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Computational Statistics & Data Analysis / Elsevier


0.38

Impact Factor

0.41

5-Years IF

30

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.010.10.01606040.0758831179213 (22.4%)20.030.04
19910.010.090.015911930.0377941204321 (27.3%)0.04
19920.030.090.029721650.021591193243567 (42.1%)0.04
19930.010.110.016027660.02951562299348 (50.5%)20.030.05
19940.1208235840.01206157310190 (43.7%)20.020.05
19950.070.20.06107465300.06168142103582060 (35.7%)0.07
19960.070.240.09120585520.09242189134053786 (35.5%)30.030.09
19970.040.280.07123708500.0717522794663174 (42.3%)10.010.1
19980.050.290.0599807430.05168243124922763 (37.5%)20.020.1
19990.080.330.0980887770.09232222185315079 (34.1%)30.040.14
20000.050.40.0784971700.0720317995293772 (35.5%)0.15
20010.10.410.08841055680.06237164165064182 (34.6%)0.15
20020.080.420.091141169860.075861681347040170 (29%)20.020.18
20030.130.450.1212212911490.127531982546154224 (29.7%)130.110.19
20040.250.50.2116814592350.1648623660484100193 (39.7%)90.050.2
20050.150.530.1512815871780.115492904357284166 (30.2%)110.090.21
20060.220.520.2936819554030.21138329664616176451 (32.6%)470.130.2
20070.280.460.3241123665250.221448496141900287479 (33.1%)340.080.18
20080.340.490.3434227087110.2611697792651197406394 (33.7%)350.10.2
20090.320.480.3334630548670.287427532381417462256 (34.5%)390.110.19
20100.30.460.3428433389470.287636882041595538237 (31.1%)290.10.17
20110.270.530.3127436129470.265686301681751550188 (33.1%)330.120.2
20120.350.560.36272388412320.327115581961657604200 (28.1%)390.140.2
20130.340.630.36221410513110.323355461881518549108 (32.2%)270.120.22
20140.530.660.42318442315270.35397493262139758286 (21.7%)400.130.22
20150.340.730.36133455612610.2864539183136949824 (37.5%)100.080.23
20160.380.950.41248480415730.33103451170121849719 (18.4%)410.170.29
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:


#YearTitleCited
12002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

Full description at Econpapers || Download paper

221
22005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

101
32003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

94
42003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

Full description at Econpapers || Download paper

82
52006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

80
62006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

71
72007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

70
81999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

Full description at Econpapers || Download paper

57
92008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

57
102008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

Full description at Econpapers || Download paper

55
112009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

Full description at Econpapers || Download paper

53
122007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

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49
132008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

Full description at Econpapers || Download paper

48
142007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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45
152003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

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43
162003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

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41
172003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

Full description at Econpapers || Download paper

40
182006Time series of count data: modeling, estimation and diagnostics. (2006). Jung, Robert ; Kukuk, Martin ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364.

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38
191992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

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38
202006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

Full description at Econpapers || Download paper

37
212012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

Full description at Econpapers || Download paper

37
222013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

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36
232001Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

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36
242000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

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35
252010Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

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33
262006A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

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33
272002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

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32
282006Generalized structured additive regression based on Bayesian P-splines. (2006). Brezger, Andreas ; Lang, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991.

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32
292004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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31
302009Additive prediction and boosting for functional data. (2009). Ferraty, Frederic ; Vieu, Philippe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:4:p:1400-1413.

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30
312006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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30
322012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; Baştürk, Nalan ; Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

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30
332005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

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29
342012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

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29
352003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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29
362010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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29
372008Optimal designs for conjoint experiments. (2008). Goos, Peter ; Vandebroek, Martina ; Kessels, Roselinde . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:5:p:2369-2387.

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29
382003Modelling high-dimensional data by mixtures of factor analyzers. (2003). Peel, D. ; Bean, R. W. ; McLachlan, G. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:379-388.

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28
392012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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28
402003Modified moment estimation for the two-parameter Birnbaum-Saunders distribution. (2003). Kundu, D. ; Ng, H. K. T., ; Balakrishnan, N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:43:y:2003:i:3:p:283-298.

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28
411992Smooth estimators of distribution and density functions. (1992). Lejeune, Michel ; Sarda, Pascal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471.

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28
422001Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). Anselin, Luc ; Smirnov, Oleg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319.

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27
432007Estimation of fractional integration in the presence of data noise. (2007). Nielsen, Morten ; Haldrup, Niels. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114.

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27
442004Applications of optimization heuristics to estimation and modelling problems. (2004). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223.

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27
452010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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26
462007Multivariate mixed normal conditional heteroskedasticity. (2007). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3551-3566.

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26
472009Leverage, heavy-tails and correlated jumps in stochastic volatility models. (2009). Omori, Yasuhiro ; Nakajima, Jouchi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2335-2353.

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25
481994A comparative study of several smoothing methods in density estimation. (1994). Cuevas, Antonio ; Manteiga, Wensceslao Gonzalez ; Cao, Ricardo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176.

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25
492011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

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24
502008Sampling Archimedean copulas. (2008). Hofert, Marius . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5163-5174.

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24

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

Full description at Econpapers || Download paper

77
22005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

43
32006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

36
42003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

Full description at Econpapers || Download paper

31
52003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

30
62009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

Full description at Econpapers || Download paper

28
72013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

Full description at Econpapers || Download paper

26
82007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

25
92012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

Full description at Econpapers || Download paper

24
102000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

Full description at Econpapers || Download paper

23
112008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

Full description at Econpapers || Download paper

23
122006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

22
132011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

Full description at Econpapers || Download paper

18
142008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

18
152014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

Full description at Econpapers || Download paper

17
162008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

Full description at Econpapers || Download paper

17
172006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

Full description at Econpapers || Download paper

16
182014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

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16
192003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

Full description at Econpapers || Download paper

15
202005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

Full description at Econpapers || Download paper

15
212012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

Full description at Econpapers || Download paper

15
222012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

Full description at Econpapers || Download paper

14
232008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

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14
242014Parsimonious skew mixture models for model-based clustering and classification. (2014). Vrbik, Irene ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:196-210.

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14
252003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

Full description at Econpapers || Download paper

13
262014Model-based clustering via linear cluster-weighted models. (2014). Punzo, Antonio ; Minotti, Simona ; Ingrassia, Salvatore . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:159-182.

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13
272002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

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13
282009Additive prediction and boosting for functional data. (2009). Ferraty, Frederic ; Vieu, Philippe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:4:p:1400-1413.

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292010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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302012Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. (2012). Chen, Qian ; Lu, Zudi ; Gerlach, Richard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3498-3516.

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312012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

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322005A mixture model for preferences data analysis. (2005). Piccolo, Domenico ; D'Elia, Angela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:3:p:917-934.

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332011Sharpening Wald-type inference in robust regression for small samples. (2011). Koller, Manuel ; Stahel, Werner A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:8:p:2504-2515.

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342012Computing multiple-output regression quantile regions. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:840-853.

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352012Dynamic risk exposures in hedge funds. (2012). Pelizzon, Loriana ; Billio, Monica ; Getmansky, Mila . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3517-3532.

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362007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

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372010Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions. (2010). Abanto-Valle, C. A. ; Lachos, V. H. ; Enriquez, I. ; Bandyopadhyay, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:12:p:2883-2898.

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382008The random Tukey depth. (2008). Nieto-Reyes, A. ; Cuesta-Albertos, J. A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:11:p:4979-4988.

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392010Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

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402014Mixtures of skew-t factor analyzers. (2014). Murray, Paula M. ; Browne, Ryan P. ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:326-335.

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412013Hybrid censoring: Models, inferential results and applications. (2013). Kundu, Debasis ; Balakrishnan, N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:57:y:2013:i:1:p:166-209.

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422004Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies. (2004). Agresti, Alan ; Ohman-Strickland, Pamela ; Caffo, Brian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:3:p:639-653.

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432001Factorial k-means analysis for two-way data. (2001). Kiers, Henk A. L., ; Vichi, Maurizio . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:37:y:2001:i:1:p:49-64.

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442012Quantile regression for longitudinal data with a working correlation model. (2012). Fu, Liya ; Wang, You-Gan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:8:p:2526-2538.

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452006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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462014Robust mixture regression model fitting by Laplace distribution. (2014). Song, Weixing ; Xing, Yanru ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:128-137.

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472012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; Baştürk, Nalan ; Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

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482006GACV for quantile smoothing splines. (2006). Yuan, Ming . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:3:p:813-829.

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492010Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models. (2010). McDaid, A. F. ; Murphy, T. B. ; McNicholas, P. D. ; Frost, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:3:p:711-723.

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502004Practical bandwidth selection in deconvolution kernel density estimation. (2004). Delaigle, A. ; Gijbels, I.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:249-267.

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Citing documents used to compute impact factor 170:


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2016Identifying connected components in Gaussian finite mixture models for clustering. (2016). Scrucca, Luca . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:5-17.

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2016Extending mixtures of factor models using the restricted multivariate skew-normal distribution. (2016). , ; Lee, Sharon X ; McLachlan, Geoffrey J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:398-413.

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2016The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers. (2016). Greselin, Francesca ; Garcia-Escudero, Luis Angel ; Mayo-Iscar, Agustin ; Ingrassia, Salvatore ; Gordaliza, Alfonso . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:99:y:2016:i:c:p:131-147.

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2016On bandwidth selection using minimal spanning tree for kernel density estimation. (2016). , Sreevani ; Murthy, C A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:67-84.

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2016Maximum likelihood estimation and expectation–maximization algorithm for controlled branching processes. (2016). Gonzalez, M ; del Puerto, I ; Minuesa, C. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:209-227.

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2016Default probability estimation via pair copula constructions. (2016). Dalla Valle, Luciana ; Manelli, Claudio ; Tarantola, Claudia ; de Giuli, Maria Elena ; DeGiuli, Maria Elena . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:1:p:298-311.

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2016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

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2016Copula in a multivariate mixed discrete–continuous model. (2016). Zilko, Aurelius A ; Kurowicka, Dorota . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:28-55.

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2016Laplace mixture of linear experts. (2016). Nguyen, Hien D ; McLachlan, Geoffrey J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:177-191.

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2016Robust mixture regression modeling based on scale mixtures of skew-normal distributions. (2016). Zeller, Camila B ; Lachos, Victor H. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:2:d:10.1007_s11749-015-0460-4.

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2016Linear mixed models with marginally symmetric nonparametric random effects. (2016). McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:151-169.

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2016l1 regularized multiplicative iterative path algorithm for non-negative generalized linear models. (2016). Mandal, B N. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:289-299.

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2016The Split-SV model. (2016). Stojanovi, Vladica S ; Milovanovi, Gradimir V ; Popovi, Biljana. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:560-581.

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2016Cholesky Realized Stochastic Volatility Model. (2016). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1019.

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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp216.

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2016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

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2016Understanding the drivers of capital flows into the CESEE countries. (2016). Huber, Florian ; Eller, Markus. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:2:b:2.

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2016A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility. (2016). Liu, Wei-Han . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:351-362.

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2016On Persistence of Uncertainty Shocks. (2016). Egiev, Sergey . In: HSE Working papers. RePEc:hig:wpaper:144/ec/2016.

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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp235.

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2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

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2016Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?. (2016). Lakshina, Valeriya V ; Silaev, Andrey M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00637.

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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:4824.

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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5178.

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2016A SAEM algorithm for fused lasso penalized NonLinear Mixed Effect Models: Application to group comparison in pharmacokinetics. (2016). Ollier, Edouard ; Viallon, Vivian ; Delavenne, Xavier ; Samson, Adeline . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:95:y:2016:i:c:p:207-221.

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2016Testing for the number of states in hidden Markov models. (2016). Holzmann, Hajo ; Schwaiger, Florian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:318-330.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Feature selection for functional data. (2016). Fraiman, Ricardo ; Svarc, Marcela ; Gimenez, Yanina . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:191-208.

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2016The exact Gaussian likelihood estimation of time-dependent VARMA models. (2016). Melard, Guy ; Jonasson, Kristjan ; Alj, Abdelkamel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:633-644.

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2016Efficient estimation for marginal generalized partially linear single-index models with longitudinal data. (2016). Zhang, Jun ; Wang, Tao ; Xu, Peirong ; Huang, Xingfang . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:3:d:10.1007_s11749-015-0462-2.

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2016Functional archetype and archetypoid analysis. (2016). Epifanio, Irene . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:24-34.

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2016Latent class models for ecological inference on voters transitions. (2016). Forcina, Antonio ; Colombi, Roberto . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:25:y:2016:i:4:d:10.1007_s10260-015-0349-0.

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2016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments. (2016). Peters, Gareth W ; Gerlach, Richard H ; Chen, Wilson Y. In: Papers. RePEc:arx:papers:1603.01041.

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2016A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors. (2016). Verardi, Vincenzo ; Ricci, Lorenzo ; Vermandele, Catherine . In: Working Papers. RePEc:stm:wpaper:19.

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2016Multiply imputing missing values in data sets with mixed measurement scales using a sequence of generalised linear models. (2016). Lee, Min Cherng ; Mitra, Robin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:95:y:2016:i:c:p:24-38.

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2016On bandwidth selection using minimal spanning tree for kernel density estimation. (2016). , Sreevani ; Murthy, C A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:67-84.

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2016Which Peers Matter: How Social Ties Affect Peer-group Effects. (2016). Valeeva, Diliara ; Poldin, Oleg ; Yudkevich, Maria . In: Research in Higher Education. RePEc:spr:reihed:v:57:y:2016:i:4:d:10.1007_s11162-015-9391-x.

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2016Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data. (2016). , Maria ; Basile, Roberto ; Minguez, Roman . In: Working Papers LuissLab. RePEc:lui:lleewp:16126.

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2016The uncertainty of conditional returns, volatilities and correlations in DCC models. (2016). Ruiz, Esther ; Fresoli, Diego E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:170-185.

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2016Mixture-based clustering for the ordered stereotype model. (2016). Fernandez, D ; Pledger, S ; Arnold, R. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:46-75.

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2016Biclustering Models for Two-Mode Ordinal Data. (2016). Matechou, Eleni ; Farias, Miguel ; Liu, Ivy ; Gjelsvik, Bergljot ; Fernandez, Daniel . In: Psychometrika. RePEc:spr:psycho:v:81:y:2016:i:3:d:10.1007_s11336-016-9503-3.

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2016Categorising Count Data into Ordinal Responses with Application to Ecological Communities. (2016). Fernandez, D ; Pledger, S. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:21:y:2016:i:2:d:10.1007_s13253-015-0240-3.

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2016Factor analysis models via I-divergence optimization. (2016). Finesso, Lorenzo ; Spreij, Peter . In: Psychometrika. RePEc:spr:psycho:v:81:y:2016:i:3:d:10.1007_s11336-015-9486-5.

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2016Mixtures of quantile regressions. (2016). Wu, Qiang ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:162-176.

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2016Laplace mixture autoregressive models. (2016). Nguyen, Hien D ; Janke, Andrew L ; Jeremy, ; McLachlan, Geoffrey J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:18-24.

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2016Robust estimation of the number of components for mixtures of linear regression models. (2016). Li, Meng ; Yao, Weixin ; Xiang, Sijia . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:4:d:10.1007_s00180-015-0610-x.

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2016A class of finite mixture of quantile regressions with its applications. (2016). Tian, Yuzhu ; Tang, Man Lai . In: Journal of Applied Statistics. RePEc:taf:japsta:v:43:y:2016:i:7:p:1240-1252.

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2016A Hybrid Method Based on Singular Spectrum Analysis, Firefly Algorithm, and BP Neural Network for Short-Term Wind Speed Forecasting. (2016). Gao, Yuyang ; Zhang, Kequan ; QU, Chao . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:10:p:757-:d:78657.

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2016Optimal Site Selection of Tidal Power Plants Using a Novel Method: A Case in China. (2016). Wu, Yunna ; Xu, Hu. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:10:p:832-:d:80835.

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2016How accurate are professional forecasts in Asia? Evidence from ten countries. (2016). Deschamps, Bruno ; Costantini, Mauro ; Chen, Qiwei . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:154-167.

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2016Market perception of sovereign credit risk in the euro area during the financial crisis. (2016). Serwa, Dobromił ; Camba-Mendez, Gonzalo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:168-189.

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2016Semiparametric Count Data Modeling with an Application to Health Service Demand. (2016). Farbmacher, Helmut ; Bach, P ; Spindler, M. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:16/20.

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2016Constructing socio-demographic indicators for National Statistical Institutes using mobile phone data: Estimating literacy rates in Senegal. (2016). Zbiranski, Till ; Salvati, Nicola ; Schmid, Timo ; Bruckschen, Fabian . In: Discussion Papers. RePEc:zbw:fubsbe:20169.

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2016Semiparametric regression analysis of panel count data allowing for within-subject correlation. (2016). He, Xin ; Yao, Bin ; Wang, Lianming . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:47-59.

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2016Regression analysis of longitudinal data with correlated censoring and observation times. (2016). Li, Yang ; Sun, Jianguo ; Wang, Haiying ; He, Xin . In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:3:d:10.1007_s10985-015-9334-z.

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2016A bivariate Birnbaum–Saunders regression model. (2016). Romeiro, Renata G ; Balakrishnan, N ; Vilca, Filidor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:169-183.

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2016A Latent Transition Analysis Model for Latent-State-Dependent Nonignorable Missingness. (2016). Sterba, Sonya K. In: Psychometrika. RePEc:spr:psycho:v:81:y:2016:i:2:d:10.1007_s11336-015-9442-4.

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2016Particle efficient importance sampling. (2016). Scharth, Marcel ; Kohn, Robert . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:133-147.

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2016Long memory affine term structure models. (2016). Golinski, Adam ; Zaffaroni, Paolo ; Goliski, Adam . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:33-56.

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2016Long memory and structural change in the G7 inflation dynamics. (2016). Belkhouja, Mustapha ; Mootamri, Imene . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:450-462.

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2016Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417.

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2016A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median. (2016). Heyes, Andrew ; Wang, Xingyu ; Lyubchich, Vyacheslav ; Gel, Yulia R. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:1-9.

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2016Posterior property of Student-t linear regression model using objective priors. (2016). Wang, Min ; Yang, Mingan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:23-29.

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2016Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits. (2016). He, Qianchuan ; Holland, Eric ; Chan, Timothy A ; Wang, Sijian ; Kong, Linglong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:95:y:2016:i:c:p:222-239.

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2016Estimation and empirical performance of non-scalar dynamic conditional correlation models. (2016). Bauwens, Luc ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:17-36.

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2016Full Bayesian inference with hazard mixture models. (2016). Arbel, Julyan ; Nipoti, Bernardo ; Lijoi, Antonio . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:359-372.

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2016Optimal designs for regression models with autoregressive errors. (2016). Pepelyshev, Andrey ; Zhigljavsky, Anatoly ; Dette, Holger . In: Statistics & Probability Letters. RePEc:eee:stapro:v:116:y:2016:i:c:p:107-115.

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2016A wavelet-based multivariate multiscale approach for forecasting. (2016). Rua, Antonio . In: Working Papers. RePEc:ptu:wpaper:w201612.

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2016State space modeling of Gegenbauer processes with long memory. (2016). Proietti, Tommaso ; Dissanayake, G S ; Peiris, M S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:115-130.

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2016Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. (2016). Gil-Alana, Luis ; Cuestas, Juan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2.

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2016Sparse estimation of high-dimensional correlation matrices. (2016). Cui, Ying ; Sun, Defeng ; Leng, Chenlei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:390-403.

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2016Performance of discrete associated kernel estimators through the total variation distance. (2016). Kokonendji, Celestin C ; Varron, Davit . In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:225-235.

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2016U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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2016The partial copula: Properties and associated dependence measures. (2016). Spanhel, Fabian ; Kurz, Malte S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:76-83.

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2016Clustering bivariate mixed-type data via the cluster-weighted model. (2016). Punzo, Antonio ; Ingrassia, Salvatore . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0600-z.

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2016Multilevel cluster-weighted models for the evaluation of hospitals. (2016). Punzo, Antonio ; Berta, Paolo ; Vittadini, Giorgio ; Ingrassia, Salvatore . In: METRON. RePEc:spr:metron:v:74:y:2016:i:3:d:10.1007_s40300-016-0098-3.

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2016Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:204.

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2016Assessing CO2 emissions in China’s iron and steel industry: A dynamic vector autoregression model. (2016). Xu, Bin ; Lin, Boqiang . In: Applied Energy. RePEc:eee:appene:v:161:y:2016:i:c:p:375-386.

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2016Developing a prediction model for customer churn from electronic banking services using data mining. (2016). Keramati, Abbas ; Mirmohammadi, Seyed Mohammad ; Ghaneei, Hajar . In: Financial Innovation. RePEc:spr:fininn:v:2:y:2016:i:1:d:10.1186_s40854-016-0029-6.

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2016A mathematical programming approach to sample coefficient of variation with interval-valued observations. (2016). Liu, Shiang-Tai . In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:24:y:2016:i:1:d:10.1007_s11750-015-0391-y.

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2016Efficient estimation for the heteroscedastic single-index varying coefficient models. (2016). Lai, Peng ; Wang, Qihua ; Lian, Heng ; Zhang, Qingzhao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:84-93.

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2016Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach. (2016). Jalles, Joao ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp042016.

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2016The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

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2016The relation between sovereign credit rating revisions and economic growth. (2016). Chen, Sheng-Syan ; Yang, Shu-Ling ; Chang, Chong-Chuo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:90-100.

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2016A multilevel finite mixture item response model to cluster examinees and schools. (2016). Gnaldi, Michela ; Bacci, Silvia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:10:y:2016:i:1:p:53-70.

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2016A multilevel finite mixture item response model to cluster examinees and schools. (2016). Bartolucci, Francesco ; Gnaldi, Michela ; Bacci, Silvia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:10:y:2016:i:1:d:10.1007_s11634-014-0196-0.

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2016Joint assessment of the latent trait dimensionality and observed differential item functioning of students’ national tests. (2016). Gnaldi, Michela ; Bacci, Silvia . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:50:y:2016:i:4:d:10.1007_s11135-015-0214-0.

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2016A multilevel latent class analysis of the purchasing channels among European consumers. (2016). Paccagnella, Omar ; Bianco, Chiara Dal ; Varriale, Roberta . In: METRON. RePEc:spr:metron:v:74:y:2016:i:3:d:10.1007_s40300-016-0100-0.

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2016A simple testing procedure for unit root and model specification. (2016). Costantini, Mauro ; Sen, Amit . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:37-54.

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2016Latent profile analysis with nonnormal mixtures: A Monte Carlo examination of model selection using fit indices. (2016). Morgan, Grant B ; Baggett, Aaron R ; Hodge, Kari J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:146-161.

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2016Clustering with the multivariate normal inverse Gaussian distribution. (2016). Ohagan, Adrian ; Karlis, Dimitris ; McNicholas, Paul D ; Gormley, Isobel Claire ; Murphy, Thomas Brendan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:18-30.

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2016Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures. (2016). McNicholas, Paul D ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:133-150.

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2016A mixture of generalized hyperbolic factor analyzers. (2016). Tortora, Cristina ; Browne, Ryan P ; McNicholas, Paul D. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:10:y:2016:i:4:d:10.1007_s11634-015-0204-z.

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2016Factor probabilistic distance clustering (FPDC): a new clustering method. (2016). Tortora, Cristina ; Marino, Marina ; Palumbo, Francesco ; Summa, Mireille Gettler . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:10:y:2016:i:4:d:10.1007_s11634-015-0219-5.

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2016Adaptive estimation in the functional nonparametric regression model. (2016). Chagny, Gaelle ; Roche, Angelina . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:105-118.

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2016Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes. (2016). Weiss, Christian H ; Schweer, Sebastian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:124-130.

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2016Bayesian nonparametric forecasting for INAR models. (2016). Bisaglia, Luisa ; Canale, Antonio . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:70-78.

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2016Testing for Poisson arrivals in INAR(1) processes. (2016). Weiss, Christian H ; Schweer, Sebastian . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:3:d:10.1007_s11749-015-0466-y.

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2016A geometric time series model with inflated-parameter Bernoulli counting series. (2016). Bourguignon, Marcelo ; Molinares, Fabio Fajardo ; Borges, Patrick . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:264-272.

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2016Maximum likelihood estimation and expectation–maximization algorithm for controlled branching processes. (2016). Gonzalez, M ; del Puerto, I ; Minuesa, C. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:209-227.

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2016Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16.

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2016The focused information criterion for varying-coefficient partially linear measurement error models. (2016). Wang, Hai Ying ; Flournoy, Nancy ; Chen, Xinjie . In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:1:d:10.1007_s00362-014-0645-z.

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2016Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro . In: Papers. RePEc:arx:papers:1504.03733.

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2016Comparison of Value-at-Risk models using the MCS approach. (2016). Catania, Leopoldo ; Bernardi, Mauro . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:2:d:10.1007_s00180-016-0646-6.

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2016Generalized Autoregressive Score Models in R: The GAS Package. (2016). Catania, Leopoldo ; Ardia, David ; Boudt, Kris . In: Papers. RePEc:arx:papers:1609.02354.

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2016Random density functions with common atoms and pairwise dependence. (2016). Nicoleris, Theodoros ; Walker, Stephen G ; Hatjispyros, Spyridon J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:236-249.

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2016Inflation convergence in the EMU. (2016). Karavias, Yiannis ; Karanasos, M ; Arakelian, V ; Kartsaklas, A ; Koutroumpis, P. In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:241-253.

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2016Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance. (2016). Füss, Roland ; Adams, Zeno ; Fuess, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:13.

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2016A mean-constrained finite mixture of normals model. (2016). Bao, Junshu ; Hanson, Timothy E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:117:y:2016:i:c:p:93-99.

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2016Panel Cointegration Testing in the Presence of Linear Time Trends. (2016). Hosseinkouchack, Mehdi ; Hassler, Uwe. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:45-:d:81855.

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2016Reducing CO2 emissions in Chinas manufacturing industry: Evidence from nonparametric additive regression models. (2016). Lin, Boqiang ; Xu, Bin . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:161-173.

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2016Improving efficiency of data augmentation algorithms using Peskun’s theorem. (2016). Roy, Vivekananda . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:2:d:10.1007_s00180-015-0632-4.

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2016A law of the iterated logarithm for Grenander’s estimator. (2016). Dumbgen, Lutz ; Wolff, Malcolm ; Wellner, Jon A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:12:p:3854-3864.

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2016Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring. (2016). Aykroyd, Robert G ; Miller, Luke R ; Barber, Stuart . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:94:y:2016:i:c:p:351-362.

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2016Generalized Poisson autoregressive models for time series of counts. (2016). Chen, Cathy W. S. ; Lee, Sangyeol . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:99:y:2016:i:c:p:51-67.

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2016A discussion on the innovation distribution of the Markov regime-switching GARCH model. (2016). Shi, Yanlin ; Feng, Lingbing . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:278-288.

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2016Threshold, smooth transition and mean reversion in inflation: New evidence from European countries. (2016). Hsu, Chi-Sheng ; Chen, Shyh-Wei . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:23-36.

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2016Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries. (2016). Chen, Shyh-Wei ; Pen, Cyun-Jhen ; Hsu, Chi-Sheng . In: Journal of Economics and Management. RePEc:jec:journl:v:12:y:2016:i:1:p:119-155.

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2016Sieve bootstrap monitoring for change from short to long memory. (2016). Chen, Zhanshou ; Li, Fuxiao ; Xing, Yuhong . In: Economics Letters. RePEc:eee:ecolet:v:140:y:2016:i:c:p:53-56.

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2016Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US. (2016). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2016-11.

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2016Market integration and the persistence of electricity prices. (2016). Rodrigues, Paulo ; Pesquita, Vasco ; Pereira, Joo Pedro ; Rua, Antonio . In: Working Papers. RePEc:ptu:wpaper:w201609.

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2016Is inflation persistence different in reality?. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:55-58.

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2016Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting. (2016). GOMIDE, FERNANDO ; MacIel, Leandro ; Ballini, Rosangela . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9535-2.

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2016Extending mixtures of factor models using the restricted multivariate skew-normal distribution. (2016). , ; Lee, Sharon X ; McLachlan, Geoffrey J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:398-413.

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2016Measuring systemic risk using vine-copula. (2016). Pourkhanali, Armin ; Fard, Farzad Alavi ; Tafakori, Laleh ; Kim, Jong-Min . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:63-74.

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2016Sequentially Constrained Monte Carlo. (2016). Campbell, David A ; Golchi, Shirin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:98-113.

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2016Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data. (2016). Kiesse, Tristan Senga ; Kokonendji, Celestin C ; Zougab, Nabil . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0627-1.

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2016Forecasting VaR and ES using dynamic conditional score models and skew Student distribution. (2016). Gao, Chun-Ting ; Zhou, Xiao-Hua . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:216-223.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436.

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2016Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework. (2016). Salisu, Afees. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00762.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: MPRA Paper. RePEc:pra:mprapa:72736.

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2016Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models. (2016). Ardia, David ; Trottier, Denis-Alexandre . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:311-316.

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2016Classification methods for Hilbert data based on surrogate density. (2016). Bongiorno, Enea G ; Goia, Aldo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:99:y:2016:i:c:p:204-222.

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2016An Extension of the Classical Distance Correlation Coefficient for Multivariate Functional Data with Applications. (2016). Krzyko, Mirosaw ; Ratajczak, Waldemar ; Woyski, Waldemar ; Gorecki, Tomasz . In: Statistics in Transition new series. RePEc:csb:stintr:v:17:y:2016:i:3:p:449-466.

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2016Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition. (2016). Tsukuma, Hisayuki . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:190-207.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016A Bayesian Look at American Academic Wages: The Case of Michigan State University. (2016). Lubrano, Michel ; Benzidia, Majda. In: AMSE Working Papers. RePEc:aim:wpaimx:1628.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436.

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2016D-Trace precision matrix estimator with eigenvalue control. (2016). Avagyan, Vahe . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23410.

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2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

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2016Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16.

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2016Maximum likelihood estimation of triangular and polygonal distributions. (2016). McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:23-36.

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2016Linear mixed models with marginally symmetric nonparametric random effects. (2016). McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:151-169.

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2016Functional archetype and archetypoid analysis. (2016). Epifanio, Irene . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:24-34.

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2016Partial identification in the statistical matching problem. (2016). McLachlan, Geoffrey J ; Lee, Sharon X ; Pyne, Saumyadipta ; Ahfock, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:79-90.

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2016Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures. (2016). McNicholas, Paul D ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:133-150.

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2016Robust testing for superiority between two regression curves. (2016). Boente, Graciela ; Pardo-Fernandez, Juan Carlos . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:151-168.

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2016Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454.

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2016A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Xu, Bin ; Lin, Boqiang . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342.

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2016Score-driven exponentially weighted moving averages and Value-at-Risk forecasting. (2016). Lucas, Andre ; Zhang, Xin . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:293-302.

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2016A local factor nonparametric test for trend synchronism in multiple time series. (2016). Lyubchich, Vyacheslav ; Gel, Yulia R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:91-104.

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2016Appraisal of natural resources rents and economic development. (2016). Maksimovi, Goran ; Jovi, Sran ; Jovovi, David . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:289-291.

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2016Novel and simple non-parametric methods of estimating the joint and marginal densities. (2016). Alghalith, Moawia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:454:y:2016:i:c:p:94-98.

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2016The exceedance and cross-correlations between the gold spot and futures markets. (2016). Jiang, Wei ; Ruan, Qingsong ; Huang, Ying . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:139-151.

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2016Operating performance, industry agglomeration and its spatial characteristics of Chinese photovoltaic industry. (2016). Wen, Haojie ; Li, Xinxing ; Wang, Jie Qiong ; Zhang, Lingxian ; Fu, Zetian . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:65:y:2016:i:c:p:373-386.

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2016Laplace mixture autoregressive models. (2016). Nguyen, Hien D ; Janke, Andrew L ; Jeremy, ; McLachlan, Geoffrey J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:18-24.

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2016Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2016). McAleer, Michael ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:93114.

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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492.

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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25:d:69492.

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2016A Bayesian Look at American Academic Wages: The Case of Michigan State University. (2016). Lubrano, Michel ; Benzidia, Majda. In: Working Papers. RePEc:hal:wpaper:halshs-01358882.

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2016Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:igi:igierp:591.

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2016A Correction to Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data by Li, Simar & Zelenyuk (2014, CSDA). (2016). Racine, Jeffrey. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2016-01.

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2016Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach. (2016). Cordero, Jose Manuel ; Polo, Cristina ; Pisaflores, Elsa C ; Pedraja-Chaparro, Francisco . In: MPRA Paper. RePEc:pra:mprapa:70674.

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2016Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2016). Demouche, Nacer ; Al-Eid, Eid ; Aknouche, Abdelhakim . In: MPRA Paper. RePEc:pra:mprapa:75770.

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2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201637.

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2016Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:116.

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2016Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9.

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2016Piecewise Regression Mixture for Simultaneous Functional Data Clustering and Optimal Segmentation. (2016). Chamroukhi, Faicel . In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9212-8.

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2016Compounding of distributions: a survey and new generalized classes. (2016). Tahir, Muhammad H ; Cordeiro, Gauss M. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0052-1.

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2016Bayesian Analysis of Composite Quantile Regression. (2016). Alhamzawi, Rahim . In: Statistics in Biosciences. RePEc:spr:stabio:v:8:y:2016:i:2:d:10.1007_s12561-016-9158-8.

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2016Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160044.

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2016Forecasting using Random Subspace Methods. (2016). Boot, Tom ; Nibbering, Didier . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160073.

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2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160076.

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2016Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Omori, Yasuhiro ; Kurose, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1024.

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2016Estimating and forecasting generalized fractional Long memory stochastic volatility models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1608.

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2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1615.

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2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

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Recent citations received in 2015

YearCiting document
2015D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M ; Nogales, Francisco J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21775.

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2015Approximate maximum likelihood estimation of the autologistic model. (2015). Bee, Marco ; Giuliani, Diego ; Espa, Giuseppe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:84:y:2015:i:c:p:14-26.

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2015Kappa statistic for clustered physician–patients polytomous data. (2015). Zhou, Ming ; Yang, Zhao . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:1-17.

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2015Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering. (2015). Wraith, Darren ; Forbes, Florence . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:90:y:2015:i:c:p:61-73.

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2015Modeling electoral choices in multiparty systems with high-dimensional data: A regularized selection of parameters using the lasso approach. (2015). Mauerer, Ingrid ; Tutz, Gerhard ; Thurner, Paul W ; Possnecker, Wolfgang . In: Journal of choice modelling. RePEc:eee:eejocm:v:16:y:2015:i:c:p:23-42.

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2015Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:175-191.

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2015Interval estimation for proportional reversed hazard family based on lower record values. (2015). Wang, Bing Xing ; Yu, Keming ; Coolen, Frank P. A., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:115-122.

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2015Safety Margins for Systematic Biometric and Financial Risk in a Semi-Markov Life Insurance Framework. (2015). Niemeyer, Andreas . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:1:p:35-60:d:44878.

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2015Tabellenauswertungen im Zensus unter Berücksichtigung fehlender Werte. (2015). Enderle, Tobias ; Kolb, Jan-Philipp ; Munnich, Ralf ; Gabler, Siegfried ; Zimmermann, Thomas ; Burgard, Jan Pablo ; Bruch, Christian . In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:9:y:2015:i:3:p:269-304.

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2015Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory . (2015). Ito, Tsubasa ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2015cf995.

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Recent citations received in 2014

YearCiting document
2014Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input. (2014). Addo, Peter Martey. In: Papers. RePEc:arx:papers:1407.7738.

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2014Modelling of dependence in high-dimensional financial time series by cluster-derived canonical vines. (2014). Reisinger, Christoph ; Walsh-Jones, David . In: Papers. RePEc:arx:papers:1411.4970.

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2014Financial frictions in the Euro Area and the United States: a Bayesian assessment. (2014). Villa, Stefania. In: BCAM Working Papers. RePEc:bbk:bbkcam:1407.

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2014Methods of Reducing Dimension for Functional Data. (2014). Woyski, Waldemar ; Waszak, Ukasz ; Gorecki, Tomasz ; Krzyko, Mirosaw . In: Statistics in Transition new series. RePEc:csb:stintr:v:15:y:2014:i:2:p:231-242.

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2014Robust growth mixture models with non-ignorable missingness: Models, estimation, selection, and application. (2014). Lu, Zhenqiu ; Zhang, Zhiyong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:220-240.

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2014A hierarchical modeling approach for clustering probability density functions. (2014). Montanari, Angela ; Calo, Daniela G. ; Viroli, Cinzia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:79-91.

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2014Estimating mutual information for feature selection in the presence of label noise. (2014). Frenay, Benoit ; Verleysen, Michel ; Doquire, Gauthier . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:832-848.

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2014Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data. (2014). Abdali, Abdel ; Rachdi, Mustapha ; Demongeot, Jacques ; Madani, Fethi ; Laksaci, Ali . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:53-68.

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2014Spatial prediction in the presence of left-censoring. (2014). Schelin, Lina ; Luna, Sara Sjostedt-de . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:125-141.

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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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2014Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components. (2014). Baran, Sandor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:227-238.

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2014Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60.

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2014Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. (2014). Kneip, Alois ; Bada, Oualid . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:95-115.

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2014Semi-parametric estimation of Brown–Proschan preventive maintenance effects and intrinsic wear-out. (2014). Doyen, Luc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:206-222.

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2014Mixtures of skew-t factor analyzers. (2014). Murray, Paula M. ; Browne, Ryan P. ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:326-335.

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2014Variable selection by Random Forests using data with missing values. (2014). Hapfelmeier, A. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:129-139.

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2014Efficient MCMC for temporal epidemics via parameter reduction. (2014). Xiang, Fei ; Neal, Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:240-250.

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2014The complexity of computation and approximation of the t-ratio over one-dimensional interval data. (2014). ern, Michal ; Hladik, Milan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:26-43.

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2014Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature. (2014). Mentre, France ; Nguyen, Thu Thuy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:57-69.

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2014The functional central limit theorem and structural change test for the HAR(∞) model. (2014). Lee, Oesook . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:370-373.

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2014Bayesian exploratory factor analysis. (2014). Heckman, James ; Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:31-57.

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2014Bandwidth selection by cross-validation for forecasting long memory financial time series. (2014). Papailias, Fotis ; Baillie, Richard T. ; Kapetanios, George . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:129-143.

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2014A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models. (2014). Bauwens, Luc ; Dufays, Arnaud ; de Backer, Bruno . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:207-229.

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2014Persistence in the banking industry: Fractional integration and breaks in memory. (2014). Rodrigues, Paulo ; Hassler, Uwe ; Rubia, Antonio ; Rodrigues, Paulo M. M., . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:95-112.

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2014Detecting changes in cross-sectional dependence in multivariate time series. (2014). Bucher, Axel ; Rohmer, Tom ; Segers, Johan ; Kojadinovic, Ivan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:111-128.

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2014An improved robust association test for GWAS with multiple diseases. (2014). Huang, Hanwen ; Chen, Zhongxue ; Ng, Hon Keung Tony, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:153-161.

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2014The finite sample breakdown point of PCS. (2014). Schmitt, Eric ; ollerer, Viktoria ; Vakili, Kaveh . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:214-220.

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2014Estimation of multivariate critical layers: Applications to rainfall data. (2014). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089.

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2014The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?. (2014). Lakshina, Valeria V.. In: HSE Working papers. RePEc:hig:wpaper:37/fe/2014.

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2014John Meynard Keynes : une synthèse biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-498.

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2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014Estimating Stable Factor Models By Indirect Inference. (2014). Halbleib, Roxana ; Calzolari, Giorgio. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1425.

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2014Estimating a DSGE model with Limited Asset Market Participation for the Euro Area. (2014). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Working Papers. RePEc:mib:wpaper:286.

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2014Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis. In: PIER Working Paper Archive. RePEc:pen:papers:14-037.

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2014Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis. In: PIER Working Paper Archive. RePEc:pen:papers:14-045.

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2014A note on approximating moments of least squares estimators. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57543.

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2014Time-Varying Persistence in US Inflation. (2014). GUPTA, RANGAN ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:201457.

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2014Row–column interaction models, with an R implementation. (2014). Hadi, Alfian ; Yee, Thomas . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:6:p:1427-1445.

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2014Extensions of some classical methods in change point analysis. (2014). Horvath, Lajos ; Rice, Gregory . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255.

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2014Forecasting Global Equity Indices Using Large Bayesian VARs. (2014). Huber, Florian ; Piribauer, Philipp ; Krisztin, Tamas . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:4318.

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Recent citations received in 2013

YearCiting document
2013Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50. (2013). Christain, Brechmann Eike ; Claudia, Czado . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:307-342:n:2.

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2013Bayesian Computational Tools. (2013). Robert, Christian P.. In: Working Papers. RePEc:crs:wpaper:2013-45.

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2013The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach. (2013). Dehon, Catherine ; De Rock, Bram ; Bruffaerts, Christopher . In: Working Papers ECARES. RePEc:eca:wpaper:2013/147877.

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2013Smoothing survival densities in practice. (2013). Gamiz Perez, M. Luz, ; Martinez Miranda, Maria Dolores, ; Nielsen, Jens Perch . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:58:y:2013:i:c:p:368-382.

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2013Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables. (2013). Fellinghauer, Bernd ; Buhlmann, Peter ; von Rhein, Michael ; Ryffel, Martin ; Reinhardt, Jan D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:132-152.

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2013Two step composite quantile regression for single-index models. (2013). Jiang, Rong ; Zhou, Zhan-Gong ; Chen, Yong ; Qian, Wei-Min . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:180-191.

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2013Logistic regression with weight grouping priors. (2013). Klęsk, P., ; Jaroszewicz, S. ; Korze, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:281-298.

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2013A new extended Birnbaum–Saunders regression model for lifetime modeling. (2013). Lemonte, Artur J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:34-50.

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2013OLS with multiple high dimensional category variables. (2013). Gaure, Simen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:8-18.

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2013Multidimensional medians and uniqueness. (2013). Zuo, Yijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:82-88.

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2013Some properties of multivariate INAR(1) processes. (2013). Karlis, Dimitris ; Pedeli, Xanthi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:213-225.

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2013Estimation using hybrid censored data from a two-parameter distribution with bathtub shape. (2013). Rastogi, Manoj Kumar ; Tripathi, Yogesh Mani . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:268-281.

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2013Optimal risk transfer under quantile-based risk measurers. (2013). Badescu, Alexandru M. ; Verdonck, Tim ; Asimit, Alexandru V.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:252-265.

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2013Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

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2013Simplified pair copula constructions—Limitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

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2013Regression analysis of multivariate panel count data with an informative observation process. (2013). Wang, Dehui ; Kim, Kyungmann ; Sun, Jianguo ; Zhao, Hui ; Zhang, Haixiang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:71-80.

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2013Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101.

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2013Empirical likelihood for partially linear proportional hazards models with growing dimensions. (2013). Tang, Xingyu ; Lian, Heng . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:121:y:2013:i:c:p:22-32.

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2013A note on approximate Bayesian credible sets based on modified loglikelihood ratios. (2013). Ruli, Erlis ; Racugno, Walter ; Ventura, Laura . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:11:p:2467-2472.

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2013More efficient unconditional tests for exchangeable binary data with equal cluster sizes. (2013). Shan, Guogen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:2:p:644-649.

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2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine. (2013). Brechmann, Eike Christian ; Schepsmeier, Ulf . In: Journal of Statistical Software. RePEc:jss:jstsof:v:052:i03.

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2013Predicción de quiebras empresariales en economías emergentes: uso de un modelo logístico mixto || Bankruptcy Prediction in Emerging Economies: Use of a Mixed Logistic Model. (2013). Porporato, Marcela ; Caro, Norma Patricia ; Diaz, Margarita . In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:16:y:2013:i:1:p:200-215.

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2013Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2013). Maheu, John ; Jensen, Mark. In: MPRA Paper. RePEc:pra:mprapa:52132.

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2013Pair copula constructions in portfolio optimization ploblem. (2013). Travkin, Alexandr . In: Applied Econometrics. RePEc:ris:apltrx:0226.

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2013Bayesian lasso binary quantile regression. (2013). Alhamzawi, Rahim ; Benoit, Dries ; Yu, Keming . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:6:p:2861-2873.

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2013Rejoinder on: An updated review of Goodness-of-Fit tests for regression models. (2013). Crujeiras, Rosa ; Gonzalez-Manteiga, Wenceslao . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:22:y:2013:i:3:p:442-447.

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