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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.
Most cited documents in this series: (1) RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312 A global optimization heuristic for estimating agent based models (2003). (2) RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684 A periodogram-based metric for time series classification (2006). (3) RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123 Testing and dating of structural changes in practice (2003). (4) 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). (5) RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490 On the performance of nonparametric specification tests in regression models (2003). (6) RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471 Smooth estimators of distribution and density functions (1992). (7) 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). (8) RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205 PLS path modeling (2005). (9) RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380 Unobserved heterogeneity in panel time series models (2006). (10) RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245 Financial econometric analysis at ultra-high frequency: Data handling concerns (2006). (11) RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298 Bandwidth selection for kernel conditional density estimation (2001). (12) RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550 Interpretation and inference in mixture models: Simple MCMC works (2007). (13) RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364 Time series of count data: modeling, estimation and diagnostics (2006). (14) RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233 Asymptotic inference under heteroskedasticity of unknown form (2004). (15) RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223 Applications of optimization heuristics to estimation and modelling problems (2004). (16) RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474 On principal component analysis in L1 (2002). (17) RePEc:eee:csdana:v:5:y:1987:i:4:p:337-356 Correspondence analysis with least absolute residuals (1987). (18) RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249 Model conditions for asymptotic robustness in the analysis of linear relations (1990). (19) RePEc:eee:csdana:v:45:y:2004:i:2:p:301-320 Fast and robust discriminant analysis (2004). (20) RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209 Direct generalized additive modeling with penalized likelihood (1998). (21) RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476 Forecasting the US unemployment rate (2003). (22) 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). (23) RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312 Bootstrap prediction for returns and volatilities in GARCH models (2006). (24) RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850 Comparison of semiparametric and parametric methods for estimating copulas (2007). (25) RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145 Beta kernel estimators for density functions (1999). (26) RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108 Improving the computation of censored quantile regressions (2007). (27) RePEc:eee:csdana:v:47:y:2004:i:3:p:517-536 Estimation in hazard regression models under ordered departures from proportionality (2004). (28) RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956 Robust forecasting of mortality and fertility rates: A functional data approach (2007). (29) RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267 Bayesian analysis of the stochastic conditional duration model (2006). (30) RePEc:eee:csdana:v:31:y:1999:i:1:p:27-37 On the accuracy of statistical procedures in Microsoft Excel 97 (1999). (31) RePEc:eee:csdana:v:52:y:2008:i:10:p:4685-4698 Clustering heteroskedastic time series by model-based procedures (2008). (32) RePEc:eee:csdana:v:52:y:2007:i:1:p:68-87 Using differential evolution to improve the accuracy of bank rating systems (2007). (33) RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590 Choosing initial values for the EM algorithm for finite mixtures (2003). (34) RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176 A comparative study of several smoothing methods in density estimation (1994). (35) 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). (36) RePEc:eee:csdana:v:51:y:2006:i:3:p:1803-1821 Minimum distance estimation of GARCH(1,1) models (2006). (37) RePEc:eee:csdana:v:19:y:1995:i:6:p:613-630 A convergent algorithm for quantile regression with smoothing splines (1995). (38) RePEc:eee:csdana:v:38:y:2001:i:1:p:15-48 Determining the number of components in mixtures of linear models (2001). (39) RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376 Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (2005). (40) RePEc:eee:csdana:v:40:y:2002:i:1:p:131-141 Comparison of non-stationary time series in the frequency domain (2002). (41) RePEc:eee:csdana:v:16:y:1993:i:1:p:11-18 On the inconsistency of bootstrap distribution estimators (1993). (42) RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332 A classification EM algorithm for clustering and two stochastic versions (1992). (43) 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). (44) RePEc:eee:csdana:v:44:y:2003:i:1-2:p:273-295 Implementing the Bianco and Yohai estimator for logistic regression (2003). (45) RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026 Volatility spillovers, interdependence and comovements: A Markov Switching approach (2008). (46) RePEc:eee:csdana:v:47:y:2004:i:2:p:277-295 Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (2004). (47) 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). (48) 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). (49) RePEc:eee:csdana:v:53:y:2009:i:6:p:2168-2188 The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study (2009). (50) RePEc:eee:csdana:v:18:y:1994:i:5:p:499-512 Testing for multimodality (1994). Recent citations received in: | 2009 | 2008 | 2007 | 2006 Recent citations received in: 2009 (1) RePEc:aah:create:2009-30 Long Memory and Tail dependence in Trading Volume and Volatility (2009). CREATES Research Papers (2) RePEc:bca:bocawp:09-21 Structural Inflation Models with Real Wage Rigidities: The Case of Canada (2009). Working Papers (3) RePEc:bde:wpaper:0906 Extraction of financial market expectations about inflation and interest rates from a liquid market (2009). Banco de España Working Papers (4) RePEc:cte:wsrepe:ws093312 P-spline anova-type interaction models for spatio-temporal smoothing (2009). Statistics and Econometrics Working Papers (5) RePEc:cte:wsrepe:ws097924 The econometrics of randomly spaced financial data: a survey (2009). Statistics and Econometrics Working Papers (6) RePEc:dem:demres:v:21:y:2009:i:5 An analysis of life expectancy and economic production using expectile frontier zones (2009). Demographic Research (7) RePEc:dgr:umamet:2009056 Detrending Bootstrap Unit Root Tests (2009). Research Memoranda (8) RePEc:ebl:ecbull:eb-08c20079 Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models (2009). Economics Bulletin (9) RePEc:jss:jstsof:30:i12 BiplotGUI: Interactive Biplots in R (2009). Journal of Statistical Software (10) RePEc:jss:jstsof:32:i01 Effect Displays in R for Multinomial and Proportional-Odds Logit Models: Extensions to the effects Package (2009). Journal of Statistical Software (11) RePEc:lvl:lacicr:0942 On Marginal Likelihood Computation in Change-point Models (2009). Cahiers de recherche (12) RePEc:pra:mprapa:16528 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions (2009). MPRA Paper (13) RePEc:spr:advdac:v:3:y:2009:i:3:p:315-340 Tests of ignoring and eliminating in nonsymmetric correspondence analysis (2009). Advances in Data Analysis and Classification (14) RePEc:spr:jclass:v:26:y:2009:i:1:p:29-54 Distributional Equivalence and Subcompositional Coherence in the Analysis of Compositional Data, Contingency Tables and Ratio-Scale Measurements (2009). Journal of Classification (15) RePEc:tky:fseres:2009cf701 Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution (2009). CIRJE F-Series (16) RePEc:usi:wpaper:563 Pricing caps with HJM models: the benefits of humped volatility (2009). Department of Economics University of Siena Recent citations received in: 2008 (1) RePEc:ant:wpaper:2008020 D-optimal conjoint choice designs with no-choice options for a nested logit model (2008). Working Papers (2) RePEc:ant:wpaper:2008022 Update formulas for split-plot and block designs (2008). Working Papers (3) RePEc:arx:papers:0809.3902 Clustering of discretely observed diffusion processes (2008). Quantitative Finance Papers (4) RePEc:cns:cnscwp:200801 Clustering Heteroskedastic Time Series by Model-Based Procedures (2008). Working Paper CRENoS (5) RePEc:cns:cnscwp:200804 Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data (2008). Working Paper CRENoS (6) RePEc:cns:cnscwp:200805 Differences of Cultural Capital among Students in Transition to University. Some First Survey Evidences (2008). Working Paper CRENoS (7) RePEc:cns:cnscwp:200813 Clustering Mutual Funds by Return and Risk Levels (2008). Working Paper CRENoS (8) RePEc:dgr:kubcen:200834 Semiparametric Robust Estimation of Truncated and Censored Regression Models (2008). Discussion Paper (9) RePEc:jss:jstsof:28:i02 Improved Subset Autoregression: With R Package (2008). Journal of Statistical Software (10) RePEc:msh:ebswps:2008-9 Rainbow plots, Bagplots and Boxplots for Functional Data (2008). Monash Econometrics and Business Statistics Working Papers (11) RePEc:par:dipeco:2008-me01 Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise (2008). Economics Department Working Papers (12) RePEc:ris:apltrx:0024 Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk (2008). Applied Econometrics (13) RePEc:ubs:wpaper:0815 Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods (2008). Working Papers (14) RePEc:yor:hectdg:08/26 Testing For Asymmetric Information In Insurance Markets With Unobservable Types (2008). Health, Econometrics and Data Group (HEDG) Working Papers Recent citations received in: 2007 (1) RePEc:dgr:uvatin:20070094 The Spatial Distribution of Economic Activities in Italy (2007). Tinbergen Institute Discussion Papers (2) RePEc:diw:diwwpp:dp757 The Default Risk of Firms Examined with Smooth Support Vector Machines (2007). Discussion Papers of DIW Berlin (3) RePEc:fir:econom:wp2007_11 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach (2007). Econometrics Working Papers Archive (4) RePEc:hhs:rbnkwp:0211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures (2007). Working Paper Series (5) RePEc:iea:carech:0708 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas. (2007). 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). Cahiers de recherche (8) RePEc:lvl:lacicr:0749 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (2007). Cahiers de recherche (9) RePEc:msh:ebswps:2007-8 Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models (2007). 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:ner:leuven:urn:hdl:123456789/120443 Trimmed bagging. (2007). Open Access publications from Katholieke Universiteit Leuven (12) RePEc:ner:leuven:urn:hdl:123456789/201706 Trimmed bagging. (2007). Open Access publications from Katholieke Universiteit Leuven (13) RePEc:qed:wpaper:1127 Bootstrap Hypothesis Testing (2007). Working Papers (14) 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 (15) RePEc:wdi:papers:2007-900 Directional Mobility of Ratings (2007). William Davidson Institute Working Papers Series (16) 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). CFS Working Paper Series (3) RePEc:cor:louvco:2006042 Deciding between GARCH and stochastic volatility via strong decision rules (2006). CORE Discussion Papers (4) RePEc:cor:louvco:2006068 A GARCH (1,1) estimator with (almost) no moment conditions on the error term (2006). CORE Discussion Papers (5) RePEc:cor:louvco:2006071 Asymptotic theory for a factor GARCH model (2006). CORE Discussion Papers (6) RePEc:dgr:kubcen:200620 Smoothed L-estimation of Regression Function (2006). Discussion Paper (7) RePEc:dgr:kubcen:200650 White Noise Assumptions Revisited: Regression Models and Statistical Designs for Simulation Practice (2006). Discussion Paper (8) RePEc:ecb:ecbwps:20060703 Comovements in volatility in the euro money market (2006). Working Paper Series (9) RePEc:edj:ceauch:219 Portfolio management implications of volatility shifts: Evidence from simulated data (2006). Documentos de Trabajo (10) RePEc:fda:fdaddt:2006-22 Forecasting Stock Price Changes: Is it Possible? (2006). Working Papers (11) RePEc:fir:econom:wp2006_12 Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (2006). Econometrics Working Papers Archive (12) RePEc:icr:wpicer:40-2006 Multivariate modelling of long memory processes with common components (2006). ICER Working Papers (13) RePEc:msh:ebswps:2006-22 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models (2006). Monash Econometrics and Business Statistics Working Papers (14) RePEc:pra:mprapa:2075 An interpolated periodogram-based metric for comparison of time series with unequal lengths (2006). MPRA Paper (15) RePEc:pra:mprapa:4235 Forecasting VARMA processes using VAR models and subspace-based state space models (2006). MPRA Paper (16) RePEc:roc:wallis:wp42 Roll Call Data and Ideal Points (2006). Wallis Working Papers (17) 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 (18) 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 (19) RePEc:spr:psycho:v:71:y:2006:i:2:p:365-386 Reconstructing Distances among Objects from Their Discriminability (2006). Psychometrika (20) RePEc:zbw:sfb475:200648 On rank tests for shift detection in time series (2006). Technical Reports 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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