Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0 0 0 0.07 1997 0.17 0 0 0 0.09 1998 0.19 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.39 0 0 0 0.2 2001 0.34 29 11 0 0 3 0.1 0.18 2002 0.07 0.39 11 3 29 2 100 0.2 2003 0.03 0.41 16 6 40 1 100 1 0.06 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:cte:wsrepe:ws010805 IS STOCHASTIC VOLATILITY MORE FLEXIBLE THAN GARCH? (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 5 times.

(2) RePEc:cte:wsrepe:ws015527 GMM ESTIMATION OF A PRODUCTION FUNCTION WITH PANEL DATA: AN APPLICATION TO SPANISH MANUFACTURING FIRMS (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 4 times.

(3) RePEc:cte:wsrepe:ws035212 GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 2 times.

(4) RePEc:cte:wsrepe:ws031126 RANGE UNIT ROOT TESTS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 2 times.

(5) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 2 times.

(6) RePEc:cte:wsrepe:ws041305 VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 2 times.

(7) RePEc:cte:wsrepe:ws013824 INNOVATION AND JOB CREATION AND DESTRUCTION: EVIDENCE FROM SPAIN (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 2 times.

(8) RePEc:cte:wsrepe:ws036313 DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 2 times.

(9) RePEc:cte:wsrepe:ws034309 ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU. (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 2 times.

(10) RePEc:cte:wsrepe:ws041104 A RANGE UNIT ROOT TEST (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(11) RePEc:cte:wsrepe:ws063012 ON THE CONCEPT OF DEPTH FOR FUNCTIONAL DATA (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(12) RePEc:cte:wsrepe:ws054007 MEAN SQUARED ERRORS OF SMALL AREA ESTIMATORS UNDER A UNIT-LEVEL MULTIVARIATE MODEL (2005). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(13) RePEc:cte:wsrepe:ws044211 OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(14) RePEc:cte:wsrepe:ws063815 MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(15) RePEc:cte:wsrepe:ws062007 MODELLING THE DISCRETE AND INFREQUENT OFFICIAL INTEREST RATE CHANGE IN THE UK (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(16) RePEc:cte:wsrepe:ws046315 STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(17) RePEc:cte:wsrepe:ws026218 PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF A DYNAMIC STRUCTURAL INVESTMENT MODEL (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

(18) RePEc:cte:wsrepe:ws042710 A NOTE ON PREDICTION AND INTERPOLATION ERRORS IN TIME SERIES (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:cte:wsrepe:ws036615 COINTEGRATION TESTS BASED ON RECORD COUNTING STATISTICS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

Latest citations received in: 2002

Latest citations received in: 2001

(1) RePEc:cte:wsrepe:ws010704 OUTLIERS AND CONDITIONAL AUTOREGRESSIVE HETEROSCEDASTICITY IN TIME SERIES (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:cte:wsrepe:ws011208 PROPERTIES OF THE SAMPLE AUTOCORRELATIONS IN AUTOREGRESSIVE STOCHASTIC VOLATlLITY MODELS (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(3) RePEc:cte:wsrepe:ws015628 ESTIMATION OF A DYNAMIC DISCRETE CHOICE MODEL OF IRREVERSIBLE INVESTMENT (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

Latest citations received in: 2000

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.