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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of the American Statistical Association / Taylor & Francis Journals


0.27

Impact Factor

0.27

5-Years IF

8

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.39000 (%)0.15
20010.41000 (%)0.16
20020.430100 (%)0.19
20030.45000 (%)0.19
20040.51000 (%)0.21
20050.54000 (%)0.22
20060.52000 (%)0.21
20070.45000 (%)0.18
20080.48000 (%)0.2
20090.480100 (%)0.19
20100.44000 (%)0.16
20110.531100 (%)0.21
20120.5811912010.0113011 (%)10.010.22
20130.230.710.23127247340.14751202712027 (%)60.050.25
20140.270.810.27136383850.22442466624766 (%)160.120.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2014Filtering With Heavy Tails. (2014). Luati, Alessandra ; Harvey, Andrew . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1112-1122.

Full description at Econpapers || Download paper

13
2012Vast Portfolio Selection With Gross-Exposure Constraints. (2012). Fan, Jianqing ; Yu, Ke ; Zhang, Jingjin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:592-606.

Full description at Econpapers || Download paper

12
2012Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported. (2012). Kreider, Brent ; Pepper, John V. ; Gundersen, Craig . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:958-975.

Full description at Econpapers || Download paper

11
2012Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. (2012). Taylor, James W. ; Jeon, Joo Young . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:66-79.

Full description at Econpapers || Download paper

10
2012Clustering, Spatial Correlations, and Randomization Inference. (2012). Imbens, Guido W. ; Barrios, Thomas ; Diamond, Rebecca . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:578-591.

Full description at Econpapers || Download paper

10
2013Misspecification Testing in a Class of Conditional Distributional Models. (2013). Rothe, Christoph ; Wied, Dominik . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:314-324.

Full description at Econpapers || Download paper

9
2013Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information. (2013). Hu, Yingyao . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:177-186.

Full description at Econpapers || Download paper

9
2012Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection. (2012). Fan, Jianqing ; Li, Yingying ; Yu, Ke. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:412-428.

Full description at Econpapers || Download paper

9
2014Comment. (2014). Lahiri, S. N. ; Gupta, Shuva . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1013-1015.

Full description at Econpapers || Download paper

7
2012Pair Copula Constructions for Multivariate Discrete Data. (2012). Panagiotelis, Anastasios ; Joe, Harry ; Czado, Claudia . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1063-1072.

Full description at Econpapers || Download paper

7
2013Dynamic Bayesian Forecasting of Presidential Elections in the States. (2013). Linzer, Drew A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:124-134.

Full description at Econpapers || Download paper

6
2013From Depth to Local Depth: A Focus on Centrality. (2013). Paindaveine, Davy ; Van Bever, Germain . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1105-1119.

Full description at Econpapers || Download paper

6
2013Estimation of Censored Quantile Regression for Panel Data With Fixed Effects. (2013). Galvao, Antonio F. ; Lamarche, Carlos . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1075-1089.

Full description at Econpapers || Download paper

5
2012Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation. (2012). Smith, Michael S. ; Khaled, Mohamad A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:290-303.

Full description at Econpapers || Download paper

5
2014Multivariate Functional Halfspace Depth. (2014). Claeskens, Gerda ; Hubert, Mia ; Slaets, Leen ; Vakili, Kaveh . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:411-423.

Full description at Econpapers || Download paper

5
2012Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension. (2012). Wang, Lan ; Wu, Yichao ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:214-222.

Full description at Econpapers || Download paper

4
2013Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings. (2013). Cai, Tony ; Xia, Yin ; Liu, Weidong . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:265-277.

Full description at Econpapers || Download paper

4
2012Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data. (2012). Danilov, Mike ; Yohai, Vctor J. ; Zamar, Ruben H.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1178-1186.

Full description at Econpapers || Download paper

4
2012Estimation of High Conditional Quantiles for Heavy-Tailed Distributions. (2012). Li, Deyuan ; He, Xuming ; Wang, Huixia Judy . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1453-1464.

Full description at Econpapers || Download paper

4
2012The Variance Profile. (2012). Luati, Alessandra ; Reale, Marco . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:607-621.

Full description at Econpapers || Download paper

4
2013Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach. (2013). Cho, Haeran ; Goude, Yannig ; Brossat, Xavier ; Yao, Qiwei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:7-21.

Full description at Econpapers || Download paper

4
2012A Semiparametric Approach to Dimension Reduction. (2012). Zhu, Liping ; Ma, Yanyuan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:168-179.

Full description at Econpapers || Download paper

3
2012Inference on the Order of a Normal Mixture. (2012). Chen, Jiahua ; Fu, Yuejiao ; Li, Pengfei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1096-1105.

Full description at Econpapers || Download paper

3
2013Simulated Method of Moments Estimation for Copula-Based Multivariate Models. (2013). Oh, Dong Hwan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:689-700.

Full description at Econpapers || Download paper

3
2012Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference. (2012). Thompson, Mary E. ; Zhou, Qian M. ; Peter X.-K. Song, ; Peter X.-K. Song, . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:205-213.

Full description at Econpapers || Download paper

3
2012AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series. (2012). Stoffer, David S. ; Wood, Sally ; Rosen, Ori . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1575-1589.

Full description at Econpapers || Download paper

3
2012Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach. (2012). Gaetan, Carlo ; Bevilacqua, Moreno ; Mateu, Jorge ; Porcu, Emilio . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:268-280.

Full description at Econpapers || Download paper

3
2012Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection. (2012). Huang, Jianhua Z. ; Chen, Lisha . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1533-1545.

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2
2013Robust Variable Selection With Exponential Squared Loss. (2013). Zhang, Heping ; Jiang, Yunlu ; Wang, Xueqin ; Huang, Mian . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:632-643.

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2
2014Space-Filling Fractional Factorial Designs. (2014). Xu, Hongquan ; Zhou, Yong-Dao . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1134-1144.

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2
2014The Estimation of Leverage Effect With High-Frequency Data. (2014). Wang, Christina D. ; Mykland, Per A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:197-215.

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2
2012Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices. (2012). Zou, Hui ; Ma, Shiqian ; Xue, Lingzhou . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1480-1491.

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2
2013Integrated Modeling of European Migration. (2013). Bijak, Jakub ; Peter W. F. Smith, ; Peter W. F. Smith, ; Forster, Jonathan J. ; Raymer, James . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:801-819.

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2
2014Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models. (2014). Fan, Jianqing ; Ma, Yunbei ; Dai, Wei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1270-1284.

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2
2014Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates. (2014). Liu, Jingyuan ; Wu, Rongling . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:266-274.

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2
2012Nonparametric Construction of Multivariate Kernels. (2012). Konis, Kjell ; Panaretos, Victor M.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1085-1095.

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2
2013Multinomial Inverse Regression for Text Analysis. (2013). Taddy, Matt . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:755-770.

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2
2012Instrumental Variable Estimators for Binary Outcomes. (2012). Clarke, Paul S.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1638-1652.

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2
2013Multivariate Density Estimation by Bayesian Sequential Partitioning. (2013). Jiang, Hui ; Wong, Wing H. ; Lu, Luo . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:504:p:1402-1410.

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2
2012Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach. (2012). Huang, Mian ; Yao, Weixin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:711-724.

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2
2013Imputation in High-Dimensional Economic Data as Applied to the Agricultural Resource Management Survey. (2013). Habiger, Joshua D. ; Ghosh, Sujit K. ; Robbins, Michael W.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:81-95.

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2
2013High-Dimensional Sparse Additive Hazards Regression. (2013). Jinchi Lv, ; Lin, Wei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:247-264.

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2
2014A Model-Averaging Approach for High-Dimensional Regression. (2014). Li, Ker-Chau ; Ando, Tomohiro . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:254-265.

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2
2013Treatment Evaluation With Selective Participation and Ineligibles. (2013). van den Berg, Gerard J. ; Dias, Monica Costa ; Ichimura, Hidehiko . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:441-455.

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2
2012A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components. (2012). Genton, Marc G. ; Sun, Ying ; Apanasovich, Tatiyana V.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:180-193.

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2
2014Treatment Evaluation With Multiple Outcome Periods Under Endogeneity and Attrition. (2014). Frlich, Markus ; Huber, Martin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:508:p:1697-1711.

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2
2012Application of Branching Models in the Study of Invasive Species. (2012). Balderama, Earvin ; Rundel, Philip W. ; Schoenberg, Frederic Paik ; Murray, Erin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:467-476.

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2
2012Feature Screening via Distance Correlation Learning. (2012). Zhu, Liping ; Zhong, Wei ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1129-1139.

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2
2012Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model. (2012). Lopes, Hedibert F. ; Dukic, Vanja ; Polson, Nicholas G.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1410-1426.

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2
2012Spatial Statistical Data Fusion for Remote Sensing Applications. (2012). Braverman, Amy ; Cressie, Noel ; Nguyen, Hai . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1004-1018.

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1

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2014Filtering With Heavy Tails. (2014). Luati, Alessandra ; Harvey, Andrew . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1112-1122.

Full description at Econpapers || Download paper

13
2012Vast Portfolio Selection With Gross-Exposure Constraints. (2012). Fan, Jianqing ; Yu, Ke ; Zhang, Jingjin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:592-606.

Full description at Econpapers || Download paper

12
2012Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. (2012). Taylor, James W. ; Jeon, Joo Young . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:66-79.

Full description at Econpapers || Download paper

10
2012Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported. (2012). Kreider, Brent ; Pepper, John V. ; Gundersen, Craig . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:958-975.

Full description at Econpapers || Download paper

10
2012Clustering, Spatial Correlations, and Randomization Inference. (2012). Imbens, Guido W. ; Barrios, Thomas ; Diamond, Rebecca . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:578-591.

Full description at Econpapers || Download paper

10
2013Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information. (2013). Hu, Yingyao . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:177-186.

Full description at Econpapers || Download paper

9
2013Misspecification Testing in a Class of Conditional Distributional Models. (2013). Rothe, Christoph ; Wied, Dominik . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:314-324.

Full description at Econpapers || Download paper

9
2012Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection. (2012). Fan, Jianqing ; Li, Yingying ; Yu, Ke. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:412-428.

Full description at Econpapers || Download paper

9
2014Comment. (2014). Lahiri, S. N. ; Gupta, Shuva . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1013-1015.

Full description at Econpapers || Download paper

7
2012Pair Copula Constructions for Multivariate Discrete Data. (2012). Panagiotelis, Anastasios ; Joe, Harry ; Czado, Claudia . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1063-1072.

Full description at Econpapers || Download paper

7
2013Dynamic Bayesian Forecasting of Presidential Elections in the States. (2013). Linzer, Drew A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:124-134.

Full description at Econpapers || Download paper

6
2013From Depth to Local Depth: A Focus on Centrality. (2013). Paindaveine, Davy ; Van Bever, Germain . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1105-1119.

Full description at Econpapers || Download paper

6
2014Multivariate Functional Halfspace Depth. (2014). Claeskens, Gerda ; Hubert, Mia ; Slaets, Leen ; Vakili, Kaveh . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:411-423.

Full description at Econpapers || Download paper

5
2012Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation. (2012). Smith, Michael S. ; Khaled, Mohamad A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:290-303.

Full description at Econpapers || Download paper

5
2013Estimation of Censored Quantile Regression for Panel Data With Fixed Effects. (2013). Galvao, Antonio F. ; Lamarche, Carlos . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1075-1089.

Full description at Econpapers || Download paper

5
2012The Variance Profile. (2012). Luati, Alessandra ; Reale, Marco . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:607-621.

Full description at Econpapers || Download paper

4
2012Estimation of High Conditional Quantiles for Heavy-Tailed Distributions. (2012). Li, Deyuan ; He, Xuming ; Wang, Huixia Judy . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1453-1464.

Full description at Econpapers || Download paper

4
2012Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data. (2012). Danilov, Mike ; Yohai, Vctor J. ; Zamar, Ruben H.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1178-1186.

Full description at Econpapers || Download paper

4
2012Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension. (2012). Wang, Lan ; Wu, Yichao ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:214-222.

Full description at Econpapers || Download paper

4
2013Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings. (2013). Cai, Tony ; Xia, Yin ; Liu, Weidong . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:265-277.

Full description at Econpapers || Download paper

4
2013Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach. (2013). Cho, Haeran ; Goude, Yannig ; Brossat, Xavier ; Yao, Qiwei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:7-21.

Full description at Econpapers || Download paper

4
2012A Semiparametric Approach to Dimension Reduction. (2012). Zhu, Liping ; Ma, Yanyuan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:168-179.

Full description at Econpapers || Download paper

3
2013Simulated Method of Moments Estimation for Copula-Based Multivariate Models. (2013). Oh, Dong Hwan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:689-700.

Full description at Econpapers || Download paper

3
2012AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series. (2012). Stoffer, David S. ; Wood, Sally ; Rosen, Ori . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1575-1589.

Full description at Econpapers || Download paper

3
2012Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference. (2012). Thompson, Mary E. ; Zhou, Qian M. ; Peter X.-K. Song, ; Peter X.-K. Song, . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:205-213.

Full description at Econpapers || Download paper

3
2012Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach. (2012). Gaetan, Carlo ; Bevilacqua, Moreno ; Mateu, Jorge ; Porcu, Emilio . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:268-280.

Full description at Econpapers || Download paper

3
2014Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates. (2014). Liu, Jingyuan ; Wu, Rongling . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:266-274.

Full description at Econpapers || Download paper

2
2014Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models. (2014). Fan, Jianqing ; Ma, Yunbei ; Dai, Wei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1270-1284.

Full description at Econpapers || Download paper

2
2012Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices. (2012). Zou, Hui ; Ma, Shiqian ; Xue, Lingzhou . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1480-1491.

Full description at Econpapers || Download paper

2
2012Inference on the Order of a Normal Mixture. (2012). Chen, Jiahua ; Fu, Yuejiao ; Li, Pengfei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1096-1105.

Full description at Econpapers || Download paper

2
2012Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection. (2012). Huang, Jianhua Z. ; Chen, Lisha . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1533-1545.

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2
2014The Estimation of Leverage Effect With High-Frequency Data. (2014). Wang, Christina D. ; Mykland, Per A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:197-215.

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2012Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach. (2012). Huang, Mian ; Yao, Weixin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:711-724.

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2014Space-Filling Fractional Factorial Designs. (2014). Xu, Hongquan ; Zhou, Yong-Dao . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1134-1144.

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2013High-Dimensional Sparse Additive Hazards Regression. (2013). Jinchi Lv, ; Lin, Wei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:247-264.

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2013Imputation in High-Dimensional Economic Data as Applied to the Agricultural Resource Management Survey. (2013). Habiger, Joshua D. ; Ghosh, Sujit K. ; Robbins, Michael W.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:81-95.

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2012Instrumental Variable Estimators for Binary Outcomes. (2012). Clarke, Paul S.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1638-1652.

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2
2013Integrated Modeling of European Migration. (2013). Bijak, Jakub ; Peter W. F. Smith, ; Peter W. F. Smith, ; Forster, Jonathan J. ; Raymer, James . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:801-819.

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2
2012Application of Branching Models in the Study of Invasive Species. (2012). Balderama, Earvin ; Rundel, Philip W. ; Schoenberg, Frederic Paik ; Murray, Erin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:467-476.

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2
2012Nonparametric Construction of Multivariate Kernels. (2012). Konis, Kjell ; Panaretos, Victor M.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1085-1095.

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2
2013Treatment Evaluation With Selective Participation and Ineligibles. (2013). van den Berg, Gerard J. ; Dias, Monica Costa ; Ichimura, Hidehiko . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:441-455.

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2
2012Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model. (2012). Lopes, Hedibert F. ; Dukic, Vanja ; Polson, Nicholas G.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1410-1426.

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2
2013Multinomial Inverse Regression for Text Analysis. (2013). Taddy, Matt . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:755-770.

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2
2013Robust Variable Selection With Exponential Squared Loss. (2013). Zhang, Heping ; Jiang, Yunlu ; Wang, Xueqin ; Huang, Mian . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:632-643.

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2
2012A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components. (2012). Genton, Marc G. ; Sun, Ying ; Apanasovich, Tatiyana V.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:180-193.

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2
2013Multivariate Density Estimation by Bayesian Sequential Partitioning. (2013). Jiang, Hui ; Wong, Wing H. ; Lu, Luo . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:504:p:1402-1410.

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2
2014A Model-Averaging Approach for High-Dimensional Regression. (2014). Li, Ker-Chau ; Ando, Tomohiro . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:254-265.

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2
2014Treatment Evaluation With Multiple Outcome Periods Under Endogeneity and Attrition. (2014). Frlich, Markus ; Huber, Martin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:508:p:1697-1711.

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Citing documents used to compute impact factor 66:


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YearTitleSee
2014A one-two punch: Joint effects of natural gas abundance and renewables on coal-fired power plants. (2014). Kaffine, Daniel T. ; Fell, Harrison . In: Working Papers. RePEc:mns:wpaper:wp201410.

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2014Bayesian dynamic financial networks with time-varying predictors. (2014). Durante, Daniele ; Dunson, David B.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:19-26.

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2014A note on the identifiability of nonparametric and semiparametric mixtures of GLMs. (2014). Huang, Mian ; Yao, Weixin ; Wang, Shaoli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:41-45.

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2014Multivariate Farm Debt Imputation in the Agricultural Resource Management Survey (ARMS). (2014). Milkove, Dan ; Xu, Yang ; Morehart, Mitch . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:169401.

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2014Comments on: Latent Markov models: a review of the general framework for the analysis of longitudinal data with covariates. (2014). McShane, Blakeley ; Bockenholt, Ulf . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:3:p:469-472.

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2014Specification analysis of linear quantile models. (2014). Escanciano, J. C. ; Goh, S. C.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:495-507.

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2014Specification Tests for Nonlinear Dynamic Models. (2014). Kheifets, Igor . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1937.

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2014A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution. (2014). Vogel, Daniel ; van Kampen, Maarten ; Dehling, Herold ; Wied, Dominik . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:723-736.

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2014Specification Tests for Nonlinear Dynamic Models. (2014). Kheifets, Igor . In: Working Papers. RePEc:cfr:cefirw:w0209.

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2014The contribution of human capital variables to changes in the wage distribution function. (2014). Ghosh, Pallab Kumar . In: Labour Economics. RePEc:eee:labeco:v:28:y:2014:i:c:p:58-69.

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2014A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint. (2014). Shen, Jincheng ; Thall, Peter F. ; Wang, LU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:126-133.

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2014The lasso for high-dimensional regression with a possible change-point. (2014). Seo, Myunghwan ; Lee, Sokbae . In: CeMMAP working papers. RePEc:ifs:cemmap:26/14.

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2014An algorithm for constructing high dimensional distributions from distributions of lower dimension. (2014). Khabibullin, Renat ; Anatolyev, Stanislav . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:3:p:257-261.

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2014Youth Turnover in Brazil: Job and Worker Flows and an Evaluation of a Youth-Targeted Training Program. (2014). Corseuil, Carlos Henrique ; Foguel, Miguel ; Gonzaga, Gustavo ; Ribeiro, Eduardo Pontual . In: CEDLAS, Working Papers. RePEc:dls:wpaper:0155.

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2014GEFCom2012: Electric load forecasting and backcasting with semi-parametric models. (2014). Cugliari, Jairo ; Goude, Yannig ; Nedellec, Raphael . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:375-381.

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2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach. (2014). Cabrera, Brenda Lopez ; Schulz, Franziska . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-030.

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2014Randomized control trials in an imperfect world. (2014). Siddique, Zahra . In: IZA World of Labor. RePEc:iza:izawol:journl:y:2014:n:110.

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2014Methods of Identification in Social Networks. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20414.

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2014Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks. (2014). . In: University of Western Ontario, CIBC Centre for Human Capital and Productivity Working Papers. RePEc:uwo:hcuwoc:20142.

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2014Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks. (2014). Shin, Youngki . In: NBER Working Papers. RePEc:nbr:nberwo:20068.

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2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-11.

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2014Minimum distance estimation of the errors-in-variables model using linear cumulant equations. (2014). Jiang, Colin Huan ; Whited, Toni M. ; Erickson, Timothy . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:211-221.

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2014A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families. (2014). Genton, Marc G. ; Dutta, Subhajit . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:82-93.

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2014A high-dimensional two-sample test for the mean using random subspaces. (2014). Thulin, MÃ¥ns, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:26-38.

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2014Hypothesis testing for high-dimensional covariance matrices. (2014). Li, Weiming ; Qin, Yingli . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:108-119.

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2014Band Width Selection for High Dimensional Covariance Matrix Estimation. (2014). Qiu, Yumou . In: MPRA Paper. RePEc:pra:mprapa:59641.

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2014Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Tso-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:737-759.

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2014Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Lunde, Asger ; Laurent, Sebastien ; Quaedvlieg, Rogier ; Boudt, Kris . In: CREATES Research Papers. RePEc:aah:create:2014-05.

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2014Disentangled jump-robust realized covariances and correlations with non-synchronous prices. (2014). Veredas, David ; Elst, Harry Vander . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:es142416.

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2014Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice. (2014). Laurent A. F. Callot, ; Medeiros, Marcelo C.. In: CREATES Research Papers. RePEc:aah:create:2014-42.

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2014Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice. (2014). Kock, Anders B. ; Medeiros, Marcelo C. ; Callot, Laurent . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140147.

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2014Robust mixture regression using the t-distribution. (2014). Yu, Chun ; Wei, Yan ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:116-127.

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2014A note on the identifiability of nonparametric and semiparametric mixtures of GLMs. (2014). Huang, Mian ; Yao, Weixin ; Wang, Shaoli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:41-45.

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2014Flexible dependence modeling of operational risk losses and its impact on total capital requirements. (2014). Czado, Claudia ; Paterlini, Sandra ; Brechmann, Eike . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:271-285.

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2014A permutation approach for ranking of multivariate populations. (2014). Corain, Livio ; Bonnini, Stefano ; Arboretti, Rosa ; Salmaso, Luigi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:39-57.

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2014The lasso for high-dimensional regression with a possible change-point. (2014). Seo, Myunghwan ; Lee, Sokbae . In: CeMMAP working papers. RePEc:ifs:cemmap:26/14.

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2014Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes. (2014). and Philip Hans Franses, ; Gresnigt, Francine ; Kole, Erik . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140067.

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2014Intra-cluster correlation structure in longitudinal data analysis: Selection criteria and misspecification tests. (2014). Xu, Jianwen ; Wang, You-Gan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:70-77.

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2014Matérn-based nonstationary cross-covariance models for global processes. (2014). Jun, Mikyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:134-146.

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2014Simplicial band depth for multivariate functional data. (2014). Lin, Juan ; Sun, Ying ; Lopez-Pintado, Sara ; Genton, Marc . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:8:y:2014:i:3:p:321-338.

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2014Mendelian randomization in health research: Using appropriate genetic variants and avoiding biased estimates. (2014). Taylor, Amy E. ; VanderWeele, Tyler ; Davies, Neil M. ; Munafo, Marcus R. ; Ware, Jennifer J. ; Smith, George Davey . In: Economics & Human Biology. RePEc:eee:ehbiol:v:13:y:2014:i:c:p:99-106.

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2014Unfinished lives: the effect of domestic violence on neonatal & infant mortality. (2014). Menon, Seetha . In: ISER Working Paper Series. RePEc:ese:iserwp:2014-27.

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2014Local robust and asymptotically unbiased estimation of conditional Pareto-type tails. (2014). Guillou, Armelle ; Goegebeur, Yuri ; Dierckx, Goedele . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:330-355.

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2014Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model. (2014). Feng, Xingdong ; Huang, Zhuo ; Yi, Yanping . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:378-381.

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2014Nowcasting Tourist Arrivals to Prague: Google Econometrics. (2014). Zeynalov, Ayaz . In: MPRA Paper. RePEc:pra:mprapa:60945.

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2014Bayesian hierarchical statistical SIRS models. (2014). Zhuang, Lili ; Cressie, Noel . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:4:p:601-646.

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2014Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition. (2014). Frolich, Markus ; Huber, Martin . In: IZA Discussion Papers. RePEc:iza:izadps:dp7972.

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2014On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model. (2014). Meshkani, M. R. ; Ghoreishi, S. K.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:129-137.

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2014The identification power of smoothness assumptions in models with counterfactual outcomes. (2014). Kwon, Koohyun ; Kim, Wooyoung ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:17/14.

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2014Concave‐monotone treatment response and monotone treatment selection: With an application to the returns to schooling. (2014). . In: Quantitative Economics. RePEc:wly:quante:v:5:y:2014:i::p:175-194.

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2014Bounding Treatment Effects: Stata Command for the Partial Identification of the Average Treatment Effect with Endogenous and Misreported Treatment Assignment. (2014). Millimet, Daniel L. ; Roy, Manan ; McCarthy, Ian M.. In: Emory Economics. RePEc:emo:wp2003:1407.

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2014Supplemental Nutrition Assistance Program and Food Insecurity among Families with Children. (2014). Zhang, Jun ; Yen, Steven . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:167477.

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2014The impact of floods on firms performance. (2014). Coelli, F. ; Manasse, P.. In: Working Papers. RePEc:bol:bodewp:wp946.

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2014Regional Growth and Regional Decline. (2014). Breinlich, Holger ; Temple, Jonathan R. W., ; Ottaviano, Gianmarco I. P., . In: Handbook of Economic Growth. RePEc:eee:grochp:2-683.

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2014Agglomeration: A Dynamic Approach. (2014). Miscio, Antonio ; Hanlon, Walker . In: NBER Working Papers. RePEc:nbr:nberwo:20728.

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2014The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202.

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2014Space-time wind speed forecasting for improved power system dispatch. (2014). Xie, Le ; Gu, Yingzhong ; Zhu, Xinxin ; Genton, Marc . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:1:p:1-25.

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2014Rejoinder on: Space-time wind speed forecasting for improved power system dispatch. (2014). Xie, Le ; Gu, Yingzhong ; Zhu, Xinxin ; Genton, Marc . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:1:p:45-50.

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2014Review on probabilistic forecasting of wind power generation. (2014). Wang, Jianxue ; Zhang, Yao . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:32:y:2014:i:c:p:255-270.

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2014Short-term wind speed forecasting with Markov-switching model. (2014). Jiang, Yu ; Zhang, Zijun ; Song, Zhe . In: Applied Energy. RePEc:eee:appene:v:130:y:2014:i:c:p:103-112.

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2014Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study. (2014). Perez-Marin, Ana M. ; Guillen, Montserrat ; Guelman, Leo . In: Working Papers. RePEc:bak:wpaper:201406.

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2014Objective Bayesian analysis for a capture–recapture model. (2014). Xu, Chang ; Sun, Dongchu ; He, Chong . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:2:p:245-278.

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2014.

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2014Nonparametric estimation and inference for conditional density based Granger causality measures. (2014). El Ghouch, Anouar ; Bouezmarni, Taoufik . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:251-264.

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2014Bayesian Inference for a Semi-Parametric Copula-based Markov Chain. (2014). Azam, Kazim ; Pitt, Michael . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1051.

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2014Root $$n$$ n . (2014). Hsu, Chih-Yuan ; Wu, Tiee-Jian ; Yu, Hui-Chun ; Chen, Huang-Yu. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:5:p:865-895.

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Cites in year: CiY


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YearTitleSee
2014Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy. (2014). Kristensen, Johannes Tang . In: CREATES Research Papers. RePEc:aah:create:2014-41.

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2014Evaluating Public-Sector Pensions: Are Federal Public Servants Overpaid?. (2014). Hamilton, Malcolm P.. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:405.

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2014Bending Canadas Healthcare Cost Curve: Watch Not What Governments Say, But What They Do. (2014). William B. P. Robson, . In: e-briefs. RePEc:cdh:ebrief:185.

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2014Immmigration and Internal Mobility in Canada. (2014). Beine, Michel ; Coulombe, Serge . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4823.

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2014Recessions, Inequality, and Democratization. (2014). Dorsch, Michael T. ; Maarek, Paul . In: THEMA Working Papers. RePEc:ema:worpap:2014-19.

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2014Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables. (2014). Frolich, Markus ; Huber, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:31/14.

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2014On the role of recognition in consumer choice: A model comparison. (2014). Hilbig, Benjamin E.. In: Judgment and Decision Making. RePEc:jdm:journl:v:9:y:2014:i:1:p:51-57.

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2014Wirtschaftliche Partnerschaftsabkommen (EPAs) der EU mit Afrika: Dominanz der EU Exportinteressen statt Partnerschaft auf Augenhöhe. (2014). Kohnert, Dirk . In: MPRA Paper. RePEc:pra:mprapa:56457.

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2014Horse trading? EU-African Economic Partnership Agreements (EPAs). (2014). Kohnert, Dirk . In: MPRA Paper. RePEc:pra:mprapa:57070.

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2014Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063.

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2014Maximum Likelihood Estimation for Generalized Autoregressive Score Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140029.

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2014Information Theoretic Optimality of Observation Driven Time Series Models. (2014). André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140046.

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2014Time Varying Transition Probabilities for Markov Regime Switching Models. (2014). Lucas, and Andre ; Koopman, Siem Jan ; Bazzi, Marco ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140072.

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2014Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). and André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074.

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2014Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107.

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2014Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632.

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[Citation Analysis]

Recent citations received in: 2013


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2013A robust and efficient estimation method for single index models. (2013). Liu, Jicai ; Zhao, Weihua ; Zhang, Riquan ; Lv, Yazhao, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:122:y:2013:i:c:p:226-238.

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2013Asymptotic theory for maximum deviations of sample covariance matrix estimates. (2013). Xiao, Han ; Wu, Wei Biao . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2899-2920.

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2013Distributional vs. Quantile Regression. (2013). Peracchi, Franco ; Leorato, Samantha ; Koenker, Roger . In: EIEF Working Papers Series. RePEc:eie:wpaper:1329.

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2013Entropic Latent Variable Integration via Simulation. (2013). . In: CeMMAP working papers. RePEc:ifs:cemmap:32/13.

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2013Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences. (2013). Lamarche, Carlos ; Harding, Matthew . In: IZA Discussion Papers. RePEc:iza:izadps:dp7741.

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2013Distributional vs. Quantile Regression. (2013). Peracchi, Franco ; Leorato, Samantha ; Koenker, Roger . In: CEIS Research Paper. RePEc:rtv:ceisrp:300.

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[Citation Analysis]

Recent citations received in: 2012


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2012Testing the Number of Components in Finite Mixture Models. (2012). . In: CIRJE F-Series. RePEc:tky:fseres:2012cf867.

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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.