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 , 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 0.18 0 0 0 0.09 1997 0.18 0 0 0 0.09 1998 0.21 0 0 0 0.13 1999 0.29 0 0 0 0.17 2000 0.39 0 0 0 0.2 2001 0.37 29 14 0 0 4 0.14 0.18 2002 0.07 0.42 11 7 29 2 100 0.2 2003 0.03 0.43 16 7 40 1 100 1 0.06 0.21 2004 0.19 0.49 17 9 27 5 60 2 0.12 0.24 2005 0.06 0.5 11 2 33 2 50 0.29 2006 0.14 0.53 19 5 28 4 50 2 0.11 0.28 2007 0.44 16 2 30 0 1 0.06 0.24
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:ws015527 GMM ESTIMATION OF A PRODUCTION FUNCTION WITH PANEL DATA: AN APPLICATION TO SPANISH MANUFACTURING FIRMS (2001).
Cited: 6 times.

(2) RePEc:cte:wsrepe:ws010805 IS STOCHASTIC VOLATILITY MORE FLEXIBLE THAN GARCH? (2001).
Cited: 5 times.

(3) RePEc:cte:wsrepe:ws026218 PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF A DYNAMIC STRUCTURAL INVESTMENT MODEL (2002).
Cited: 4 times.

(4) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002).
Cited: 3 times.

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

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

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

(8) RePEc:cte:wsrepe:ws063012 ON THE CONCEPT OF DEPTH FOR FUNCTIONAL DATA (2006).
Cited: 2 times.

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

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

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

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

(13) RePEc:cte:wsrepe:ws041003 DIMENSIONALITY REDUCTION WITH IMAGE DATA (2004).
Cited: 1 times.

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

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

(16) RePEc:cte:wsrepe:ws072907 Depth functions based on a number of observations of a random vector (2007).
Cited: 1 times.

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

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

(19) RePEc:cte:wsrepe:ws060402 USING AUXILIARY RESIDUALS TO DETECT CONDITIONAL HETEROSCEDASTICITY IN INFLATION (2006).
Cited: 1 times.

(20) RePEc:cte:wsrepe:ws013321 ON THE (INTRADAILY) SEASONALITY AND DYNAMICS OF A FINANCIAL POINT PROCESS: A SEMIPARAMETRIC APPROACH. (2001).
Cited: 1 times.

(21) RePEc:cte:wsrepe:ws050401 FORECASTING INFLATION IN THE EURO AREA USING MONTHLY TIME SERIES MODELS AND QUARTERLY ECONOMETRIC MODELS (2005).
Cited: 1 times.

(22) RePEc:cte:wsrepe:ws076316 The effect of realised volatility on stock returns risk estimates (2007).
Cited: 1 times.

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

(24) RePEc:cte:wsrepe:ws030201 ESTIMATION OF INCOME DISTRIBUTION AND DETECTION OF SUBPOPULATIONS: AN EXPLANATORY MODEL (2003).
Cited: 1 times.

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

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:spr:finsto:v:11:y:2007:i:3:p:373-397 Multivariate risks and depth-trimmed regions (2007). Finance and Stochastics

Recent citations received in: 2006

(1) RePEc:cte:wsrepe:ws063113 DEPTH-BASED INFERENCE FOR FUNCTIONAL DATA (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:cte:wsrepe:ws066919 THE EXPECTED CONVEX HULL TRIMMED REGIONS OF A SAMPLE (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

Recent citations received in: 2005

Recent 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

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.