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Computational Statistics & Data Analysis / Elsevier


0.32

Impact Factor

0.35

5-Years IF

36

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.010.10.01606040.0762831179213 (21%)20.030.04
19910.010.10.015911930.0389941204321 (23.6%)0.04
19920.030.090.029721650.021911193243568 (35.6%)0.04
19930.010.110.016027650.021121562299349 (43.8%)20.030.05
19940.1208235840.01234157310191 (38.9%)20.020.04
19950.070.20.06107465300.06197142103582061 (31%)0.07
19960.070.230.09120585540.09313189134053786 (27.5%)30.030.09
19970.040.260.07123708500.0723122794663176 (32.9%)10.010.09
19980.050.280.0599807430.05221243124922763 (28.5%)20.020.1
19990.090.320.180887850.1277222195315282 (29.6%)40.050.13
20000.070.390.0884971800.08256179125294473 (28.5%)0.15
20010.10.390.09841055820.08303164165064685 (28.1%)0.14
20020.080.40.091141169950.087771681447044179 (23%)20.020.17
20030.140.430.1312212911620.139241982746160236 (25.5%)130.110.18
20040.280.480.2316814592560.1860623667484110199 (32.8%)90.050.19
20050.160.520.1612815871960.126972904657293173 (24.8%)120.090.2
20060.230.510.3136819554290.22174629668616192464 (26.6%)480.130.2
20070.290.440.3441123665630.241813496144900302497 (27.4%)350.090.17
20080.370.480.3734227087910.2914977792911197446416 (27.8%)350.10.2
20090.370.490.38346305410020.339467532761417540269 (28.4%)420.120.19
20100.330.470.37284333810440.319966882271595589253 (25.4%)310.110.17
20110.290.490.35274361210840.38156301841751621216 (26.5%)380.140.19
20120.430.520.43325393714520.3710385582391657718232 (22.4%)450.140.19
20130.360.580.4221415814680.355075992181571623116 (22.9%)280.130.2
20140.560.60.48318447618250.416785463041450695111 (16.4%)490.150.2
20150.410.610.42133460915290.33118539219142259936 (30.5%)100.080.19
20160.460.680.51248485719390.4258451208127164238 (14.7%)430.170.2
20170.360.720.47185504218290.3651381139124558212 (23.5%)160.090.21
20180.320.940.35160520213170.25943314011053841 (11.1%)90.060.31
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

302
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

119
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

114
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

101
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

98
62007Robust 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

88
72006Financial 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

81
82009Estimating 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

76
91999Beta 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

73
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

66
112014Ancillarity-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

65
122008Volatility 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

64
132000BACON: 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

59
142003Curves 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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59
152002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

Full description at Econpapers || Download paper

57
162007Interpretation 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.

Full description at Econpapers || Download paper

55
172007Comparison 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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54
182008Block 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.

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54
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

53
202013Selecting 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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52
212003Computational 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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51
222006Bootstrap 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

48
232012A 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

46
242001Bandwidth 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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46
252006Generalized 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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45
261992A 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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44
272006Time 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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44
282004Asymptotic 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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43
292005Statistical 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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42
302006A 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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42
312011Optimal 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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39
322010Market 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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39
331998Direct generalized additive modeling with penalized likelihood. (1998). Marx, Brian D. ; Eilers, Paul H. C., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209.

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38
342006A 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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37
352012Vine 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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36
362012On 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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36
372003Modified 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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36
382009Additive 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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35
391997The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data. (1997). Lesaffre, Emmanuel ; Verbeke, Geert. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:23:y:1997:i:4:p:541-556.

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35
402005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

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35
412001Fast 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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34
421994A 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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34
432003Choosing 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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33
442012A 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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33
452010Testing, 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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32
462003Modelling 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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32
472007Estimation 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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32
481992Smooth 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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31
492008Sampling 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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31
502010Factor-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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31

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

76
22014Ancillarity-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

33
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

25
42009Estimating 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

24
52002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

Full description at Econpapers || Download paper

21
62011Optimal 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

21
72006Unobserved 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

20
82003Testing 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

19
92007Robust 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

19
102013Selecting 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

19
112012A 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

18
122008Wavelet 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

18
132005Statistical 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

18
142000BACON: 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

17
152014EGARCH 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.

Full description at Econpapers || Download paper

14
162006Financial 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

14
172005PLS 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

13
182006Stylized facts of financial time series and hidden semi-Markov models. (2006). Bulla, Jan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2192-2209.

Full description at Econpapers || Download paper

12
192012On 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

11
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

11
212003Choosing 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

11
222012The power of weather. (2012). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3793-3807.

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11
232008Empirical characterization of random forest variable importance measures. (2008). Archer, Kellie J. ; Kimes, Ryan V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:4:p:2249-2260.

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10
242007Interpretation 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.

Full description at Econpapers || Download paper

10
252008Volatility 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

10
261999Beta 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

10
272012A 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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10
282010Factor-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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292005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

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302004Asymptotic 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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9
312012Vine 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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322016Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

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8
332004Examples 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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342007Generalised long-memory GARCH models for intra-daily volatility. (2007). Lisi, Francesco ; Caporin, Massimiliano ; Bordignon, Silvano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:5900-5912.

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352005A 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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362011A space-time filter for panel data models containing random effects. (2011). Parent, Olivier ; LeSage, James. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:475-490.

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372014Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion. (2014). Wei, Christian H. ; Schweer, Sebastian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:267-284.

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382012Bayesian 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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392016Revisiting useful approaches to data-rich macroeconomic forecasting. (2016). Groen, Jan ; An, J ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:221-239.

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401996Partially parametric techniques for multiple imputation. (1996). Schenker, Nathaniel ; Taylor, Jeremy M. G., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:22:y:1996:i:4:p:425-446.

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412016Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. (2016). Marcellino, Massimiliano ; Kapetanios, George ; Papailias, Fotis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:369-382.

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422011Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. (2011). Wan, Alan ; Magnus, Jan R. ; Zhang, Xinyu ; Wan, Alan T. K., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:3:p:1331-1341.

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432016Generalized nonparametric smoothing with mixed discrete and continuous data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Li, Degui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:424-444.

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442008Subset 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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452013OLS 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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462006A toolbox for K-centroids cluster analysis. (2006). Leisch, Friedrich. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:2:p:526-544.

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472016Fast computation of reconciled forecasts for hierarchical and grouped time series. (2016). Hyndman, Rob ; Lee, Alan J ; Wang, Earo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:16-32.

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482014Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78.

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492011Practical variable selection for generalized additive models. (2011). Marra, Giampiero ; Wood, Simon N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2372-2387.

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502014Interest rate spreads and output: A time scale decomposition analysis using wavelets. (2014). Semmler, Willi ; Gallegati, Marco ; Ramsey, James B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:283-290.

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Citing documents used to compute impact factor 140:


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2018Nonparametric independence feature screening for ultrahigh-dimensional survival data. (2018). Pan, Jing ; Zhou, Yong ; Yu, Yuan . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:7:d:10.1007_s00184-018-0660-5.

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2018MATS: Inference for potentially singular and heteroscedastic MANOVA. (2018). Friedrich, Sarah ; Pauly, Markus. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:166-179.

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2018Small area estimation via unmatched sampling and linking models. (2018). Sugasawa, Shonosuke ; J. N. K. Rao, ; Kubokawa, Tatsuya. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:2:d:10.1007_s11749-017-0551-5.

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2018To Impute or Not to Impute? A Review of Alternative Poverty Estimation Methods in the Context of Unavailable Consumption Data. (2018). Dang, Hai-Anh. In: GLO Discussion Paper Series. RePEc:zbw:glodps:201.

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2018A weighted M-estimator for linear regression models with randomly truncated data. (2018). Du, Jiang ; Xie, Tianfa ; Zhang, Zhongzhan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:90-94.

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2018Covariate†adjusted response†adaptive randomization for multi†arm clinical trials using a modified forward looking Gittins index rule. (2018). Villar, Sofa S ; Rosenberger, William F. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:1:p:49-57.

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2018Clustering sparse binary data with hierarchical Bayesian Bernoulli mixture model. (2018). Ye, Mao ; Nie, Lizhen ; Zhang, Peng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:32-49.

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2018Bayesian estimation of Weibull mixture in heavily censored data setting. (2018). Ducros, Florence ; Pamphile, Patrick. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:180:y:2018:i:c:p:453-462.

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2018Aggregating multiple types of complex data in stock market prediction: A model-independent framework. (2018). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1805.05617.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2018SME investment best strategies. Outliers for assessing how to optimize performance. (2018). Ausloos, Marcel ; Castellano, Nicola G ; Bartolacci, Francesca ; Cerqueti, Roy. In: Papers. RePEc:arx:papers:1807.09583.

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2018SME investment best strategies. Outliers for assessing how to optimize performance. (2018). Ausloos, Marcel ; Castellano, Nicola G ; Bartolacci, Francesca ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:754-765.

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2018Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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2018Bootstrap Assisted Tests of Symmetry for Dependent Data. (2018). Vavra, Marian ; Psaradakis, Zacharias. In: Working and Discussion Papers. RePEc:svk:wpaper:1058.

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2018Inverse probability weighted Cox regression for doubly truncated data. (2018). Mandel, Micha ; Betensky, Rebecca A ; Simon, David K ; de Uaa, Jacobo. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:481-487.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2018Sample selection models for count data in R. (2018). Wyszynski, Karol ; Marra, Giampiero. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-017-0762-y.

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2018Copula based generalized additive models for location, scale and shape with non-random sample selection. (2018). Wojty, Magorzata ; Radice, Rosalba ; Marra, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:1-14.

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2018Estimating the size of an open population using sparse capture–recapture data. (2018). Huggins, Richard ; Yip, Paul ; Roach, Cameron ; Stoklosa, Jakub . In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:1:p:280-288.

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2018A globally convergent algorithm for lasso-penalized mixture of linear regression models. (2018). Lloyd-Jones, Luke R ; McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:19-38.

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2018Overfitting Bayesian mixtures of factor analyzers with an unknown number of components. (2018). Papastamoulis, Panagiotis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:220-234.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2018). Aknouche, Abdelhakim ; Demouche, Nacer ; Al-Eid, Eid . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9160-x.

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2018A pruned recursive solution to the multiple change point problem. (2018). Ruggieri, Eric . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0756-9.

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2018Eigenvalues and constraints in mixture modeling: geometric and computational issues. (2018). Greselin, Francesca ; Mayo-Iscar, Agustin ; Ingrassia, Salvatore ; Gordaliza, Alfonso ; Garcia-Escudero, Luis Angel. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:2:d:10.1007_s11634-017-0293-y.

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2018Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8.

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2018D-trace estimation of a precision matrix using adaptive Lasso penalties. (2018). Avagyan, Vahe ; Nogales, Francisco J ; Alonso, Andres M. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:2:d:10.1007_s11634-016-0272-8.

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2018Estimating large covariance matrix with network topology for high-dimensional biomedical data. (2018). Chen, Shuo ; Milton, Donald K ; Zhao, Yunpeng ; Xing, Yishi ; Kang, Jian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:82-95.

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2018Indexed Markov Chains for financial data: testing for the number of states of the index process. (2018). D'Amico, Guglielmo ; Petroni, Filippo ; Lika, Ada. In: Papers. RePEc:arx:papers:1802.01540.

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2018Analysis of longitudinal data with covariate measurement error and missing responses: An improved unbiased estimating equation. (2018). Lin, Huiming ; Zhu, Zhongyi ; Zhang, Jiajia ; Qin, Guoyou. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:104-112.

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2018Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers. (2018). Zhang, Yuexia ; Zhu, Zhongyi ; Qin, Guoyou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:261-275.

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2018Bayesian variable selection for multistate Markov models with interval†censored data in an ecological momentary assessment study of smoking cessation. (2018). Koslovsky, Matthew D ; Businelle, Michael S ; Kendzor, Darla E ; Wilkinson, Anna V ; Novelo, Luis Leona ; Chan, Wenyaw ; Swartz, Michael D. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:636-644.

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2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio . In: Working papers. RePEc:bfr:banfra:688.

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2018On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. (2018). Abouarghoub, Wessam ; Petropoulos, Fotios ; Nomikos, Nikos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:225-238.

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2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82.

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2018Nonlinearities and Regimes in Conditional Correlations with Different Dynamics. (2018). Bauwens, L ; Otrando, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:201803.

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2018Compositional regression with functional response. (2018). Talska, R ; Fierova, E ; Hron, K ; Machalova, J ; Menafoglio, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:66-85.

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2018Hotelling’s T2 in separable Hilbert spaces. (2018). Pini, Alessia ; Vantini, Simone ; Stamm, Aymeric. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:284-305.

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2018Methods for multivariate recurrent event data with measurement error and informative censoring. (2018). Yu, Hsiang ; Wang, Chingyun ; Cheng, Yujen. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:966-976.

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2018Time-varying quantile single-index model for multivariate responses. (2018). Zhao, Weihua ; Lian, Heng ; Zhou, Yan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:32-49.

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2018Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors. (2018). Lu, Jun ; Lin, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:242-254.

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2018Broken adaptive ridge regression and its asymptotic properties. (2018). Dai, Linlin ; Li, Gang ; Liu, Zhenqiu ; Sun, Zhihua ; Chen, Kani. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:334-351.

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2018Stochastic Frontier Analysis: Foundations and Advances. (2018). Zelenyuk, Valentin ; Kumbhakar, Subal ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:123.

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2018Measuring and explaining organizational effectiveness of school districts: Evidence from a robust and conditional Benefit-of-the-Doubt approach. (2018). de Witte, Kristof ; Schiltz, Fritz. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:1172-1181.

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2018Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008). (2018). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:130.

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2018Testing convexity of a discrete distribution. (2018). Balabdaoui, Fadoua ; Koladjo, Babagnide Franois ; Durot, Cecile . In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:8-13.

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2018Testing k-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population. (2018). Giguelay, J ; Huet, S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:96-115.

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2018Towards a better understanding of the dual representation of phi divergences. (2018). al Mohamad, Diaa. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0812-5.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018Archetypal shapes based on landmarks and extension to handle missing data. (2018). Epifanio, Irene ; Simo, Amelia ; Ibaez, Maria Victoria. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:3:d:10.1007_s11634-017-0297-7.

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2018Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data. (2018). Jiongo, Valery D ; Nguimkeu, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:18-28.

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2018Robust inference for seemingly unrelated regression models. (2018). Peremans, Kris ; van Aelst, Stefan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:212-224.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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2018Regularity of a renewal process estimated from binary data. (2018). Rice, John D ; Johnson, Brent A ; Strawderman, Robert L. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:566-574.

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2018Model-based co-clustering for ordinal data. (2018). Jacques, Julien ; Biernacki, Christophe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:101-115.

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2018On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio. (2018). Miljkovic, Tatjana ; Fernandez, Daniel. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:57-:d:147107.

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2018Matching and clustering in square contingency tables. Who matches with whom in the Spanish labour market. (2018). Usabiaga, Carlos ; Nuez, Fernando ; de Toledo, Pablo alvarez . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:135-159.

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2018On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation. (2018). Davies, Tilman M ; Hazelton, Martin L ; Flynn, Claire R. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:75-81.

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2018The Fisher Equation: A Nonlinear Panel Data Approach. (2018). Lin, Shu-Chin ; Suen, Yu-Bo ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:1:p:162-180.

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2018Riemann and Weierstrass walks revisited. (2018). Soto-Villalobos, Roberto ; Almaguer, F-Javier ; F-Javier Almaguer, ; Amezcua, Omar Gonzalez ; Morales-Castillo, Javier . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:319:y:2018:i:c:p:518-526.

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2018The Term Structure of Government Bond Yields in an Emerging Market. (2018). Waliullah, ; Bari, Khadija Malik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:5-28.

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2018Has China’s coal consumption already peaked? A demand-side analysis based on hybrid prediction models. (2018). Wang, CE ; Liang, Qiao-Mei . In: Energy. RePEc:eee:energy:v:162:y:2018:i:c:p:272-281.

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2018Integrated Deviance Information Criterion for Latent Variable Models. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_006.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2018Classical and Bayesian estimation in log-logistic distribution under random censoring. (2018). Kumar, Kapil. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:9:y:2018:i:2:d:10.1007_s13198-017-0688-3.

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2018Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. (2018). Beirlant, J ; Verster, A ; Maribe, G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:114-122.

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2018Hazard rate estimation for left truncated and right censored data. (2018). Efromovich, Sam ; Chu, Jufen. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:4:d:10.1007_s10463-017-0617-x.

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2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics. (2018). Steel, Mark ; Kalli, Maria ; Griffin, Jim . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0384-0.

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2018On two-sample mean tests under spiked covariances. (2018). Wang, Rui ; Xu, Xingzhong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:225-249.

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2018Comparison Between Robust and Stochastic Optimisation for Long-term Reservoir Management Under Uncertainty. (2018). Cuvelier, Thibaut ; Louveaux, Quentin ; Dewals, Benjamin ; Archambeau, Pierre . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:32:y:2018:i:5:d:10.1007_s11269-017-1893-1.

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2018A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric . In: Papers. RePEc:arx:papers:1808.09125.

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2018An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (2018). Francq, Christian ; Sucarrat, Genaro. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:129-154..

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2018Equation-by-equation estimation of multivariate periodic electricity price volatility. (2018). Escribano, Alvaro ; Sucarrat, Genaro. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:287-298.

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2018Bayesian analysis of realized matrix-exponential GARCH models. (2018). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1804.

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2018Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180005.

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2018Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:104259.

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2018Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2018). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397.

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2018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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2018Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2018). Kim, Hyeongwoo ; Ko, Kyunghwan. In: MPRA Paper. RePEc:pra:mprapa:89449.

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2018Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines. (2018). Gressani, Oswaldo ; Lambert, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:151-167.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275.

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2018Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors. (2018). Yang, Hongqiang ; Jinguan, Lin ; Hongqiang, Yang ; Ju, Xiang ; Aijun, Yang. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9660-1.

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2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

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2018A scoring rule for factor and autoregressive models under misspecification. (2018). Casarin, Roberto ; Sartore, Domenico ; Ravazzolo, Francesco ; Corradin, Fausto . In: Working Papers. RePEc:ven:wpaper:2018:18.

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2018Bayesian Estimation of Generalized Partition of Unity Copulas. (2018). Masuhr, Andreas. In: CQE Working Papers. RePEc:cqe:wpaper:7318.

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2018A frequency-domain test for long range dependence. (2018). Gromykov, Gennadi ; Philippe, Anne ; Haye, Mohamedou Ould. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9164-6.

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2018Quantifying the Computational Advantage of Forward Orthogonal Deviations. (2018). Phillips, Robert. In: Papers. RePEc:arx:papers:1808.05995.

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2018Some Mathematical Properties of the Matrix Decomposition Solution in Factor Analysis. (2018). Adachi, Kohei ; Trendafilov, Nickolay T. In: Psychometrika. RePEc:spr:psycho:v:83:y:2018:i:2:d:10.1007_s11336-017-9600-y.

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Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Stationarity and ergodicity of vector STAR models. (2018). Saikkonen, Pentti ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:1805.11311.

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2018A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach. (2018). Santos, T R. In: Papers. RePEc:arx:papers:1809.01489.

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2018Pairwise distance-based tests for conditional symmetry. (2018). Niu, Cuizhen ; Zhu, Lixing ; Li, Yong ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:145-162.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018On model-based clustering of skewed matrix data. (2018). Melnykov, Volodymyr ; Zhu, Xuwen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:181-194.

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2018Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers. (2018). Zhang, Yuexia ; Zhu, Zhongyi ; Qin, Guoyou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:261-275.

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2018A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55.

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2018Trust and Distress Prediction in Modal Shift Potential of Long-Distance Road Freight in Containers: Modeling Approach in Transport Services for Sustainability. (2018). Szaruga, Elbieta ; Matwiejczuk, Wiesaw ; Zaoga, Elbieta ; Skpska, Elbieta. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2370-:d:156856.

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2018Rejoinder on: Some recent work on multivariate Gaussian Markov random fields. (2018). MacNab, Ying C. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-018-0608-0.

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Recent citations received in 2017

YearCiting document
2017Bayesian group bridge for bi-level variable selection. (2017). Mallick, Himel ; Yi, Nengjun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:115-133.

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2017Ultrahigh dimensional feature screening via projection. (2017). Li, Xingxiang ; Song, Fengli ; Lai, Peng ; Wang, Liming ; Cheng, Guosheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:88-104.

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2017Feature screening in large scale cluster analysis. (2017). Banerjee, Trambak ; Mukherjee, Gourab ; Radchenko, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:191-212.

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2017Model free feature screening with dependent variable in ultrahigh dimensional binary classification. (2017). Lai, Peng ; Liu, Zhi ; Chen, Kaiwen ; Song, Fengli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:141-148.

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2017On copula-based conditional quantile estimators. (2017). Remillard, Bruno ; Bouezmarni, Taoufik ; Nasri, Bouchra . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:14-20.

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2017Variable selection through adaptive MAVE. (2017). Rekabdarkolaee, Hossein Moradi ; Wang, Qin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:44-51.

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2017Monotonicity properties of spatial depth. (2017). Nagy, Stanislav . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:373-378.

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2017Risk Measurement and Risk Modelling Using Applications of Vine Copulas. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713.

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2017The STIRPAT Analysis on Carbon Emission in Chinese Cities: An Asymmetric Laplace Distribution Mixture Model. (2017). Wang, Shan Shan ; Hu, Jie ; Zheng, Haitao ; Zhao, Tianhao. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2237-:d:121477.

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2017Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008). (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:120.

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2017Einsatz von Machine-Learning-Verfahren in amtlichen Unternehmensstatistiken. (2017). Dumpert, Florian ; Beck, Martin. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:11:y:2017:i:2:d:10.1007_s11943-017-0208-6.

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2017Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model. (2017). Punzo, Antonio ; McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:34:y:2017:i:2:d:10.1007_s00357-017-9234-x.

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2017A Model-Based Approach to Simultaneous Clustering and Dimensional Reduction of Ordinal Data. (2017). Rocci, Roberto ; Ranalli, Monia . In: Psychometrika. RePEc:spr:psycho:v:82:y:2017:i:4:d:10.1007_s11336-017-9578-5.

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2017Nonparametric latency estimation for mixture cure models. (2017). Lopez-Cheda, Ana ; Cao, Ricardo ; Jacome, Amalia M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0515-1.

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2017A Simultaneous Equation Approach to Estimating HIV Prevalence With Nonignorable Missing Responses. (2017). McGovern, Mark ; Wood, Simon N ; Barnighausen, Till ; Radice, Rosalba ; Marra, Giampiero. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:484-496.

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2017Large dynamic covariance matrices. (2017). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert. In: ECON - Working Papers. RePEc:zur:econwp:231.

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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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2016Modelling Aggregation on the Large Scale and Regularity on the Small Scale in Spatial Point Pattern Datasets. (2016). Moller, Jesper ; Lavancier, Frederic . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:2:p:587-609.

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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). Lin, Boqiang ; Xu, Bin. 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 ; Peiris, S. 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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2016On the Observed-Data Deviance Information Criterion for Volatility Modeling. (2016). Grant, Angelia ; Chan, Joshua. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:14:y:2016:i:4:p:772-802..

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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 ; Christou, Christina ; Hassapis, Christis. 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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2016Joint analysis of nonlinear heterogeneous longitudinal data and binary outcome: an application to AIDS clinical studies. (2016). Lu, Xiaosun ; Zhou, Rong ; Huang, Yangxin. In: Journal of Applied Statistics. RePEc:taf:japsta:v:43:y:2016:i:15:p:2713-2728.

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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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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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