[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]
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  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 |
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Most cited documents in this series:
Year | Title | Cited |
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2002 | On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474. Full description at Econpapers || Download paper | 94 |
2003 | A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312. Full description at Econpapers || Download paper | 58 |
2005 | PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205. Full description at Econpapers || Download paper | 51 |
1999 | Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145. Full description at Econpapers || Download paper | 43 |
2006 | Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245. Full description at Econpapers || Download paper | 41 |
2007 | Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550. Full description at Econpapers || Download paper | 39 |
2007 | Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956. Full description at Econpapers || Download paper | 38 |
2003 | Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123. Full description at Econpapers || Download paper | 37 |
2006 | Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380. Full description at Econpapers || Download paper | 36 |
2003 | Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348. Full description at Econpapers || Download paper | 30 |
2007 | Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850. Full description at Econpapers || Download paper | 29 |
2006 | A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684. Full description at Econpapers || Download paper | 29 |
2008 | Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910. Full description at Econpapers || Download paper | 29 |
2008 | Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026. Full description at Econpapers || Download paper | 29 |
2003 | Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173. Full description at Econpapers || Download paper | 28 |
2001 | Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298. Full description at Econpapers || Download paper | 28 |
1992 | A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332. Full description at Econpapers || Download paper | 27 |
2006 | Time series of count data: modeling, estimation and diagnostics. (2006). Jung, Robert ; Kukuk, Martin ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364. Full description at Econpapers || Download paper | 27 |
2004 | Applications of optimization heuristics to estimation and modelling problems. (2004). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223. Full description at Econpapers || Download paper | 26 |
2007 | Improving the computation of censored quantile regressions. (2007). Winker, Peter ; Fitzenberger, Bernd. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108. Full description at Econpapers || Download paper | 25 |
2006 | Generalized structured additive regression based on Bayesian P-splines. (2006). Brezger, Andreas ; Lang, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991. Full description at Econpapers || Download paper | 24 |
2003 | Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). BIERNACKI, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575. Full description at Econpapers || Download paper | 24 |
2008 | Optimal designs for conjoint experiments. (2008). Goos, Peter ; Vandebroek, Martina ; KESSELS, Roselinde . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:5:p:2369-2387. Full description at Econpapers || Download paper | 23 |
2001 | Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). Anselin, Luc ; Smirnov, Oleg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319. Full description at Econpapers || Download paper | 22 |
2004 | Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233. Full description at Econpapers || Download paper | 22 |
2009 | Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Omori, Yasuhiro ; Takahashi, Makoto ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426. Full description at Econpapers || Download paper | 22 |
1998 | Direct generalized additive modeling with penalized likelihood. (1998). Marx, Brian D. ; Eilers, Paul H. C., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209. Full description at Econpapers || Download paper | 20 |
2002 | SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity. (2002). Feng, Yuanhua ; Beran, Jan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419. Full description at Econpapers || Download paper | 20 |
1990 | Model conditions for asymptotic robustness in the analysis of linear relations. (1990). Satorra, Albert ; Bentler, Peter M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249. Full description at Econpapers || Download paper | 20 |
2010 | Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706. Full description at Econpapers || Download paper | 20 |
1992 | Smooth estimators of distribution and density functions. (1992). Lejeune, Michel ; Sarda, Pascal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471. Full description at Econpapers || Download paper | 20 |
2003 | Modified moment estimation for the two-parameter Birnbaum-Saunders distribution. (2003). Kundu, D. ; Ng, H. K. T., ; Balakrishnan, N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:43:y:2003:i:3:p:283-298. Full description at Econpapers || Download paper | 20 |
2007 | Multivariate mixed normal conditional heteroskedasticity. (2007). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3551-3566. Full description at Econpapers || Download paper | 19 |
2006 | Bayesian analysis of the stochastic conditional duration model. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267. Full description at Econpapers || Download paper | 19 |
2008 | Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074. Full description at Econpapers || Download paper | 19 |
1994 | A comparative study of several smoothing methods in density estimation. (1994). Cuevas, Antonio ; Manteiga, Wensceslao Gonzalez ; Cao, Ricardo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176. Full description at Econpapers || Download paper | 19 |
2007 | Estimation of fractional integration in the presence of data noise. (2007). Nielsen, Morten ; Haldrup, Niels. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114. Full description at Econpapers || Download paper | 19 |
2003 | On the performance of nonparametric specification tests in regression models. (2003). Mora, Juan ; Miles, Daniel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490. Full description at Econpapers || Download paper | 19 |
2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031. Full description at Econpapers || Download paper | 19 |
2009 | Leverage, heavy-tails and correlated jumps in stochastic volatility models. (2009). Omori, Yasuhiro ; Nakajima, Jouchi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2335-2353. Full description at Econpapers || Download paper | 18 |
2006 | Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312. Full description at Econpapers || Download paper | 18 |
2003 | Modelling high-dimensional data by mixtures of factor analyzers. (2003). Peel, D. ; Bean, R. W. ; McLachlan, G. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:379-388. Full description at Econpapers || Download paper | 18 |
2007 | Diagnostics analysis for log-Birnbaum-Saunders regression models. (2007). Wei, Bo-Cheng ; Xie, Feng-Chang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:9:p:4692-4706. Full description at Econpapers || Download paper | 17 |
2007 | Robust fitting of mixtures using the trimmed likelihood estimator. (2007). Filzmoser, Peter ; Neykov, N. ; Dimova, R. ; Neytchev, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:299-308. Full description at Econpapers || Download paper | 17 |
2002 | Estimation of parameters from progressively censored data using EM algorithm. (2002). Balakrishnan, N. ; Chan, P. S. ; Ng, H. K. T., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:39:y:2002:i:4:p:371-386. Full description at Econpapers || Download paper | 17 |
2008 | Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. (2008). Veiga, Helena ; Ruiz, Esther. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2846-2862. Full description at Econpapers || Download paper | 17 |
2004 | Fast and robust discriminant analysis. (2004). Van Driessen, Katrien ; Hubert, Mia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:301-320. Full description at Econpapers || Download paper | 16 |
1996 | Genetic algorithms and their statistical applications: an introduction. (1996). Lynch, Lucy A. ; Chatterjee, Sangit ; Laudato, Matthew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:22:y:1996:i:6:p:633-651. Full description at Econpapers || Download paper | 16 |
2004 | An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122. Full description at Econpapers || Download paper | 15 |
2005 | Clusterwise PLS regression on a stochastic process. (2005). Preda, C. ; Saporta, G.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:1:p:99-108. Full description at Econpapers || Download paper | 15 |
Citing documents used to compute impact factor 164:
Year | Title | See |
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2014 | Nonparametric tests for panel count data with unequal observation processes. (2014). Li, Yang ; Kim, KyungMann ; Sun, Jianguo ; Zhao, Hui . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:103-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter. (2014). Cerioli, Andrea ; Riani, Marco ; Farcomeni, Alessio . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:167-183. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation. (2014). Zougab, Nabil ; Kokonendji, Celestin C. ; Adjabi, Smail . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:28-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exact approaches for testing non-inferiority or superiority of two incidence rates. (2014). Shan, Guogen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:129-134. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Nonparametric kernel density estimation near the boundary. (2014). Schienle, Melanie ; Malec, Peter. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:57-76. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | (Psycho-)analysis of benchmark experiments: A formal framework for investigating the relationship between data sets and learning algorithms. (2014). Eugster, Manuel J. A., ; Strobl, Carolin ; Leisch, Friedrich . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:986-1000. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Numerical distribution functions for seasonal unit root tests. (2014). Diaz-Emparanza, Ignacio . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:237-247. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A high-dimensional two-sample test for the mean using random subspaces. (2014). Thulin, MÃ¥ns, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:26-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A random-projection based test of Gaussianity for stationary processes. (2014). Nieto-Reyes, Alicia ; Gamboa, Fabrice ; Cuesta-Albertos, Juan Antonio. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:124-141. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Polarization of forecast densities: A new approach to time series classification. (2014). Liu, Shen ; Inder, Brett ; Maharaj, Elizabeth Ann . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:345-361. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach. (2014). Schuler, Yves S.. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1402. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information criteria for FayâHerriot model selection. (2014). Marhuenda, Yolanda ; del Carmen Pardo, Maria, ; Morales, Domingo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:268-280. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing constancy in monotone response models. (2014). Colubi, Ana ; Gonzalez-Rodriguez, Gil ; Dominguez-Menchero, Santos J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:45-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the interpoint distances of Bernoulli vectors. (2014). Modarres, Reza . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:215-222. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On bivariate Weibull-Geometric distribution. (2014). Kundu, Debasis ; Gupta, Arjun K.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:19-29. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Computational issues of generalized fiducial inference. (2014). Hannig, Jan ; Lee, Thomas C. M., ; Lai, Randy C. S., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:849-858. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes. (2014). Bachoc, Franois . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:1-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Covariance structure regularization via entropy loss function. (2014). Lin, Lijing ; Pan, Jianxin ; Higham, Nicholas J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:315-327. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Yu-Min . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:737-759. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Analysis of feature selection stability on high dimension and small sample data. (2014). Dernoncourt, David ; Zucker, Jean-Daniel ; Hanczar, Blaise . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:681-693. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Energy regulation in China: Objective selection, potential assessment and responsibility sharing by partial frontier analysis. (2014). Tasawar, H. ; Chen, Y. B. ; Xia, X. H. ; Li, J. S. ; Alsaedi, A.. In: Energy Policy. RePEc:eee:enepol:v:66:y:2014:i:c:p:292-302. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Time-efficient estimation of conditional mutual information for variable selection in classification. (2014). Todorov, Diman ; Setchi, Rossi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:105-127. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model-based clustering of high-dimensional data: A review. (2014). Bouveyron, Charles ; Brunet-Saumard, Camille . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simultaneous confidence intervals for ratios of means of several lognormal distributions: A parametric bootstrap approach. (2014). Sadooghi-Alvandi, S. M. ; Malekzadeh, A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:133-140. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model-based clustering for multivariate functional data. (2014). Jacques, Julien ; Preda, Cristian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:92-106. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A survey of functional principal component analysis. (2014). Shang, Han . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:98:y:2014:i:2:p:121-142. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects. (2014). Karl, Andrew T. ; Lohr, Sharon L. ; Yang, Yan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:146-162. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian D-optimal designs for the two parameter logistic mixed effects model. (2014). Abebe, Haftom T. ; Berger, Martijn P. F., ; Van Breukelen, Gerard J. P., ; Tan, Frans E. S., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1066-1076. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal sequential designs in phase I studies. (2014). Azriel, David . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:288-297. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Towards Bayesian experimental design for nonlinear models that require a large number of sampling times. (2014). Ryan, Elizabeth G. ; Pettitt, Anthony N. ; Thompson, Helen M. ; Drovandi, Christopher C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:45-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Flexible dependence modeling of operational risk losses and its impact on total capital requirements. (2014). Brechmann, Eike ; Paterlini, Sandra ; Czado, Claudia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:271-285. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Default Probability Estimation via Pair Copula Constructions. (2014). Valle, Luciana Dalla ; Manelli, Claudio ; Tarantola, Claudia ; De Giuli, Maria Elena ; DeGiuli, Maria Elena . In: Papers. RePEc:arx:papers:1405.1309. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regime switches in the dependence structure of multidimensional financial data. (2014). Stober, Jakob ; Czado, Claudia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:672-686. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Coal and the European Industrial Revolution. (2014). O'Rourke, Kevin ; Fernihough, Alan. In: NBER Working Papers. RePEc:nbr:nberwo:19802. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Coal and the European Industrial Revolution. (2014). O'Rourke, Kevin ; Fernihough, Alan . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp439. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modified information criteria and selection of long memory time series models. (2014). Baillie, Richard T. ; Papailias, Fotis ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:116-131. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Nonlinear Kalman Filtering in Affine Term Structure Models. (2014). Christoffersen, Peter ; Karoui, Lotfi ; Jacobs, Kris ; Dorion, Christian . In: Cahiers de recherche. RePEc:lvl:lacicr:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | RcppArmadillo: Accelerating R with high-performance C++Â linear algebra. (2014). Eddelbuettel, Dirk ; Sanderson, Conrad . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1054-1063. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A flexible and automated likelihood based framework for inference in stochastic volatility models. (2014). Skaug, Hans J. ; Yu, Jun ; JunYu, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:642-654. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | A revisit to correlation analysis for distortion measurement error data. (2014). Zhou, Bu ; Zhang, Jun ; Feng, Zhenghui . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:116-129. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Least squares estimation of a k-monotone density function. (2014). Chee, Chew-Seng ; Wang, Yong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:209-216. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simulation-based Bayesian inference for epidemic models. (2014). McKinley, Trevelyan J. ; Cook, Alex R. ; Deardon, Rob ; Ross, Joshua V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:434-447. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Carbon price analysis using empirical mode decomposition. (2014). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu . In: Working Papers. RePEc:ipg:wpaper:2014-156. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Detection of long-term trends in monthly hydro-climatic series of Colombia through Empirical Mode Decomposition. (2014). Carmona, Alejandra ; Poveda, German . In: Climatic Change. RePEc:spr:climat:v:123:y:2014:i:2:p:301-313. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal experimental designs for partial likelihood information. (2014). Lopez-Fidalgo, J. ; Rivas-Lopez, M. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:859-867. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cox proportional hazards models with frailty for negatively correlated employment processes. (2014). Xu, Wenjing ; Gastwirth, Joseph L. ; Pan, Qing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:295-307. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comparison of specification tests for GARCH models. (2014). Ghoudi, Kilani ; Remillard, Bruno . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:291-300. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | (Psycho-)analysis of benchmark experiments: A formal framework for investigating the relationship between data sets and learning algorithms. (2014). Eugster, Manuel J. A., ; Strobl, Carolin ; Leisch, Friedrich . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:986-1000. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A multivariate linear regression analysis using finite mixtures of t distributions. (2014). Galimberti, Giuliano ; Soffritti, Gabriele . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:138-150. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers. (2014). Kim, Dae Young ; Seo, Byungtae . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:100-120. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Reduced-rank vector generalized linear models with two linear predictors. (2014). Yee, Thomas W.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:889-902. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter. (2014). Cerioli, Andrea ; Riani, Marco ; Farcomeni, Alessio . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:167-183. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Electrogenesis reduces the combustion efficiency of sewage sludge. (2014). Wu, Zhichao ; Ma, Jinxing ; Wang, Zhiwei ; Xu, Yinlun ; Zhu, Chaowei . In: Applied Energy. RePEc:eee:appene:v:114:y:2014:i:c:p:283-289. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A dynamic linear model with extended skew-normal for the initial distribution of the state parameter. (2014). Cabral, Celso Romulo Barbosa, ; Migon, Helio S. ; da-Silva, Cibele Queiroz . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:64-80. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan ; Fung, Man Chung . In: Research Paper Series. RePEc:uts:rpaper:343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Infinite-order, long-memory heterogeneous autoregressive models. (2014). Hwang, Eunju ; Shin, Dong Wan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:339-358. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Realized stochastic volatility with leverage and long memory. (2014). Shirota, Shinichiro ; Omori, Yasuhiro ; Hizu, Takayuki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:618-641. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Caporin, Massimiliano ; Velo, Gabriel G. ; Ranaldo, Angelo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises. (2014). Caporin, Massimiliano ; Fontini, Fulvio . In: MPRA Paper. RePEc:pra:mprapa:53779. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stochastic dominance with imprecise information. (2014). Montes, Ignacio ; Miranda, Enrique . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:868-886. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A hierarchical modeling approach for clustering probability density functions. (2014). Calo, Daniela G. ; Viroli, Cinzia ; Montanari, Angela . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:79-91. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Basic Singular Spectrum Analysis and forecasting with R. (2014). Golyandina, Nina ; Korobeynikov, Anton . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:934-954. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model selection and model averaging after multiple imputation. (2014). Schomaker, Michael ; Heumann, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:758-770. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transform both sides model: A parametric approach. (2014). Polpo, A. ; Lin, J. ; Lipsitz, S. ; Sinha, D. ; de Campos, C. P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:903-913. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The jackknifeâs edge: Inference for censored regression quantiles. (2014). Portnoy, Stephen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:273-281. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Matérn-based nonstationary cross-covariance models for global processes. (2014). Jun, Mikyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:134-146. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Testing for unit roots in short panels allowing for a structural break. (2014). Karavias, Yiannis ; Tzavalis, Elias . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:391-407. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. (2014). Bada, Oualid ; Kneip, Alois . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:95-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Chan, Joshua ; Joshua C. C. Chan, ; Grant, Angelia L.. In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian estimation of smoothly mixing time-varying parameter GARCH models. (2014). Chen, Cathy W. S., ; Lin, Edward M. H., ; Gerlach, Richard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:194-209. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Functional k-means inverse regression. (2014). Wang, Guochang ; Zhang, Baoxue ; Lin, Nan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:172-182. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A COMâPoisson type generalization of the binomial distribution and its properties and applications. (2014). Borges, Patrick ; Bazan, Jorge ; Balakrishnan, Narayanaswamy ; Rodrigues, Josemar . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:158-166. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting with a noncausal VAR model. (2014). Nyberg, Henri ; Saikkonen, Pentti . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:536-555. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | The harmonic moment tail index estimator: asymptotic distribution and robustness. (2014). Beran, Jan ; Stehlik, Milan ; Schell, Dieter . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:193-220. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk. (2014). Rockafellar, R. T. ; Miranda, S. I. ; Royset, J. O.. In: European Journal of Operational Research. RePEc:eee:ejores:v:234:y:2014:i:1:p:140-154. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Maximum likelihood estimation of spatially and serially correlated panels with random effects. (2014). Millo, Giovanni . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:914-933. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing for serial independence of panel errors. (2014). Du, Zaichao . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:248-261. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets. (2014). Guidolin, Massimo ; Bianchi, Daniele . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:160-176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cox proportional hazards models with frailty for negatively correlated employment processes. (2014). Xu, Wenjing ; Gastwirth, Joseph L. ; Pan, Qing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:295-307. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model-based clustering of high-dimensional data: A review. (2014). Bouveyron, Charles ; Brunet-Saumard, Camille . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Marginal regression analysis of clustered failure time data with a cure fraction. (2014). Niu, Yi ; Peng, Yingwei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:129-142. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stochastic Volatility Estimation with GPU Computing. (2014). santos, antonio ; Andrade, Joo . In: GEMF Working Papers. RePEc:gmf:wpaper:2014-10.. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Finding the optimal cut-point for Gaussian and Gamma distributed biomarkers. (2014). Rota, Matteo ; Antolini, Laura . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:1-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. (2014). Calzolari, Giorgio ; Halbleib, Roxana ; Parrini, Alessandro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:158-171. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric least squares support vector machine classifiers. (2014). Huang, Xiaolin ; Suykens, Johan A. K., ; Shi, Lei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:395-405. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mean field variational Bayesian inference for support vector machine classification. (2014). Ormerod, John T. ; Luts, Jan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:163-176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Vine-copula GARCH model with dynamic conditional dependence. (2014). So, Mike K. P., ; Yeung, Cherry Y. T., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:655-671. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regime switches in the dependence structure of multidimensional financial data. (2014). Stober, Jakob ; Czado, Claudia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:672-686. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm. (2014). Laih, Yih-Wenn . In: European Journal of Operational Research. RePEc:eee:ejores:v:232:y:2014:i:2:p:375-382. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | On geometric ergodicity of skewedâSVCHARME models. (2014). Rydlewski, Jerzy P. ; Snarska, Magorzata . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:192-197. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Maximum likelihood estimates for positive valued dynamic score models; The DySco package. (2014). Andres, Philipp . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:34-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficient importance sampling in mixture frameworks. (2014). Kleppe, Tore Selland ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:449-463. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A flexible and automated likelihood based framework for inference in stochastic volatility models. (2014). Skaug, Hans J. ; Yu, Jun ; JunYu, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:642-654. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | A non-parametric method to estimate the number of clusters. (2014). Patriota, Alexandre G. ; Fujita, Andre ; Takahashi, Daniel Y.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:27-39. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing for persistence change in fractionally integrated models: An application to world inflation rates. (2014). Rodrigues, Paulo ; Rodrigues, Paulo M. M., ; Martins, Luis F.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:502-522. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models. (2014). Doko Tchatoka, Firmin ; DUFOUR, Jean-Marie . In: Cahiers de recherche. RePEc:mtl:montec:03-2014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Identification-robust inference for endogeneity parameters in linear structural models. (2014). Doko Tchatoka, Firmin ; DUFOUR, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. (2014). Paccagnini, Alessia ; Bekiros, Stelios. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:298-323. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Option pricing under stochastic volatility and tempered stable Lévy jumps. (2014). Zaevski, Tsvetelin S. ; Fabozzi, Frank J. ; Kim, Young Shin . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:101-108. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The indirect continuous-GMM estimation. (2014). Kotchoni, Rachidi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:464-488. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting the intraday market price of money. (2014). Ravazzolo, Francesco ; Monticini, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def10. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Choice of generalized linear mixed models using predictive crossvalidation. (2014). Braun, Julia ; Held, Leonhard ; Bove, Daniel Sabanes . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:190-202. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A frame based shrinkage procedure for fast oscillating functions. (2014). De Canditiis, Daniela . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:142-150. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An ExPosition of multivariate analysis with the singular value decomposition in R. (2014). Beaton, Derek ; Chin Fatt, Cherise R., ; Abdi, Herve. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:176-189. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting Realized Volatility with Changes of Regimes. (2014). Gallo, Giampiero ; Otranto, Edoardo . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | When long memory meets the Kalman filter: A comparative study. (2014). Grassi, Stefano ; de Magistris, Paolo Santucci . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:301-319. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks. (2014). Nonejad, Nima . In: MPRA Paper. RePEc:pra:mprapa:55664. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Nonparametric tests for panel count data with unequal observation processes. (2014). Li, Yang ; Kim, KyungMann ; Sun, Jianguo ; Zhao, Hui . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:103-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bootstrap confidence sets for the Aumann mean of a random closed set. (2014). Choirat, Christine ; Seri, Raffaello . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:803-817. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Classification with decision trees from a nonparametric predictive inference perspective. (2014). Abellan, Joaquin ; Masegosa, Andres R. ; Crossman, Richard J. ; Coolen, Frank P. A., ; Baker, Rebecca M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:789-802. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Classification of molecular sequence data using Bayesian phylogenetic mixture models. (2014). Robinson, A. ; Hurn, M. A. ; Loza-Reyes, E.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:81-95. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation. (2014). van Dijk, Herman ; Gatarek, Lukasz ; Hoogerheide, Lennart ; Hooning, Koen . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130060. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Marginal likelihood for Markov-switching and change-point GARCH models. (2014). Bauwens, Luc ; Dufays, Arnaud ; Rombouts, Jeroen V. K., . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:508-522. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Specific Markov-switching behaviour for ARMA parameters. (2014). Carpantier, Jean-François. In: CREA Discussion Paper Series. RePEc:luc:wpaper:14-07. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simultaneous confidence band for single-index random effects models with longitudinal data. (2014). Yang, Suigen ; Li, Gaorong ; Xue, Liugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:6-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm. (2014). Zhang, Mimi ; Yu, Dan ; XIE, MIN ; Hu, Qingpei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:96-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan C. ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Ftiti, Zied ; Belanes, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-062. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Reboredo, Juan Carlos ; Zebende, Gilney F. ; Rivera-Castro, Miguel A.. In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:132-139. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interest rate spreads and output: A time scale decomposition analysis using wavelets. (2014). Gallegati, Marco ; Semmler, Willi ; Ramsey, James B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:283-290. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Linear instrumental variables model averaging estimation. (2014). Martins, Luis ; Gabriel, Vasco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:709-724. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components. (2014). Baran, Sandor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:227-238. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A new semi-parametric mixture model for interval censored data, with applications in the field of antimicrobial resistance. (2014). Jaspers, Stijn ; Beloeil, Pierre-Alexandre ; Verbeke, Geert ; Aerts, Marc . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:30-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parsimonious skew mixture models for model-based clustering and classification. (2014). Vrbik, Irene ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:196-210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multivariate measurement error models using finite mixtures of skew-Student t distributions. (2014). Zeller, Camila Borelli ; Lachos, Victor Hugo ; Cabral, Celso Romulo Barbosa, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:179-198. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | P-splines quantile regression estimation in varying coefficient models. (2014). Andriyana, Y. ; Verhasselt, A. ; Gijbels, I.. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:1:p:153-194. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models. (2014). Phillips, Garry D. A., ; KIVIET, Jan F.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:424-448. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation. (2014). Zougab, Nabil ; Kokonendji, Celestin C. ; Adjabi, Smail . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:28-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Characterising economic trends by Bayesian stochastic model specification search. (2014). Proietti, Tommaso ; Grassi, S.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:359-374. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A joint test for structural stability and a unit root in autoregressions. (2014). Pitarakis, Jean-Yves . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:577-587. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Quaedvlieg, Rogier ; Laurent, Sébastien ; Boudt, Kris ; Lunde, Asger . In: CREATES Research Papers. RePEc:aah:create:2014-05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling tails of aggregate economic processes in a stochastic growth model. (2014). Eyquem, Aurélien ; Auray, Stéphane ; JOUNEAU -SION, Frederic ; Jouneau-Sion, Frederic . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:76-94. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A hierarchical Bayes model for biomarker subset effects in clinical trials. (2014). Chen, Bingshu E. ; Tu, Dongsheng ; Jiang, Wenyu . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:324-334. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the Fisher information matrix of a vector ARMA process. (2014). Bao, Yong ; Hua, Ying . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:1:p:14-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | SCOMDY models based on pair-copula constructions with application to exchange rates. (2014). Min, Aleksey ; Czado, Claudia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:523-535. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing constancy in monotone response models. (2014). Colubi, Ana ; Gonzalez-Rodriguez, Gil ; Dominguez-Menchero, Santos J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:45-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The influence of a covariate on optimal designs in longitudinal studies with discrete-time survival endpoints. (2014). Safarkhani, Maryam ; Moerbeek, Mirjam . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:217-226. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus Sondergaard . In: Discussion Papers. RePEc:kud:kuiedp:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard. In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Variance clustering improved dynamic conditional correlation MGARCH estimators. (2014). Caporin, Massimiliano ; Aielli, Gian Piero . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:556-576. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Discretization-based direct random sample generation. (2014). Wang, Liqun ; Lee, Chel Hee . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1001-1010. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simulation-based Bayesian inference for epidemic models. (2014). McKinley, Trevelyan J. ; Cook, Alex R. ; Deardon, Rob ; Ross, Joshua V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:434-447. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information criteria for FayâHerriot model selection. (2014). Marhuenda, Yolanda ; del Carmen Pardo, Maria, ; Morales, Domingo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:268-280. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Long memory with stochastic variance model: A recursive analysis for US inflation. (2014). BOS, Charles S. ; Ooms, Marius ; Koopman, Siem Jan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:144-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Robust mixture regression using the t-distribution. (2014). Yao, Weixin ; Yu, Chun ; Wei, Yan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:116-127. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Robust mixture regression model fitting by Laplace distribution. (2014). Song, Weixing ; Xing, Yanru ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:128-137. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Robust errors-in-variables linear regression via Laplace distribution. (2014). Shi, Jianhong ; Song, Weixing ; Chen, Kun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:113-120. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the usefulness of cross-validation for directional forecast evaluation. (2014). Costantini, Mauro ; Benitez, Jose M. ; Bergmeir, Christoph . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:132-143. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Using random subspace method for prediction and variable importance assessment in linear regression. (2014). Mielniczuk, Jan ; Teisseyre, Pawe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:725-742. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
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2014 | Robust growth mixture models with non-ignorable missingness: Models, estimation, selection, and application. (2014). Lu, Zhenqiu ; Zhang, Zhiyong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:220-240. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A hierarchical modeling approach for clustering probability density functions. (2014). Calo, Daniela G. ; Viroli, Cinzia ; Montanari, Angela . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:79-91. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimating mutual information for feature selection in the presence of label noise. (2014). Frenay, Benoit ; Verleysen, Michel ; Doquire, Gauthier . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:832-848. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data. (2014). Madani, Fethi ; Abdali, Abdel ; Demongeot, Jacques ; Laksaci, Ali ; Rachdi, Mustapha . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:53-68. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spatial prediction in the presence of left-censoring. (2014). Schelin, Lina ; Luna, Sara Sjostedt-de . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:125-141. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A high-dimensional two-sample test for the mean using random subspaces. (2014). Thulin, MÃ¥ns, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:26-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components. (2014). Baran, Sandor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:227-238. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An improved robust association test for GWAS with multiple diseases. (2014). Chen, Zhongxue ; Ng, Hon Keung Tony, ; Huang, Hanwen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:153-161. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation of multivariate critical layers: Applications to rainfall data. (2014). Rulliere, Didier ; Di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
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2013 | Bayesian Computational Tools. (2013). Robert, Christian P.. In: Working Papers. RePEc:crs:wpaper:2013-45. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables. (2013). Fellinghauer, Bernd ; Buhlmann, Peter ; von Rhein, Michael ; Ryffel, Martin ; Reinhardt, Jan D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:132-152. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Two step composite quantile regression for single-index models. (2013). Jiang, Rong ; Zhou, Zhan-Gong ; Chen, Yong ; Qian, Wei-Min . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:180-191. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Logistic regression with weight grouping priors. (2013). KlÄsk, P., ; Jaroszewicz, S. ; Korze, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:281-298. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A new extended BirnbaumâSaunders regression model for lifetime modeling. (2013). Lemonte, Artur J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:34-50. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | OLS with multiple high dimensional category variables. (2013). Gaure, Simen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:8-18. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Multidimensional medians and uniqueness. (2013). Zuo, Yijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:82-88. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Some properties of multivariate INAR(1) processes. (2013). Pedeli, Xanthi ; Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:213-225. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Estimation using hybrid censored data from a two-parameter distribution with bathtub shape. (2013). Rastogi, Manoj Kumar ; Tripathi, Yogesh Mani . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:268-281. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Masking of volatility by seasonal adjustment methods. (2013). Bhatti, Ishaq M. ; Hayat, Aziz . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:676-688. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Optimal risk transfer under quantile-based risk measurers. (2013). Asimit, Alexandru V. ; Verdonck, Tim ; Badescu, Alexandru M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:252-265. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Conditional copula simulation for systemic risk stress testing. (2013). Brechmann, Eike C. ; Czado, Claudia ; Hendrich, Katharina . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Simplified pair copula constructionsâLimitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Regression analysis of multivariate panel count data with an informative observation process. (2013). Wang, Dehui ; Kim, KyungMann ; Sun, Jianguo ; Zhao, Hui ; Zhang, Haixiang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:71-80. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Factor copula models for multivariate data. (2013). Krupskii, Pavel ; Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A note on approximate Bayesian credible sets based on modified loglikelihood ratios. (2013). Ventura, Laura ; Racugno, Walter ; Ruli, Erlis . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:11:p:2467-2472. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | More efficient unconditional tests for exchangeable binary data with equal cluster sizes. (2013). Shan, Guogen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:2:p:644-649. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Predicción de quiebras empresariales en economÃas emergentes: uso de un modelo logÃstico mixto || Bankruptcy Prediction in Emerging Economies: Use of a Mixed Logistic Model. (2013). Porporato, Marcela ; Diaz, Margarita ; Caro, Norma Patricia . In: Revista de Métodos Cuantitativos para la EconomÃa y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:16:y:2013:i:1:p:200-215. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2013). Maheu, John ; Jensen, Mark. In: MPRA Paper. RePEc:pra:mprapa:52132. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Pair copula constructions in portfolio optimization ploblem. (2013). Travkin, Alexandr . In: Applied Econometrics. RePEc:ris:apltrx:0226. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bayesian lasso binary quantile regression. (2013). Benoit, Dries ; Yu, Keming ; Alhamzawi, Rahim . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:6:p:2861-2873. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Rejoinder on: An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:22:y:2013:i:3:p:442-447. Full description at Econpapers || Download paper | [Citation Analysis] |
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Recent citations received in: 2012
Year | Title | See |
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2012 | On Geometric Ergodicity of Skewed - SVCHARME models. (2012). Snarska, Malgorzata ; Rydlewski, Jerzy P.. In: Papers. RePEc:arx:papers:1209.1544. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy. (2012). Ashton, john ; Gregoriou, Andros . In: Working Papers. RePEc:bng:wpaper:12005. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Modeling financial time series with the skew slash distribution. (2012). Galeano, Pedro ; de la Fuente, Cristina G. ; Wiper, Michael P.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws121108. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bayesian estimation of generalized hyperbolic skewed student GARCH models. (2012). Deschamps, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3035-3054. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the online estimation of local constant volatilities. (2012). Fried, Roland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3080-3090. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Econometric analysis of volatile art markets. (2012). Hafner, Christian ; BOCART, Fabian Y. R. P., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3091-3104. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. (2012). Kleppe, Tore ; Skaug, Hans Julius. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3105-3119. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Counterfactual distributions of wages via quantile regression with endogeneity. (2012). Martinez-Sanchis, Elena ; Mora, Juan ; Kandemir, Ilker . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3212-3229. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; BaÅtürk, Nalan ; Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. (2012). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3674-3689. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Studentâs t-distribution. (2012). Omori, Yasuhiro ; Nakajima, Jouchi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Locally adaptive image denoising by a statistical multiresolution criterion. (2012). Munk, Axel ; Kabluchko, Zakhar ; Hotz, Thomas ; Stichtenoth, Rahel ; Marnitz, Philipp ; Davies, Laurie . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:543-558. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | K-sample tests for equality of variances of random fuzzy sets. (2012). Ramos-Guajardo, Ana Beln ; Lubiano, Mara Asuncin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:956-966. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Generalized Bayesian inference in a fuzzy context: From theory to a virtual reality application. (2012). Vantaggi, Barbara ; Tasso, Sergio ; Gervasi, Osvaldo ; Coletti, Giulianella . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:967-980. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Residual analysis of linear mixed models using a simulation approach. (2012). Schtzenmeister, Andr ; Piepho, Hans-Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1405-1416. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A fast and recursive algorithm for clustering large datasets with k-medians. (2012). CARDOT, HERV ; Cnac, Peggy ; Monnez, Jean-Marie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1434-1449. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A method for increasing the robustness of multiple imputation. (2012). Kenward, Michael G. ; Daniel, Rhian M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1624-1643. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The least trimmed quantile regression. (2012). Cizek, Pavel ; Neykov, N. M. ; Neytchev, P. N. ; Filzmoser, P. ; aek, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1757-1770. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A study of variable selection using g-prior distribution with ridge parameter. (2012). Pommeret, D. ; Baragatti, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1920-1934. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Case-deletion type diagnostics for calibration estimators in survey sampling. (2012). Barranco-Chamorro, I. ; Jimnez-Gamero, M. D. ; Muoz-Pichardo, J. M. ; Moreno-Rebollo, J. L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2219-2236. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Minimizing the area of a Pareto confidence region. (2012). Fernandez, Arturo J.. In: European Journal of Operational Research. RePEc:eee:ejores:v:221:y:2012:i:1:p:205-212. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Crisis and risk dependencies. (2012). Grundke, Peter ; Polle, Simone . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:2:p:518-528. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Joe, Harry ; Hua, Lei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields. (2012). Hautsch, Nikolaus ; Ou, Yangguoyi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2988-3007. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Marginal Likelihood Estimation with the Cross-Entropy Method. (2012). Chan, Joshua ; Eisenstat, Eric ; Joshua C C Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2012-18. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Estimating VAR-MGARCH models in multiple steps. (2012). Eratalay, Mustafa ; Carnero, M. Angeles ; M. Angeles Carnero Fernandez, . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2012-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Estimating and Forecasting With A Dynamic Spatial Panel Data Model. (2012). Fingleton, Bernard ; Baltagi, Badi ; Pirotte, Alain . In: Center for Policy Research Working Papers. RePEc:max:cprwps:149. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fourier--type estimation of the power garch model with stable--paretian innovations. (2012). Francq, Christian ; Meintanis, Simos . In: MPRA Paper. RePEc:pra:mprapa:41667. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks. (2012). Tzavalis, Elias ; Karavias, Yiannis. In: MPRA Paper. RePEc:pra:mprapa:43128. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | STOCHASTIC VOLATILITY MODELS FOR FINANCIAL TIME SERIES ANALYSIS. (2012). Biru, Felicia Ramona . In: Anale. Seria Stiinte Economice. Timisoara. RePEc:tdt:annals:v:xviii/supplement:y:2012:p:472-475. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Tractable Model for Indices Approximating the Growth Optimal Portfolio. (2012). Platen, Eckhard ; Baldeaux, Jan ; Ignatieva, Katja . In: Research Paper Series. RePEc:uts:rpaper:318. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
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2011 | Hedging of time discrete auto-regressive stochastic volatility options. (2011). del castillo, Joan ; Ortega, Juan-Pablo . In: Papers. RePEc:arx:papers:1110.6322. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues. (2011). De Luca, Giuseppe ; Magnus, J. R.. In: Discussion Paper. RePEc:dgr:kubcen:2011082. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models. (2011). Bogdan, Malgorzata ; Zak-Szatkowska, Malgorzata . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2908-2924. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | On the Fernández-Steel distribution: Inference and application. (2011). Sanhueza, Antonio ; Leiva, Victor ; Castillo, Nabor O. ; Gomez, Hector W.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2951-2961. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Two-group classification with high-dimensional correlated data: A factor model approach. (2011). Silva, Pedro ; Pedro Duarte Silva, A., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2975-2990. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CUSUM control charts for monitoring optimal portfolio weights. (2011). Golosnoy, Vasyl ; Ragulin, Sergiy ; Schmid, Wolfgang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2991-3009. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Model-based SIR for dimension reduction. (2011). Scrucca, Luca . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:3010-3026. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Generalized linear models with clustered data: Fixed and random effects models. (2011). Brostrom, Goran ; Holmberg, Henrik . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3123-3134. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets. (2011). Drechsler, Joerg ; Reiter, Jerome P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3232-3243. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Repeated measures analysis for functional data. (2011). Corral, Norberto ; Martinez-Camblor, Pablo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3244-3256. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A new flexible direct ROC regression model: Application to the detection of cardiovascular risk factors by anthropometric measures. (2011). Cadarso-Suarez, Carmen ; Rodriguez-lvarez, Maria Xose ; Roca-Pardias, Javier . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3257-3270. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Bayesian analysis of an agricultural field trial with three spatial dimensions. (2011). Alston, Clair L. ; Young, Rick R. ; Donald, Margaret ; Mengersen, Kerrie L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3320-3332. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Minimum [phi]-divergence estimation in misspecified multinomial models. (2011). Moreno-Rebollo, J. L. ; Alba-Fernandez, V. ; Pino-Mejias, R. ; Jimenez-Gamero, M. D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3365-3378. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models. (2011). Baghishani, Hossein ; Mohammadzadeh, Mohsen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:4:p:1748-1759. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The specification of the propensity score in multilevel observational studies. (2011). Mealli, Fabrizia ; arpino, bruno. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:4:p:1770-1780. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Conditional copulas, association measures and their applications. (2011). GIJBELS, Irene ; Veraverbeke, Noel ; Omelka, Marel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:5:p:1919-1932. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Ensemble classification of paired data. (2011). Brenning, Alexander ; Adler, Werner ; Potapov, Sergej ; Schmid, Matthias ; Lausen, Berthold . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:5:p:1933-1941. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Some edge correction methods for marked spatio-temporal point process models. (2011). Sarkka, Aila ; Cronie, Ottmar . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2209-2220. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Functional density synchronization. (2011). Muller, Hans-Georg ; Zhang, Zhen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2234-2249. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A segmentation-based algorithm for large-scale partially ordered monotonic regression. (2011). Grimvall, A. ; Sysoev, O. ; Burdakov, O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:8:p:2463-2476. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Estimation of a flexible simple linear model for interval data based on set arithmetic. (2011). Blanco-Fernandez, Angela ; Corral, Norberto ; Gonzalez-Rodriguez, Gil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2568-2578. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Principal components for multivariate functional data. (2011). Justel, A. ; Svarc, M. ; Berrendero, J. R.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2619-2634. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Robust estimators and tests for bivariate copulas based on likelihood depth. (2011). Muller, Christine H. ; Denecke, Liesa . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2724-2738. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Functional data analysis in shape analysis. (2011). Epifanio, Irene ; Ventura-Campos, Noelia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2758-2773. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The beta generalized Pareto distribution with application to lifetime data. (2011). Mahmoudi, Eisa . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:11:p:2414-2430. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Panel data analysis: a survey on model-based clustering of time series. (2011). Fruhwirth-Schnatter, Sylvia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:5:y:2011:i:4:p:251-280. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Classification of repeated measurements data using tree-based ensemble methods. (2011). Lausen, Berthold ; Adler, Werner ; Potapov, Sergej . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:2:p:355-369. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Modeling Rule-Based Item Generation. (2011). Glas, Cees ; Linden, Wim ; Geerlings, Hanneke . In: Psychometrika. RePEc:spr:psycho:v:76:y:2011:i:2:p:337-359. Full description at Econpapers || Download paper | [Citation Analysis] |
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Source data used to compute the impact factor of RePEc series.