Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Econometrics and Statistics / Elsevier

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
5
Impact Factor
0.57
5 Years IF
0.57
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2005 0 0.47 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.19
2008 0 0.45 0 0 0 0 0 1 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 3 0 0 0 0 0.21
2010 0 0.44 0 0 0 0 0 4 0 0 0 0 0.18
2011 0 0.46 0 0 0 0 0 5 0 0 0 0 0.21
2012 0 0.47 0 0 0 0 0 6 0 0 0 0 0.19
2013 0 0.53 0 0 0 0 0 6 0 0 0 0 0.22
2014 0 0.55 0 0 0 0 0 6 0 0 0 0 0.21
2015 0 0.55 0 0 0 0 0 7 0 0 0 0 0.21
2016 0 0.56 0 0 0 0 0 9 0 0 0 0 0.2
2017 0 0.58 0.33 0 42 42 71 13 23 0 0 6 46.2 13 0.31 0.21
2018 0.45 0.7 0.41 0.45 40 82 32 34 57 42 19 42 19 2 5.9 15 0.38 0.28
2019 0.57 0.88 0.5 0.57 37 119 14 59 116 82 47 82 47 0 12 0.32 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Bauwens, Luc ; Storti, Giuseppe ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

Full description at Econpapers || Download paper

7
22018Volatility 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.

Full description at Econpapers || Download paper

7
32017Econometrics and Statistics. (2017). Kontoghiorghes, Erricos ; Colubi, Ana ; van Dijk, Herman K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:1-1.

Full description at Econpapers || Download paper

6
42017Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59.

Full description at Econpapers || Download paper

5
52017Change point and trend analyses of annual expectile curves of tropical storms. (2017). Xiong, Q ; Burdejova, P ; Kokoszka, P ; Hardle, W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:101-117.

Full description at Econpapers || Download paper

5
62018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

Full description at Econpapers || Download paper

5
72017Prediction of functional ARMA processes with an application to traffic data. (2017). Klepsch, J ; Wei, T ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149.

Full description at Econpapers || Download paper

5
82017Special issue on functional data analysis. (2017). Kokoszka, Piotr ; Sangalli, Laura ; Park, Byeong ; Oja, Hanny . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:99-100.

Full description at Econpapers || Download paper

5
92019Robust Monitoring of Time Series with Application to Fraud Detection. (2019). Rousseeuw, Peter ; Hubert, Mia ; Riani, Marco ; Perrotta, Domenico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:108-121.

Full description at Econpapers || Download paper

5
102018Fast and reliable computation of generalized synthetic controls. (2018). Becker, Martin ; Klossner, Stefan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

4
112017Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Al-Sulami, Dawlah ; Zhu, Jun ; Lu, Zudi ; Jiang, Zhenyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:22-35.

Full description at Econpapers || Download paper

4
122017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

Full description at Econpapers || Download paper

4
132017Robust normal mixtures for financial portfolio allocation. (2017). Gambacciani, Marco ; Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111.

Full description at Econpapers || Download paper

4
142018Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73.

Full description at Econpapers || Download paper

4
152017Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration. (2017). Shang, Han Lin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:184-200.

Full description at Econpapers || Download paper

3
162018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

Full description at Econpapers || Download paper

3
172017Meta-analytic cointegrating rank tests for dependent panels. (2017). Karaman Örsal, Deniz ; Arsova, Antonia ; Deniz Dilan Karaman , . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72.

Full description at Econpapers || Download paper

3
182017A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168.

Full description at Econpapers || Download paper

3
192017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

Full description at Econpapers || Download paper

2
202017Non-identifiability of VMA and VARMA systems in the mixed frequency case. (2017). Koelbl, Lukas ; Brian, ; Deistler, Manfred. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:31-38.

Full description at Econpapers || Download paper

2
212018Spot volatility estimation using the Laplace transform. (2018). Mancino, Maria Elvira ; Recchioni, Maria Cristina ; Curato, Imma Valentina . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:22-43.

Full description at Econpapers || Download paper

2
222017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

Full description at Econpapers || Download paper

2
232017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

Full description at Econpapers || Download paper

2
242017High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183.

Full description at Econpapers || Download paper

2
252017A distance test of normality for a wide class of stationary processes. (2017). Vavra, Marian ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:50-60.

Full description at Econpapers || Download paper

2
262017Generalized empirical likelihood M testing for semiparametric models with time series data. (2017). Jacho-Chávez, David ; Chu, Ba ; Bravo, Francesco ; Chu, Ba M., ; Jacho-Chavez, David T. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:18-30.

Full description at Econpapers || Download paper

2
272018Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions. (2018). STUPFLER, Gilles ; el Methni, Jonathan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:129-148.

Full description at Econpapers || Download paper

2
282019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

Full description at Econpapers || Download paper

2
292019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

Full description at Econpapers || Download paper

2
302017A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104.

Full description at Econpapers || Download paper

2
312018Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89.

Full description at Econpapers || Download paper

2
322019The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:1-24.

Full description at Econpapers || Download paper

1
332018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

Full description at Econpapers || Download paper

1
342019Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144.

Full description at Econpapers || Download paper

1
352018Designating market maker behaviour in limit order book markets. (2018). Panayi, Efstathios ; Zigrand, Jean-Pierre ; Danielsson, Jon ; Peters, Gareth W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:20-44.

Full description at Econpapers || Download paper

1
362018Composite indirect inference with application to corporate risks. (2018). Gourieroux, C ; Monfort, A. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:30-45.

Full description at Econpapers || Download paper

1
372019Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119.

Full description at Econpapers || Download paper

1
382017Multinomial functional regression with wavelets and LASSO penalization. (2017). Mousavi, Seyed Nourollah ; Sorensen, Helle . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:150-166.

Full description at Econpapers || Download paper

1
392018Discrimination measures for discrete time-to-event predictions. (2018). Schmid, Matthias ; Welchowski, Thomas ; Tutz, Gerhard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:153-164.

Full description at Econpapers || Download paper

1
402017A novel approach to measuring consumer confidence. (2017). Segers, Rene ; Franses, Philip Hans ; de Bruijn, Bert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:121-129.

Full description at Econpapers || Download paper

1
412019Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2019). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:42-65.

Full description at Econpapers || Download paper

1
422019Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Sun, Yanqing ; Huang, Jianhua Z ; Zhang, Yuanqing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155.

Full description at Econpapers || Download paper

1
432017Evolutionary clustering for categorical data using parametric links among multinomial mixture models. (2017). Abul, M D ; Jacques, Julien ; Bonnevay, Stephane ; Velcin, Julien . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:141-159.

Full description at Econpapers || Download paper

1
442019Copula information criterion for model selection with two-stage maximum likelihood estimation. (2019). Hjort, Nils Lid ; Ko, Vinnie. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:167-180.

Full description at Econpapers || Download paper

1
452017Asymmetric stable Paretian distribution testing. (2017). Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:19-39.

Full description at Econpapers || Download paper

1
462017A Fisher-scoring algorithm for fitting latent class models with individual covariates. (2017). Forcina, Antonio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:132-140.

Full description at Econpapers || Download paper

1
472017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

Full description at Econpapers || Download paper

1
482017On the consistency of bootstrap methods in separable Hilbert spaces. (2017). Gonzalez-Rodriguez, Gil ; Colubi, Ana . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:118-127.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Volatility 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.

Full description at Econpapers || Download paper

7
22017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Bauwens, Luc ; Storti, Giuseppe ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

Full description at Econpapers || Download paper

5
32017Special issue on functional data analysis. (2017). Kokoszka, Piotr ; Sangalli, Laura ; Park, Byeong ; Oja, Hanny . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:99-100.

Full description at Econpapers || Download paper

5
42019Robust Monitoring of Time Series with Application to Fraud Detection. (2019). Rousseeuw, Peter ; Hubert, Mia ; Riani, Marco ; Perrotta, Domenico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:108-121.

Full description at Econpapers || Download paper

5
52018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

Full description at Econpapers || Download paper

5
62018Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73.

Full description at Econpapers || Download paper

4
72017Robust normal mixtures for financial portfolio allocation. (2017). Gambacciani, Marco ; Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111.

Full description at Econpapers || Download paper

4
82017Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59.

Full description at Econpapers || Download paper

4
92017Prediction of functional ARMA processes with an application to traffic data. (2017). Klepsch, J ; Wei, T ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149.

Full description at Econpapers || Download paper

4
102017Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Al-Sulami, Dawlah ; Zhu, Jun ; Lu, Zudi ; Jiang, Zhenyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:22-35.

Full description at Econpapers || Download paper

4
112017Meta-analytic cointegrating rank tests for dependent panels. (2017). Karaman Örsal, Deniz ; Arsova, Antonia ; Deniz Dilan Karaman , . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72.

Full description at Econpapers || Download paper

3
122017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

Full description at Econpapers || Download paper

3
132018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

Full description at Econpapers || Download paper

3
142017A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168.

Full description at Econpapers || Download paper

3
152018Fast and reliable computation of generalized synthetic controls. (2018). Becker, Martin ; Klossner, Stefan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

3
162017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

Full description at Econpapers || Download paper

2
172017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

Full description at Econpapers || Download paper

2
182017Non-identifiability of VMA and VARMA systems in the mixed frequency case. (2017). Koelbl, Lukas ; Brian, ; Deistler, Manfred. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:31-38.

Full description at Econpapers || Download paper

2
192019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

Full description at Econpapers || Download paper

2
202017A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104.

Full description at Econpapers || Download paper

2
212018Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89.

Full description at Econpapers || Download paper

2
222017Change point and trend analyses of annual expectile curves of tropical storms. (2017). Xiong, Q ; Burdejova, P ; Kokoszka, P ; Hardle, W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:101-117.

Full description at Econpapers || Download paper

2
232019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

Full description at Econpapers || Download paper

2
242018Spot volatility estimation using the Laplace transform. (2018). Mancino, Maria Elvira ; Recchioni, Maria Cristina ; Curato, Imma Valentina . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:22-43.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 47
YearTitle
2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

Full description at Econpapers || Download paper

2019Non-subjective priors for wrapped Cauchy distributions. (2019). Zhang, Ruoyang ; Sengupta, Ashis ; Zhong, Xiaolong ; Ghosh, Malay. In: Statistics & Probability Letters. RePEc:eee:stapro:v:153:y:2019:i:c:p:90-97.

Full description at Econpapers || Download paper

2019Experiential quality, experiential psychological states and experiential outcomes in an unmanned convenience store. (2019). Cheng, Ching-Chan ; Ai, Chi-Han ; Wu, Hung-Che. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:51:y:2019:i:c:p:409-420.

Full description at Econpapers || Download paper

2019Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12752.

Full description at Econpapers || Download paper

2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

Full description at Econpapers || Download paper

2019On the asymmetric impact of macro–variables on volatility. (2019). Amendola, Alessandra ; Gallo, Giampiero M ; Candila, Vincenzo. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152.

Full description at Econpapers || Download paper

2019Exponential smoothing of realized portfolio weights. (2019). Seifert, Miriam Isabel ; Gribisch, Bastian ; Golosnoy, Vasyl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:222-237.

Full description at Econpapers || Download paper

2019Heterogeneous component multiplicative error models for forecasting trading volumes. (2019). Storti, Giuseppe ; Naimoli, Antonio. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1332-1355.

Full description at Econpapers || Download paper

2019High-dimensional functional time series forecasting: An application to age-specific mortality rates. (2019). Shang, Han Lin ; Yang, Yanrong ; Gao, Yuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:232-243.

Full description at Econpapers || Download paper

2019Seasonal Functional Autoregressive Models. (2019). Hyndman, Rob J ; Hashemi, Maryam ; Haghbin, Hossein ; Zamani, Atefeh. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-16.

Full description at Econpapers || Download paper

2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating. (2019). Kearney, Fearghal ; Yang, Yang ; Shang, Han Lin. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3108-4.

Full description at Econpapers || Download paper

2019Daily natural gas consumption forecasting via the application of a novel hybrid model. (2019). Li, Changjun ; Wei, Nan ; Zeng, Fanhua ; Peng, Xiaolong. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:358-368.

Full description at Econpapers || Download paper

2019Principal component analysis in an asymmetric norm. (2019). Hardle, Wolfgang K ; Ospienko, Maria ; Burdejova, Petra ; Tran, Ngoc M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:1-21.

Full description at Econpapers || Download paper

2019Dynamic semi-parametric factor model for functional expectiles. (2019). Härdle, Wolfgang ; Burdejová, Petra ; Hardle, Wolfgang K. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00883-1.

Full description at Econpapers || Download paper

2019Dynamic partially functional linear regression model. (2019). Zhang, Zhongzhan ; Zhao, Hui ; Du, Jiang. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:4:d:10.1007_s10260-019-00457-x.

Full description at Econpapers || Download paper

2019Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random. (2019). Febrero-Bande, Manuel ; Gonzalez-Manteiga, Wenceslao ; Galeano, Pedro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:91-103.

Full description at Econpapers || Download paper

2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

Full description at Econpapers || Download paper

2019Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method. (2019). Slaoui, Yousri ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:151:y:2019:i:c:p:17-28.

Full description at Econpapers || Download paper

2019On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. (2019). Lu, Zudi ; Ren, Xiaohang ; Shen, Jian ; Shi, Yukun ; Cheng, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:234-252.

Full description at Econpapers || Download paper

2019On nonparametric inference for spatial regression models under domain expanding and infill asymptotics. (2019). Kurisu, Daisuke. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:16.

Full description at Econpapers || Download paper

2019Exchange rate pass-through to import prices in Europe: A panel cointegration approach. (2019). Arsova, Antonia. In: Working Paper Series in Economics. RePEc:lue:wpaper:384.

Full description at Econpapers || Download paper

2019Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936.

Full description at Econpapers || Download paper

2019Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data. (2019). Wei, Yuhong ; McNicholas, Paul D ; Tang, Yang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:18-41.

Full description at Econpapers || Download paper

2019Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166.

Full description at Econpapers || Download paper

2019A novel mixture model using the multivariate normal mean–variance mixture of Birnbaum–Saunders distributions and its application to extrasolar planets. (2019). Jamalizadeh, Ahad ; Lin, Tsung-I, ; Hung, Wen-Liang ; Naderi, Mehrdad. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:126-138.

Full description at Econpapers || Download paper

2019Covariance Prediction in Large Portfolio Allocation. (2019). , Andre ; Hotta, Luiz K ; Zevallos, Mauricio ; Trucios, Carlos . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:19-:d:229754.

Full description at Econpapers || Download paper

2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

Full description at Econpapers || Download paper

2019Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios, Carlos. In: Textos para discussão. RePEc:fgv:eesptd:505.

Full description at Econpapers || Download paper

2019Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations. (2019). Omori, Yasuhiro ; Yamauchi, Yuta. In: Papers. RePEc:arx:papers:1809.09928.

Full description at Econpapers || Download paper

2019Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations. (2019). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1117.

Full description at Econpapers || Download paper

2019Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Hoogerheide, L ; Grassi, S ; Borowska, A ; Baturk, N ; van Dijk, H K. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186.

Full description at Econpapers || Download paper

2019Dura lex sed lex: why implementation gaps in environmental policy matter?. (2019). Brouillat, Eric ; Saint-Jean, Maider. In: Cahiers du GREThA. RePEc:grt:wpegrt:2019-04.

Full description at Econpapers || Download paper

2019The IMF and precautionary lending: An empirical evaluation of the selectivity and effectiveness of the Flexible Credit Line. (2019). Ide, Stefaan ; Essers, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:25-61.

Full description at Econpapers || Download paper

2019The economic effects of political disintegration: Lessons from Serbia and Montenegro. (2019). Zilic, Ivan ; Monastiriotis, Vassilis. In: Working Papers. RePEc:iez:wpaper:1903.

Full description at Econpapers || Download paper

2019 El legado económico del general Velasco: consecuencias a largo plazo del intervencionismo. (2019). Vega, Marco ; Martinell, Cesar. In: Revista Economía. RePEc:pcp:pucrev:y:2019:i:84:p:102-133.

Full description at Econpapers || Download paper

2019Одновременные эффекты несинхронных временных рядов: проблемы VAR-модели. (2019). Григорьев Р. А., . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:55:y:2019:i:2:p:118-129.

Full description at Econpapers || Download paper

2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

Full description at Econpapers || Download paper

2019Estimation of the stochastic leverage effect using the Fourier transform method. (2019). Curato, Imma Valentina. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3207-3238.

Full description at Econpapers || Download paper

2019Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?. (2019). Sussmuth, Bernd. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203566.

Full description at Econpapers || Download paper

2019An Empirical Analysis of the Link between Economic Growth and Exports in Côte d’Ivoire. (2019). Goueu, Fulgence Zran ; Coulibaly, Daouda. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:9:p:94-104.

Full description at Econpapers || Download paper

2019The Interdependence Between Commodity-Price and GDP Cycles: A Frequency-Domain Approach. (2019). Ojeda-Joya, Jair ; Bustos-Pelaez, Juan C ; Jaulin-Mendez, Oscar. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:3:d:10.1007_s11293-019-09635-4.

Full description at Econpapers || Download paper

2019Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

Full description at Econpapers || Download paper

2019A classification tree approach for the modeling of competing risks in discrete time. (2019). Schmitz-Valckenberg, Steffen ; Welchowski, Thomas ; Berger, Moritz ; Schmid, Matthias. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:4:d:10.1007_s11634-018-0345-y.

Full description at Econpapers || Download paper

2019Regularized Quantile Regression Averaging for probabilistic electricity price forecasting. (2019). Weron, Rafał ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1904.

Full description at Econpapers || Download paper

2019Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

Full description at Econpapers || Download paper

2019The investment-uncertainty relationship in the oil and gas industry. (2019). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:52.

Full description at Econpapers || Download paper

2019A bootstrap-based KPSS test for functional time series. (2019). Pun, Chi Seng ; Chen, Yichao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306146.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2019
YearCiting document
2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Johansen, Soren ; Nielsen, Bent ; Berenguer-Rico, Vanessa. In: CREATES Research Papers. RePEc:aah:create:2019-15.

Full description at Econpapers || Download paper

2019Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2019-18.

Full description at Econpapers || Download paper

2019Climate change implications for the catastrophe bonds market: An empirical analysis. (2019). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:274-294.

Full description at Econpapers || Download paper

2019Can expanding natural gas consumption reduce Chinas CO2 emissions?. (2019). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:393-407.

Full description at Econpapers || Download paper

2019Model robust inference with two-stage maximum likelihood estimation for copulas. (2019). Hjort, Nils Lid ; Ko, Vinnie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:362-381.

Full description at Econpapers || Download paper

2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

Full description at Econpapers || Download paper

2019Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua . In: CAMA Working Papers. RePEc:een:camaaa:2019-61.

Full description at Econpapers || Download paper

2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Johansen, Soren ; Nielsen, Bent ; Berenguer-Rico, Vanessa. In: Discussion Papers. RePEc:kud:kuiedp:1911.

Full description at Econpapers || Download paper

2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Nielsen, Bent ; Johansen, Soren ; Berenguer-Rico, Vanessa. In: Economics Papers. RePEc:nuf:econwp:1905.

Full description at Econpapers || Download paper

2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Johansen, Soren ; Nielsen, Bent ; Rico, Vanessa Berenguer ; BerenguerRico, Vanessa . In: Economics Series Working Papers. RePEc:oxf:wpaper:879.

Full description at Econpapers || Download paper

2019Inference for likelihood-based estimators of generalized long-memory processes. (2019). Smallwood, Aaron ; Beaumont, Paul . In: MPRA Paper. RePEc:pra:mprapa:96313.

Full description at Econpapers || Download paper

2019Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models. (2019). Smallwood, Aaron ; Beaumont, Paul . In: MPRA Paper. RePEc:pra:mprapa:96314.

Full description at Econpapers || Download paper

Recent citations received in 2018
YearCiting document
2018On the Choice of Instruments in Mixed Frequency Specification Tests. (2018). Rho, Yeonwoo ; Liu, Yun. In: Papers. RePEc:arx:papers:1809.05503.

Full description at Econpapers || Download paper

2018Cost, Revenue, and Profit Function Estimates. (2018). Kutlu, Levent ; Sickles, Robin C ; Liu, Shasha. In: Working Papers. RePEc:ecl:riceco:18-006.

Full description at Econpapers || Download paper

2018Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Sapio, A ; Napoletano, M ; Lamperti, F. In: Ecological Economics. RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

Full description at Econpapers || Download paper

2018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

Full description at Econpapers || Download paper

2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

Full description at Econpapers || Download paper

2018Strike asymptotics for Laplace implied volatilities. (2018). Madan, Dilip B ; Wang, King. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:183-189.

Full description at Econpapers || Download paper

2018On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240.

Full description at Econpapers || Download paper

2018The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns. (2018). Su, Jung-Bin ; Hung, Jui-Cheng . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:133-:d:183478.

Full description at Econpapers || Download paper

2018The Interdependence between Commodity-Price and GDP Cycles: A Frequency-Domain Approach. (2018). Ojeda-Joya, Jair ; Bustos-Pelaez, Juan ; Jaulin-Mendez, Oscar . In: MPRA Paper. RePEc:pra:mprapa:90403.

Full description at Econpapers || Download paper

2018On the determinants of bitcoin returns: a LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-14.

Full description at Econpapers || Download paper

2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

Full description at Econpapers || Download paper

2018Recent advances in financial networks and agent-based model validation. (2018). Napoletano, Mauro ; Hanaki, Nobuyuki ; Guerci, Eric. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-018-0221-z.

Full description at Econpapers || Download paper

2018Tail expectile process and risk assessment. (2018). STUPFLER, Gilles ; Girard, Stephane ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:32890.

Full description at Econpapers || Download paper

2018On the estimation of behavioral macroeconomic models via simulated maximum likelihood. (2018). Sacht, Stephen ; Kukacka, Jiri ; Jang, Tae-Seok. In: Economics Working Papers. RePEc:zbw:cauewp:201811.

Full description at Econpapers || Download paper

2018Liquidity provider incentives in fragmented securities markets. (2018). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: SAFE Working Paper Series. RePEc:zbw:safewp:231.

Full description at Econpapers || Download paper

Recent citations received in 2017
YearCiting document
2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

Full description at Econpapers || Download paper

2017Prediction Bands for Functional Data Based on Depth Measures. (2017). Jimenez, Raul Jose ; Fernandez, Antonio Elias . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24606.

Full description at Econpapers || Download paper

2017Special issue on functional data analysis. (2017). Kokoszka, Piotr ; Sangalli, Laura ; Park, Byeong ; Oja, Hanny . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:99-100.

Full description at Econpapers || Download paper

2017Dynamic semi-parametric factor model for functional expectiles. (2017). Härdle, Wolfgang ; Burdejová, Petra ; Lessmann, Stefan ; Zharova, Alona ; Hardle, Wolfgang K ; Burdejova, Petra. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-027.

Full description at Econpapers || Download paper

2017Identification of SVAR Models by Combining Sign Restrictions With External Instruments. (2017). Braun, Robin ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1707.

Full description at Econpapers || Download paper

2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

Full description at Econpapers || Download paper

2017Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices. (2017). Maheu, John ; Yang, Qiao ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:81920.

Full description at Econpapers || Download paper

2017Normality Tests for Dependent Data. (2017). Vavra, Marian ; Psaradakis, Zacharias. In: Working and Discussion Papers. RePEc:svk:wpaper:1053.

Full description at Econpapers || Download paper