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 |
2005 | 0.06 | 0.45 | 11 | 1 | 33 | 2 | 50 | | | 0.29 |
|   |
  |
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: | 2005 | 2004 | 2003 | 2002 Latest citations received in: 2005 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 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.
|