0.06
Impact Factor
0.09
5-Years IF
6
5-Years H index
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadÃstica
[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 | |
| 1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1992 | 0.11 | 3 | 3 | 0 | 0 | (%) | 0.06 | |||||||||
| 1993 | 0.14 | 28 | 31 | 1 | 0.03 | 11 | 3 | 3 | 5 (45.5%) | 1 | 0.04 | 0.07 | ||||
| 1994 |  0.03 | 0.12 | 0.03 | 19 | 50 | 2 | 0.04 | 3 | 31 | 1 | 31 | 1 | 3 (100%) | 1 | 0.05 | 0.06 |
| 1995 | 0.09 | 0.16 | 0.08 | 26 | 76 | 4 | 0.05 | 7 | 47 | 4 | 50 | 4 | 2 (28.6%) | 0.1 | ||
| 1996 | 0.04 | 0.2 | 0.07 | 25 | 101 | 8 | 0.08 | 22 | 45 | 2 | 76 | 5 | 4 (18.2%) | 3 | 0.12 | 0.09 |
| 1997 | 0.06 | 0.21 | 0.04 | 27 | 128 | 7 | 0.05 | 28 | 51 | 3 | 101 | 4 | 11 (39.3%) | 2 | 0.07 | 0.09 |
| 1998 | 0.21 | 0.22 | 0.1 | 33 | 161 | 16 | 0.1 | 19 | 52 | 11 | 125 | 13 | 10 (52.6%) | 3 | 0.09 | 0.13 |
| 1999 | 0.2 | 0.28 | 0.12 | 34 | 195 | 16 | 0.08 | 18 | 60 | 12 | 130 | 15 | 2 (11.1%) | 1 | 0.03 | 0.16 |
| 2000 | 0.13 | 0.37 | 0.08 | 32 | 227 | 13 | 0.06 | 12 | 67 | 9 | 145 | 11 | 3 (25%) | 2 | 0.06 | 0.14 |
| 2001 | 0.06 | 0.36 | 0.07 | 29 | 256 | 19 | 0.07 | 41 | 66 | 4 | 151 | 11 | 7 (17.1%) | 4 | 0.14 | 0.17 |
| 2002 | 0.05 | 0.37 | 0.03 | 11 | 267 | 5 | 0.02 | 12 | 61 | 3 | 155 | 5 | (%) | 0.18 | ||
| 2003 | 0.05 | 0.4 | 0.03 | 17 | 284 | 9 | 0.03 | 16 | 40 | 2 | 139 | 4 | 4 (25%) | 1 | 0.06 | 0.19 |
| 2004 | 0.18 | 0.42 | 0.06 | 17 | 301 | 15 | 0.05 | 18 | 28 | 5 | 123 | 7 | 5 (27.8%) | 2 | 0.12 | 0.19 |
| 2005 | 0.09 | 0.43 | 0.1 | 11 | 312 | 15 | 0.05 | 6 | 34 | 3 | 106 | 11 | 1 (16.7%) | 0.21 | ||
| 2006 | 0.18 | 0.45 | 0.13 | 19 | 331 | 16 | 0.05 | 14 | 28 | 5 | 85 | 11 | 3 (21.4%) | 2 | 0.11 | 0.2 |
| 2007 | 0.07 | 0.39 | 0.09 | 18 | 349 | 11 | 0.03 | 5 | 30 | 2 | 75 | 7 | (%) | 1 | 0.06 | 0.17 |
| 2008 | 0.08 | 0.39 | 0.1 | 26 | 375 | 12 | 0.03 | 5 | 37 | 3 | 82 | 8 | (%) | 0.17 | ||
| 2009 | 0.37 | 0.08 | 23 | 398 | 13 | 0.03 | 9 | 44 | 91 | 7 | 1 (11.1%) | 0.18 | ||||
| 2010 | 0.02 | 0.33 | 0.02 | 26 | 424 | 8 | 0.02 | 19 | 49 | 1 | 97 | 2 | 1 (5.3%) | 0.15 | ||
| 2011 | 0.08 | 0.41 | 0.04 | 28 | 452 | 12 | 0.03 | 15 | 49 | 4 | 112 | 5 | 1 (6.7%) | 1 | 0.04 | 0.2 |
| 2012 | 0.17 | 0.46 | 0.08 | 20 | 472 | 19 | 0.04 | 13 | 54 | 9 | 121 | 10 | 5 (38.5%) | 1 | 0.05 | 0.21 |
| 2013 | 0.15 | 0.5 | 0.15 | 31 | 503 | 24 | 0.05 | 11 | 48 | 7 | 123 | 19 | 4 (36.4%) | 2 | 0.06 | 0.21 |
| 2014 | 0.16 | 0.54 | 0.09 | 23 | 526 | 23 | 0.04 | 2 | 51 | 8 | 128 | 12 | (%) | 0.26 | ||
| 2015 | 0.06 | 0.6 | 0.09 | 22 | 548 | 22 | 0.04 | 4 | 54 | 3 | 128 | 12 | 1 (25%) | 0.3 |
| 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:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704. Full description at Econpapers || Download paper | 15 |
| 2 | 1999 | On the asymptotic theory of subsampling. (1999). Wolf, Michael ; Politis, Dimitris N ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6334. Full description at Econpapers || Download paper | 10 |
| 3 | 2001 | Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415. Full description at Econpapers || Download paper | 8 |
| 4 | 2001 | GMM estimation of a production function with panel data : an application to Spanish manufacturing firms. (2001). Sánchez-Mangas, RocÃÂo ; Alonso-Borrego, César ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws015527. Full description at Econpapers || Download paper | 7 |
| 5 | 2006 | Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH. (2006). Veiga, Helena ; Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws066016. Full description at Econpapers || Download paper | 6 |
| 6 | 2004 | Variance changes detection in multivariate time series. (2004). Galeano, Pedro ; Pea, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws041305. Full description at Econpapers || Download paper | 6 |
| 7 | 1997 | Nonlinear cointegration with mixing errors. (1997). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6204. Full description at Econpapers || Download paper | 6 |
| 8 | 2010 | First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103923. Full description at Econpapers || Download paper | 6 |
| 9 | 1996 | Nonlinear cointegration and nonlinear error correction. (1996). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4546. Full description at Econpapers || Download paper | 6 |
| 10 | 1996 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (1996). Gonzalo, Jesus ; Ng, Serena . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6203. Full description at Econpapers || Download paper | 6 |
| 11 | 2003 | GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS. (2003). . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws035212. Full description at Econpapers || Download paper | 6 |
| 12 | 2010 | A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. (2010). Galeano, Pedro ; Ausin, Concepcion ; Ghosh, Pulak . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103822. Full description at Econpapers || Download paper | 6 |
| 13 | 2002 | Estimation methods for stochastic volatility models: a survey. (2002). Ruiz, Esther ; Broto, Carmen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws025414. Full description at Econpapers || Download paper | 6 |
| 14 | 2001 | Is stochastic volatility more flexible than garch?. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010805. Full description at Econpapers || Download paper | 5 |
| 15 | 1997 | Threshold unit root models. (1997). Gonzalez-Rozada, Martin ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6214. Full description at Econpapers || Download paper | 5 |
| 16 | 2002 | Pseudo-maximum likelihood estimation of a dynamic structural investment model. (2002). Sánchez-Mangas, RocÃÂo ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws026218. Full description at Econpapers || Download paper | 5 |
| 17 | 2004 | Stochastic volatility models and the Taylor effect. (2004). Ruiz, Esther ; Mora-Galan, Alberto ; Perez, Ana . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws046315. Full description at Econpapers || Download paper | 4 |
| 18 | 1998 | Subsampling confidence intervals for the autoregressive root. (1998). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6268. Full description at Econpapers || Download paper | 4 |
| 19 | 2013 | Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605. Full description at Econpapers || Download paper | 4 |
| 20 | 2000 | Notes on time serie analysis, ARIMA models and signal extraction. (2000). Maravall, Agustin ; Kaiser, Regina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10058. Full description at Econpapers || Download paper | 3 |
| 21 | 2003 | Detecting level shifts in the presence of conditional heteroscedasticity.. (2003). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws036313. Full description at Econpapers || Download paper | 3 |
| 22 | 2012 | Portfolio selection through and extremality stochastic order. (2012). Pellerey, Franco ; Lillo, Rosa E. ; Romo, Juan ; Laniado, Henry . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121812. Full description at Econpapers || Download paper | 3 |
| 23 | 1997 | Improved testing and specification of smooth transition regression models. (1997). Jorda, Oscar ; Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6218. Full description at Econpapers || Download paper | 3 |
| 24 | 2011 | Interacting multiple -- Try algorithms with different proposal distributions. (2011). Casarin, Roberto ; Leisen, Fabrizio ; Craiu, Radu . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws110402. Full description at Econpapers || Download paper | 3 |
| 25 | 1997 | On the properties of the Dickey-Pantula test against fractional alternatives. (1997). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4549. Full description at Econpapers || Download paper | 3 |
| 26 | 2003 | Generalized spectral tests for the martingale difference hypothesis. (2003). Velasco, Carlos ; Escanciano, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws035312. Full description at Econpapers || Download paper | 3 |
| 27 | 2011 | Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Breto, Carles ; Ionides, Edward L.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws111914. Full description at Econpapers || Download paper | 3 |
| 28 | 2012 | National minimum wage and labour market outcomes of young workers. (2012). Tena, Juan de Dios ; Fidrmuc, Jan ; Juan de Dios Tena, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121209. Full description at Econpapers || Download paper | 3 |
| 29 | 2009 | Wavelet-based detection of outliers in volatility models. (2009). Veiga, Helena ; Grane, Aurea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws090403. Full description at Econpapers || Download paper | 3 |
| 30 | 2007 | The effect of realised volatility on stock returns risk estimates. (2007). Veiga, Helena ; Grane, Aurea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws076316. Full description at Econpapers || Download paper | 3 |
| 31 | 1998 | FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes. (1998). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4672. Full description at Econpapers || Download paper | 3 |
| 32 | 2006 | On the concept of depth for functional data. (2006). Romo, Juan ; Lopez-Pintado, Sara . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws063012. Full description at Econpapers || Download paper | 3 |
| 33 | 2011 | Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws113426. Full description at Econpapers || Download paper | 3 |
| 34 | 2005 | Bayesian estimation of the gaussian mixture garch model. (2005). Galeano, Pedro ; Ausin, Maria Concepcion. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws053605. Full description at Econpapers || Download paper | 3 |
| 35 | 1996 | Automatic modelling of daily series of economic activity. (1996). Revuelta, Manuel J ; Espasa, Antoni ; Cancelo, Jose Ramon . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3356. Full description at Econpapers || Download paper | 3 |
| 36 | 2012 | Bayesian estimation of inefficiency heterogeneity in stochastic frontier models. (2012). Veiga, Helena ; Galan, Jorge ; Wiper, Michael P.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121007. Full description at Econpapers || Download paper | 3 |
| 37 | 2008 | Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws087326. Full description at Econpapers || Download paper | 3 |
| 38 | 1996 | P-values for non-standard distributions with an application to the DF test. (1996). Gonzalo, Jesus ; Adda, Jerome. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4541. Full description at Econpapers || Download paper | 3 |
| 39 | 1995 | Comovements in large systems. (1995). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:5825. Full description at Econpapers || Download paper | 3 |
| 40 | 1997 | Nonlinear error correction models. (1997). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6206. Full description at Econpapers || Download paper | 2 |
| 41 | 2010 | A semiparametric state space model. (2010). Monteiro, Andre. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103418. Full description at Econpapers || Download paper | 2 |
| 42 | 1993 | Modelling daily series of economic activity. (1993). Espasa, Antoni . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3682. Full description at Econpapers || Download paper | 2 |
| 43 | 2009 | Small area estimation on poverty indicators. (2009). Molina, Isabel ; J. N. K. Rao, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws091505. Full description at Econpapers || Download paper | 2 |
| 44 | 2003 | Range unit root tests. (2003). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws031126. Full description at Econpapers || Download paper | 2 |
| 45 | 1999 | Semiparametric three step estimation methods in labor supply models. (1999). Fernandez, Ana I ; Rodriguez-Poo, Juan M. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6379. Full description at Econpapers || Download paper | 2 |
| 46 | 2013 | Lasso variable selection in functional regression. (2013). Romo, Juan ; Lillo, Rosa E. ; Mingotti, Nicola . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131413. Full description at Econpapers || Download paper | 2 |
| 47 | 2010 | Multivariate extremality measure. (2010). Laniado, Henry ; Lillo, Rosa E. ; Romo, Juan . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws101908. Full description at Econpapers || Download paper | 2 |
| 48 | 2003 | Estimation of income distribution and detection of subpopulations: an explanatory model. (2003). Flachaire, Emmanuel ; Nuez, Olivier G.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws030201. Full description at Econpapers || Download paper | 2 |
| 49 | 1993 | Computing missing values in time series. (1993). Gomez, Victor ; Pea, Daniel ; Maravall, Agustin . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3737. Full description at Econpapers || Download paper | 2 |
| 50 | 2000 | Stochastic comparisons of nonhomogeneous processes. (2000). Ruiz, Jose M ; Belzunce, Felix ; Shaked, Moshe ; Lillo, Rosa E. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:9866. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704. Full description at Econpapers || Download paper | 9 |
| 2 | 1999 | On the asymptotic theory of subsampling. (1999). Wolf, Michael ; Politis, Dimitris N ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6334. Full description at Econpapers || Download paper | 7 |
| 3 | 2012 | Portfolio selection through and extremality stochastic order. (2012). Pellerey, Franco ; Lillo, Rosa E. ; Romo, Juan ; Laniado, Henry . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121812. Full description at Econpapers || Download paper | 3 |
| 4 | 2013 | Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605. Full description at Econpapers || Download paper | 3 |
| 5 | 2012 | National minimum wage and labour market outcomes of young workers. (2012). Tena, Juan de Dios ; Fidrmuc, Jan ; Juan de Dios Tena, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121209. Full description at Econpapers || Download paper | 2 |
| 6 | 2008 | Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws087326. Full description at Econpapers || Download paper | 2 |
| 7 | 2005 | Bayesian estimation of the gaussian mixture garch model. (2005). Galeano, Pedro ; Ausin, Maria Concepcion. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws053605. Full description at Econpapers || Download paper | 2 |
| 8 | 2015 | A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501. Full description at Econpapers || Download paper | 2 |
| 9 | 2007 | The effect of realised volatility on stock returns risk estimates. (2007). Veiga, Helena ; Grane, Aurea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws076316. Full description at Econpapers || Download paper | 2 |
| 10 | 2009 | Small area estimation on poverty indicators. (2009). Molina, Isabel ; J. N. K. Rao, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws091505. Full description at Econpapers || Download paper | 2 |
| 11 | 2013 | Lasso variable selection in functional regression. (2013). Romo, Juan ; Lillo, Rosa E. ; Mingotti, Nicola . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131413. Full description at Econpapers || Download paper | 2 |
| 12 | 2009 | Wavelet-based detection of outliers in volatility models. (2009). Veiga, Helena ; Grane, Aurea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws090403. Full description at Econpapers || Download paper | 2 |
| 13 | 2010 | Multivariate extremality measure. (2010). Laniado, Henry ; Lillo, Rosa E. ; Romo, Juan . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws101908. Full description at Econpapers || Download paper | 2 |
| 14 | 2010 | First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103923. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 3:
| Year | Title | |
|---|---|---|
| 2015 | FloGARCH : Realizing long memory and asymmetries in returns volatility. (2015). Vander Elst, Harry. In: Working Paper Research. RePEc:nbb:reswpp:201504-280. Full description at Econpapers || Download paper | |
| 2015 | Financial stability from a network perspective. (2015). Leon Rincon, C. E., . In: Other publications TiSEM. RePEc:tiu:tiutis:bb2e4e44-e842-45c6-a946-4ba7bdffb65c. Full description at Econpapers || Download paper | |
| 2015 | Two-sample Hotellings T² statistics based on the functional Mahalanobis semi-distance. (2015). Galeano, Pedro ; Esdras, Joseph ; Lillo, Rosa E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1503. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document |
|---|
Recent citations received in 2014
| Year | Citing document |
|---|
Recent citations received in 2013
| Year | Citing document | |
|---|---|---|
| 2013 | How to boost the PhD labour market? : facts from the R&D and innovation policies side. (2013). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws133127. Full description at Econpapers || Download paper | |
| 2013 | Investor attention and stock market activity: Evidence from France. (2013). AROURI, Mohamed ; AOUADI, AMAL ; Teulon, Frederic . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:674-681. Full description at Econpapers || Download paper |
Recent citations received in 2012
| Year | Citing document | |
|---|---|---|
| 2012 | The impact of minimum wage on employment in Poland. (2012). Majchrowska, Aleksandra ; Zokiewski, Zbigniew . In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH. RePEc:ris:invreg:0010. Full description at Econpapers || Download paper |
10 most frequent citing series
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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team