Citations ranking for series: Computational Statistics & Data Analysis / Elsevier

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providing citation data for Economics since 2001

Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Computational Statistics & Data Analysis / Elsevier

0.47

Impact Factor

0.37

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.01	0.09	0.01	60	60	4	0.07	45	83	1	179	2	10 (22.2%)	2	0.03	0.03
1991	0.01	0.09	0.01	59	119	2	0.02	58	94	1	204	2	19 (32.8%)			0.04
1992	0.03	0.09	0.02	97	216	5	0.02	125	119	3	243	5	62 (49.6%)			0.04
1993	0.01	0.1	0.01	60	276	4	0.01	85	156	1	299	2	46 (54.1%)	2	0.03	0.05
1994		0.11	0	82	358	4	0.01	170	157		310	1	73 (42.9%)	2	0.02	0.05
1995	0.06	0.19	0.05	107	465	28	0.06	134	142	8	358	18	47 (35.1%)			0.07
1996	0.06	0.23	0.08	120	585	44	0.08	191	189	12	405	33	71 (37.2%)	3	0.03	0.09
1997	0.03	0.27	0.06	123	708	44	0.06	144	227	6	466	28	61 (42.4%)	1	0.01	0.09
1998	0.05	0.27	0.05	99	807	37	0.05	139	243	12	492	24	55 (39.6%)	2	0.02	0.1
1999	0.08	0.31	0.08	80	887	68	0.08	197	222	17	531	43	67 (34%)	3	0.04	0.13
2000	0.04	0.39	0.06	84	971	61	0.06	159	179	7	529	30	61 (38.4%)			0.15
2001	0.09	0.41	0.08	84	1055	58	0.05	185	164	14	506	38	68 (36.8%)			0.16
2002	0.06	0.43	0.08	114	1169	81	0.07	407	168	10	470	36	146 (35.9%)	5	0.04	0.19
2003	0.12	0.45	0.1	122	1291	140	0.11	574	198	23	461	48	196 (34.1%)	12	0.1	0.19
2004	0.23	0.51	0.2	168	1459	220	0.15	383	236	55	484	95	171 (44.6%)	9	0.05	0.21
2005	0.14	0.54	0.13	128	1587	161	0.1	405	290	40	572	76	149 (36.8%)	10	0.08	0.22
2006	0.2	0.52	0.25	368	1955	357	0.18	1041	296	58	616	153	386 (37.1%)	46	0.13	0.21
2007	0.27	0.45	0.31	411	2366	499	0.21	1064	496	136	900	276	381 (35.8%)	34	0.08	0.18
2008	0.32	0.48	0.32	342	2708	652	0.24	823	779	248	1197	378	305 (37.1%)	34	0.1	0.2
2009	0.28	0.48	0.28	346	3054	757	0.25	489	753	209	1417	399	196 (40.1%)	36	0.1	0.19
2010	0.27	0.44	0.3	284	3338	845	0.25	484	688	185	1595	477	160 (33.1%)	23	0.08	0.16
2011	0.25	0.53	0.29	274	3612	865	0.24	319	630	157	1751	504	122 (38.2%)	29	0.11	0.21
2012	0.28	0.58	0.3	272	3884	1045	0.27	410	558	157	1657	499	127 (31%)	34	0.13	0.22
2013	0.28	0.71	0.29	221	4105	1061	0.26	151	546	153	1518	443	55 (36.4%)	22	0.1	0.25
2014	0.47	0.81	0.37	318	4423	1339	0.3	129	493	233	1397	519	24 (18.6%)	31	0.1	0.28

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

[Click on heading to sort table]

Year	Title	Cited
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	122
2003	A global optimization heuristic for estimating agent based models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312. Full description at Econpapers \|\| Download paper	71
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	60
2003	Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; 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	53
2006	Unobserved heterogeneity in panel time series models. (2006). Smith, Ron . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380. Full description at Econpapers \|\| Download paper	53
2006	Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245. Full description at Econpapers \|\| Download paper	52
1999	Beta kernel estimators for density functions. (1999). 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	49
2007	Robust forecasting of mortality and fertility rates: A functional data approach. (2007). 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	46
2008	Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026. Full description at Econpapers \|\| Download paper	42
2007	Interpretation and inference in mixture models: Simple MCMC works. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550. Full description at Econpapers \|\| Download paper	38
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	38
2008	Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). 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	37
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	34
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	34
2001	Bandwidth selection for kernel conditional density estimation. (2001). 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	30
2006	A periodogram-based metric for time series classification. (2006). 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
2006	Time series of count data: modeling, estimation and diagnostics. (2006). 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	29
2003	Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348. Full description at Econpapers \|\| Download paper	28
2009	Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). 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	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	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	27
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	27
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	25
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	24
2001	Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). 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	24
2004	Applications of optimization heuristics to estimation and modelling problems. (2004). 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	24
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	24
2006	A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). King, Maxwell L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031. Full description at Econpapers \|\| Download paper	24
2008	Optimal designs for conjoint experiments. (2008). 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	24
2010	Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Patnaik, Ila ; Shah, Ajay . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706. Full description at Econpapers \|\| Download paper	24
2007	Multivariate mixed normal conditional heteroskedasticity. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3551-3566. Full description at Econpapers \|\| Download paper	23
2007	Improving the computation of censored quantile regressions. (2007). 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	23
2012	A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414. Full description at Econpapers \|\| Download paper	22
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	22
2007	Estimation of fractional integration in the presence of data noise. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114. Full description at Econpapers \|\| Download paper	21
2006	Bayesian analysis of the stochastic conditional duration model. (2006). Forbes, Catherine S. ; 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	21
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	21
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	21
2002	SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity. (2002). 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	21
2008	Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. (2008). 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	21
2010	Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458. Full description at Econpapers \|\| Download paper	21
2003	Choosing initial values for the EM algorithm for finite mixtures. (2003). Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590. Full description at Econpapers \|\| Download paper	20
2003	On the performance of nonparametric specification tests in regression models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490. Full description at Econpapers \|\| Download paper	20
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	19
2012	A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497. 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
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	19
2005	Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443. Full description at Econpapers \|\| Download paper	18
2004	Clustering financial time series: an application to mutual funds style analysis. (2004). Pattarin, Francesco ; Minerva, Tommaso. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:2:p:353-372. Full description at Econpapers \|\| Download paper	18
2002	Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378. Full description at Econpapers \|\| Download paper	18

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

Year	Title	Cited
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	50
2006	Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245. Full description at Econpapers \|\| Download paper	26
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	26
2003	Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; 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	26
2006	Unobserved heterogeneity in panel time series models. (2006). Smith, Ron . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380. Full description at Econpapers \|\| Download paper	25
2008	Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026. Full description at Econpapers \|\| Download paper	25
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	23
2003	A global optimization heuristic for estimating agent based models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312. Full description at Econpapers \|\| Download paper	22
2012	A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497. Full description at Econpapers \|\| Download paper	19
2008	Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). 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	18
2007	Robust forecasting of mortality and fertility rates: A functional data approach. (2007). 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	18
2013	Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69. Full description at Econpapers \|\| Download paper	17
2010	Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458. Full description at Econpapers \|\| Download paper	15
2012	On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian M. ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545. Full description at Econpapers \|\| Download paper	15
2005	Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443. Full description at Econpapers \|\| Download paper	15
2009	Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). 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	15
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	14
2011	Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212. Full description at Econpapers \|\| Download paper	13
2012	Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673. Full description at Econpapers \|\| Download paper	13
2008	An adjusted boxplot for skewed distributions. (2008). Vandervieren, E. ; Hubert, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5186-5201. Full description at Econpapers \|\| Download paper	12
1999	Beta kernel estimators for density functions. (1999). 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	12
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	12
2012	Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Studentâs t-distribution. (2012). Nakajima, Jouchi ; Omori, Yasuhiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704. Full description at Econpapers \|\| Download paper	11
2008	Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657. Full description at Econpapers \|\| Download paper	11
2007	High-dimensional data clustering. (2007). Bouveyron, C. ; Girard, S. ; Schmid, C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:502-519. Full description at Econpapers \|\| Download paper	11
2010	Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Patnaik, Ila ; Shah, Ajay . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706. Full description at Econpapers \|\| Download paper	11
2012	Modelling and forecasting noisy realized volatility. (2012). Medeiros, Marcelo C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:217-230. Full description at Econpapers \|\| Download paper	11
2009	Additive prediction and boosting for functional data. (2009). Ferraty, Frederic ; Vieu, Philippe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:4:p:1400-1413. Full description at Econpapers \|\| Download paper	10
2010	Factor-GMM estimation with large sets of possibly weak instruments. (2010). Kapetanios, George ; Marcellino, Massimiliano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675. Full description at Econpapers \|\| Download paper	10
2010	Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions. (2010). Abanto-Valle, C. A. ; Lachos, V. H. ; Enriquez, I. ; Bandyopadhyay, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:12:p:2883-2898. Full description at Econpapers \|\| Download paper	10
2012	Long memory and nonlinearities in realized volatility: A Markov switching approach. (2012). Raggi, Davide ; Bordignon, Silvano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3730-3742. Full description at Econpapers \|\| Download paper	10
2007	Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution. (2007). Jones, Ben-Tovim L. ; Bean, R. W. ; McLachlan, G. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:11:p:5327-5338. Full description at Econpapers \|\| Download paper	10
2007	Inference via kernel smoothing of bootstrap P values. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:5949-5957. Full description at Econpapers \|\| Download paper	10
2012	On generalised asymmetric stochastic volatility models. (2012). Tsiotas, Georgios . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:151-172. Full description at Econpapers \|\| Download paper	10
2006	A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). King, Maxwell L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031. Full description at Econpapers \|\| Download paper	10
2007	Quantile curves and dependence structure for bivariate distributions. (2007). Castano, A. ; Belzunce, F. ; Suarez-Llorens, A. ; Olvera-Cervantes, A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:5112-5129. Full description at Econpapers \|\| Download paper	10
2000	BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298. Full description at Econpapers \|\| Download paper	10
2010	Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models. (2010). McDaid, A. F. ; Murphy, T. B. ; McNicholas, P. D. ; Frost, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:3:p:711-723. Full description at Econpapers \|\| Download paper	9
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	9
2004	Chebyshev approximation of log-determinants of spatial weight matrices. (2004). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:179-196. Full description at Econpapers \|\| Download paper	9
2008	Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. (2008). Siedenburg, F. ; HERWARTZ, H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2008:i:1:p:137-150. Full description at Econpapers \|\| Download paper	9
2010	Identifying financial time series with similar dynamic conditional correlation. (2010). Otranto, Edoardo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:1:p:1-15. Full description at Econpapers \|\| Download paper	9
2012	A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414. Full description at Econpapers \|\| Download paper	9
2011	Efficiently sampling nested Archimedean copulas. (2011). Hofert, Marius . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:57-70. Full description at Econpapers \|\| Download paper	9
2007	Interpretation and inference in mixture models: Simple MCMC works. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550. Full description at Econpapers \|\| Download paper	8
2014	EGARCH models with fat tails, skewness and leverage. (2014). Harvey, Andrew ; Sucarrat, Genaro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338. Full description at Econpapers \|\| Download paper	8
2008	Clustering heteroskedastic time series by model-based procedures. (2008). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:10:p:4685-4698. Full description at Econpapers \|\| Download paper	8
2008	Optimal designs for conjoint experiments. (2008). 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	8
2012	A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623. Full description at Econpapers \|\| Download paper	8
2012	Forecasting with spatial panel data. (2012). Pirotte, Alain ; Bresson, Georges ; Baltagi, Badi H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3381-3397. Full description at Econpapers \|\| Download paper	8

Citing documents used to compute impact factor 233:

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Year	Title	See
2014	Nonparametric tests for panel count data with unequal observation processes. (2014). Zhao, Hui ; Li, Yang ; Kim, KyungMann ; Sun, Jianguo . 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). Farcomeni, Alessio ; Riani, Marco ; Cerioli, Andrea . 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	Identification of local multivariate outliers. (2014). Ruiz-Gazen, Anne ; Filzmoser, Peter ; Thomas-Agnan, Christine . In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:1:p:29-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tests for multivariate normality based on canonical correlations. (2014). MÃ¥ns Thulin, . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:2:p:189-208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning. (2014). Gottard, Anna . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation. (2014). Kokonendji, Celestin C. ; Adjabi, Smail ; Zougab, Nabil . 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	Efficient tests for one sample correlated binary data with applications. (2014). Ma, Changxing ; Shan, Guogen . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:2:p:175-188. 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). Strobl, Carolin ; Leisch, Friedrich ; Eugster, Manuel J. A., . 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 random-projection based test of Gaussianity for stationary processes. (2014). Nieto-Reyes, Alicia ; Cuesta-Albertos, Juan Antonio ; Gamboa, Fabrice . 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). Inder, Brett ; Liu, Shen ; 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). del Carmen Pardo, Maria, ; Marhuenda, Yolanda ; 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	Approximate Bayesian computation with modified log-likelihood ratios. (2014). Ventura, Laura ; Reid, Nancy . In: METRON. RePEc:spr:metron:v:72:y:2014:i:2:p:231-245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing constancy in monotone response models. (2014). Colubi, Ana ; Dominguez-Menchero, Santos J. ; Gonzalez-Rodriguez, Gil . 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	Variable selection by Random Forests using data with missing values. (2014). Hapfelmeier, A. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:129-139. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Minimum density power divergence estimator for covariance matrix based on skew $$t$$ *. (2014). Kim, Byungsoo ; Lee, Sangyeol . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:4:p:565-575.* 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	Bounding rare event probabilities in computer experiments. (2014). Marin, Jean-Michel ; Auffray, Yves ; Barbillon, Pierre . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:153-166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An agent-based model of population dynamics for the European regions. (2014). Pablo-Marti, Federico ; Santos, Juan Luis ; Kaszowska, Jagoda Anna . In: Journal of Socioeconomic Engineering. RePEc:uae:soceng:y:2014:i:1:p:21-34. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . 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). Malekzadeh, A. ; Sadooghi-Alvandi, S. M.. 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). Preda, Cristian ; Jacques, Julien . 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	Labour and residential accessibility: a Bayesian analysis based on Poisson gravity models with spatial effects. (2014). Alonso, M. ; Gargallo, P. ; Salvador, M. ; Beamonte, M.. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:16:y:2014:i:4:p:409-439. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Covariance structure regularization via entropy loss function. (2014). Pan, Jianxin ; Higham, Nicholas J. ; Lin, Lijing . 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	Flexible dependence modeling of operational risk losses and its impact on total capital requirements. (2014). Czado, Claudia ; Paterlini, Sandra ; Brechmann, Eike . 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	Regime switches in the dependence structure of multidimensional financial data. (2014). Czado, Claudia ; Stober, Jakob . 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	Forecasting VaR and ES of stock index portfolio: A Vine copula method. (2014). Zhang, Bangzheng ; Peng, Zhenfeng ; Wei, Yu ; Lai, Xiaodong ; Yu, Jiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:112-124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modified information criteria and selection of long memory time series models. (2014). Papailias, Fotis ; Baillie, Richard T. ; 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). Dorion, Christian ; Christoffersen, Peter ; Karoui, Lotfi ; Jacobs, Kris . 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). Sanderson, Conrad ; Eddelbuettel, Dirk . 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]
2014	Band Width Selection for High Dimensional Covariance Matrix Estimation. (2014). Qiu, Yumou . In: MPRA Paper. RePEc:pra:mprapa:59641. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On some properties of Kies distribution. (2014). Dharmaja, S. ; Kumar, Satheesh C.. In: METRON. RePEc:spr:metron:v:72:y:2014:i:1:p:97-122. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A revisit to correlation analysis for distortion measurement error data. (2014). Zhou, Bu ; Feng, Zhenghui ; Zhang, Jun . 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]
2014	Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model. (2014). Virbickaite, Audrone ; Galeano, Pedro ; Lopes, Hedibert F. ; Ausin, Concepcion . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). Maheu, John M ; Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:60102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2014). Jensen, Mark J.. In: Working Paper Series. RePEc:rim:rimwps:31_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). . In: Working Paper Series. RePEc:rim:rimwps:34_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Approximate inference for spatial functional data on massively parallel processors. (2014). Markussen, Bo ; Raket, Lars Lau . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:227-240. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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). Cook, Alex R. ; McKinley, Trevelyan J. ; 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). Zhu, Bangzhu ; Wang, Ping . 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	Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos . In: Working Papers. RePEc:ipg:wpaper:2014-473. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos . In: Working Paper Series. RePEc:rim:rimwps:30_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Component estimation for electricity prices: Procedures and comparisons. (2014). Nan, Fany ; Lisi, Francesco . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:143-159. 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). Gastwirth, Joseph L. ; Xu, Wenjing ; 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	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	Robust estimation for survival partially linear single-index models. (2014). Wang, Xiaoguang ; Shi, Xinyong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:140-152. 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). Gupta, Arjun K. ; Kundu, Debasis . 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	Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Tso-Jung . 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). Hanczar, Blaise ; Zucker, Jean-Daniel ; Dernoncourt, David . 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). Alsaedi, A. ; Chen, Y. B. ; Xia, X. H. ; Li, J. S. ; Tasawar, H.. 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	A robust and efficient estimation method for single-index varying-coefficient models. (2014). Guo, Chaohui ; Lv, Jing, ; Yang, HU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:119-127. 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. ; Yang, Yan ; Lohr, Sharon L.. 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	Testing in linear composite quantile regression models. (2014). Li, Jing-Ru ; Qian, Wei-Min ; Jiang, Rong . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1381-1402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian D-optimal designs for the two parameter logistic mixed effects model. (2014). Berger, Martijn P. F., ; Van Breukelen, Gerard J. P., ; Tan, Frans E. S., ; Abebe, Haftom T.. 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). Pettitt, Anthony N. ; Thompson, Helen M. ; Ryan, Elizabeth G. ; 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	Exact fit of simple finite mixture models. (2014). . In: Papers. RePEc:arx:papers:1406.6038. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exact Fit of Simple Finite Mixture Models. (2014). . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:4:p:150-164:d:42584. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Coal and the European Industrial Revolution. (2014). O'Rourke, Kevin Hjortshoj . In: NBER Working Papers. RePEc:nbr:nberwo:19802. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Coal and the European Industrial Revolution. (2014). Fernihough, Alan ; O'Rourke, Kevin Hjortshoj . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp439. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Coal and the European Industrial Revolution. (2014). O'Rourke, Kevin Hjortshoj . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comparison of specification tests for GARCH models. (2014). Remillard, Bruno ; Ghoudi, Kilani . 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	On the empirical characteristic function process of the residuals in GARCH models and applications. (2014). Gamero, Jimenez M.. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:409-432. 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). Strobl, Carolin ; Leisch, Friedrich ; Eugster, Manuel J. A., . 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). Soffritti, Gabriele ; Galimberti, Giuliano . 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). Seo, Byungtae ; Kim, Daeyoung . 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). Farcomeni, Alessio ; Riani, Marco ; Cerioli, Andrea . 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	Influence diagnostics for Grubbsâs model with asymmetric heavy-tailed distributions. (2014). Zeller, Camila ; Lachos, Victor ; Labra, Filidor. In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:3:p:671-690. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electrogenesis reduces the combustion efficiency of sewage sludge. (2014). Zhu, Chaowei ; Wang, Zhiwei ; Wu, Zhichao ; Xu, Yinlun ; Ma, Jinxing . 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]
2014	Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Score driven asymmetric stochastic volatility models. (2014). Ruiz, Esther ; Mao, Xiuping . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142618. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution. (2014). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2014cf949. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Baldeaux, Jan ; Fung, Man Chung ; Ignatieva, Katja . 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). Shin, Dong Wan ; Hwang, Eunju . 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	The functional central limit theorem and structural change test for the HAR(â) model. (2014). Lee, Oesook . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:370-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G.. 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). Fontini, Fulvio . In: MPRA Paper. RePEc:pra:mprapa:53779. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	GARCH-based put option valuation to maximize benefit of wind investors. (2014). Contreras, Javier ; Rodriguez, Yeny E.. In: Applied Energy. RePEc:eee:appene:v:136:y:2014:i:c:p:259-268. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Designing an Index for Assessing Wind Energy Potential. (2014). Cabrera, Brenda Lpez ; Shen, Zhiwei ; Ritter, Matthias ; Deckert, Lars . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-052. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic dominance with imprecise information. (2014). Miranda, Enrique ; Montes, Susana . 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	Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Neto, Armenio Westin ; Laurini, Marcio Poletti . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:77-99. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A hierarchical modeling approach for clustering probability density functions. (2014). Montanari, Angela ; Calo, Daniela G. ; Viroli, Cinzia . 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). Korobeynikov, Anton ; Golyandina, Nina . 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). Heumann, Christian ; Schomaker, Michael . 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	Transformation-based model averaged tail area inference. (2014). ZHU, LI XING ; Yu, Wei ; Xu, Wangli . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:6:p:1713-1726. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transform both sides model: A parametric approach. (2014). Polpo, A. ; Lipsitz, S. ; Lin, J. ; 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	MatÃ©rn-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]
2014	Homogeneity test for functional data based on depth measures. (2014). Romo, Juan ; Lillo, Rosa E. ; Ramon Jesus Flores Diaz, . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140101. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Polarization of forecast densities: A new approach to time series classification. (2014). Inder, Brett ; Liu, Shen ; 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	Spatial functional normal mixed effect approach for curve classification. (2014). Romano, Elvira ; Espejo, Rosa ; Ruiz-Medina, Maria. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:8:y:2014:i:3:p:257-285. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for unit roots in short panels allowing for a structural break. (2014). Tzavalis, Elias ; Karavias, Yiannis . 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). Kneip, Alois ; Bada, Oualid . 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). Grant, Angelia L. ; Joshua C. C. Chan, . 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., ; Gerlach, Richard ; Lin, Edward M. H., . 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). Zhang, Baoxue ; Lin, Nan ; Wang, Guochang . 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). Bazan, Jorge ; Borges, Patrick ; 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). 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]
2014	Variable selection by Random Forests using data with missing values. (2014). Hapfelmeier, A. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:129-139. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The harmonic moment tail index estimator: asymptotic distribution and robustness. (2014). Schell, Dieter ; Stehlik, Milan ; Beran, Jan . 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). Royset, J. O. ; Miranda, S. I. ; Rockafellar, R. T.. 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]
2014	The effects of scale, space and time on the predictive accuracy of land use models. (2014). Ay, Jean-Sauveur ; Chakir, Raja ; Le Gallo, Julie ; LeGallo, Julie . In: Working Papers. RePEc:apu:wpaper:2014/02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting province-level $${\text {CO}}_{2}$$ *. (2014). Burnett, J. ; Zhao, Xueting . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:7:y:2014:i:3:p:171-183.* Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets. (2014). Bianchi, Daniele ; Guidolin, Massimo . 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	Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios. (2014). Bianchi, Daniele ; Guidolin, Massimo . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:49:y:2014:i:1:p:116-164. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cox proportional hazards models with frailty for negatively correlated employment processes. (2014). Gastwirth, Joseph L. ; Xu, Wenjing ; 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). Brunet-Saumard, Camille ; Bouveyron, Charles . 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	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). Czado, Claudia ; Stober, Jakob . 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	Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?. (2014). Doman, Magorzata . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:33-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Shrinkage estimation for the mean of the inverse Gaussian population. (2014). Ahmed, S. ; Ma, Tiefeng ; Liu, Shuangzhe . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:6:p:733-752. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric least squares support vector machine classifiers. (2014). Shi, Lei ; Huang, Xiaolin ; Suykens, Johan A. K., . 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	Forecasting Realized Volatility with Changes of Regimes. (2014). Otranto, Edoardo ; Gallo, Giampiero M.. 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). de Magistris, Paolo Santucci ; Grassi, Stefano . 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	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	Simultaneous confidence band for single-index random effects models with longitudinal data. (2014). Li, Gao Rong ; Yang, Suigen ; 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). Yu, Dan ; Hu, Qingpei ; Xie, Min ; Zhang, Mimi . 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	Addressing missing data in patient-reported outcome measures (PROMs): implications for comparing provider performance. (2014). Street, Andrew ; Gomes, Manuel ; Bojke, Chris . In: Working Papers. RePEc:chy:respap:101cherp. 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). 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). Zebende, Gilney F. ; Rivera-Castro, Miguel A. ; Reboredo, Juan Carlos . 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). Ramsey, James B. ; Semmler, Willi ; Gallegati, Marco . 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	Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis. (2014). Saiti, Buerhan ; Bacha, Obiyathulla . In: MPRA Paper. RePEc:pra:mprapa:57064. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel ; Ftiti, Zied ; Guesmi, Khaled ; Tiwari, Aviral . In: Working Papers. RePEc:ipg:wpaper:2014-577. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia. (2014). Naseri, Marjan . In: MPRA Paper. RePEc:pra:mprapa:58799. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The forward looking information content of equity and bond markets for aggregate investments. (2014). Ramsey, James B. ; Gallegati, Marco . In: Journal of Economics and Business. RePEc:eee:jebusi:v:75:y:2014:i:c:p:1-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133. 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). Cabral, Celso Romulo Barbosa, ; Lachos, Victor Hugo ; Zeller, Camila Borelli . 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). Verhasselt, A. ; Andriyana, Y. ; 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). Kiviet, Jan F. ; Phillips, Garry D. A., . 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	A note on approximating moments of least squares estimators. (2014). Liu-Evans, Gareth . In: MPRA Paper. RePEc:pra:mprapa:57543. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Characterising economic trends by Bayesian stochastic model specification search. (2014). 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	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	The k-NN algorithm for compositional data: a revised approach with and without zero values present. (2014). Tsagris, Michail . In: MPRA Paper. RePEc:pra:mprapa:65866. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Lunde, Asger ; Laurent, Sebastien ; Quaedvlieg, Rogier ; Boudt, Kris . 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, Aurelien ; 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	Fuzzy segmentation in postmodern consumers. (2014). Osti, Linda ; Massari, Riccardo ; D'Urso, Pierpaolo ; Disegna, Marta . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A hierarchical Bayes model for biomarker subset effects in clinical trials. (2014). Chen, Bingshu E. ; Jiang, Wenyu ; Tu, Dongsheng . 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). Hua, Ying ; Bao, Yong . 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 ; Dominguez-Menchero, Santos J. ; Gonzalez-Rodriguez, Gil . 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	Functional data clustering: a survey. (2014). Preda, Cristian ; Jacques, Julien . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:8:y:2014:i:3:p:231-255. 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). 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). 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	Stock market integration of emerging Asian economies: Patterns and causes. (2014). Narayan, S. ; Islam, S. Z. ; Sriananthakumar, S.. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:19-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How smooth is the stock market integration of CEE-3?. (2014). Baumohl, Eduard ; Lyocsa, tefan . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Equicorrelation Stochastic Volatility. (2014). Omori, Yasuhiro ; Kurose, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2014cf941. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Downside risk, portfolio diversification and the financial crisis in the euro-zone. (2014). AraujoSantos, Paulo ; Sarafrazi, Soodabeh ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:368-396. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period. (2014). AraujoSantos, Paulo ; Liu, Tengdong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:47-68. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Two-Part Models for Fractional Responses Defined as Ratios of Integers. (2014). Pfaffermayr, Michael . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2014:i:472. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Two-Part Models for Fractional Responses Defined as Ratios of Integers. (2014). Pfaffermayr, Michael . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:123-144:d:40457. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Discretization-based direct random sample generation. (2014). Lee, Chel Hee ; Wang, Liqun . 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). Cook, Alex R. ; McKinley, Trevelyan J. ; 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). del Carmen Pardo, Maria, ; Marhuenda, Yolanda ; 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	Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation. (2014). Morales, Domingo . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:4:p:674-679. 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. ; Koopman, Siem Jan ; Ooms, Marius . 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). Yu, Chun ; Wei, Yan ; Yao, Weixin . 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). Bergmeir, Christoph ; Benitez, Jose M.. 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	Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences. (2014). Chesang, Laban K. ; Naraidoo, Ruthira . In: Working Papers. RePEc:pre:wpaper:201437. 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]
2014	Marginal regression analysis of clustered failure time data with a cure fraction. (2014). Peng, Yingwei ; Niu, Yi. 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). Andrade, Joo . In: GEMF Working Papers. RePEc:gmf:wpaper:2014-10.. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate Stochastic Volatility with Dynamic Cross Leverage. (2014). Trojan, Sebastian . In: Economics Working Paper Series. RePEc:usg:econwp:2014:24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Finding the optimal cut-point for Gaussian and Gamma distributed biomarkers. (2014). Antolini, Laura ; Rota, Matteo . 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). Parrini, Alessandro ; Halbleib, Roxana . 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	A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice. (2014). Kobayashi, Genya . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:167-183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Mean field variational Bayesian inference for support vector machine classification. (2014). Luts, Jan ; Ormerod, John T.. 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	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]
2014	Strength of tail dependence based on conditional tail expectation. (2014). Joe, Harry ; Hua, Lei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:143-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization. (2014). Hernandez, Jose Arreola . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:528-536. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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	Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness. (2014). . In: MPRA Paper. RePEc:pra:mprapa:62532. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient importance sampling in mixture frameworks. (2014). Liesenfeld, Roman ; Kleppe, Tore Selland . 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]
2014	Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation. (2014). Afanasiev, Mikhail ; Rudenko, Victoria . In: Applied Econometrics. RePEc:ris:apltrx:0234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A non-parametric method to estimate the number of clusters. (2014). Patriota, Alexandre G. ; Takahashi, Daniel Y. ; Fujita, Andre . 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). Martins, Luis F. ; Rodrigues, Paulo M. M., . 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). Tchatoka, Firmin Doko ; 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). Tchatoka, Firmin Doko ; Dufour, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Tests with Weak and Invalid Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Option pricing under stochastic volatility and tempered stable LÃ©vy jumps. (2014). Fabozzi, Frank J. ; Kim, Young Shin ; Zaevski, Tsvetelin S.. 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	Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Choice of generalized linear mixed models using predictive crossvalidation. (2014). Bove, Daniel Sabanes ; Held, Leonhard ; Braun, Julia . 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	Conditional AIC under Covariate Shift with Application to Small Area Prediction. (2014). Sugasawa, Shonosuke ; Kawakubo, Yuki ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf944. 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). Chin Fatt, Cherise R., ; Abdi, Herve ; Beaton, Derek . 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	Nonparametric tests for panel count data with unequal observation processes. (2014). Zhao, Hui ; Li, Yang ; Kim, KyungMann ; Sun, Jianguo . 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	Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models. (2014). Yoo, Jae Keun ; Lee, Keunbaik . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:111-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian inference: the role of coherence to deal with a prior belief function. (2014). Vantaggi, B. ; Coletti, G. ; Petturiti, D.. In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:4:p:519-545. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comments on: âSingle and two-stage cross-sectional and time series benchmarking procedures for small area estimationâ. (2014). Ugarte, M. ; Steorts, Rebecca . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:4:p:680-685. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Classification with decision trees from a nonparametric predictive inference perspective. (2014). Masegosa, Andres R. ; Crossman, Richard J. ; Baker, Rebecca M. ; Abellan, Joaquin ; Coolen, Frank P. A., . 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	Marginal likelihood for Markov-switching and change-point GARCH models. (2014). Dufays, Arnaud ; Rombouts, Jeroen V. K., ; BAUWENS, Luc . 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). . In: CREA Discussion Paper Series. RePEc:luc:wpaper:14-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specific Markov-switching behaviour for ARMA parameters. (2014). Dufays, Arnaud ; CARPANTIER, Jean-Franois . In: CORE Discussion Papers. RePEc:cor:louvco:2014014. 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 K. ; Gatarek, Lukasz ; Hoogerheide, Lennart ; Hooning, Koen . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Linear instrumental variables model averaging estimation. (2014). Martins, Luis F. ; Gabriel, Vasco J.. 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). Verbeke, Geert ; Jaspers, Stijn ; Beloeil, Pierre-Alexandre ; 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	Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation. (2014). Kokonendji, Celestin C. ; Adjabi, Smail ; Zougab, Nabil . 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]

Cites in year: CiY

Recent citations received in: 2014

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Year	Title	See
2014	Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input. (2014). . In: Papers. RePEc:arx:papers:1407.7738. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling of dependence in high-dimensional financial time series by cluster-derived canonical vines. (2014). Reisinger, Christoph ; Walsh-Jones, David . In: Papers. RePEc:arx:papers:1411.4970. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial frictions in the Euro Area and the United States: a Bayesian assessment. (2014). . In: BCAM Working Papers. RePEc:bbk:bbkcam:1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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). Montanari, Angela ; Calo, Daniela G. ; Viroli, Cinzia . 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). Abdali, Abdel ; Rachdi, Mustapha ; Demongeot, Jacques ; Madani, Fethi ; Laksaci, Ali . 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	Variable selection by Random Forests using data with missing values. (2014). Hapfelmeier, A. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:129-139. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient MCMC for temporal epidemics via parameter reduction. (2014). Xiang, Fei ; Neal, Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:240-250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The complexity of computation and approximation of the t-ratio over one-dimensional interval data. (2014). ern, Michal ; Hladik, Milan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:26-43. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature. (2014). Mentre, France ; Nguyen, Thu Thuy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:57-69. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The functional central limit theorem and structural change test for the HAR(â) model. (2014). Lee, Oesook . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:370-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian exploratory factor analysis. (2014). Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia ; Piatek, Remi ; Heckman, James J.. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:31-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detecting changes in cross-sectional dependence in multivariate time series. (2014). Bucher, Axel ; Rohmer, Tom ; Segers, Johan ; Kojadinovic, Ivan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:111-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An improved robust association test for GWAS with multiple diseases. (2014). Huang, Hanwen ; Chen, Zhongxue ; Ng, Hon Keung Tony, . 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	The finite sample breakdown point of PCS. (2014). Schmitt, Eric ; Ollerer, Viktoria ; Vakili, Kaveh . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:214-220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of multivariate critical layers: Applications to rainfall data. (2014). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?. (2014). Lakshina, Valeria V.. In: HSE Working papers. RePEc:hig:wpaper:37/fe/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	John Meynard Keynes : une synthÃ¨se biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-498. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Paccagnini, Alessia ; kanda, Patrick T. ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating Stable Factor Models By Indirect Inference. (2014). Calzolari, Giorgio ; Halbleib, Roxana . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1425. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating a DSGE model with Limited Asset Market Participation for the Euro Area. (2014). . In: Working Papers. RePEc:mib:wpaper:286. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-045. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A note on approximating moments of least squares estimators. (2014). Liu-Evans, Gareth . In: MPRA Paper. RePEc:pra:mprapa:57543. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-Varying Persistence in US Inflation. (2014). Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201457. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rowâcolumn interaction models, with an R implementation. (2014). Hadi, Alfian ; Yee, Thomas . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:6:p:1427-1445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extensions of some classical methods in change point analysis. (2014). Rice, Gregory ; Horvath, Lajos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2013

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Year	Title	See
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). Karlis, Dimitris ; Pedeli, Xanthi . 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	Optimal risk transfer under quantile-based risk measurers. (2013). Badescu, Alexandru M. ; Verdonck, Tim ; Asimit, Alexandru V.. 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). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. 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). Joe, Harry ; Krupskii, Pavel . 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). Ruli, Erlis ; Racugno, Walter ; Ventura, Laura . 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	PredicciÃ³n 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 ; Caro, Norma Patricia ; Diaz, Margarita . In: Revista de MÃ©todos 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 M. 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 ; Alhamzawi, Rahim ; Yu, Keming . 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). Crujeiras, Rosa ; Gonzalez-Manteiga, Wenceslao . 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]
2013	. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

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Year	Title	See
2012	On Geometric Ergodicity of Skewed - SVCHARME models. (2012). Rydlewski, Jerzy P. ; Snarska, Malgorzata . 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). Gregoriou, Andros ; Ashton, John . 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). 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 J.. 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). BOCART, Fabian Y. R. P., ; Hafner, Christian M.. 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). Skaug, Hans Julius ; Kleppe, Tore Selland . 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	On marginal likelihood computation in change-point models. (2012). Rombouts, Jeroen V. K., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3415-3429. 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). Ishihara, Tsunehiro ; Omori, Yasuhiro . 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). Nakajima, Jouchi ; Omori, Yasuhiro . 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). 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). Eisenstat, Eric ; Joshua C C Chan, ; 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, Hakan M. ; 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). Pirotte, Alain ; Baltagi, Badi H.. In: Center for Policy Research Working Papers. RePEc:max:cprwps:149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Marginal Likelihood Estimation with the Cross-Entropy Method. (2012). Eisenstat, Eric ; Chan, Joshua . In: MPRA Paper. RePEc:pra:mprapa:40051. 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 ï¿½Fixed-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	Realized stochastic volatility with leverage and long memory. (2012). Shirota, Shinichiro ; Hizu, Takayuki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Tractable Model for Indices Approximating the Growth Optimal Portfolio. (2012). Ignatieva, Katja . In: Research Paper Series. RePEc:uts:rpaper:318. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

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Year	Title	See
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	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 FernÃ¡ndez-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). 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	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). Reiter, Jerome P. ; Drechsler, Jorg . 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). Arpino, Bruno ; Mealli, Fabrizia . 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]
2011	Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2011). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:1:p:132-142. 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, G.. In: Discussion Paper. RePEc:tiu:tiucen:3aa66f2e-55c5-4ddb-8acf-710e61072f9a. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	WALS estimation and forecasting in factor-based dynamic models with an application to Armenia. (2011). . In: Discussion Paper. RePEc:tiu:tiucen:419d588e-7827-4cdd-b989-447a0a76fe8d. Full description at Econpapers \|\| Download paper	[Citation Analysis]

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	Computational Statistics & Data Analysis / Elsevier	1396
	Journal of Multivariate Analysis / Elsevier	126
	Statistics & Probability Letters / Elsevier	112
	Computational Statistics / Springer	107
	MPRA Paper / University Library of Munich, Germany	97
	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	58
	Statistical Papers / Springer	54
	Journal of Econometrics / Elsevier	43
	Advances in Data Analysis and Classification / Springer	43
	Economic Modelling / Elsevier	42
	Psychometrika / Springer	40

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

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