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| 2001 | GMM ESTIMATION OF A PRODUCTION FUNCTION WITH PANEL DATA:
AN APPLICATION TO SPANISH MANUFACTURING FIRMS
RePEc:cte:wsrepe:ws015527 [Citation Analysis] | 7 |
| 2001 | IS STOCHASTIC VOLATILITY MORE FLEXIBLE THAN GARCH?
RePEc:cte:wsrepe:ws010805 [Citation Analysis] | 5 |
| 2002 | ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY
RePEc:cte:wsrepe:ws025414 [Citation Analysis] | 4 |
| 2002 | PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF A DYNAMIC STRUCTURAL INVESTMENT MODEL
RePEc:cte:wsrepe:ws026218 [Citation Analysis] | 4 |
| 2003 | GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS
RePEc:cte:wsrepe:ws035212 [Citation Analysis] | 3 |
| 2004 | ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU.
RePEc:cte:wsrepe:ws034309 [Citation Analysis] | 2 |
| 2001 | MULTIVARIATE ANALYSIS IN VECTOR TIME SERIES
RePEc:cte:wsrepe:ws012415 [Citation Analysis] | 2 |
| 2003 | RANGE UNIT ROOT TESTS
RePEc:cte:wsrepe:ws031126 [Citation Analysis] | 2 |
| 2003 | DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY.
RePEc:cte:wsrepe:ws036313 [Citation Analysis] | 2 |
| 2006 | ON THE CONCEPT OF DEPTH FOR FUNCTIONAL DATA
RePEc:cte:wsrepe:ws063012 [Citation Analysis] | 2 |
| 2001 | INNOVATION AND JOB CREATION AND DESTRUCTION:
EVIDENCE FROM SPAIN
RePEc:cte:wsrepe:ws013824 [Citation Analysis] | 2 |
| 2004 | VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES
RePEc:cte:wsrepe:ws041305 [Citation Analysis] | 2 |
| 2001 | ON THE (INTRADAILY) SEASONALITY AND DYNAMICS OF A FINANCIAL POINT PROCESS: A SEMIPARAMETRIC APPROACH.
RePEc:cte:wsrepe:ws013321 [Citation Analysis] | 1 |
| 2011 | Mixtures of g-priors for bayesian model averaging with economic applications
RePEc:cte:wsrepe:ws112116 [Citation Analysis] | 1 |
| 2005 | FORECASTING INFLATION IN THE EURO AREA USING MONTHLY TIME SERIES MODELS AND QUARTERLY ECONOMETRIC MODELS
RePEc:cte:wsrepe:ws050401 [Citation Analysis] | 1 |
| 2007 | Characterization and computation of restless bandit marginal productivity indices
RePEc:cte:wsrepe:ws074311 [Citation Analysis] | 1 |
| 2004 | A RANGE UNIT ROOT TEST
RePEc:cte:wsrepe:ws041104 [Citation Analysis] | 1 |
| 2006 | MODELLING THE DISCRETE AND INFREQUENT OFFICIAL INTEREST RATE CHANGE IN THE UK
RePEc:cte:wsrepe:ws062007 [Citation Analysis] | 1 |
| 2011 | Forecasting aggregate and disaggregates with common features
RePEc:cte:wsrepe:ws110805 [Citation Analysis] | 1 |
| 2003 | USING WEIBULL MIXTURE DISTRIBUTIONS TO MODEL HETEROGENEOUS SURVIVAL DATA
RePEc:cte:wsrepe:ws033208 [Citation Analysis] | 1 |
| 2004 | STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT
RePEc:cte:wsrepe:ws046315 [Citation Analysis] | 1 |
| 2007 | Depth functions based on a number of observations of a random vector
RePEc:cte:wsrepe:ws072907 [Citation Analysis] | 1 |
| 2001 | ESTIMATION OF A DYNAMIC DISCRETE CHOICE MODEL OF IRREVERSIBLE
INVESTMENT
RePEc:cte:wsrepe:ws015628 [Citation Analysis] | 1 |
| 2004 | DIMENSIONALITY REDUCTION WITH IMAGE DATA
RePEc:cte:wsrepe:ws041003 [Citation Analysis] | 1 |
| 2006 | USING AUXILIARY RESIDUALS TO DETECT CONDITIONAL HETEROSCEDASTICITY IN INFLATION
RePEc:cte:wsrepe:ws060402 [Citation Analysis] | 1 |
| 2010 | Exponential conditional volatility models
RePEc:cte:wsrepe:ws103620 [Citation Analysis] | 1 |
| 2004 | OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT
RePEc:cte:wsrepe:ws044211 [Citation Analysis] | 1 |
| 2006 | MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS
RePEc:cte:wsrepe:ws063815 [Citation Analysis] | 1 |
| 2005 | MEAN SQUARED ERRORS OF SMALL AREA ESTIMATORS UNDER A UNIT-LEVEL MULTIVARIATE MODEL
RePEc:cte:wsrepe:ws054007 [Citation Analysis] | 1 |
| 2010 | A semiparametric state space model
RePEc:cte:wsrepe:ws103418 [Citation Analysis] | 1 |
| 2003 | ESTIMATION OF INCOME DISTRIBUTION AND DETECTION OF SUBPOPULATIONS: AN EXPLANATORY MODEL
RePEc:cte:wsrepe:ws030201 [Citation Analysis] | 1 |
| 2004 | A NOTE ON PREDICTION AND INTERPOLATION ERRORS IN TIME SERIES
RePEc:cte:wsrepe:ws042710 [Citation Analysis] | 1 |
| 2005 | BAYESIAN ESTIMATION OF THE GAUSSIAN MIXTURE GARCH MODEL
RePEc:cte:wsrepe:ws053605 [Citation Analysis] | 1 |
| 2009 | GARCH models with leverage effect : differences and similarities
RePEc:cte:wsrepe:ws090302 [Citation Analysis] | 1 |
| 2006 | MODELLING MONETARY TRANSMISSION IN UK MANUFACTURING INDUSTRY
RePEc:cte:wsrepe:ws062911 [Citation Analysis] | 1 |
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.
