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 2004 0.15 0.47 17 8 27 4 75 2 0.12 0.25
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).
Cited: 5 times.

(2) RePEc:cte:wsrepe:ws015527 GMM ESTIMATION OF A PRODUCTION FUNCTION WITH PANEL DATA: AN APPLICATION TO SPANISH MANUFACTURING FIRMS (2001).
Cited: 4 times.

(3) RePEc:cte:wsrepe:ws035212 GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS (2003).
Cited: 2 times.

(4) RePEc:cte:wsrepe:ws031126 RANGE UNIT ROOT TESTS (2003).
Cited: 2 times.

(5) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002).
Cited: 2 times.

(6) RePEc:cte:wsrepe:ws041305 VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES (2004).
Cited: 2 times.

(7) RePEc:cte:wsrepe:ws013824 INNOVATION AND JOB CREATION AND DESTRUCTION: EVIDENCE FROM SPAIN (2001).
Cited: 2 times.

(8) RePEc:cte:wsrepe:ws036313 DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2003).
Cited: 2 times.

(9) RePEc:cte:wsrepe:ws034309 ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU. (2004).
Cited: 2 times.

(10) RePEc:cte:wsrepe:ws041104 A RANGE UNIT ROOT TEST (2004).
Cited: 1 times.

(11) RePEc:cte:wsrepe:ws063012 ON THE CONCEPT OF DEPTH FOR FUNCTIONAL DATA (2006).
Cited: 1 times.

(12) RePEc:cte:wsrepe:ws054007 MEAN SQUARED ERRORS OF SMALL AREA ESTIMATORS UNDER A UNIT-LEVEL MULTIVARIATE MODEL (2005).
Cited: 1 times.

(13) RePEc:cte:wsrepe:ws044211 OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT (2004).
Cited: 1 times.

(14) RePEc:cte:wsrepe:ws063815 MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS (2006).
Cited: 1 times.

(15) RePEc:cte:wsrepe:ws062007 MODELLING THE DISCRETE AND INFREQUENT OFFICIAL INTEREST RATE CHANGE IN THE UK (2006).
Cited: 1 times.

(16) RePEc:cte:wsrepe:ws046315 STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT (2004).
Cited: 1 times.

(17) RePEc:cte:wsrepe:ws026218 PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF A DYNAMIC STRUCTURAL INVESTMENT MODEL (2002).
Cited: 1 times.

(18) RePEc:cte:wsrepe:ws042710 A NOTE ON PREDICTION AND INTERPOLATION ERRORS IN TIME SERIES (2004).
Cited: 1 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:cte:wsrepe:ws046816 USE OF CUMULATIVE SUMS FOR DETECTION OF CHANGEPOINTS IN THE RATE PARAMETER OF A POISSON PROCESS (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:wpa:wuwpdc:0409054 A Framework for Forecasting the Components of the Consumer Price (2004). EconWPA / Development and Comp Systems

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

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