Roman Liska : Citation Profile

Are you Roman Liska?

European Commission

5

H index

5

i10 index

615

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2006 - 2011). See details.
   Cites by year: 123
   Journals where Roman Liska has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 3 (0.49 %)

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   Permalink: http://citec.repec.org/pli280
   Updated: 2024-12-03    RAS profile: 2024-01-05    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roman Liska.

Is cited by:

Hallin, Marc (55)

Barigozzi, Matteo (49)

Forni, Mario (31)

Lippi, Marco (25)

Luciani, Matteo (17)

Gambetti, Luca (14)

Zaffaroni, Paolo (12)

Soccorsi, Stefano (9)

Nadal De Simone, Francisco (9)

Rodriguez Caballero, Carlos (9)

Chevallier, Julien (8)

Cites to:

Reichlin, Lucrezia (34)

Forni, Mario (24)

Lippi, Marco (20)

Hallin, Marc (19)

Giannone, Domenico (18)

Marcellino, Massimiliano (10)

Sala, Luca (10)

Watson, Mark (8)

Stock, James (7)

Cristadoro, Riccardo (6)

Ng, Serena (6)

Main data

Where Roman Liska has published?

Recent works citing Roman Liska (2024 and 2023)

YearTitle of citing document
2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2024CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2024Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

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2024Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

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2023Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Longevity forecasting by socio‐economic groups using compositional data analysis. (2020). Kallestruplamb, Malene ; Oeppen, Jim ; Bergeronboucher, Mariepier ; Ergemen, Yunus Emre ; Kjargaard, Sren. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1167-1187.

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2024Well‐being in European regions: Does government quality matter?. (2020). Picazo-Tadeo, Andres ; Rios, Vicente ; Picazotadeo, Andres J ; Peiropalomino, Jesus. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:3:p:555-582.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2024Sensitivity analysis and multiobjective optimization for rural house retrofitting considering construction and occupant behavior uncertainty: A case study of Jiaxian, China. (2024). Fu, Mengze ; Yue, Chao ; Lv, Hongyi ; Zhang, Jiqiang ; Wu, DI. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924002186.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2023Sensitivity analysis of a crop metapopulation model. (2023). Miramon, Anne ; Barbillon, Pierre ; Goldringer, Isabelle ; Rouger, Baptiste ; Thomas, Mathieu ; Naino, Abdel Kader. In: Ecological Modelling. RePEc:eee:ecomod:v:475:y:2023:i:c:s0304380022002757.

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2023Dynamics of a coupled socio-environmental model: An application to global CO2 emissions. (2023). Ghosh, Indrajit ; Pal, Saheb. In: Ecological Modelling. RePEc:eee:ecomod:v:478:y:2023:i:c:s0304380023000078.

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2024Increasing the reliability of the Bay of Biscay Atlantis model: A sensitivity analysis to parameters perturbations using a Morris screening approach. (2024). Corrales, X ; Hansen, C ; de Gamiz-Zearra, Lopez A ; Andonegi, E. In: Ecological Modelling. RePEc:eee:ecomod:v:488:y:2024:i:c:s0304380023003290.

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2024Sensitivity of long-term productivity estimations in mixed forests to uncertain parameters related to fine roots. (2024). Imbert, Bosco J ; Seely, Brad ; Yeste, Antonio ; Blanco, Juan A. In: Ecological Modelling. RePEc:eee:ecomod:v:490:y:2024:i:c:s0304380024000589.

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2023A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213.

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2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Information criteria for latent factor models: A study on factor pervasiveness and adaptivity. (2023). Tang, Cheng Yong ; Chen, YU ; Guo, Xiao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:237-250.

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2023Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

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2023A subgroup dominance-based benefit of the doubt method for addressing rank reversals: A case study of the human development index in Europe. (2023). Li, Kevin W ; Zhang, Chonghui ; Chen, Sibo ; Su, Weihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1299-1317.

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2024A sequential benefit-of-the-doubt composite indicator. (2024). Walheer, Barnabé. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:228-239.

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2023A central bankers’ sentiment index of global financial cycle. (2023). Liu, Wei ; Yu, Zhen ; Yang, Fuyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024International comparisons of COVID-19 pandemic management: What can be learned from activity analysis techniques?. (2024). Tortosa-Ausina, Emili ; Prior, Diego ; Gimenez, Victor ; Thieme, Claudio. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001305.

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2023Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015.

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2023Gauging energy poverty in developing countries with a composite metric of electricity access. (2023). Drago, Carlo ; Gatto, Andrea. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178722001503.

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2023Smart Cities Maturity Model—A Multicriteria Approach. (2023). Colmenero, Joo Carlos ; Cascales, Ana Lidia ; Nogueira, Luis Henrique ; Arago, Emanuely Velozo ; Zola, Fernanda Cavicchioli ; de Genaro, Daiane Maria. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6695-:d:1124286.

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2023Health vs. Wealth: A Cross-country Analysis of Managerial Effectiveness of the COVID-19. (2023). Tortosa-Ausina, Emili ; Prior, Diego ; Gimenez, Victor ; Thieme, Claudio. In: Working Papers. RePEc:jau:wpaper:2023/10.

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2024On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559.

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2023Measuring tourism demand nowcasting performance using a monotonicity test. (2023). Liu, Ying ; Song, Haiyan ; Wang, Yongjing. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1302-1327.

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2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

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2023Assessing the robustness of composite indicators: the case of the Global Innovation Index. (2023). Alqararah, Khatab. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:12:y:2023:i:1:d:10.1186_s13731-023-00332-w.

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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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Works by Roman Liska:

YearTitleTypeCited
2007Determining the Number of Factors in the General Dynamic Factor Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article339
2008Dynamic Factors in the Presence of Block Structure In: Working Papers ECARES.
[Full Text][Citation analysis]		paper12
2008Dynamic Factors in the Presence of Block Structure.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2007The role of sensitivity analysis in ecological modelling In: Ecological Modelling.
[Full Text][Citation analysis]		article70
2011Dynamic factors in the presence of blocks In: Journal of Econometrics.
[Full Text][Citation analysis]		article49
In: .
[Full Text][Citation analysis]		article2
2008Creating composite indicators with DEA and robustness analysis: the case of the Technology Achievement Index In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article143
2006Creating Composite Indicators with DEA and Robustness Analysis: the case of the Technology Achievement Index.(2006) In: Public Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 143		paper
2006Impact of oil prices in an estimated EU12 open economy model In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0

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