0.33
Impact Factor
0.46
5-Years IF
13
5-Years H index
0.33
Impact Factor
0.46
5-Years IF
13
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1995 | 0.2 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.29 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
1999 | 0.32 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
2000 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
2001 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
2002 | 0.42 | 0 | 1 | 0 | 0 | (%) | 0.18 | |||||||||
2003 | 0.44 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2004 | 0.49 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
2005 | 0.53 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
2006 | 0.51 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
2008 | 0.48 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
2009 | 0.47 | 0 | 1 | 0 | 0 | (%) | 0.19 | |||||||||
2010 | 0.45 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
2011 | 0.52 | 1 | 1 | 0 | 0 | (%) | 0.2 | |||||||||
2012 | 0.55 | 119 | 120 | 9 | 0.08 | 409 | 1 | 1 | 1 (%) | 9 | 0.08 | 0.2 | ||||
2013 | 0.31 | 0.62 | 0.31 | 127 | 247 | 45 | 0.18 | 209 | 120 | 37 | 120 | 37 | (%) | 6 | 0.05 | 0.22 |
2014 | 0.33 | 0.64 | 0.33 | 136 | 383 | 101 | 0.26 | 215 | 246 | 82 | 247 | 82 | 1 (%) | 16 | 0.12 | 0.21 |
2015 | 0.41 | 0.69 | 0.51 | 152 | 535 | 203 | 0.38 | 98 | 263 | 109 | 383 | 194 | (%) | 1 | 0.01 | 0.22 |
2016 | 0.33 | 0.85 | 0.46 | 36 | 571 | 255 | 0.45 | 9 | 288 | 95 | 535 | 247 | (%) | 0.26 |
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2012 | Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported. (2012). Pepper, John ; Kreider, Brent ; Jolliffe, Dean ; Gundersen, Craig . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:958-975. Full description at Econpapers || Download paper | 37 |
2 | 2014 | Filtering With Heavy Tails. (2014). Harvey, Andrew ; Luati, Alessandra . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1112-1122. Full description at Econpapers || Download paper | 36 |
3 | 2012 | Clustering, Spatial Correlations, and Randomization Inference. (2012). Imbens, Guido ; Diamond, Rebecca ; Barrios, Thomas . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:578-591. Full description at Econpapers || Download paper | 33 |
4 | 2012 | Vast Portfolio Selection With Gross-Exposure Constraints. (2012). Fan, Jianqing ; Yu, Ke ; Zhang, Jingjin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:592-606. Full description at Econpapers || Download paper | 27 |
5 | 2012 | Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. (2012). Taylor, James W. ; Jeon, Joo Young . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:66-79. Full description at Econpapers || Download paper | 24 |
6 | 2012 | Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection. (2012). Fan, Jianqing ; Li, Yingying ; Yu, Ke. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:412-428. Full description at Econpapers || Download paper | 20 |
7 | 2012 | Pair Copula Constructions for Multivariate Discrete Data. (2012). Panagiotelis, Anastasios ; Joe, Harry ; Czado, Claudia . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1063-1072. Full description at Econpapers || Download paper | 18 |
8 | 2013 | Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information. (2013). Schennach, Susanne ; Hu, Yingyao. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:177-186. Full description at Econpapers || Download paper | 16 |
9 | 2012 | Feature Screening via Distance Correlation Learning. (2012). Zhu, Liping ; Zhong, Wei ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1129-1139. Full description at Econpapers || Download paper | 16 |
10 | 2013 | From Depth to Local Depth: A Focus on Centrality. (2013). Paindaveine, Davy ; van Bever, Germain . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1105-1119. Full description at Econpapers || Download paper | 15 |
11 | 2013 | Estimation of Censored Quantile Regression for Panel Data With Fixed Effects. (2013). Lima, Luiz ; Lamarche, Carlos ; Galvao, Antonio F.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1075-1089. Full description at Econpapers || Download paper | 14 |
12 | 2014 | Multivariate Functional Halfspace Depth. (2014). Claeskens, Gerda ; Hubert, Mia ; Slaets, Leen ; Vakili, Kaveh . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:411-423. Full description at Econpapers || Download paper | 13 |
13 | 2015 | Simulating and Analyzing Order Book Data: The Queue-Reactive Model. (2015). LEHALLE, Charles-Albert ; Huang, Weibing ; Rosenbaum, Mathieu . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:107-122. Full description at Econpapers || Download paper | 13 |
14 | 2012 | Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation. (2012). Smith, Michael ; Khaled, Mohamad. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:290-303. Full description at Econpapers || Download paper | 12 |
15 | 2013 | Misspecification Testing in a Class of Conditional Distributional Models. (2013). Wied, Dominik ; Rothe, Christoph. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:314-324. Full description at Econpapers || Download paper | 12 |
16 | 2014 | Bayesian Forecasting of Cohort Fertility. (2014). Schmertmann, Carl ; Zagheni, Emilio ; Myrskyl, Mikko ; Goldstein, Joshua R.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:506:p:500-513. Full description at Econpapers || Download paper | 12 |
17 | 2012 | Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection. (2012). Huang, Jianhua Z. ; Chen, Lisha . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1533-1545. Full description at Econpapers || Download paper | 12 |
18 | 2012 | A Semiparametric Approach to Dimension Reduction. (2012). Zhu, Liping ; Ma, Yanyuan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:168-179. Full description at Econpapers || Download paper | 11 |
19 | 2012 | Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension. (2012). Wang, Lan ; Wu, Yichao ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:214-222. Full description at Econpapers || Download paper | 11 |
20 | 2014 | Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models. (2014). Fan, Jianqing ; Ma, Yunbei ; Dai, Wei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1270-1284. Full description at Econpapers || Download paper | 10 |
21 | 2012 | Estimating Individualized Treatment Rules Using Outcome Weighted Learning. (2012). Zeng, Donglin ; Zhao, Yingqi ; Kosorok, Michael R. ; Rush, John A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1106-1118. Full description at Econpapers || Download paper | 9 |
22 | 2013 | Simulated Method of Moments Estimation for Copula-Based Multivariate Models. (2013). Patton, Andrew ; Oh, Donghwan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:689-700. Full description at Econpapers || Download paper | 9 |
23 | 2013 | Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach. (2013). Cho, Haeran ; Goude, Yannig ; Brossat, Xavier ; Yao, Qiwei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:7-21. Full description at Econpapers || Download paper | 9 |
24 | 2015 | On the Prediction of Stationary Functional Time Series. (2015). Aue, Alexander ; Hrmann, Siegfried ; Norinho, Diogo Dubart . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:378-392. Full description at Econpapers || Download paper | 9 |
25 | 2012 | Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference. (2012). Thompson, Mary E. ; Zhou, Qian M. ; Peter X.-K. Song, ; Peter X.-K. Song, . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:205-213. Full description at Econpapers || Download paper | 8 |
26 | 2014 | Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates. (2014). Liu, Jingyuan ; Wu, Rongling . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:266-274. Full description at Econpapers || Download paper | 8 |
27 | 2014 | The Estimation of Leverage Effect With High-Frequency Data. (2014). Wang, Christina D. ; Mykland, Per A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:197-215. Full description at Econpapers || Download paper | 8 |
28 | 2014 | A Model-Averaging Approach for High-Dimensional Regression. (2014). Ando, Tomohiro ; Li, Ker-Chau. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:254-265. Full description at Econpapers || Download paper | 8 |
29 | 2012 | Instrumental Variable Estimators for Binary Outcomes. (2012). Windmeijer, Frank ; Clarke, Paul S.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1638-1652. Full description at Econpapers || Download paper | 8 |
30 | 2013 | Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings. (2013). Cai, Tony ; Xia, Yin ; Liu, Weidong . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:265-277. Full description at Econpapers || Download paper | 8 |
31 | 2015 | Optimal Data-Driven Regression Discontinuity Plots. (2015). Calonico, Sebastian ; Titiunik, Rocio ; Cattaneo, Matias D. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1753-1769. Full description at Econpapers || Download paper | 8 |
32 | 2012 | A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components. (2012). Genton, Marc G. ; Sun, Ying ; Apanasovich, Tatiyana V.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:180-193. Full description at Econpapers || Download paper | 7 |
33 | 2012 | Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach. (2012). Gaetan, Carlo ; Bevilacqua, Moreno ; Mateu, Jorge ; Porcu, Emilio . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:268-280. Full description at Econpapers || Download paper | 7 |
34 | 2013 | Dynamic Bayesian Forecasting of Presidential Elections in the States. (2013). Linzer, Drew A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:124-134. Full description at Econpapers || Download paper | 7 |
35 | 2014 | Comment. (2014). Lahiri, S. N. ; Gupta, Shuva . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1013-1015. Full description at Econpapers || Download paper | 7 |
36 | 2014 | Estimation and Accuracy After Model Selection. (2014). Efron, Bradley . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:991-1007. Full description at Econpapers || Download paper | 7 |
37 | 2012 | Informative Estimation and Selection of Correlation Structure for Longitudinal Data. (2012). Qu, Annie ; Zhou, Jianhui . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:701-710. Full description at Econpapers || Download paper | 6 |
38 | 2014 | Model Selection via Bayesian Information Criterion for Quantile Regression Models. (2014). Park, Byeong U. ; Noh, Hohsuk ; Lee, Eun Ryung . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:216-229. Full description at Econpapers || Download paper | 6 |
39 | 2013 | Partially Identified Treatment Effects Under Imperfect Compliance: The Case of Domestic Violence. (2013). Siddique, Zahra. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:504-513. Full description at Econpapers || Download paper | 6 |
40 | 2012 | Quantile Periodograms. (2012). Li, Ta-Hsin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:765-776. Full description at Econpapers || Download paper | 6 |
41 | 2012 | Joint Analysis of Longitudinal Data With Informative Observation Times and a Dependent Terminal Event. (2012). Zhou, Jie ; Song, Xinyuan ; Sun, Liuquan ; Liu, Lei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:688-700. Full description at Econpapers || Download paper | 6 |
42 | 2012 | Positive-Definite â 1 -Penalized Estimation of Large Covariance Matrices. (2012). Zou, Hui ; Ma, Shiqian ; Xue, Lingzhou . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1480-1491. Full description at Econpapers || Download paper | 6 |
43 | 2012 | Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data. (2012). Danilov, Mike ; Yohai, Vctor J. ; Zamar, Ruben H.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1178-1186. Full description at Econpapers || Download paper | 6 |
44 | 2014 | A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data. (2014). Matteson, David S. ; James, Nicholas A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:334-345. Full description at Econpapers || Download paper | 6 |
45 | 2013 | Multinomial Inverse Regression for Text Analysis. (2013). Taddy, Matt . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:755-770. Full description at Econpapers || Download paper | 6 |
46 | 2012 | DD -Classifier: Nonparametric Classification Procedure Based on DD -Plot. (2012). Cuesta-Albertos, Juan A. ; Liu, Regina Y.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:737-753. Full description at Econpapers || Download paper | 6 |
47 | 2012 | Estimation of High Conditional Quantiles for Heavy-Tailed Distributions. (2012). Li, Deyuan ; He, Xuming ; Wang, Huixia Judy . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1453-1464. Full description at Econpapers || Download paper | 6 |
48 | 2015 | Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis. (2015). Cui, Hengjian ; Zhong, Wei ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:510:p:630-641. Full description at Econpapers || Download paper | 6 |
49 | 2012 | Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition. (2012). Sperlich, Stefan ; Klasen, Stephan ; Wiesenfarth, Manuel ; Krivobokova, Tatyana. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1286-1296. Full description at Econpapers || Download paper | 6 |
50 | 2012 | Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach. (2012). Huang, Mian ; Yao, Weixin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:711-724. Full description at Econpapers || Download paper | 6 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2014 | Filtering With Heavy Tails. (2014). Harvey, Andrew ; Luati, Alessandra . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1112-1122. Full description at Econpapers || Download paper | 30 |
2 | 2012 | Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported. (2012). Pepper, John ; Kreider, Brent ; Jolliffe, Dean ; Gundersen, Craig . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:958-975. Full description at Econpapers || Download paper | 27 |
3 | 2012 | Vast Portfolio Selection With Gross-Exposure Constraints. (2012). Fan, Jianqing ; Yu, Ke ; Zhang, Jingjin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:592-606. Full description at Econpapers || Download paper | 24 |
4 | 2012 | Clustering, Spatial Correlations, and Randomization Inference. (2012). Imbens, Guido ; Diamond, Rebecca ; Barrios, Thomas . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:578-591. Full description at Econpapers || Download paper | 18 |
5 | 2012 | Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. (2012). Taylor, James W. ; Jeon, Joo Young . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:66-79. Full description at Econpapers || Download paper | 16 |
6 | 2013 | From Depth to Local Depth: A Focus on Centrality. (2013). Paindaveine, Davy ; van Bever, Germain . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1105-1119. Full description at Econpapers || Download paper | 15 |
7 | 2012 | Pair Copula Constructions for Multivariate Discrete Data. (2012). Panagiotelis, Anastasios ; Joe, Harry ; Czado, Claudia . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1063-1072. Full description at Econpapers || Download paper | 14 |
8 | 2012 | Feature Screening via Distance Correlation Learning. (2012). Zhu, Liping ; Zhong, Wei ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1129-1139. Full description at Econpapers || Download paper | 14 |
9 | 2012 | Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection. (2012). Fan, Jianqing ; Li, Yingying ; Yu, Ke. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:412-428. Full description at Econpapers || Download paper | 14 |
10 | 2015 | Simulating and Analyzing Order Book Data: The Queue-Reactive Model. (2015). LEHALLE, Charles-Albert ; Huang, Weibing ; Rosenbaum, Mathieu . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:107-122. Full description at Econpapers || Download paper | 13 |
11 | 2014 | Multivariate Functional Halfspace Depth. (2014). Claeskens, Gerda ; Hubert, Mia ; Slaets, Leen ; Vakili, Kaveh . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:411-423. Full description at Econpapers || Download paper | 13 |
12 | 2013 | Estimation of Censored Quantile Regression for Panel Data With Fixed Effects. (2013). Lima, Luiz ; Lamarche, Carlos ; Galvao, Antonio F.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1075-1089. Full description at Econpapers || Download paper | 12 |
13 | 2012 | Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection. (2012). Huang, Jianhua Z. ; Chen, Lisha . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1533-1545. Full description at Econpapers || Download paper | 12 |
14 | 2014 | Bayesian Forecasting of Cohort Fertility. (2014). Schmertmann, Carl ; Zagheni, Emilio ; Myrskyl, Mikko ; Goldstein, Joshua R.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:506:p:500-513. Full description at Econpapers || Download paper | 12 |
15 | 2013 | Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information. (2013). Schennach, Susanne ; Hu, Yingyao. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:177-186. Full description at Econpapers || Download paper | 11 |
16 | 2014 | Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models. (2014). Fan, Jianqing ; Ma, Yunbei ; Dai, Wei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1270-1284. Full description at Econpapers || Download paper | 10 |
17 | 2012 | A Semiparametric Approach to Dimension Reduction. (2012). Zhu, Liping ; Ma, Yanyuan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:168-179. Full description at Econpapers || Download paper | 9 |
18 | 2015 | On the Prediction of Stationary Functional Time Series. (2015). Aue, Alexander ; Hrmann, Siegfried ; Norinho, Diogo Dubart . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:378-392. Full description at Econpapers || Download paper | 9 |
19 | 2015 | Optimal Data-Driven Regression Discontinuity Plots. (2015). Calonico, Sebastian ; Titiunik, Rocio ; Cattaneo, Matias D. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1753-1769. Full description at Econpapers || Download paper | 8 |
20 | 2013 | Simulated Method of Moments Estimation for Copula-Based Multivariate Models. (2013). Patton, Andrew ; Oh, Donghwan . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:689-700. Full description at Econpapers || Download paper | 8 |
21 | 2012 | Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation. (2012). Smith, Michael ; Khaled, Mohamad. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:290-303. Full description at Econpapers || Download paper | 8 |
22 | 2014 | A Model-Averaging Approach for High-Dimensional Regression. (2014). Ando, Tomohiro ; Li, Ker-Chau. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:254-265. Full description at Econpapers || Download paper | 8 |
23 | 2012 | Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension. (2012). Wang, Lan ; Wu, Yichao ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:214-222. Full description at Econpapers || Download paper | 8 |
24 | 2014 | Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates. (2014). Liu, Jingyuan ; Wu, Rongling . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:266-274. Full description at Econpapers || Download paper | 8 |
25 | 2014 | The Estimation of Leverage Effect With High-Frequency Data. (2014). Wang, Christina D. ; Mykland, Per A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:197-215. Full description at Econpapers || Download paper | 8 |
26 | 2014 | Estimation and Accuracy After Model Selection. (2014). Efron, Bradley . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:991-1007. Full description at Econpapers || Download paper | 7 |
27 | 2013 | Dynamic Bayesian Forecasting of Presidential Elections in the States. (2013). Linzer, Drew A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:124-134. Full description at Econpapers || Download paper | 7 |
28 | 2013 | Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach. (2013). Cho, Haeran ; Goude, Yannig ; Brossat, Xavier ; Yao, Qiwei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:7-21. Full description at Econpapers || Download paper | 7 |
29 | 2012 | Instrumental Variable Estimators for Binary Outcomes. (2012). Windmeijer, Frank ; Clarke, Paul S.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1638-1652. Full description at Econpapers || Download paper | 6 |
30 | 2012 | Positive-Definite â 1 -Penalized Estimation of Large Covariance Matrices. (2012). Zou, Hui ; Ma, Shiqian ; Xue, Lingzhou . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1480-1491. Full description at Econpapers || Download paper | 6 |
31 | 2015 | Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis. (2015). Cui, Hengjian ; Zhong, Wei ; Li, Runze . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:510:p:630-641. Full description at Econpapers || Download paper | 6 |
32 | 2012 | DD -Classifier: Nonparametric Classification Procedure Based on DD -Plot. (2012). Cuesta-Albertos, Juan A. ; Liu, Regina Y.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:737-753. Full description at Econpapers || Download paper | 6 |
33 | 2012 | Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach. (2012). Gaetan, Carlo ; Bevilacqua, Moreno ; Mateu, Jorge ; Porcu, Emilio . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:268-280. Full description at Econpapers || Download paper | 6 |
34 | 2014 | Model Selection via Bayesian Information Criterion for Quantile Regression Models. (2014). Park, Byeong U. ; Noh, Hohsuk ; Lee, Eun Ryung . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:216-229. Full description at Econpapers || Download paper | 6 |
35 | 2013 | Multinomial Inverse Regression for Text Analysis. (2013). Taddy, Matt . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:755-770. Full description at Econpapers || Download paper | 6 |
36 | 2012 | Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data. (2012). Danilov, Mike ; Yohai, Vctor J. ; Zamar, Ruben H.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1178-1186. Full description at Econpapers || Download paper | 6 |
37 | 2014 | A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data. (2014). Matteson, David S. ; James, Nicholas A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:334-345. Full description at Econpapers || Download paper | 6 |
38 | 2012 | Estimating Individualized Treatment Rules Using Outcome Weighted Learning. (2012). Zeng, Donglin ; Zhao, Yingqi ; Kosorok, Michael R. ; Rush, John A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1106-1118. Full description at Econpapers || Download paper | 6 |
39 | 2014 | Spectral Density Ratio Models for Multivariate Extremes. (2014). de Carvalho, Miguel ; Davison, Anthony C.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:506:p:764-776. Full description at Econpapers || Download paper | 5 |
40 | 2012 | Quantile Periodograms. (2012). Li, Ta-Hsin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:765-776. Full description at Econpapers || Download paper | 5 |
41 | 2012 | Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference. (2012). Thompson, Mary E. ; Zhou, Qian M. ; Peter X.-K. Song, ; Peter X.-K. Song, . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:205-213. Full description at Econpapers || Download paper | 5 |
42 | 2013 | Bayesian Gaussian Copula Factor Models for Mixed Data. (2013). Dunson, David B. ; Carin, Lawrence ; Lucas, Joseph E. ; Murray, Jared S.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:656-665. Full description at Econpapers || Download paper | 5 |
43 | 2013 | Misspecification Testing in a Class of Conditional Distributional Models. (2013). Wied, Dominik ; Rothe, Christoph. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:314-324. Full description at Econpapers || Download paper | 5 |
44 | 2012 | Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition. (2012). Sperlich, Stefan ; Klasen, Stephan ; Wiesenfarth, Manuel ; Krivobokova, Tatyana. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1286-1296. Full description at Econpapers || Download paper | 5 |
45 | 2013 | Partially Identified Treatment Effects Under Imperfect Compliance: The Case of Domestic Violence. (2013). Siddique, Zahra. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:504-513. Full description at Econpapers || Download paper | 5 |
46 | 2012 | Joint Analysis of Longitudinal Data With Informative Observation Times and a Dependent Terminal Event. (2012). Zhou, Jie ; Song, Xinyuan ; Sun, Liuquan ; Liu, Lei . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:688-700. Full description at Econpapers || Download paper | 5 |
47 | 2014 | Efficient R-Estimation of Principal and Common Principal Components. (2014). Hallin, Marc ; Paindaveine, Davy ; Verdebout, Thomas . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1071-1083. Full description at Econpapers || Download paper | 4 |
48 | 2012 | New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing. (2012). Gallagher, Colin M. ; Fisher, Thomas J.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:777-787. Full description at Econpapers || Download paper | 4 |
49 | 2013 | A Generalized Fellegi--Sunter Framework for Multiple Record Linkage With Application to Homicide Record Systems. (2013). Sadinle, Mauricio ; Fienberg, Stephen E.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:502:p:385-397. Full description at Econpapers || Download paper | 4 |
50 | 2012 | A Heckman Selection- t Model. (2012). Genton, Marc G. ; Marchenko, Yulia V.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:304-317. Full description at Econpapers || Download paper | 4 |
Year | Title | |
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2016 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels. (2016). Richard, Jean-Francois. In: Working Paper. RePEc:pit:wpaper:5980. Full description at Econpapers || Download paper | |
2016 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels. (2016). Richard, Jean-Francois ; Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:72326. Full description at Econpapers || Download paper | |
2016 | Modeling Clustered Survival Times of Loblolly Pine with Time-dependent Covariates and Shared Frailties. (2016). Thapa, Ram ; Hong, Yili ; Li, Jie ; Burkhart, Harold E. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:21:y:2016:i:1:d:10.1007_s13253-015-0217-2. Full description at Econpapers || Download paper | |
2016 | The State of Applied Econometrics - Causality and Policy Evaluation. (2016). Athey, Susan ; Imbens, Guido . In: Papers. RePEc:arx:papers:1607.00699. Full description at Econpapers || Download paper | |
2016 | Quantile Dependence between Stock Markets and its Application in Volatility Forecasting. (2016). Han, Heejoon. In: Papers. RePEc:arx:papers:1608.07193. Full description at Econpapers || Download paper | |
2016 | Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683. Full description at Econpapers || Download paper | |
2016 | Constrained functional time series: Applications to the Italian gas market. (2016). Vantini, Simone ; Canale, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1340-1351. Full description at Econpapers || Download paper | |
2016 | Estimating the Impacts of a Fruit Fly Eradication Program in Peru: A Geographical Regression Discontinuity Approach. (2016). Maffioli, Alessandro ; Adrianzen, Marcos Agurto ; Aramburu, Julian ; Salazar, Lina . In: IDB Publications (Working Papers). RePEc:idb:brikps:7505. Full description at Econpapers || Download paper | |
2016 | Statistical modelling of citation exchange between statistics journals. (2016). Varin, Cristiano ; Firth, David ; Cattelan, Manuela . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:179:y:2016:i:1:p:1-63. Full description at Econpapers || Download paper | |
2016 | Do Schools Matter for High Math Achievement? Evidence from the American Mathematics Competitions. (2016). Ellison, Glenn ; Swanson, Ashley . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:6:p:1244-77. Full description at Econpapers || Download paper | |
2016 | Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2016). Alfonsi, Aurelien ; Blanc, Pierre . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:1:d:10.1007_s00780-015-0282-y. Full description at Econpapers || Download paper | |
2016 | A stochastic Stefan-type problem under first order boundary conditions. (2016). Mueller, Marvin S. In: Papers. RePEc:arx:papers:1601.03968. Full description at Econpapers || Download paper | |
2016 | A continuous and efficient fundamental price on the discrete order book grid. (2016). Lillo, Fabrizio ; Bonart, Julius . In: Papers. RePEc:arx:papers:1608.00756. Full description at Econpapers || Download paper | |
2016 | Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency. (2016). LEHALLE, Charles-Albert ; Mounjid, Othmane . In: Papers. RePEc:arx:papers:1610.00261. Full description at Econpapers || Download paper | |
2016 | On the Estimation of Standard Errors in Cognitive Diagnosis Models. (2016). Zeileis, Achim ; Philipp, Michel ; de la Torre, Jimmy ; delaTorre, Jimmy ; Strobl, Carolin . In: Working Papers. RePEc:inn:wpaper:2016-25. Full description at Econpapers || Download paper | |
2016 | More powerful tests for sparse high-dimensional covariances matrices. (2016). Chen, Song ; Peng, Liuhua ; Zhou, Wen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:124-143. Full description at Econpapers || Download paper | |
2016 | A note on fast envelope estimation. (2016). Su, Zhihua ; Cook, Dennis R ; Forzani, Liliana . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:42-54. Full description at Econpapers || Download paper | |
2016 | Sharp total variation bounds for finitely exchangeable arrays. (2016). Volfovsky, Alexander ; Airoldi, Edoardo M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:114:y:2016:i:c:p:54-59. Full description at Econpapers || Download paper | |
2016 | Limitations on detecting row covariance in the presence of column covariance. (2016). Hoff, Peter D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:249-258. Full description at Econpapers || Download paper | |
2016 | Variable selection for additive partial linear quantile regression with missing covariates. (2016). Sherwood, Ben . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:206-223. Full description at Econpapers || Download paper | |
2016 | A simpler spatial-sign-based two-sample test for high-dimensional data. (2016). Li, Yang ; Zou, Changliang ; Wang, Zhaojun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:192-198. Full description at Econpapers || Download paper | |
2016 | On statistical methods for labor market evaluation under interference between units. (2016). Karlsson, Maria ; Lundin, Mathias . In: Working Paper Series. RePEc:hhs:ifauwp:2016_024. Full description at Econpapers || Download paper | |
2016 | Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. (2016). Härdle, Wolfgang ; Yang, Lijian ; Liu, Rong ; Hardle, Wolfgang K ; Zheng, Shuzhuan . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:4:d:10.1007_s11749-016-0480-8. Full description at Econpapers || Download paper | |
2016 | Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation. (2016). Wang, Jiangyan ; Yang, Lijian . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:4:d:10.1007_s11749-016-0491-5. Full description at Econpapers || Download paper | |
2016 | Deconvolution of a discrete uniform distribution. (2016). Zhigljavsky, Anatoly ; Gryaznov, Svyatoslav ; Golyandina, Nina . In: Statistics & Probability Letters. RePEc:eee:stapro:v:118:y:2016:i:c:p:37-44. Full description at Econpapers || Download paper | |
2016 | Fertility Is Low When There Is No Societal Agreement on a Specific Gender Role Model. (2016). Hudde, Ansgar . In: EconStor Preprints. RePEc:zbw:esprep:142175. Full description at Econpapers || Download paper | |
2016 | Securing womens employment: A fertility booster in European countries?. (2016). Thévenon, Olivier ; Greulich, Angela ; Guergoat-Lariviere, Mathilde ; Thevenon, Olivier . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01298862. Full description at Econpapers || Download paper | |
2016 | Securing womens employment: a fertility booster in European countries?. (2016). Thévenon, Olivier ; Greulich, Angela ; Guergoat-Lariviere, Mathilde ; Thevenon, Olivier . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16024. Full description at Econpapers || Download paper | |
2016 | Securing womens employment: a fertility booster in European countries?. (2016). Thévenon, Olivier ; Greulich, Angela ; Guergoat-Lariviere, Mathilde ; Thevenon, Olivier . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01306103. Full description at Econpapers || Download paper | |
2016 | A multilevel functional data method for forecasting population, with an application to the United Kingdom. (2016). Shang, Han Lin ; Bijak, Jakub ; PEter, ; Winiowski, Arkadiusz . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:629-649. Full description at Econpapers || Download paper | |
2016 | The Total Fertility Rate in Germany until 2040 - A Stochastic Principal Components Projection based on Age-specific Fertility Rates. (2016). Vanella, Patrizio . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-579. Full description at Econpapers || Download paper | |
2016 | Securing womens employment: A fertility booster in European countries?. (2016). Thevenon, Olivier ; Greulich, Angela ; Guergoat-Lariviere, Mathilde . In: Working Papers. RePEc:hal:wpaper:hal-01298862. Full description at Econpapers || Download paper | |
2016 | A simple nonparametric approach to estimating the distribution of random coefficients in structural models. (2016). Kim, Kyoo il ; Fox, Jeremy ; Yang, Chenyu ; Il, Kyoo . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:236-254. Full description at Econpapers || Download paper | |
2016 | Posterior convergence for Bayesian functional linear regression. (2016). Lian, Heng ; Jo, Seongil ; Meng, Jie ; Choi, Taeryon . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:27-41. Full description at Econpapers || Download paper | |
2016 | Structural Change in (Economic) Time Series. (2016). Kleiber, Christian. In: Working papers. RePEc:bsl:wpaper:2016/06. Full description at Econpapers || Download paper | |
2016 | Functional regression approximate Bayesian computation for Gaussian process density estimation. (2016). Rodrigues, G S ; Sisson, S A ; Nott, David J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:229-241. Full description at Econpapers || Download paper | |
2016 | FINANCIALISATION AS A RESULT OF THE NETWORK ECONOMYâS DEVELOPMENT. (2016). Cichorska, Joanna ; Klimontowicz, Monika . In: e-Finanse. RePEc:rze:efinan:v:12:y:2016:i:2:p:1-12. Full description at Econpapers || Download paper | |
2016 | Robust model-free feature screening via quantile correlation. (2016). Ma, Xuejun ; Zhang, Jingxiao . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:472-480. Full description at Econpapers || Download paper | |
2016 | Feature screening for generalized varying coefficient models with application to dichotomous responses. (2016). Li, Jialiang ; Yang, HU ; Xia, Xiaochao . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:85-97. Full description at Econpapers || Download paper | |
2016 | The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data. (2016). He, Yawei ; Chen, Zehua . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:1:p:155-180. Full description at Econpapers || Download paper | |
2016 | The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data. (2016). He, Yawei ; Chen, Zehua . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:1:d:10.1007_s10463-014-0497-2. Full description at Econpapers || Download paper | |
2016 | Model-free sure screening via maximum correlation. (2016). Zhu, YU ; Huang, Qiming . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:89-106. Full description at Econpapers || Download paper | |
2016 | Regularized estimation for the least absolute relative error models with a diverging number of covariates. (2016). Xia, Xiaochao ; Yang, HU ; Liu, Zhi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:104-119. Full description at Econpapers || Download paper | |
2016 | Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank. (2016). Hallin, Marc ; van den Akker, Ramon . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:46-61. Full description at Econpapers || Download paper | |
2016 | Generalized Poisson autoregressive models for time series of counts. (2016). Chen, Cathy W. S. ; Lee, Sangyeol . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:99:y:2016:i:c:p:51-67. Full description at Econpapers || Download paper | |
2016 | Non-Stationary Dependence Structures for Spatial Extremes. (2016). Huser, Raphael ; Genton, Marc G. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:21:y:2016:i:3:d:10.1007_s13253-016-0247-4. Full description at Econpapers || Download paper | |
2016 | Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management. (2016). Chernozhukov, Victor ; Belloni, Alexandre. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1125. Full description at Econpapers || Download paper | |
2016 | Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management. (2016). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1607.00286. Full description at Econpapers || Download paper | |
2016 | Ensemble sufficient dimension folding methods for analyzing matrix-valued data. (2016). Xue, Yuan ; Jiang, Xiaolin ; Yin, Xiangrong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:193-205. Full description at Econpapers || Download paper | |
2016 | A test of asymmetric comovement for state-dependent stock returns. (2016). Deng, Kaihua . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:68-85. Full description at Econpapers || Download paper | |
2016 | Robust inference of risks of large portfolios. (2016). Fan, Jianqing ; Liu, Han ; Han, Fang ; Vickers, Byron . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:298-308. Full description at Econpapers || Download paper | |
2016 | Spatio-temporal circular models with non-separable covariance structure. (2016). Mastrantonio, Gianluca ; Lasinio, Giovanna Jona ; Jonalasinio, Giovanna ; Gelfand, Alan E. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:2:d:10.1007_s11749-015-0458-y. Full description at Econpapers || Download paper | |
2016 | CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series. (2016). GAO, Jiti ; Pan, Guangming ; Zhang, BO. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-11. Full description at Econpapers || Download paper | |
2016 | On the empirical spectral distribution for matrices with long memory and independent rows. (2016). Merlevede, F ; Peligrad, M. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:9:p:2734-2760. Full description at Econpapers || Download paper | |
2016 | Full Bayesian inference with hazard mixture models. (2016). Arbel, Julyan ; Nipoti, Bernardo ; Lijoi, Antonio . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:359-372. Full description at Econpapers || Download paper | |
2016 | How Crashes Develop: Intradaily Volatility and Crash Evolution. (2016). Bates, David S. In: NBER Working Papers. RePEc:nbr:nberwo:22028. Full description at Econpapers || Download paper | |
2016 | Shluková analýza skoků na kapitálových trzÃch. (2016). KoÄenda, Evžen ; Hanousek, Jan ; Novotn, Jan ; Koenda, Even . In: Politická ekonomie. RePEc:prg:jnlpol:v:2016:y:2016:i:2:id:1059:p:127-144. Full description at Econpapers || Download paper | |
2016 | The Econometrics of Randomized Experiments. (2016). Athey, Susan ; Imbens, Guido . In: Papers. RePEc:arx:papers:1607.00698. Full description at Econpapers || Download paper | |
2016 | A large CVaR-based portfolio selection model with weight constraints. (2016). Xu, Qifa ; Niu, Xufeng ; Yu, Keming ; Jiang, Cuixia ; Zhou, Yingying . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:436-447. Full description at Econpapers || Download paper | |
2016 | Time Varying Quantile Lasso. (2016). Härdle, Wolfgang ; Wang, Weining ; Hardle, Wolfgang Karl ; Zbonakova, Lenka . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-047. Full description at Econpapers || Download paper | |
2016 | Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to ARâARCH type processes. (2016). Ziel, Florian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:773-793. Full description at Econpapers || Download paper | |
2016 | On consistency of minimum description length model selection for piecewise autoregressions. (2016). Hancock, Stacey A ; Yao, Yi-Ching ; Davis, Richard A. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:360-368. Full description at Econpapers || Download paper | |
2016 | The ExpectationâMaximization approach for Bayesian quantile regression. (2016). Zhao, Kaifeng ; Lian, Heng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:1-11. Full description at Econpapers || Download paper | |
2016 | Combining a relaxed EM algorithm with Occamâs razor for Bayesian variable selection in high-dimensional regression. (2016). Latouche, Pierre ; Chiquet, Julien ; Bouveyron, Charles ; Mattei, Pierre-Alexandre . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:177-190. Full description at Econpapers || Download paper | |
2016 | Model averaging based on leave-subject-out cross-validation. (2016). Gao, Yan ; Zou, Guohua ; Wang, Shouyang ; Zhang, Xinyu . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:139-151. Full description at Econpapers || Download paper | |
2016 | Model averaging with high-dimensional dependent data. (2016). Li, Hongjun ; Zhou, Jianhong ; Zhao, Shangwei . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:68-71. Full description at Econpapers || Download paper | |
2016 | Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733. Full description at Econpapers || Download paper | |
2016 | Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Bank of England working papers. RePEc:boe:boeewp:0577. Full description at Econpapers || Download paper | |
2016 | Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1052_16. Full description at Econpapers || Download paper | |
2016 | Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models *. (2016). Wintenberger, Olivier ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, P. In: Working Papers. RePEc:hal:wpaper:hal-01377971. Full description at Econpapers || Download paper | |
2016 | Score-driven exponentially weighted moving averages and Value-at-Risk forecasting. (2016). Lucas, Andre ; Zhang, Xin. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:293-302. Full description at Econpapers || Download paper | |
2016 | Semiparametric score driven volatility models. (2016). Lucas, Andre ; Blasques, Francisco ; Ji, Jiangyu . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:58-69. Full description at Econpapers || Download paper | |
2016 | Accounting for Missing Values in Score-Driven Time-Varying Parameter Models. (2016). Lucas, Andre ; Schaumburg, Julia ; Opschoor, Anne . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160067. Full description at Econpapers || Download paper | |
2016 | Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models. (2016). Wintenberger, Olivier ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160082. Full description at Econpapers || Download paper | |
2016 | Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models. (2016). Wintenberger, Olivier ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, P. In: Papers. RePEc:arx:papers:1610.02863. Full description at Econpapers || Download paper | |
2016 | Accounting for missing values in score-driven time-varying parameter models. (2016). Lucas, Andre ; Schaumburg, Julia ; Opschoor, Anne . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:96-98. Full description at Econpapers || Download paper | |
2016 | Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:211-223. Full description at Econpapers || Download paper | |
2016 | High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models. (2016). Lilla, F. In: Working Papers. RePEc:bol:bodewp:wp1084. Full description at Econpapers || Download paper | |
2016 | Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603. Full description at Econpapers || Download paper | |
2016 | Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: MPRA Paper. RePEc:pra:mprapa:75424. Full description at Econpapers || Download paper | |
2016 | Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:13. Full description at Econpapers || Download paper | |
2016 | Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya. In: OPEC Energy Review. RePEc:bla:opecrv:v:40:y:2016:i:3:p:235-262. Full description at Econpapers || Download paper | |
2016 | A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Xu, Bin ; Lin, Boqiang . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342. Full description at Econpapers || Download paper | |
2016 | Parameter estimation for the logistic regression model under case-control study. (2016). Geng, Pei ; Sakhanenko, Lyudmila . In: Statistics & Probability Letters. RePEc:eee:stapro:v:109:y:2016:i:c:p:168-177. Full description at Econpapers || Download paper | |
2016 | A note on fast envelope estimation. (2016). Su, Zhihua ; Cook, Dennis R ; Forzani, Liliana . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:42-54. Full description at Econpapers || Download paper | |
2016 | The microstructural foundations of leverage effect and rough volatility. (2016). Euch, EL ; Mathieu, Rosenbaum ; Masaaki, Fukasawa . In: Papers. RePEc:arx:papers:1609.05177. Full description at Econpapers || Download paper | |
2016 | Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price. (2016). Mykland, Per A ; Zhang, Lan . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:242-262. Full description at Econpapers || Download paper | |
2016 | A nonparametric test of a strong leverage hypothesis. (2016). LINTON, OLIVER ; Yen, Yu-Min ; Whang, Yoon-Jae . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:153-186. Full description at Econpapers || Download paper | |
2016 | An angle-based multivariate functional pseudo-depth for shape outlier detection. (2016). Kuhnt, Sonja ; Rehage, Andre . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:325-340. Full description at Econpapers || Download paper | |
2016 | Weak convergence of discretely observed functional data with applications. (2016). Nagy, Stanislav ; Hlubinka, Daniel ; Gijbels, Irene . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:46-62. Full description at Econpapers || Download paper | |
2016 | Optimal Inference in a Class of Regression Models. (2016). Armstrong, Timothy B ; Kolesar, Michal . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2043. Full description at Econpapers || Download paper | |
2016 | A sharp adaptive confidence ball for self-similar functions. (2016). Nickl, Richard ; Szabo, Botond . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:12:p:3913-3934. Full description at Econpapers || Download paper | |
2016 | Coupling bounds for approximating birthâdeath processes by truncation. (2016). Lange, Kenneth ; Crawford, Forrest W ; Stutz, Timothy C. In: Statistics & Probability Letters. RePEc:eee:stapro:v:109:y:2016:i:c:p:30-38. Full description at Econpapers || Download paper | |
2016 | Markov Boundary Discovery with Ridge Regularized Linear Models. (2016). Eric, Strobl ; Shyam, Visweswaran . In: Journal of Causal Inference. RePEc:bpj:causin:v:4:y:2016:i:1:p:31-48:n:2. Full description at Econpapers || Download paper | |
2016 | Managing risk with a realized copula parameter. (2016). Fengler, Matthias ; Okhrin, Ostap . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:131-152. Full description at Econpapers || Download paper |
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2015 | Do natural disasters cause an excessive fear of heights? Evidence from the Wenchuan earthquake. (2015). Hernandez, Manuel ; Gan, Li ; Deng, Guoying . In: Journal of Urban Economics. RePEc:eee:juecon:v:90:y:2015:i:c:p:79-89. Full description at Econpapers || Download paper |
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2014 | Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy. (2014). Kristensen, Johannes ; Callot, Laurent. In: CREATES Research Papers. RePEc:aah:create:2014-41. Full description at Econpapers || Download paper | |
2014 | Evaluating Public-Sector Pensions: Are Federal Public Servants Overpaid?. (2014). Hamilton, Malcolm P.. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:405. Full description at Econpapers || Download paper | |
2014 | Bending Canadas Healthcare Cost Curve: Watch Not What Governments Say, But What They Do. (2014). Robson, William ; William B. P. Robson, . In: e-briefs. RePEc:cdh:ebrief:185. Full description at Econpapers || Download paper | |
2014 | Immmigration and Internal Mobility in Canada. (2014). Coulombe, Serge ; Beine, Michel . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4823. Full description at Econpapers || Download paper | |
2014 | Probit Transformation for Nonparametric Kernel Estimation of the Copula Density. (2014). Paindaveine, Davy ; Charpentier, Arthur ; Geenens, Gery . In: Working Papers ECARES. RePEc:eca:wpaper:2013/159977. Full description at Econpapers || Download paper | |
2014 | Recessions, Inequality, and Democratization. (2014). Maarek, Paul ; Dorsch, Michael. In: THEMA Working Papers. RePEc:ema:worpap:2014-19. Full description at Econpapers || Download paper | |
2014 | Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables. (2014). Huber, Martin ; Frölich, Markus ; Frolich, Markus . In: CeMMAP working papers. RePEc:ifs:cemmap:31/14. Full description at Econpapers || Download paper | |
2014 | On the role of recognition in consumer choice: A model comparison. (2014). Hilbig, Benjamin E.. In: Judgment and Decision Making. RePEc:jdm:journl:v:9:y:2014:i:1:p:51-57. Full description at Econpapers || Download paper | |
2014 | Wirtschaftliche Partnerschaftsabkommen (EPAs) der EU mit Afrika: Dominanz der EU Exportinteressen statt Partnerschaft auf Augenhöhe. (2014). Kohnert, Dirk. In: MPRA Paper. RePEc:pra:mprapa:56457. Full description at Econpapers || Download paper | |
2014 | Horse trading? EU-African Economic Partnership Agreements (EPAs). (2014). Kohnert, Dirk. In: MPRA Paper. RePEc:pra:mprapa:57070. Full description at Econpapers || Download paper | |
2014 | Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063. Full description at Econpapers || Download paper | |
2014 | Information Theoretic Optimality of Observation Driven Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140046. Full description at Econpapers || Download paper | |
2014 | Time Varying Transition Probabilities for Markov Regime Switching Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140072. Full description at Econpapers || Download paper | |
2014 | Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; and André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074. Full description at Econpapers || Download paper | |
2014 | Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers || Download paper | |
2014 | Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers || Download paper |
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2013 | A robust and efficient estimation method for single index models. (2013). Liu, Jicai ; Zhao, Weihua ; Zhang, Riquan ; Lv, Yazhao, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:122:y:2013:i:c:p:226-238. Full description at Econpapers || Download paper | |
2013 | Asymptotic theory for maximum deviations of sample covariance matrix estimates. (2013). Xiao, Han ; Wu, Wei Biao . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2899-2920. Full description at Econpapers || Download paper | |
2013 | Distributional vs. Quantile Regression. (2013). Peracchi, Franco ; Leorato, Samantha ; Koenker, Roger . In: EIEF Working Papers Series. RePEc:eie:wpaper:1329. Full description at Econpapers || Download paper | |
2013 | Entropic Latent Variable Integration via Simulation. (2013). Schennach, Susanne. In: CeMMAP working papers. RePEc:ifs:cemmap:32/13. Full description at Econpapers || Download paper | |
2013 | Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences. (2013). Lamarche, Carlos ; Harding, Matthew. In: IZA Discussion Papers. RePEc:iza:izadps:dp7741. Full description at Econpapers || Download paper | |
2013 | Distributional vs. Quantile Regression. (2013). Peracchi, Franco ; Leorato, Samantha ; Koenker, Roger . In: CEIS Research Paper. RePEc:rtv:ceisrp:300. Full description at Econpapers || Download paper |
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