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 0.03 0.18 120 43 189 5 0 1 0.01 0.09 1997 0 0.21 123 26 227 1 0 0.08 1998 0.01 0.25 99 26 243 3 0 1 0.01 0.1 1999 0.02 0.32 80 33 222 4 0 2 0.03 0.15 2000 0.01 0.43 84 24 179 2 0 0.19 2001 0.03 0.41 84 38 164 5 0 0.17 2002 0.44 114 53 168 0 5 0.04 0.2 2003 0.04 0.47 122 81 198 8 0 7 0.06 0.22 2004 0.06 0.52 168 56 236 13 0 5 0.03 0.23 2005 0.06 0.56 128 37 290 18 0 7 0.05 0.25 2006 0.04 0.57 368 111 296 12 0 18 0.05 0.24 2007 0.07 0.48 410 64 496 35 0 14 0.03 0.22
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:40:y:2002:i:2:p:393-419 SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity (2002).
Cited: 12 times.

(2) RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684 A periodogram-based metric for time series classification (2006).
Cited: 12 times.

(3) 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: 12 times.

(4) RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245 Financial econometric analysis at ultra-high frequency: Data handling concerns (2006).
Cited: 11 times.

(5) RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471 Smooth estimators of distribution and density functions (1992).
Cited: 11 times.

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

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

(8) RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298 Bandwidth selection for kernel conditional density estimation (2001).
Cited: 8 times.

(9) RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490 On the performance of nonparametric specification tests in regression models (2003).
Cited: 7 times.

(10) 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: 7 times.

(11) RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550 Interpretation and inference in mixture models: Simple MCMC works (2007).
Cited: 7 times.

(12) 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.

(13) 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.

(14) RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233 Asymptotic inference under heteroskedasticity of unknown form (2004).
Cited: 6 times.

(15) RePEc:eee:csdana:v:47:y:2004:i:3:p:517-536 Estimation in hazard regression models under ordered departures from proportionality (2004).
Cited: 6 times.

(16) RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364 Time series of count data: modeling, estimation and diagnostics (2006).
Cited: 6 times.

(17) RePEc:eee:csdana:v:18:y:1994:i:5:p:499-512 Testing for multimodality (1994).
Cited: 6 times.

(18) RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205 PLS path modeling (2005).
Cited: 6 times.

(19) RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376 Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (2005).
Cited: 6 times.

(20) RePEc:eee:csdana:v:38:y:2001:i:1:p:15-48 Determining the number of components in mixtures of linear models (2001).
Cited: 6 times.

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

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

(23) RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476 Forecasting the US unemployment rate (2003).
Cited: 5 times.

(24) 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: 5 times.

(25) RePEc:eee:csdana:v:50:y:2006:i:10:p:2715-2733 Tests for regression models with heteroskedasticity of unknown form (2006).
Cited: 5 times.

(26) RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123 Testing and dating of structural changes in practice (2003).
Cited: 5 times.

(27) RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122 An anova test for functional data (2004).
Cited: 5 times.

(28) RePEc:eee:csdana:v:26:y:1997:i:2:p:177-198 Improving parameter tests in covariance structure analysis (1997).
Cited: 4 times.

(29) RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575 Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models (2003).
Cited: 4 times.

(30) RePEc:eee:csdana:v:5:y:1987:i:1:p:9-21 An empirical investigation of some effects of sparseness in contingency tables (1987).
Cited: 4 times.

(31) 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.

(32) RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380 Unobserved heterogeneity in panel time series models (2006).
Cited: 4 times.

(33) RePEc:eee:csdana:v:17:y:1994:i:4:p:433-454 Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model (1994).
Cited: 4 times.

(34) RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332 A classification EM algorithm for clustering and two stochastic versions (1992).
Cited: 4 times.

(35) RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209 Direct generalized additive modeling with penalized likelihood (1998).
Cited: 4 times.

(36) RePEc:eee:csdana:v:31:y:1999:i:1:p:27-37 On the accuracy of statistical procedures in Microsoft Excel 97 (1999).
Cited: 4 times.

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

(38) RePEc:eee:csdana:v:39:y:2002:i:3:p:299-310 The compass rose and random walk tests (2002).
Cited: 4 times.

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

(40) 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.

(41) 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.

(42) RePEc:eee:csdana:v:21:y:1996:i:1:p:17-29 A survey of constrained classification (1996).
Cited: 4 times.

(43) RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108 Improving the computation of censored quantile regressions (2007).
Cited: 4 times.

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

(45) 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.

(46) RePEc:eee:csdana:v:34:y:2000:i:1:p:51-61 A nonparametric measure of the overlapping coefficient (2000).
Cited: 3 times.

(47) RePEc:eee:csdana:v:43:y:2003:i:4:p:423-444 GGobi: evolving from XGobi into an extensible framework for interactive data visualization (2003).
Cited: 3 times.

(48) RePEc:eee:csdana:v:45:y:2004:i:2:p:301-320 Fast and robust discriminant analysis (2004).
Cited: 3 times.

(49) RePEc:eee:csdana:v:51:y:2007:i:9:p:4526-4542 Simulation-based sequential analysis of Markov switching stochastic volatility models (2007).
Cited: 3 times.

(50) repec:eee:csdana:v:52:y:2008:i:5:p:2469-2488 ().
Cited: 3 times.

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

Recent citations received in: 2007

(1) RePEc:dgr:uvatin:20070094 The Spatial Distribution of Economic Activities in Italy (2007). Tinbergen Institute / Tinbergen Institute Discussion Papers

(2) RePEc:diw:diwwpp:dp757 The Default Risk of Firms Examined with Smooth Support Vector Machines (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(3) RePEc:fir:econom:wp2007_11 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach (2007). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

(4) RePEc:hhs:rbnkwp:0211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(5) RePEc:iea:carech:0708 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas. (2007). HEC Montréal, Institut d'économie appliquée / Cahiers de recherche

(6) RePEc:jss:jstsof:21:i09 Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R (2007). Journal of Statistical Software

(7) RePEc:lvl:lacicr:0731 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas (2007).

(8) RePEc:lvl:lacicr:0749 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (2007).

(9) RePEc:msh:ebswps:2007-8 Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models (2007). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(10) RePEc:mtn:ancoec:070302 Statistics with fuzzy random variables (2007). Metron - International Journal of Statistics

(11) RePEc:qed:wpaper:1127 Bootstrap Hypothesis Testing (2007). Queen's University, Department of Economics / Working Papers

(12) RePEc:spr:testjl:v:16:y:2007:i:3:p:450-452 Comments on: Nonparametric inference with generalized likelihood ratio tests (2007). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

(13) RePEc:wdi:papers:2007-900 Directional Mobility of Ratings (2007). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(14) RePEc:wly:hlthec:v:16:y:2007:i:6:p:603-626 The relationship between road traffic accidents and real economic activity in Spain: common cycles and health issues (2007). Health Economics

Recent citations received in: 2006

(1) RePEc:bla:jtsera:v:27:y:2006:i:2:p:191-209 Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information (2006). Journal of Time Series Analysis

(2) 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

(3) RePEc:cor:louvco:2006042 Deciding between GARCH and stochastic volatility via strong decision rules (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

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

(5) RePEc:dgr:kubcen:200650 White noise assumptions revisited : regression models and statistical designs for simulation practice (2006). Tilburg University, Center for Economic Research / Discussion Paper

(6) RePEc:ecb:ecbwps:20060703 Comovements in volatility in the euro money market (2006). European Central Bank / Working Paper Series

(7) 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

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

(9) 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

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

(11) RePEc:icr:wpicer:40-2006 Multivariate modelling of long memory processes with common components (2006). ICER - International Centre for Economic Research / ICER Working Papers

(12) 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

(13) 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

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

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

(16) 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

(17) 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

(18) 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:hal:cesptp:halshs-00175914_v1 More efficient tests robust to heteroskedasticity of unknown form (2005). HAL / Université Paris1 Panthéon-Sorbonne, Post-Print

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

(7) 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:jss:jstsof:11:i10 Econometric Computing with HC and HAC Covariance Matrix Estimators (2004). Journal of Statistical Software

(3) 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

(4) 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

(5) 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

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