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LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
15
Impact Factor
0.62
5 Years IF
0.52
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 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 1 0 0 0 0 0.22
2010 0 0.37 0.08 0 40 40 201 3 4 0 0 0 3 0.08 0.19
2011 0.28 0.46 0.17 0.28 63 103 373 18 22 40 11 40 11 0 7 0.11 0.25
2012 0.18 0.5 0.19 0.18 35 138 127 26 48 103 19 103 19 0 2 0.06 0.25
2013 0.37 0.5 0.32 0.33 50 188 67 60 109 98 36 138 46 0 4 0.08 0.24
2014 0.07 0.53 0.22 0.23 53 241 119 51 161 85 6 188 43 0 1 0.02 0.27
2015 0.1 0.53 0.22 0.24 42 283 90 61 222 103 10 241 57 0 0 0.27
2016 0.11 0.54 0.26 0.26 47 330 92 85 307 95 10 243 62 0 4 0.09 0.27
2017 0.1 0.54 0.23 0.15 45 375 60 87 394 89 9 227 34 0 1 0.02 0.27
2018 0.2 0.53 0.33 0.11 45 420 124 137 531 92 18 237 27 0 26 0.58 0.26
2019 0.24 0.55 0.28 0.19 61 481 67 133 665 90 22 232 44 0 4 0.07 0.32
2020 0.62 0.63 0.68 0.52 48 529 41 359 1024 106 66 240 124 0 8 0.17 0.58
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
12011Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031.

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234
22010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010004.

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91
32016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044.

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43
42011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; ROUEFF, FRANCOIS . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011009.

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37
52010Inferences From Cross-sectional, Stochastic Frontier Models. (2010). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010005.

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31
62018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045.

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31
72014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022.

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26
82018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023.

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24
92010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003.

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23
102015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015034.

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19
112018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010.

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19
122012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009.

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18
132014Individual loss reserving using paid–incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014024.

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17
142015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022.

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16
152012Adaptive functional linear regression. (2012). Johannes, Jan ; Comte, Fabienne. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012031.

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15
162011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026.

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15
172017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026.

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14
182010Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Park, B U ; Jeong, S.-O., . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010025.

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14
192014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005.

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14
202012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022.

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13
212012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016.

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13
222013On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038.

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13
232019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038.

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13
242012An M-estimator for tail dependence in arbitrary dimensions. (2012). , John ; John , ; Segers, Johan ; Krajina, Andrea . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012035.

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12
252015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008.

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12
262012Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017.

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12
272010Risk concentration and diversification: Second-order properties. (2010). Lambrigger, Dominik D ; Degen, Matthias ; Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010011.

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12
282015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009.

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11
292011Composite Lognormal-Pareto model with random threshold. (2011). Denuit, Michel ; Pigeon, Mathieu . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011020.

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11
302011Decomposing Regional Efficiency. (2011). Simar, Leopold ; Schaffer, Axel ; Rauland, Jan . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011040.

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10
312014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012.

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10
322016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007.

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10
332013Another look at risk apportionment. (2013). Rey, Beatrice ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013027.

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9
342020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004.

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8
352012Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018.

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8
362011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027.

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8
372019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019013.

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8
382013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023.

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7
392012Max-stable models for multivariate extremes. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012012.

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7
402016Adaptive estimation of functionals in nonparametric instrumental regression. (2016). Johannes, Jan ; Breunig, Christoph. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016041.

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7
412018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018008.

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7
422018A continuous updating weighted least squares estimator of tail dependence in high dimensions. (2018). , John ; John , ; Segers, Johan ; Kiriliouk, Anna . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018019.

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7
432014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014030.

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7
442010Do we necessarily need longitudinal data to infer causal relations?. (2010). Mouchart, Michel ; Wunsch, Guillaume ; Russo, Federica . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010016.

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7
452019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053.

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7
462020Large-Loss Behavior of Conditional Mean Risk Sharing. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020021.

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7
472015Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; Kneip, Alois ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015004.

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7
482013Copula-Based Regression Estimation and Inference. (2013). el Ghouch, Anouar ; Noh, Hohsuk ; Bouezmarni, Taoufik. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013045.

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6
492015Categorical data in local maximum likelihood: theory and applications to productivity analysis. (2015). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015018.

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6
502011Inferring causality through counterfactuals in observational studies - Some epistemological issues. (2011). Wunsch, Guillaume ; Russo, Federica ; Mouchart, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011014.

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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

80
22016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

28
32018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

24
42014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

23
52010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

21
62010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010004.

Full description at Econpapers || Download paper

21
72015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015034.

Full description at Econpapers || Download paper

19
82015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

15
92014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005.

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14
102018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

13
112019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

13
122012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

13
132011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; ROUEFF, FRANCOIS . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011009.

Full description at Econpapers || Download paper

13
142011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

12
152015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

11
162014Individual loss reserving using paid–incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014024.

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11
172017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026.

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11
182018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

11
192016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007.

Full description at Econpapers || Download paper

10
202014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012.

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10
212013On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038.

Full description at Econpapers || Download paper

9
222015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009.

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9
232020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004.

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8
242011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027.

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8
252012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009.

Full description at Econpapers || Download paper

8
262012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022.

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8
272010Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Park, B U ; Jeong, S.-O., . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010025.

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8
282019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019013.

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292014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014030.

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302018A continuous updating weighted least squares estimator of tail dependence in high dimensions. (2018). , John ; John , ; Segers, Johan ; Kiriliouk, Anna . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018019.

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312018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018008.

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322015Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; Kneip, Alois ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015004.

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332020Large-Loss Behavior of Conditional Mean Risk Sharing. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020021.

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342019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053.

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352010Inferences From Cross-sectional, Stochastic Frontier Models. (2010). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010005.

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362012Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018.

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372013Copula-Based Regression Estimation and Inference. (2013). el Ghouch, Anouar ; Noh, Hohsuk ; Bouezmarni, Taoufik. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013045.

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382017The empirical beta copula. (2017). Sibuya, Masaaki ; Segers, Johan ; Tsukahara, Hideatsu. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017005.

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392015Categorical data in local maximum likelihood: theory and applications to productivity analysis. (2015). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015018.

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402013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023.

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412019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019046.

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422020Two-Step Semiparametric Empirical Likelihood Inference. (2020). van Keilegom, Ingrid Ingrid ; Carlos, Escanciano Juan ; Bravo, Francesco. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020046.

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432011Decomposing Regional Efficiency. (2011). Simar, Leopold ; Schaffer, Axel ; Rauland, Jan . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011040.

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442016Adaptive estimation of functionals in nonparametric instrumental regression. (2016). Johannes, Jan ; Breunig, Christoph. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016041.

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452018A Neural-Network Analyzer for Mortality Forecast. (2018). Hainaut, Donatien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018027.

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462012Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017.

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472016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016013.

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482011Composite Lognormal-Pareto model with random threshold. (2011). Denuit, Michel ; Pigeon, Mathieu . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011020.

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492019Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. (2019). Ombao, Hernando ; Gorrostieta, Cristina ; von Sachs, Rainer. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019011.

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502012Regression when both response and predictor are functions. (2012). VanKeilegom, Ingrid ; Ferraty, F ; Vieu, P ; van Keilegom, Ingrid. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012004.

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Citing documents used to compute impact factor: 66
YearTitle
2020TailCoR. (2020). Ley, Christophe ; Babi, Sladjana ; Veredas, David ; Ricci, Lorenzo. In: Papers. RePEc:arx:papers:2011.14817.

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2020Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. (2020). Murthy, Karthyek ; Deo, Anand. In: Papers. RePEc:arx:papers:2008.09818.

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2020Improving Finite Sample Approximation by Central Limit Theorems for Estimates from Data Envelopment Analysis. (2020). Zelenyuk, Valentin ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:144.

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2020Robust e?ciency analysis of public hospitals in Queensland, Australia. (2020). Zelenyuk, Valentin ; Nguyen, Bao Hoang. In: CEPA Working Papers Series. RePEc:qld:uqcepa:148.

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2020Multivariate Distribution Regression. (2020). Meier, Jonas. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2023.

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2020Nonparametric instrumental regression with right censored duration outcomes. (2020). VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; Beyhum, Jad ; van Keilegom, Ingrid. In: Papers. RePEc:arx:papers:2011.10423.

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2020Nonparametric Instrumental Regression with Right Censored Duration Outcomes. (2020). VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; Beyhum, Jad ; van Keilegom, Ingrid. In: TSE Working Papers. RePEc:tse:wpaper:124931.

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2020Empirical tail copulas for functional data. (2020). Segers, Johan ; Einmahl, John. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020004.

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2020Inference on extremal dependence in a latent Markov tree model attracted to a Husler-Reiss distribution. (2020). Mazo, Gildas ; Asenova, Stefka Kirilova ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020005.

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2020Empirical Tail Copulas for Functional Data. (2020). Einmahl, John ; Segers, Johan. In: Other publications TiSEM. RePEc:tiu:tiutis:edc722e6-cc70-4221-87a2-8493156e1ab3.

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2020Hypothesis testing for tail dependence parameters on the boundary of the parameter space. (2020). Kiriliouk, Anna. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:121-135.

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2020Size and productivity: a conditional approach for Italian pharmaceutical sector. (2020). Toma, Pierluigi. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:54:y:2020:i:1:d:10.1007_s11123-020-00580-y.

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2020Modeling the effect of competition on US manufacturing sectors’ efficiency: an order-m frontier analysis. (2020). Tzeremes, Nickolaos ; Stengos, Thanasis ; POLEMIS, MICHAEL. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:54:y:2020:i:1:d:10.1007_s11123-020-00583-9.

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2020Fast and efficient computation of directional distance estimators. (2020). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:2:d:10.1007_s10479-019-03163-9.

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2020Is innovation in ICT valuable for the efficiency of Italian museums?. (2020). Mazza, Isidoro ; Guccio, Calogero ; Rizzo, Ilde ; Pignataro, Giacomo ; Martorana, Marco Ferdinando . In: Working papers. RePEc:ipu:wpaper:95.

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2020Advertising expenses and operational performance: Evidence from the global hotel industry. (2020). Tzeremes, Nickolaos ; Stengos, Thanasis ; POLEMIS, MICHAEL. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301579.

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2020Determinants of efficiency improvement in the Spanish public lighting sector. (2020). Martinez-Cordoba, Pedro-Jose ; Guillamon, Maria-Dolores ; Benito, Bernardino. In: Utilities Policy. RePEc:eee:juipol:v:64:y:2020:i:c:s0957178720300217.

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2020The socio-economic planning of a community nurses programme in mountain areas: A Directional Distance Function approach. (2020). Ippoliti, Roberto ; Falavigna, G. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:71:y:2020:i:c:s0038012119301715.

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2020The construction of a composite index for general satisfaction in Turkey and the investigation of its determinants. (2020). Bulut, Hasan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:71:y:2020:i:c:s0038012119302940.

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2020A dynamic by-production framework for analyzing inefficiency associated with corporate social responsibility. (2020). , Alfons ; Rao, Xudong ; Engida, Tadesse Getacher. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:3:p:1170-1179.

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2020Assessment of new methods for incorporating contextual variables into efficiency measures: a Monte Carlo simulation. (2020). Santín, Daniel ; Santin, Daniel ; Polo, Cristina ; Cordero, Jose M. In: Operational Research. RePEc:spr:operea:v:20:y:2020:i:4:d:10.1007_s12351-018-0413-2.

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2020Outsourcing and firm performance nexus: An analysis using the conventional and panel double-bootstrap procedure. (2020). Bhandari, Anup Kumar ; Valiyattoor, Vipin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919302363.

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2020Effects of redistributing policy support on farmers’ technical efficiency. (2020). Pupo, Maria Rosaria ; Bonfiglio, Andrea ; Pierangeli, Fabio ; Henke, Roberto. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:2:p:305-320.

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2020Hospital inpatients costs dynamics at older ages: A frequency-severity approach. (2020). Lucas, Nathalie ; Denuit, Michel ; Avalosse, Herve. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020027.

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2020Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020016.

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2020Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). Su, Xiaoshan ; Quittard-Pinon, Franois ; le Courtois, Olivier. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00276-w.

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2020On the Dependence between Default Risk and Recovery Rates in Structural Models. (2020). Fermanian, Jean-David. In: Annals of Economics and Statistics. RePEc:adr:anecst:y:2020:i:140:p:45-82.

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2020Editorial: Understanding Cryptocurrencies. (2020). Reule, Raphael ; Raphael, ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2007.14702.

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2020Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets. (2020). el Meslmani, Nabil ; Lee, Seungho ; Switzer, Lorne N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309808.

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2020Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2020Weekly dynamic conditional correlations among cryptocurrencies and traditional assets. (2020). Fernandez Bariviera, Aurelio ; Savva, Christos S ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417680.

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2020A supreme test for periodic explosive GARCH. (2020). Wang, Weining ; Wu, Wei Biao ; Richter, Stefan. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020018.

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2020The essentials on linear regression, ANOVA, general linear and linear mixed models for the chemist. (2020). Govaerts, B ; Thiel, M ; Martin, M ; Marion, R ; Francq, B. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020012.

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2020Technological Change and Catching-Up in the Indian Banking Sector: A Time-Dependent Nonparametric Frontier Approach. (2020). Tzeremes, Nickolaos ; Xu, Wei ; Rughoo, Aarti ; Mallick, Sushanta. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09993-1.

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2020Evaluating the efficiency of municipalities in the presence of unobserved heterogeneity. (2020). Tzeremes, Nickolaos ; Polo, Cristina ; Cordero, Jose M. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:3:d:10.1007_s11123-020-00579-5.

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2020Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy. (2020). Zelenyuk, Valentin ; Mastromarco, Camilla ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:153.

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2020Gender effect on microfinance social efficiency: A robust nonparametric approach. (2020). Simar, Leopold ; Vanhems, Anne ; Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Fall, Franois Seck. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020033.

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2020A nonparametric framework to detect outliers in estimating production frontiers. (2020). Zhu, Joe ; Cook, Wade D ; Khezrimotlagh, Dariush. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:1:p:375-388.

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2020Health-policyholder clustering using health consumption. (2020). Rulliere, Jean-Louis ; Loisel, Stephane ; Gauchon, Romain. In: Post-Print. RePEc:hal:journl:hal-02156058.

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2020Automatic Control Variates for Option Pricing using Neural Networks. (2020). el Filali, Zineb ; Lelong, Jerome ; Reghai, Adil. In: Working Papers. RePEc:hal:wpaper:hal-02891798.

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2020Risk bounds when learning infinitely many response functions by ordinary linear regression. (2020). Segers, Johan ; Portier, Franois ; Plassier, Vincent. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020019.

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2020Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020014.

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2020From risk sharing to risk transfer: the analytics of collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020017.

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2020Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020018.

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2020Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024.

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2020Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026.

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2020Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028.

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2020Conditional mean risk sharing for dependent risks using graphical models. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020029.

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2020A Longitudinal Analysis of the Impact of Distance Driven on the Probability of Car Accidents. (2020). Turcotte, Roxane ; Boucher, Jean-Philippe. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:91-:d:407128.

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2020Time and Causality in the Social Sciences. (2020). Russo, Federica ; Wunsch, Guillaume ; Orsi, Renzo ; Mouchart, Michel. In: Working Papers. RePEc:bol:bodewp:wp1155.

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2020Causality in econometric modeling. From theory to structural causal modeling. (2020). Wunsch, Guillaume ; Orsi, Renzo ; Mouchart, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020021.

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2020Time and Causality in the Social Sciences. (2020). Wunsch, Guillaume ; Russo, Federica ; Orsi, Renzo ; Mouchart, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020022.

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2020Cryptocurrency Trading Using Machine Learning. (2020). Koutmos, Dimitrios ; Koker, Thomas E. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:178-:d:396989.

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2020Recent Advancements in Section “Financial Technology and Innovation”. (2020). Hamori, Shigeyuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:308-:d:455532.

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2020Dissecting Tether’s Nonlinear Dynamics during Covid-19. (2020). Vukovic, Darko B ; Grubisic, Zoran ; Maiti, Moinak. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:4:p:161-:d:448636.

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2020Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2020-17.

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2020Tributos cedidos y eficiencia en la gestión tributaria de las Comunidades Autónomas. (2020). Fernandez, Cristina Polo ; Chaparro, Francisco Pedraja ; Caro, Carlos Diaz ; Cordero, Jose Manuel. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2020:v:232:i:1:p:75-112.

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2020A non-parametric investigation of supply side factors and healthcare efficiency in the U.S. (2020). Gearhart, Richard ; Michieka, Nyakundi. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:54:y:2020:i:1:d:10.1007_s11123-020-00585-7.

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2020Range Value-at-Risk bounds for unimodal distributions under partial information. (2020). Vanduffel, Steven ; Kazzi, Rodrigue ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:9-24.

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2020Re-Evaluation of World Population Figures: Politics and Forecasting Mechanics. (2020). Shobande, Olatunji ; Tomiwa, Shodipe Oladimeji ; Abdul, Shobande Olatunji. In: Economics and Business. RePEc:vrs:ecobus:v:34:y:2020:i:1:p:104-125:n:8.

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2020A hierarchical bayesian model for differential connectivity in multi-trial brain signals. (2020). Ombao, Hernando ; Fortin, Norbert J ; Guindani, Michele ; Hu, Lechuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:117-135.

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2020Modeling non-linear spectral domain dependence using copulas with applications to rat local field potentials. (2020). Ombao, Hernando ; Frostig, Ron D ; Fontaine, Charles. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:85-103.

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2020Heterogeneous impacts of regulatory policy stringency on the EU electricity Industry:A Bayesian shrinkage dynamic analysis. (2020). D'Errico, Maria Chiara ; Bigerna, Simona ; Polinori, Paolo. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302676.

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Recent citations
Recent citations received in 2020
YearCiting document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020From risk sharing to pure premium for a large number of heterogeneous losses. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020015.

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2020Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024.

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2020Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028.

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2020Conditional mean risk sharing for dependent risks using graphical models. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020029.

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2020Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696.

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2020Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain. (2020). Dominguez-Fabian, Inmaculada ; Devolder, Pierre. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9928-:d:452424.

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Recent citations received in 2019
YearCiting document
2019Spectral Analysis of Multivariate Time Series. (2019). von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019008.

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2019LiMM-PCA : combining ASCA+ and linear mixed models to analyse high dimensional designed data. (2019). Govaerts, Bernadette ; Martin, Manon. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019021.

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2019Investing in your own and peers risks: The simple analytics of p2p insurance. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019028.

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Recent citations received in 2018
YearCiting document
2018Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing. (2018). Simar, Leopold ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018018.

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2018Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018020.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: Working Papers. RePEc:ecl:riceco:18-008.

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2018Some Mathematical and Historical Clarifications on Aggregation in Efficiency and Productivity Analysis and Connection to Economic Theory. (2018). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:124.

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2018Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores.. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:128.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: CEPA Working Papers Series. RePEc:qld:uqcepa:129.

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2018LASSO-Driven Inference in Time and Space. (2018). Wang, Weining ; Huang, Chen ; Hardle, Wolfgang Karl ; Chernozhukov, Victor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018021.

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2018Toolbox: Gaussian comparison on Eucledian balls. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018028.

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2018Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective. (2018). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018032.

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2018Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. (2018). Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018033.

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2018A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018034.

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2018Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018035.

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2018Default probabilities and default correlations under stress. (2018). Overbeck, Ludger ; Kalkbrener, Michael ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018037.

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2018Penalized Adaptive Forecasting with Large Information Sets and Structural Changes. (2018). Hardle, Wolfgang Karl ; Li, Xinjue ; Zbonakova, Lenka. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018039.

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2018Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables. (2018). Yan, Jigao. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018040.

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2018On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables. (2018). Yan, Jigao ; Kuczmaszewska, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018041.

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2018Predicative Ability of Similarity-based Futures Trading Strategies. (2018). Kuo, Wei-Yu ; Chiang, Mi-Hsiu ; Chiu, Hsin-Yu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018045.

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2018Inferences for a Partially Varying Coefficient Model With Endogenous Regressors. (2018). Su, Jia ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018047.

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2018A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048.

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2018Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models. (2018). Li, Muyi ; Guo, Shaojun. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018049.

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2018Variable selection and direction estimation for single-index models via DC-TGDR method. (2018). Ma, Shuangge ; Liu, XI ; Zhong, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018050.

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2018Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051.

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2018Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Zhong, Wei ; Fan, Qingliang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052.

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2018The impact of temperature on gaming productivity: evidence from online games. (2018). Fan, Qingliang ; Bao, Xiaojia. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018053.

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2018RESIDUALS INFLUENCE INDEX (RINFIN), BAD LEVERAGE AND UNMASKING IN HIGH DIMENSIONAL L2-REGRESSION. (2018). Yatracos, Yannis G. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018060.

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2018FaRis at ICA 2018 - Contributions to the International Congress of Actuaries 2018 in Berlin. Beitra?ge von FaRis Mitgliedern zum Weltkongress der Aktuare vom 4. bis zum 8. Juni 2018 in Berlin. (2018). Heep-Altiner, Maria ; Goecke, Oskar ; Schmidt, Jan-Philipp ; Schiegl, Magda ; Knobloch, Ralf. In: Forschung am ivwKöln. RePEc:zbw:thkivw:52018.

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Recent citations received in 2017
YearCiting document
2017Limits to Human Life Span Through Extreme Value Theory. (2017). Einmahl, John ; de Haan, L. F. M., . In: Other publications TiSEM. RePEc:tiu:tiutis:46b8d3f3-34c3-4936-90ee-8dc4e7086ce6.

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