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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.
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). (2) RePEc:cte:wsrepe:ws010805 IS STOCHASTIC VOLATILITY MORE FLEXIBLE THAN GARCH? (2001). (3) RePEc:cte:wsrepe:ws026218 PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF A DYNAMIC STRUCTURAL INVESTMENT MODEL (2002). (4) RePEc:cte:wsrepe:ws035212 GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS (2003). (5) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). (6) RePEc:cte:wsrepe:ws031126 RANGE UNIT ROOT TESTS (2003). (7) RePEc:cte:wsrepe:ws036313 DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2003). (8) RePEc:cte:wsrepe:ws063012 ON THE CONCEPT OF DEPTH FOR FUNCTIONAL DATA (2006). (9) RePEc:cte:wsrepe:ws013824 INNOVATION AND JOB CREATION AND DESTRUCTION:
EVIDENCE FROM SPAIN (2001). (10) RePEc:cte:wsrepe:ws041305 VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES (2004). (11) RePEc:cte:wsrepe:ws034309 ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU. (2004). (12) RePEc:cte:wsrepe:ws103620 Exponential conditional volatility models (2010). (13) RePEc:cte:wsrepe:ws044211 OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT (2004). (14) RePEc:cte:wsrepe:ws063815 MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS (2006). (15) RePEc:cte:wsrepe:ws054007 MEAN SQUARED ERRORS OF SMALL AREA ESTIMATORS UNDER A UNIT-LEVEL MULTIVARIATE MODEL (2005). (16) RePEc:cte:wsrepe:ws103418 A semiparametric state space model (2010). (17) RePEc:cte:wsrepe:ws030201 ESTIMATION OF INCOME DISTRIBUTION AND DETECTION OF SUBPOPULATIONS: AN EXPLANATORY MODEL (2003). (18) RePEc:cte:wsrepe:ws042710 A NOTE ON PREDICTION AND INTERPOLATION ERRORS IN TIME SERIES (2004). (19) RePEc:cte:wsrepe:ws053605 BAYESIAN ESTIMATION OF THE GAUSSIAN MIXTURE GARCH MODEL (2005). (20) RePEc:cte:wsrepe:ws090302 GARCH models with leverage effect : differences and similarities (2009). (21) RePEc:cte:wsrepe:ws062911 MODELLING MONETARY TRANSMISSION IN UK MANUFACTURING INDUSTRY (2006). (22) RePEc:cte:wsrepe:ws013321 ON THE (INTRADAILY) SEASONALITY AND DYNAMICS OF A FINANCIAL POINT PROCESS: A SEMIPARAMETRIC APPROACH. (2001). (23) RePEc:cte:wsrepe:ws050401 FORECASTING INFLATION IN THE EURO AREA USING MONTHLY TIME SERIES MODELS AND QUARTERLY ECONOMETRIC MODELS (2005). (24) RePEc:cte:wsrepe:ws074311 Characterization and computation of restless bandit marginal productivity indices (2007). (25) RePEc:cte:wsrepe:ws041104 A RANGE UNIT ROOT TEST (2004). (26) RePEc:cte:wsrepe:ws062007 MODELLING THE DISCRETE AND INFREQUENT OFFICIAL INTEREST RATE CHANGE IN THE UK (2006). (27) RePEc:cte:wsrepe:ws012415 MULTIVARIATE ANALYSIS IN VECTOR TIME SERIES (2001). (28) RePEc:cte:wsrepe:ws110805 Forecasting aggregate and disaggregates with common features (2011). (29) RePEc:cte:wsrepe:ws033208 USING WEIBULL MIXTURE DISTRIBUTIONS TO MODEL HETEROGENEOUS SURVIVAL DATA (2003). (30) RePEc:cte:wsrepe:ws046315 STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT (2004). (31) RePEc:cte:wsrepe:ws072907 Depth functions based on a number of observations of a random vector (2007). (32) RePEc:cte:wsrepe:ws015628 ESTIMATION OF A DYNAMIC DISCRETE CHOICE MODEL OF IRREVERSIBLE
INVESTMENT (2001). (33) RePEc:cte:wsrepe:ws041003 DIMENSIONALITY REDUCTION WITH IMAGE DATA (2004). (34) RePEc:cte:wsrepe:ws060402 USING AUXILIARY RESIDUALS TO DETECT CONDITIONAL HETEROSCEDASTICITY IN INFLATION (2006). Recent citations received in: | 2009 | 2008 | 2007 | 2006 Recent citations received in: 2009 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). Statistics and Econometrics Working Papers (2) RePEc:cte:wsrepe:ws066919 THE EXPECTED CONVEX HULL TRIMMED REGIONS OF A SAMPLE (2006). Statistics and Econometrics Working 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. |
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