Computational Statistics & Data Analysis

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.02 0.17 120 29 189 4 0 1 0.01 0.08 1997 0 0.2 123 16 227 1 0 0.08 1998 0.01 0.23 99 22 243 3 0 1 0.01 0.1 1999 0.01 0.31 80 28 222 3 0 2 0.03 0.15 2000 0.01 0.43 84 15 179 2 0 0.19 2001 0.03 0.4 84 26 164 5 0 0.17 2002 0.43 114 38 168 0 4 0.04 0.2 2003 0.04 0.48 122 54 198 7 0 6 0.05 0.22 2004 0.06 0.52 168 34 236 13 0 4 0.02 0.23 2005 0.06 0.59 128 22 290 17 0 6 0.05 0.27 2006 0.03 0.63 368 64 296 10 0 13 0.04 0.27
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:eee:csdana:v:42:y:2003:i:3:p:333-348 Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (2003).
Cited: 14 times.

(2) RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419 SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity (2002).
Cited: 11 times.

(3) RePEc:eee:csdana:v:5:y:1987:i:4:p:337-356 Correspondence analysis with least absolute residuals (1987).
Cited: 10 times.

(4) RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471 Smooth estimators of distribution and density functions (1992).
Cited: 9 times.

(5) RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490 On the performance of nonparametric specification tests in regression models (2003).
Cited: 8 times.

(6) RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684 A periodogram-based metric for time series classification (2006).
Cited: 7 times.

(7) RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245 Financial econometric analysis at ultra-high frequency: Data handling concerns (2006).
Cited: 7 times.

(8) RePEc:eee:csdana:v:22:y:1996:i:3:p:251-270 A method for simultaneous variable selection and outlier identification in linear regression (1996).
Cited: 6 times.

(9) RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312 A global optimization heuristic for estimating agent based models (2003).
Cited: 6 times.

(10) RePEc:eee:csdana:v:19:y:1995:i:6:p:613-630 A convergent algorithm for quantile regression with smoothing splines (1995).
Cited: 6 times.

(11) RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176 A comparative study of several smoothing methods in density estimation (1994).
Cited: 6 times.

(12) RePEc:eee:csdana:v:47:y:2004:i:3:p:517-536 Estimation in hazard regression models under ordered departures from proportionality (2004).
Cited: 5 times.

(13) RePEc:eee:csdana:v:18:y:1994:i:5:p:499-512 Testing for multimodality (1994).
Cited: 5 times.

(14) RePEc:eee:csdana:v:16:y:1993:i:1:p:11-18 On the inconsistency of bootstrap distribution estimators (1993).
Cited: 5 times.

(15) RePEc:eee:csdana:v:52:y:2008:i:10:p:4579-4586 The accuracy of statistical distributions in Microsoft® Excel 2007 (2008).
Cited: 4 times.

(16) RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205 PLS path modeling (2005).
Cited: 4 times.

(17) RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249 Model conditions for asymptotic robustness in the analysis of linear relations (1990).
Cited: 4 times.

(18) RePEc:eee:csdana:v:45:y:2004:i:3:p:519-548 Principal Component Analysis of symmetric fuzzy data (2004).
Cited: 4 times.

(19) RePEc:eee:csdana:v:38:y:2001:i:1:p:15-48 Determining the number of components in mixtures of linear models (2001).
Cited: 4 times.

(20) RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298 Bandwidth selection for kernel conditional density estimation (2001).
Cited: 4 times.

(21) RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122 An anova test for functional data (2004).
Cited: 4 times.

(22) RePEc:eee:csdana:v:14:y:1992:i:3:p:343-358 Robustness of BIB and extended BIB designs against the unavailability of any number of observations in a block (1992).
Cited: 4 times.

(23) RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114 Estimation of fractional integration in the presence of data noise (2007).
Cited: 4 times.

(24) RePEc:eee:csdana:v:28:y:1998:i:4:p:353-369 Wavelet regression for random or irregular design (1998).
Cited: 4 times.

(25) RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376 Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (2005).
Cited: 4 times.

(26) RePEc:eee:csdana:v:19:y:1995:i:4:p:369-377 An alternative approach for the numerical solution of seemingly unrelated regression equations models (1995).
Cited: 4 times.

(27) RePEc:eee:csdana:v:27:y:1998:i:1:p:61-81 A comparison of techniques of estimation in long-memory processes (1998).
Cited: 3 times.

(28) RePEc:eee:csdana:v:44:y:2003:i:1-2:p:273-295 Implementing the Bianco and Yohai estimator for logistic regression (2003).
Cited: 3 times.

(29) RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476 Forecasting the US unemployment rate (2003).
Cited: 3 times.

(30) RePEc:eee:csdana:v:45:y:2004:i:2:p:249-267 Practical bandwidth selection in deconvolution kernel density estimation (2004).
Cited: 3 times.

(31) RePEc:eee:csdana:v:14:y:1992:i:1:p:1-27 A new measure of overall potential influence in linear regression (1992).
Cited: 3 times.

(32) RePEc:eee:csdana:v:26:y:1997:i:2:p:177-198 Improving parameter tests in covariance structure analysis (1997).
Cited: 3 times.

(33) RePEc:eee:csdana:v:21:y:1996:i:1:p:17-29 A survey of constrained classification (1996).
Cited: 3 times.

(34) RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145 Beta kernel estimators for density functions (1999).
Cited: 3 times.

(35) RePEc:eee:csdana:v:22:y:1996:i:2:p:177-192 Effects of model misspecification in estimating covariate effects in survival analysis for small sample sizes (1996).
Cited: 3 times.

(36) RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332 A classification EM algorithm for clustering and two stochastic versions (1992).
Cited: 3 times.

(37) RePEc:eee:csdana:v:50:y:2006:i:10:p:2509-2528 Analysis of Type-II progressively hybrid censored data (2006).
Cited: 3 times.

(38) RePEc:eee:csdana:v:17:y:1994:i:3:p:265-275 A distribution free approach for analysis of two-level structural equation model (1994).
Cited: 3 times.

(39) RePEc:eee:csdana:v:27:y:1998:i:1:p:83-97 An experimental comparison of gradient methods in econometric duration analysis (1998).
Cited: 3 times.

(40) RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850 Comparison of semiparametric and parametric methods for estimating copulas (2007).
Cited: 3 times.

(41) RePEc:eee:csdana:v:40:y:2002:i:3:p:447-470 Three-way component analysis with smoothness constraints (2002).
Cited: 3 times.

(42) RePEc:eee:csdana:v:52:y:2008:i:5:p:2469-2488 Tree-structured smooth transition regression models (2008).
Cited: 3 times.

(43) RePEc:eee:csdana:v:36:y:2001:i:4:p:425-439 New algorithms for computing the least trimmed squares regression estimator (2001).
Cited: 3 times.

(44) RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209 Direct generalized additive modeling with penalized likelihood (1998).
Cited: 3 times.

(45) RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233 Asymptotic inference under heteroskedasticity of unknown form (2004).
Cited: 3 times.

(46) RePEc:eee:csdana:v:48:y:2005:i:4:p:703-715 Fast and robust bootstrap for LTS (2005).
Cited: 3 times.

(47) RePEc:eee:csdana:v:50:y:2006:i:10:p:2715-2733 Tests for regression models with heteroskedasticity of unknown form (2006).
Cited: 3 times.

(48) RePEc:eee:csdana:v:8:y:1989:i:2:p:155-170 Comments on a data based bandwidth selector (1989).
Cited: 3 times.

(49) RePEc:eee:csdana:v:11:y:1991:i:1:p:3-15 On correcting for variance inflation in kernel density estimation (1991).
Cited: 3 times.

(50) RePEc:eee:csdana:v:17:y:1994:i:5:p:575-594 Choice of regressors in nonparametric estimation (1994).
Cited: 3 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:cfs:cfswop:wp200623 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model (2006). Center for Financial Studies / CFS Working Paper Series

(2) RePEc:dgr:kubcen:200620 Smoothed L-estimation of regression function (2006). Tilburg University, Center for Economic Research / Discussion Paper

(3) RePEc:edj:ceauch:219 Portfolio management implications of volatility shifts: Evidence from simulated data (2006). Centro de Economía Aplicada, Universidad de Chile / Documentos de Trabajo

(4) RePEc:fda:fdaddt:2006-22 Forecasting Stock Price Changes: Is it Possible? (2006). FEDEA / Working Papers

(5) RePEc:fir:econom:wp2006_12 Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (2006). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

(6) RePEc:hst:hstdps:d06-185 Bayesian Estimation of Unknown Heteroscedastic Variances (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series

(7) RePEc:msh:ebswps:2006-22 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(8) RePEc:pra:mprapa:2075 An interpolated periodogram-based metric for comparison of time series with unequal lengths (2006). University Library of Munich, Germany / MPRA Paper

(9) RePEc:pra:mprapa:4235 Forecasting VARMA processes using VAR models and subspace-based state space models (2006). University Library of Munich, Germany / MPRA Paper

(10) RePEc:roc:wallis:wp42 Roll Call Data and Ideal Points (2006). University of Rochester - Wallis Institute of Political Economy / Wallis Working Papers

(11) RePEc:spr:compst:v:21:y:2006:i:2:p:251-269 A robust fuzzy k-means clustering model for interval valued data (2006). Computational Statistics

(12) RePEc:spr:psycho:v:71:y:2006:i:2:p:219-229 Sufficient conditions for uniqueness in Candecomp/Parafac and Indscal with random component matrices (2006). Psychometrika

(13) RePEc:spr:psycho:v:71:y:2006:i:2:p:365-386 Reconstructing Distances among Objects from Their Discriminability (2006). Psychometrika

Recent citations received in: 2005

(1) RePEc:bog:wpaper:28 Some Further Evidence on Exchange-Rate Volatility and Exports (2005). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers

(2) RePEc:cen:wpaper:05-23 Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes (2005). Center for Economic Studies, U.S. Census Bureau / Working Papers

(3) RePEc:dgr:eureri:30007669 The Influence of Employee Communication on Strategic Business Alignment (2005). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(4) RePEc:egc:wpaper:927 Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes (2005). Economic Growth Center, Yale University / Working Papers

(5) RePEc:mtn:ancoec:si12 About a class of max-stable families with applications to income distributions (2005). Metron - International Journal of Statistics

(6) RePEc:nbr:nberwo:11019 Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes (2005). National Bureau of Economic Research, Inc / NBER Working Papers

Recent citations received in: 2004

(1) RePEc:iza:izadps:dp1342 Perspectives on the Early Retirement Decisions of Farming Couples (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(2) RePEc:mil:wpdepa:2004-08 On second order generalized derivatives for C (1,1) functions (2004). Department of Economics University of Milan Italy / Departemental Working Papers

(3) RePEc:pra:mprapa:3937 A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models (2004). University Library of Munich, Germany / MPRA Paper

(4) RePEc:spr:aistmt:v:56:y:2004:i:1:p:19-47 Bootstrap bandwidth selection in kernel density estimation from a contaminated sample (2004). Annals of the Institute of Statistical Mathematics

Recent citations received in: 2003

(1) RePEc:dgr:uvatin:20030071 Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers

(2) RePEc:dgr:uvatin:20030091 Time Series Modelling using TSMod 3.24 (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers

(3) RePEc:ema:worpap:2003-06 The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study (2003). THEMA / Working papers

(4) RePEc:ema:worpap:2003-26 The exact maximum likelihood-based test for fractional cointegration: critical values, power and size (2003). THEMA / Working papers

(5) RePEc:mol:ecsdps:esdp03014 A possibilistic approach to latent structure analysis for symmetric fuzzy data. (2003). University of Molise, Dept. SEGeS / Economics & Statistics Discussion Papers

(6) RePEc:nuf:econwp:0312 Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers

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.