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 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 0 0 0 0.16 2000 0.37 0 0 0 0.19 2001 0.37 29 15 0 0 4 0.14 0.18 2002 0.07 0.4 11 7 29 2 100 0.19 2003 0.03 0.41 16 8 40 1 100 1 0.06 0.2 2004 0.19 0.46 17 9 27 5 60 2 0.12 0.22 2005 0.06 0.47 11 2 33 2 50 0.27 2006 0.14 0.5 19 6 28 4 50 2 0.11 0.27 2007 0.03 0.43 18 2 30 1 0 1 0.06 0.22 2008 0.11 0.41 25 0 37 4 25 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: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:ws036313 DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2003).
Cited: 2 times.

(6) RePEc:cte:wsrepe:ws034309 ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU. (2004).
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:ws041305 VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES (2004).
Cited: 2 times.

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

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

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

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

(14) RePEc:cte:wsrepe:ws062911 MODELLING MONETARY TRANSMISSION IN UK MANUFACTURING INDUSTRY (2006).
Cited: 1 times.

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

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

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

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

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

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

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

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

(23) RePEc:cte:wsrepe:ws015628 ESTIMATION OF A DYNAMIC DISCRETE CHOICE MODEL OF IRREVERSIBLE INVESTMENT (2001).
Cited: 1 times.

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

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

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

(27) RePEc:cte:wsrepe:ws033208 USING WEIBULL MIXTURE DISTRIBUTIONS TO MODEL HETEROGENEOUS SURVIVAL DATA (2003).
Cited: 1 times.

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

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

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

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