Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Statistics and Econometrics Working Papers / Universidad Carlos III, Departamento de Estadística y Econometría

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.37292940.14310040.140.17
20020.070.38114020.05122921000.18
20030.030.4165630.051640110010.060.19
20040.190.43177370.1142756020.120.19
20050.090.451184100.12533333.30.24
20060.180.4619103130.13112854020.110.2
20070.070.391812180.072302010.060.17
20080.080.4125146110.08037333.30.18
20090.3724170120.0744300.18
20100.332619660.03134900.16
20110.080.4526222110.058504020.080.23
20120.130.461223110.05052700.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2001GMM ESTIMATION OF A PRODUCTION FUNCTION WITH PANEL DATA: AN APPLICATION TO SPANISH MANUFACTURING FIRMS. (2001). Sánchez-Mangas, Rocío ; Alonso-Borrego, César ; Sanchez-Mangas, Rocio . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws015527.

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7
2003GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS. (2003). Velasco, Carlos ; Escanciano, Juan Carlos. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws035212.

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7
2002ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY. (2002). Ruiz, Esther ; Broto, Carmen. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws025414.

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6
2001MULTIVARIATE ANALYSIS IN VECTOR TIME SERIES. (2001). Galeano, Pedro ; Pea, Daniel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws012415.

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6
2001OUTLIERS AND CONDITIONAL AUTOREGRESSIVE HETEROSCEDASTICITY IN TIME SERIES. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws010704.

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6
2001IS STOCHASTIC VOLATILITY MORE FLEXIBLE THAN GARCH?. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws010805.

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5
2010A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. (2010). Galeano, Pedro ; Ausin, Concepcion ; Ghosh, Pulak . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws103822.

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5
2002PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF A DYNAMIC STRUCTURAL INVESTMENT MODEL. (2002). Sánchez-Mangas, Rocío ; Sanchez-Mangas, Rocio . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws026218.

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5
2010First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws103923.

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4
2006ON THE CONCEPT OF DEPTH FOR FUNCTIONAL DATA. (2006). Romo, Juan ; Lopez-Pintado, Sara . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws063012.

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3
2003DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY.. (2003). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws036313.

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3
2004STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT. (2004). Ruiz, Esther ; Mora-Galan, Alberto ; Perez, Ana . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws046315.

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3
2006MODELLING LONG-MEMORY VOLATILITIES WITH LEVERAGE EFFECT: ALMSV VERSUS FIEGARCH. (2006). Veiga, Helena ; Ruiz, Esther. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws066016.

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3
2004VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES. (2004). Galeano, Pedro ; Pea, Daniel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws041305.

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3
2010A semiparametric state space model. (2010). Monteiro, Andre. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws103418.

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2
2005BAYESIAN ESTIMATION OF THE GAUSSIAN MIXTURE GARCH MODEL. (2005). Galeano, Pedro ; Ausin, Maria Concepcion. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws053605.

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2
2001ON THE (INTRADAILY) SEASONALITY AND DYNAMICS OF A FINANCIAL POINT PROCESS: A SEMIPARAMETRIC APPROACH.. (2001). Veredas, David ; Espasa, Antoni ; Rodriguez-Poo, Juan M.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws013321.

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2
2006MODELLING MONETARY TRANSMISSION IN UK MANUFACTURING INDUSTRY. (2006). Tremayne, Andrew ; Tena, Juan de Dios. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws062911.

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2
2011Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113426.

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2
2005FORECASTING INFLATION IN THE EURO AREA USING MONTHLY TIME SERIES MODELS AND QUARTERLY ECONOMETRIC MODELS. (2005). Espasa, Antoni ; Albacete, Rebeca . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws050401.

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2
2003RANGE UNIT ROOT TESTS. (2003). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws031126.

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2
2001ESTIMATION OF A DYNAMIC DISCRETE CHOICE MODEL OF IRREVERSIBLE INVESTMENT. (2001). Sánchez-Mangas, Rocío ; Sanchez-Mangas, Rocio . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws015628.

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2
2009Comparing univariate and multivariate models to forecast portfolio value-at-risk. (2009). Ruiz, Esther ; Andre A. P., ; Nogales, Francisco J.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws097222.

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2
2003ESTIMATION OF INCOME DISTRIBUTION AND DETECTION OF SUBPOPULATIONS: AN EXPLANATORY MODEL. (2003). Flachaire, Emmanuel ; Nuez, Olivier G.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws030201.

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2
2011Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Breto, Carles ; Ionides, Edward L.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws111914.

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2
2001INNOVATION AND JOB CREATION AND DESTRUCTION: EVIDENCE FROM SPAIN. (2001). Collado, M. Dolores ; Alonso-Borrego, César. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws013824.

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2
2004ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU.. (2004). Espasa, Antoni ; Albacete, Rebeca . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws034309.

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2
2001EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE. (2001). Wolf, Michael ; Romano, Joseph P.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws010302.

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1
2004DIMENSIONALITY REDUCTION WITH IMAGE DATA. (2004). Pea, Daniel ; Benito, Monica . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws041003.

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1
2011Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view. (2011). Alonso González, Pablo ; Albarran, Irene ; Marin, Miguel J.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113729.

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1
2007Depth functions based on a number of observations of a random vector. (2007). Cascos, Ignacio . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws072907.

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1
2003USING WEIBULL MIXTURE DISTRIBUTIONS TO MODEL HETEROGENEOUS SURVIVAL DATA. (2003). Marin, J. M. ; M. R. Rodriguez Bernal, ; Wiper, M. P.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws033208.

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1
2011Interacting multiple -- Try algorithms with different proposal distributions. (2011). Casarin, Roberto ; Leisen, Fabrizio ; Craiu, Radu . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws110402.

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1
2004SPURIOUS AND HIDDEN VOLATILITY. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws042007.

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1
2013How to boost the PHD labour market? : facts from the PHD system side. (2013). Benito, Monica ; Romera, Rosario . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws132824.

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1
2002FORECASTING MONTHLY US CONSUMER PRICE INDEXES THROUGH A DISAGGREGATED I(2) ANALYSIS. (2002). Espasa, A. ; Poncela, P ; Senra, E.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws020301.

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1
2010The decreasing percentile residual life aging notion. (2010). Franco-Pereira, Alba M. ; Lillo, Rosa E. ; Shaked, Moshe . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws101807.

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1
2003A POWERFUL TEST FOR CONDITIONAL HETEROSCEDASTICITY FOR FINANCIAL TIME SERIES WITH HIGHLY PERSISTENT VOLATILITIES.. (2003). Ruiz, Esther ; Rodriguez, Julio . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws036716.

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1
2007The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances. (2007). Ruiz, Esther ; Espasa, Antoni ; Pellegrini, Santiago . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws072706.

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1
2004MODEL SELECTION CRITERIA AND QUADRATIC DISCRIMINATION IN ARMA AND SETAR TIME SERIES MODELS. (2004). Galeano, Pedro ; Pea, Daniel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws041406.

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1
1
2006MODELLING THE DISCRETE AND INFREQUENT OFFICIAL INTEREST RATE CHANGE IN THE UK. (2006). Tena, Juan de Dios ; Otranto, Edoardo. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws062007.

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1
2011Mixtures of g-priors for bayesian model averaging with economic applications. (2011). Steel, Mark ; Ley, Eduardo ; Mark F. J. STEEL, . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws112116.

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1
1
2006USING AUXILIARY RESIDUALS TO DETECT CONDITIONAL HETEROSCEDASTICITY IN INFLATION. (2006). Ruiz, Esther ; Broto, Carmen. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws060402.

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1
2009Risk factors in oil and gas industry returns: international evidence. (2009). Veiga, Helena ; Ramos, Sofia. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws096920.

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1
2004OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT. (2004). Galeano, Pedro ; Pea, Daniel ; Tsay, Ruey S.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws044211.

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1
2006MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS. (2006). Cascos, Ignacio ; Molchanov, Ilya . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws063815.

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1
2010Exponential conditional volatility models. (2010). Harvey, Andrew. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws103620.

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1
2004A RANGE UNIT ROOT TEST. (2004). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws041104.

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1

Citing documents used to compute impact factor 7:

YearTitleSee
2012.

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[Citation Analysis]
2012On the infinitesimal dispersion of multivariate Markov counting systems. (2012). Bret, Carles . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:720-725.

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[Citation Analysis]
2012Time changes that result in multiple points in continuous-time Markov counting processes. (2012). Breto, Carles . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2229-2234.

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[Citation Analysis]
2012Markov modulation of a two-sided reflected Brownian motion with application to fluid queues. (2012). DaAuria, Bernardo ; Kella, Offer . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:4:p:1566-1581.

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[Citation Analysis]
2012Bayesian Semiparametric Multivariate GARCH Modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper Series. RePEc:rim:rimwps:48_12.

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[Citation Analysis]
2012Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Papers. RePEc:tor:tecipa:tecipa-458.

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[Citation Analysis]
2012Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper. RePEc:fip:fedawp:2012-09.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Combining benchmarking and chain-linking for short-term regional forecasting. (2011). Espasa, Antoni ; Cuevas, ngel ; Quilis, Enrique M.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws114130.

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[Citation Analysis]
2011Forecasting the European Carbon Market. (2011). Tole, Lise ; Koop, Gary. In: Working Papers. RePEc:str:wpaper:1110.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee

Recent citations received in: 2009

YearTitleSee

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.