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SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

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Impact Factor

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5-Years IF

18

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12494931002 (6.5%)0.06
19950.020.160.028113090.0720249149120 (9.9%)50.060.1
19960.150.20.1596226270.12277130201302017 (6.1%)60.060.09
19970.230.210.18104330580.18198177402264119 (9.6%)100.10.09
19980.150.220.14115445560.1317920030330464 (2.2%)60.050.13
19990.150.280.14102547760.1412321932445622 (1.6%)50.050.16
20000.170.370.15118665880.1318521737498775 (2.7%)40.030.14
20010.140.360.14103768920.1219922031535747 (3.5%)70.070.17
20020.150.370.184852760.0912722133542525 (3.9%)70.080.18
20030.180.40.1519031240.149918733522532 (2%)80.160.19
20040.190.420.159031130.131352545867 (%)0.19
20050.390.430.179031230.14512035662 (%)0.21
20060.450.159031090.12023835 (%)0.2
20070.390.13903850.09013518 (%)0.17
20080.390.08903770.090514 (%)0.17
20090.37903520.0600 (%)0.18
20100.33903730.0800 (%)0.15
20110.41903670.0700 (%)0.2
20120.46903740.0800 (%)0.21
20130.5903660.0700 (%)0.21
20140.54903570.0600 (%)0.26
20150.6903640.0700 (%)0.3
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:

#YearTitleCited
12001Bootstrap methods for time series. (2001). Härdle, Wolfgang ; Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

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63
21996Discussion. (1996). Yang, Lucy ; Härdle, Wolfgang ; MARRON, J. ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199665.

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62
31995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

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60
41996A Review of Nonparametric Time Series Analysis. (1996). Lütkepohl, Helmut ; Härdle, Wolfgang ; chen, Richel ; Lutkepohl, H. ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

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40
51998On estimation of monotone and concave frontier functions. (1998). Simar, Leopold ; Park, Byeong U. ; Gijbels, Irene ; Mammen, Enno . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19989.

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33
61997Semiparametric analysis of German East-West migration intentions: Facts and theory. (1997). Werwatz, Axel ; Müller, Marlene ; Härdle, Wolfgang ; Burda, Michael ; Hardle, Wolfgang ; MichaelC. Burda, ; Muller, Marlene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19983.

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29
71996Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator. (1996). Horowitz, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199644.

Full description at Econpapers || Download paper

29
82003Implied volatility string dynamics. (2003). Härdle, Wolfgang ; Fengler, Matthias ; Mammen, Enno ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200354.

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27
91996Nonparametric Vector Autoregression. (1996). Yang, Lucy ; Tsybakov, Alexandre ; Härdle, Wolfgang ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199661.

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27
101998Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

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24
111995Changes in the World Income Distribution: a Non-Parametric Approach to Challenge the Neo-Classical Convergence Argument. (1995). Desdoigts, Alain. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199515.

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22
121997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

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22
131995Bootstrap Methods In Econometrics: Theory And Numerical Performance. (1995). HOROWITZ, J. L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199563.

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22
14Trust and reciprocity in the investment game with indirect reward. (2000). Marchand, Nadège ; Güth, Werner ; Nehring, Klaus ; Guth, Werner ; WERNER GÜTH, ; Konigstein, Manfred . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:2000110.

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19
152002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed. (2002). Hoffmann, Marc ; Gobet, Emmanuel ; Rei, Markus . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200257.

Full description at Econpapers || Download paper

19
162000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

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19
171996Smoothing Splines And Shape Restrictions. (1996). THOMAS-AGNAN, Christine ; Mammen, Enno . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

Full description at Econpapers || Download paper

18
181996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean. (1996). Yang, Lucy ; Härdle, Wolfgang ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199662.

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18
191997Nonparametric lag selection for time series. (1997). Yang, Lijian ; Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199759.

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17
202000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

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17
212003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200324.

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16
221998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

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16
232003Consistent Testing for Stochastic Dominance under General Sampling Schemes. (2003). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200331.

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16
242003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200327.

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16
251997On the reliability of reprocal fairness -An experimental study-. (1997). Rullière, Jean-Louis ; Marchand, Nadège ; Güth, Werner ; J.-L. Rulliere, ; Guth, W.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199780.

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15
261996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1996). Krolzig, Hans-Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199625.

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14
27Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. (1997). Dahlhaus, Rainer ; Neumann, M. ; von Sachs, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199734.

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14
281996Direct estimation of low dimensional components in additive models. (1996). Härdle, Wolfgang ; Fan, Jing ; Mammen, Enno ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199617.

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14
291997Animal spirits, technology shocks and the business cycle. (1997). Weder, Mark. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199761.

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14
301999A simple variable selection technique for nonlinear models. (1999). Tschernig, Rolf ; Teräsvirta, Timo ; Rech, Gianluigi . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199926.

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13
312000Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus. (2000). Desdoigts, Alain. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200042.

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13
321995How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment. (1995). Bertschek, Irene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19957.

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13
331998Local risk-minimization under transaction costs. (1998). Lamberton, Damien ; Schweizer, Martin ; Pham, Huyen . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

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12
341995Nonparametric Regression. (1995). LINTON, OLIVER ; Härdle, Wolfgang ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199529.

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12
351997On L2-projections on a space of stochastic integrals. (1997). Schweizer, Martin ; Rheinlander, Thorsten . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199725.

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12
361996How firm-specific is German apprenticeship training?. (1996). Werwatz, Axel. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199612.

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12
371995An Analysis of Transformations for Additive Nonparanetric Regression. (1995). LINTON, OLIVER ; Härdle, Wolfgang ; chen, Richel ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199568.

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11
382000A minimal financial market model. (2000). Platen, Eckhard. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

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11
392001Test procedures for unit roots in time series with level shifts at unknown time. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200139.

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11
402001Predictive accuracy of political stock markets: Empirical evidence from a European perspective. (2001). Schmidt, Carsten ; Berlemann, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200157.

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11
411999The local power of some unit root tests for panel data. (1999). Breitung, Jörg. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199969.

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11
421996Matching Across Space: Evidence on Mobility in the Czech Republik. (1996). Burda, Michael ; PROFIT, S.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199611.

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10
432002On the wages of temporary help service workers in Germany. (2002). Werwatz, Axel ; Kvasnicka, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200270.

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10
441996Foreign Exchange Rates Have Surprising Volatility. (1996). Härdle, Wolfgang ; Hafner, Christian ; Hardle, Wolfgang ; BOSSAERTS, P.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199668.

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9
451994Long Memory in Foreign Exchange Rates Revisited. (1994). Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199446.

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9
461997Getting Behind The East-West Wage Differential: Theory and Evidence. (1997). Schmidt, Christoph ; Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199777.

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9
472000The empirical determinants of the Euro: Short and long run perspectives. (2000). Chinn, Menzie. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200043.

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9
481997Transparency of Ownership and Control in Germany. (1997). Bohmer, E. ; Becht, M.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199791.

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8
491998Co-evolution of preferences and information in simple games of trust. (1998). Peleg, Bezalel ; Kliemt, Hartmut ; Güth, Werner ; Guth, Werner ; WERNER GÜTH, . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199872.

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8
501999Comparison of unit root tests for time series with level shifts. (1999). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199988.

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8

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12001Bootstrap methods for time series. (2001). Härdle, Wolfgang ; Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

Full description at Econpapers || Download paper

26
22000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

Full description at Econpapers || Download paper

16
31996Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator. (1996). Horowitz, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199644.

Full description at Econpapers || Download paper

16
42000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

Full description at Econpapers || Download paper

10
51995How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment. (1995). Bertschek, Irene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19957.

Full description at Econpapers || Download paper

10
61998Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

Full description at Econpapers || Download paper

9
71997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

Full description at Econpapers || Download paper

8
82002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed. (2002). Hoffmann, Marc ; Gobet, Emmanuel ; Rei, Markus . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200257.

Full description at Econpapers || Download paper

6
91998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

Full description at Econpapers || Download paper

6
101996Smoothing Splines And Shape Restrictions. (1996). THOMAS-AGNAN, Christine ; Mammen, Enno . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

Full description at Econpapers || Download paper

6
111996Matching Across Space: Evidence on Mobility in the Czech Republik. (1996). Burda, Michael ; PROFIT, S.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199611.

Full description at Econpapers || Download paper

5
121996A Review of Nonparametric Time Series Analysis. (1996). Lütkepohl, Helmut ; Härdle, Wolfgang ; chen, Richel ; Lutkepohl, H. ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

Full description at Econpapers || Download paper

4
132002Semi-parametric estimation of generalized partially linear single-index models. (2002). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200256.

Full description at Econpapers || Download paper

4
141995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

Full description at Econpapers || Download paper

4
151997Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. (1997). Dahlhaus, Rainer ; Neumann, M. ; von Sachs, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199734.

Full description at Econpapers || Download paper

3
162003Stock Performance around Share Repurchase Announcements in Germany. (2003). Stehle, Richard ; Seifert, Udo . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200348.

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3
171998Scale economies and the dynamics of recurring auctions. (1998). Wolfstetter, Elmar ; Jeitschko, Thomas. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199862.

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2
181995The Term Structure of Interest Rates as an Indicator of German Monetary Policy?. (1995). Nautz, Dieter ; Hassler, Uwe. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199564.

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2
191997On the reliability of reprocal fairness -An experimental study-. (1997). Rullière, Jean-Louis ; Marchand, Nadège ; Güth, Werner ; J.-L. Rulliere, ; Guth, W.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199780.

Full description at Econpapers || Download paper

2
202003Implied volatility string dynamics. (2003). Härdle, Wolfgang ; Fengler, Matthias ; Mammen, Enno ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200354.

Full description at Econpapers || Download paper

2
212003Consistent Testing for Stochastic Dominance under General Sampling Schemes. (2003). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200331.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

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Recent citations (cites in year: CiY)

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team