. (2004). Rosner, Gary L. ; MacEachern, Steven N. ; Muller, Peter ; De Iorio, Maria. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:205-215. Full description at Econpapers || Download paper | 21 |
| 2009 | Testing Dependence Among Serially Correlated Multicategory Variables. (2009). Timmermann, Allan ; Pesaran, M. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:104:i:485:y:2009:p:325-337. Full description at Econpapers || Download paper | 21 |
| 2005 | Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing. (2005). Wolf, Michael ; Romano, Joseph P.. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:94-108. Full description at Econpapers || Download paper | 21 |
| 2003 | On Additive Conditional Quantiles With High Dimensional Covariates. (2003). Zerom, Dawit ; Gooijer, Jan G.. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:98:y:2003:p:135-146. Full description at Econpapers || Download paper | 21 |
| 2001 | Adaptive Regression by Mixing. (2001). yang, yong ; Yang Y., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:96:y:2001:m:june:p:574-588. Full description at Econpapers || Download paper | 20 |
| 2001 | Goodness-of-Fit Tests for Parametric Regression Models. (2001). Fan, Jianqing ; Huang L-S., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652. Full description at Econpapers || Download paper | 20 |
| 2004 | Semiparametric Regression Analysis With Missing Response at Random. (2004). LINTON, OLIVER ; Härdle, Wolfgang ; Hardle W., ; WANG Q., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:334-345. Full description at Econpapers || Download paper | 20 |
| 2007 | Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data. (2007). Zhu, Lixing ; Xue, Liugen . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:102:y:2007:m:june:p:642-654. Full description at Econpapers || Download paper | 20 |
| 2005 | Statistical Methods for Eliciting Probability Distributions. (2005). O'Hagan, Anthony ; Garthwaite, Paul H. ; Kadane, Joseph B.. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:680-701. Full description at Econpapers || Download paper | 20 |
| 2003 | Bayesian Modeling and Forecasting of Intraday Electricity Load. (2003). Smith, Michael ; Cottet R., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:98:y:2003:p:839-849. Full description at Econpapers || Download paper | 20 |
| 2004 | Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models. (2004). Wood, Simon N.. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:99:y:2004:p:673-686. Full description at Econpapers || Download paper | 20 |
| 2003 | Semiparametric Estimation of Multivariate Fractional Cointegration. (2003). Hurvich, Clifford ; Chen, Willa W.. In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:98:y:2003:p:629-642. Full description at Econpapers || Download paper | 20 |
| 2001 | Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models. (2001). Fruhwirth-Schnatter S., . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:96:y:2001:m:march:p:194-209. Full description at Econpapers || Download paper | 20 |
| 2005 | Functional Data Analysis for Sparse Longitudinal Data. (2005). Yao, Fang ; Wang, Jane-Ling ; Muller, Hans-Georg . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:100:y:2005:p:577-590. Full description at Econpapers || Download paper | 19 |
| 2003 | Measurement of Higher Education in the Census and Current Population Survey. (2003). Black, Dan ; Taylor, Lowell ; Sanders, Seth . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:98:y:2003:p:545-554. Full description at Econpapers || Download paper | 19 |
Citing documents used to compute impact factor 65:
| Year | Title | See |
|---|---|---|
| 2012 | A Bayesian Approach to Improved Estimation of Causal Effect Predictiveness for a Principal Surrogate Endpoint. (2012). Zigler, Corwin M. ; Belin, Thomas R.. In: Biometrics. RePEc:bla:biomet:v:68:y:2012:i:3:p:922-932. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A Flexible Semiparametric Model for Time Series. (2012). Li, Degui ; LINTON, OLIVER ; Lu, Zudi . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-17. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A flexible semiparametric model for time series. (2012). Li, Degui ; LINTON, OLIVER ; Lu, Zudi . In: CeMMAP working papers. RePEc:ifs:cemmap:28/12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Shrinkage averaging estimation. (2012). Schomaker, Michael . In: Statistical Papers. RePEc:spr:stpapr:v:53:y:2012:i:4:p:1015-1034. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Duration of new firms: The role of startup financial conditions, industry and aggregate factors. (2012). Voia, Marcel ; Huynh, Kim ; Petrunia, Robert J.. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:23:y:2012:i:4:p:354-362. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Respondent-Driven Sampling. (2012). Liebau, Elisabeth ; Schonlau, Matthias . In: EconStor Open Access Articles. RePEc:zbw:espost:67489. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2012). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1302. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Variable selection in Cox regression models with varying coefficients. (2012). Härdle, Wolfgang ; Honda, Toshio ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-061. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Semiparametric regression models with additive nonparametric components and high dimensional parametric components. (2012). Cheng, Guang ; Du, Pang ; Liang, Hua . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2006-2017. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach. (2012). Zanin, Luca ; Marra, Giampiero . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1328-1337. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Efficient Estimation of Approximate Factor Models. (2012). Liao, Yuan ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:41558. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Bayesian semiparametric additive quantile regression. (2012). Waldmann, Elisabeth ; Yu, Yu Ryan ; Kneib, Thomas ; Lang, Stefan . In: Working Papers. RePEc:inn:wpaper:2012-06. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Simultaneous test procedures in terms of p-value copulae. (2012). Dickhaus, Thorsten ; Gierl, Jakob . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-049. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Identification and estimation of dynamic factor models. (2012). Bai, Jushan ; Wang, Peng . In: MPRA Paper. RePEc:pra:mprapa:38434. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Maximum likelihood estimation and inference for approximate factor models of high dimension. (2012). Li, kunpeng ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:42099. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Theory and methods of panel data models with interactive effects. (2012). Li, kunpeng ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:43441. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimation and model selection in a class of semiparametric models for cluster data. (2012). Li, Jialiang ; Sun, Yan ; Zhang, Wenyang . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:4:p:835-856. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Assessment of probabilistic forecasts: Proper scoring rules and moments. (2012). Tsyplakov, Alexander. In: Applied Econometrics. RePEc:ris:apltrx:0181. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Foreign investment and bribery: A firm-level analysis of corruption in Vietnam. (2012). Gueorguiev, Dimitar ; Malesky, Edmund . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:2:p:111-129. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Fear of the Dark? â How Access to Electric Lighting Affects Security Attitudes and Nighttime Activities in Rural Senegal. (2012). Peters, Jörg ; Bensch, Gunther ; Sievert, Maximiliane . In: Ruhr Economic Papers. RePEc:rwi:repape:0369. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | State health insurance and out-of-pocket health expenditures in Andhra Pradesh, India. (2012). Mahal, Ajay ; Fan, Victoria ; Karan, Anup . In: International Journal of Health Care Finance and Economics. RePEc:kap:ijhcfe:v:12:y:2012:i:3:p:189-215. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Fast sparse regression and classification. (2012). Friedman, Jerome H.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:3:p:722-738. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Nonparametric tests for stochastic ordering. (2012). WYUPEK, GRZEGORZ ; Ledwina, Teresa. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:4:p:730-756. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Testing the Number of Components in Finite Mixture Models. (2012). Shimotsu, Katsumi ; Kasahara, Hiroyuki ; Katsumi, SHIMOTSU . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-259. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Approximate Bayesian computing for spatial extremes. (2012). Smith, Richard L. ; Erhardt, Robert J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1468-1481. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Approximate Bayesian inference for large spatial datasets using predictive process models. (2012). Finley, Andrew O. ; Banerjee, Sudipto ; Eidsvik, Jo ; Rue, Hvard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1362-1380. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | New approaches to nonparametric density estimation and selection of smoothing parameters. (2012). Pepelyshev, Andrey ; Golyandina, Nina ; Steland, Ansgar . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2206-2218. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimating structural mean models with multiple instrumental variables using the generalised method of moments. (2012). Windmeijer, Frank ; Palmer, Tom M. ; Clarke, Paul S.. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:12/23. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimation for a marginal generalized single-index longitudinal model. (2012). Zhu, Lixing ; Xu, Peirong . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:285-299. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory. (2012). Bibinger, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:6:p:2411-2453. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation. (2012). Audrino, Francesco ; Corsi, Fulvio ; Peluso, Stefano . In: Economics Working Paper Series. RePEc:usg:econwp:2012:02. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A New Heterogeneous Multidimensional Unfolding Procedure. (2012). Park, Joonwook ; DeSarbo, Wayne ; Rajagopal, Priyali . In: Psychometrika. RePEc:spr:psycho:v:77:y:2012:i:2:p:263-287. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A note on improving the efficiency of inverse probability weighted estimator using the augmentation term. (2012). Han, Peisong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2221-2228. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Empirical properties of forecasts with the functional autoregressive model. (2012). Didericksen, Devin ; ZHANG, Xi ; KOKOSZKA, Piotr . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:285-298. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Local Adaptive Multiplicative Error Models for High-Frequency Forecasts. (2012). Mihoci, Andrija ; Härdle, Wolfgang ; Hautsch, Nikolaus ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-031. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Lassoing the HAR model: A Model Selection Perspective on Realized Volatility Dynamics. (2012). Audrino, Francesco ; Knaus, Simon . In: Economics Working Paper Series. RePEc:usg:econwp:2012:24. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A new strategy for predicting short-term wind speed using soft computing models. (2012). Haque, Ashraf U. ; Senjyu, Tomonobu ; Mandal, Paras ; Kaye, Mary E. ; Chang, Liuchen ; Meng, Julian . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:16:y:2012:i:7:p:4563-4573. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On a dimension reduction regression with covariate adjustment. (2012). Zhang, Jun ; Zhu, Li-Xing . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:104:y:2012:i:1:p:39-55. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Selection of the number of clusters via the bootstrap method. (2012). Wang, Junhui ; Fang, Yixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:468-477. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Probability and social science : methodologial relationships between the two approaches ?. (2012). Courgeau, Daniel. In: MPRA Paper. RePEc:pra:mprapa:43102. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Robust subsampling. (2012). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:197-210. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120118. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012118. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimation for the single-index models with random effects. (2012). Xue, Liugen ; Pang, Zhen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1837-1853. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Disaster in Paradise: A Preliminary Investigation of the Socio-Economic Aftermaths of Two Coastal Disasters in Hawaii. (2012). Noy, Ilan ; Lynham, John. In: Working Papers. RePEc:hai:wpaper:201217. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Effect of Kyoto Emission Targets on Domestic CO2 Emissions: A Synthetic Control Approach. (2012). Winkler, Ralph ; Almer, Christian. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1202. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Impact of Redistributive Policies on Inequality in OECD Countries. (2012). Peichl, Andreas ; Doerrenberg, Philipp. In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:03-05. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Impact of Redistributive Policies on Inequality in OECD Countries. (2012). Peichl, Andreas ; Doerrenberg, Philipp. In: IZA Discussion Papers. RePEc:iza:izadps:dp6505. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The economic costs of organized crime: evidence from southern Italy. (2012). pinotti, paolo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_868_12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Building the Stock of College-Educated Labor Revisited. (2012). Winters, John ; Sjoquist, David L.. In: Journal of Human Resources. RePEc:uwp:jhriss:v:46:y:2012:i:1:p:270-285. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Have State Renewable Portfolio Standards Really Worked?: Synthesizing Past Policy Assessments. (2012). Groba, Felix. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1258. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Capital Controls in Brazil â Stemming a Tide with a Signal. (2012). Zheng, Huanhuan ; Noy, Ilan ; Jinjarak, Yothin ; Jinjark, Yothin . In: Working Papers. RePEc:hai:wpaper:201213. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Is EU Support to Malawi Agriculture Effective?. (2012). Zant, Wouter . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012090. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Inflation Targeting: Does It Improve Economic Performance?. (2012). Miller, Stephen ; Eren, Ozkan ; Fang, Wen Shwo . In: Working Papers. RePEc:nlv:wpaper:1207. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Effects of Healthier Choices on Kids Menu: A Difference-in-Differences Analysis. (2012). Mittelhammer, Ron ; MCCLUSKEY, JILL J. ; Li, Shuo. In: Journal of Food Distribution Research. RePEc:ags:jlofdr:158986. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The 1960 Tsunami in Hawaii: Long Term Consequences of a Coastal Disaster. (2012). Page, Jonathan ; Noy, Ilan ; Lynham, John. In: Working Paper Series. RePEc:vuw:vuwecf:2389. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Capital Controls in Brazil: Stemming a Tide with a Signal?. (2012). Zheng, Huanhuan ; Noy, Ilan ; Jinjarak, Y. In: Working Paper Series. RePEc:vuw:vuwecf:2391. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Algeriaâs Trade with GAFTA Countries: A Synthetic Control Approach. (2012). Hosny, Amr. In: Transition Studies Review. RePEc:spr:trstrv:v:19:y:2012:i:1:p:35-42. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Semiparametric regression models with additive nonparametric components and high dimensional parametric components. (2012). Cheng, Guang ; Du, Pang ; Liang, Hua . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2006-2017. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints. (2012). Racine, Jeffrey ; ChristopherF. Parmeter, ; Du, Pang . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-08. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimating High-Dimensional Time Series Models. (2012). Medeiros, Marcelo ; MENDES, Eduardo F.. In: CREATES Research Papers. RePEc:aah:create:2012-37. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Estimating High-Dimensional Time Series Models.. (2012). Medeiros, Marcelo ; MENDES, Eduardo F.. In: Textos para discussão. RePEc:rio:texdis:602. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | Non-parametric kernel estimation for symmetric Hawkes processes.
Application to high frequency financial data. (2011). Bacry, E. ; Dayri, K. ; Muzy, J. F.. In: Papers. RePEc:arx:papers:1112.1838. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0003. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | On Bartlett Correctability of Empirical Likelihood in Generalized
 Power Divergence Family. (2011). Otsu, Taisuke ; Camponovo, Lorenzo . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1825. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Large covariance estimation by thresholding principal orthogonal complements. (2011). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina . In: MPRA Paper. RePEc:pra:mprapa:38697. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Factor models. (2011). Choi, In ; Breitung, Jörg. In: Working Papers. RePEc:sgo:wpaper:1121. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
| Year | Title | See |
|---|---|---|
| 2010 | Catastrophic Natural Disasters and Economic Growth. (2010). Noy, Ilan ; Galiani, Sebastian ; Cavallo, Eduardo ; Pantano, Juan . In: Working Papers. RePEc:hai:wpaper:201006. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Catastrophic Natural Disasters and Economic Growth. (2010). Noy, Ilan ; Galiani, Sebastian ; Cavallo, Eduardo ; Pantano, Juan . In: Research Department Publications. RePEc:idb:wpaper:4671. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Empirical Methods in the Economics of International Immigration. (2010). Lozano, Fernando ; Steinberger, Michael D.. In: IZA Discussion Papers. RePEc:iza:izadps:dp5328. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | The Effects of Performance-Based Teacher Pay on Student Achievement. (2010). Hudson, Sally . In: Discussion Papers. RePEc:sip:dpaper:09-023. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | A general science-based framework for dynamical spatio-temporal models. (2010). Wikle, Christopher ; Hooten, Mevin . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:19:y:2010:i:3:p:417-451. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
| Year | Title | See |
|---|---|---|
| 2009 | Life-Cycle Finance and the Design of Pension Plans. (2009). Rindisbacher, Marcel ; Bodie, Zvi ; Jérôme Detemple, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:249-286. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Nonparametric Prediction in Measurement Error Models. (2009). Delaigle, Aurore ; Carroll, Raymond J. ; Hall, Peter . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:104:i:487:y:2009:p:993-1003. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Estimating Extreme Bivariate Quantile Regions. (2009). Einmahl, John ; Einmahl, J. H. J., ; Haan, L. F. M. de, . In: Discussion Paper. RePEc:dgr:kubcen:200929. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Semiparametric Bayesian approaches to joinpoint regression for population-based cancer survival data. (2009). Yu, Binbing ; Tiwari, Ram C. ; Ghosh, Pulak ; Huang, Lan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4073-4082. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Modeling covariance matrices via partial autocorrelations. (2009). Daniels, M. J. ; Pourahmadi, M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:10:p:2352-2363. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Characterizing the variance improvement in linear Dirichlet random effects models. (2009). Casella, George ; Kyung, Minjung ; Gill, Jeff . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:22:p:2343-2350. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis. (2009). Ridder, Geert ; Imbens, Guido ; Graham, Bryan. In: NBER Working Papers. RePEc:nbr:nberwo:14860. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Dynamic semiparametric factor models in risk neutral density estimation. (2009). Härdle, Wolfgang ; Giacomini, Enzo ; Kratschmer, Volker ; HARDLE, Wolfgang . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:93:y:2009:i:4:p:387-402. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Comments on: A review on empirical likelihood methods for regression. (2009). Peng, Liang ; Zhang, Rongmao . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:18:y:2009:i:3:p:452-454. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Modelling and forecasting liquidity supply using semiparametric factor dynamics. (2009). Mihoci, Andrija ; Härdle, Wolfgang ; Hautsch, Nikolaus ; Hardle, Wolfgang Karl . In: CFS Working Paper Series. RePEc:zbw:cfswop:200918. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Interventions in ingarch processes. (2009). Fokianos, Konstantions ; Fried, Roland . In: Technical Reports. RePEc:zbw:sfb475:200911. Full description at Econpapers || Download paper | [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.