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Computational Statistics & Data Analysis / Elsevier

0.36

Impact Factor

0.47

5-Years IF

36

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.010.10.01606040.0762831179213 (21%)20.030.04
19910.010.10.015911930.0387941204321 (24.1%)0.04
19920.030.090.029721650.021851193243568 (36.8%)0.04
19930.010.110.016027650.021121562299349 (43.8%)20.030.05
19940.1208235840.01233157310191 (39.1%)20.020.04
19950.070.190.06107465300.06193142103582061 (31.6%)0.07
19960.070.230.09120585540.09305189134053786 (28.2%)30.030.09
19970.040.260.07123708500.0721522794663176 (35.3%)10.010.09
19980.050.280.0599807430.05213243124922763 (29.6%)20.020.1
19990.080.320.180887800.09275222185315182 (29.8%)30.040.13
20000.060.390.0784971710.07251179105293873 (29.1%)0.15
20010.10.390.08841055720.07300164165064185 (28.3%)0.14
20020.080.40.091141169890.087651681347041179 (23.4%)20.020.17
20030.130.430.1212212911560.129141982646157236 (25.8%)130.110.18
20040.250.480.2116814592350.1660423660484100199 (32.9%)90.050.19
20050.160.520.1612815871910.126962904557290173 (24.9%)120.090.2
20060.230.510.3136819554260.22173229668616191464 (26.8%)480.130.2
20070.290.450.3341123665580.241804496142900298497 (27.5%)340.080.18
20080.370.480.3734227087850.2914897792881197442416 (27.9%)350.10.2
20090.360.490.3834630549990.339427532741417538269 (28.6%)420.120.19
20100.330.460.37284333810430.319946882271595589253 (25.5%)310.110.17
20110.290.490.35274361210840.38036301841751621216 (26.9%)380.140.19
20120.430.520.43325393714510.3710325582391657718232 (22.5%)450.140.19
20130.360.580.4221415814670.355015992171571622116 (23.2%)280.130.2
20140.560.60.48318447618230.416715463041450694111 (16.5%)490.150.2
20150.40.610.42133460915270.33116539217142259736 (31%)100.080.19
20160.460.680.51248485719390.4250451208127164238 (15.2%)430.170.2
20170.360.730.47185504218240.3647381139124558112 (25.5%)160.090.22
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
12002On 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

299
22005PLS 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

119
32003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

114
42003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

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99
52006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

96
62007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

88
72006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

81
82009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; 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

76
91999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

Full description at Econpapers || Download paper

73
102008Wavelet 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

66
112014Ancillarity-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

65
122008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

64
132003Curves 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.

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59
142000BACON: 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.

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58
152007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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55
162002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

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55
172007Comparison 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.

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54
182008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

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54
192003Choosing 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.

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53
202013Selecting 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.

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52
212003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

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51
222006Bootstrap 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.

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47
232012A 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.

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46
242006Generalized 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.

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45
251992A 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.

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44
262001Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

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44
272004Asymptotic 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.

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43
282006Time series of count data: modeling, estimation and diagnostics. (2006). Jung, Robert ; Kukuk, Martin ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364.

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43
292005Statistical 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.

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42
302006A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

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42
312010Market 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.

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39
322011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

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38
332006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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37
341998Direct 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.

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37
352012Vine 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.

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36
362003Modified 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.

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36
372012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

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36
382009Additive 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.

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35
392005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

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35
402001Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). Anselin, Luc ; Smirnov, Oleg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319.

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34
411994A 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.

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34
422003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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33
432012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; Baştürk, Nalan ; Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

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33
442010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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32
452007Estimation of fractional integration in the presence of data noise. (2007). Nielsen, Morten ; Haldrup, Niels. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114.

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32
462010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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31
471992Smooth 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.

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31
482008Subset 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.

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31
492008Sampling Archimedean copulas. (2008). Hofert, Marius . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5163-5174.

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31
502003Modelling 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.

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31

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

#YearTitleCited
12002On 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

111
22014Ancillarity-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

49
32005PLS 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

38
42003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

37
52006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

35
62009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; 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

35
72000BACON: 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

34
82013Selecting 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

32
92007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

30
102003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

Full description at Econpapers || Download paper

29
112002Stochastic 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

28
122008Wavelet 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

27
132011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

Full description at Econpapers || Download paper

27
142012A 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

25
152005Statistical 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

22
162006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

20
172014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

Full description at Econpapers || Download paper

20
182003Choosing 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

18
192012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; 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

18
202008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

17
212006Bootstrap 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

17
222012Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. (2012). Chen, Qian ; Lu, Zudi ; Gerlach, Richard. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3498-3516.

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16
232012Vine 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

16
242014Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion. (2014). Wei, Christian H. ; Schweer, Sebastian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:267-284.

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15
252005A mixture model for preferences data analysis. (2005). Piccolo, Domenico ; D'Elia, Angela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:3:p:917-934.

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14
261999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

Full description at Econpapers || Download paper

14
272006Stylized facts of financial time series and hidden semi-Markov models. (2006). Bulla, Jan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2192-2209.

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14
282007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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292012The power of weather. (2012). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3793-3807.

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14
302011Sharpening Wald-type inference in robust regression for small samples. (2011). Koller, Manuel ; Stahel, Werner A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:8:p:2504-2515.

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13
312008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

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13
322005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

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13
332008Subset 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.

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13
342010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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13
352003Curves 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.

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13
362009Additive 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.

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13
372012A 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.

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12
382011Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. (2011). Wan, Alan ; Magnus, Jan R. ; Zhang, Xinyu ; Wan, Alan T. K., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:3:p:1331-1341.

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12
392004Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies. (2004). Agresti, Alan ; Ohman-Strickland, Pamela ; Caffo, Brian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:3:p:639-653.

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12
402003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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11
412007Generalised long-memory GARCH models for intra-daily volatility. (2007). Lisi, Francesco ; Caporin, Massimiliano ; Bordignon, Silvano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:5900-5912.

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11
422014Robust 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.

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11
432014Model-based clustering via linear cluster-weighted models. (2014). Punzo, Antonio ; Minotti, Simona ; Ingrassia, Salvatore. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:159-182.

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11
442012Detection of structural breaks in linear dynamic panel data models. (2012). Tzavalis, Elias ; De Wachter, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3020-3034.

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11
452011A space-time filter for panel data models containing random effects. (2011). Parent, Olivier ; LeSage, James. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:475-490.

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462004Asymptotic 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.

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11
472008Empirical characterization of random forest variable importance measures. (2008). Archer, Kellie J. ; Kimes, Ryan V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:4:p:2249-2260.

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11
482008Sampling Archimedean copulas. (2008). Hofert, Marius . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5163-5174.

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11
492006Generalized 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.

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10
502013OLS 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.

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10

Citing documents used to compute impact factor 139:

YearTitle
2017A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168.

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2017Autoregressive Models with Time-dependent Coefficients. A comparison between Several Approaches. (2017). Azrak, Rajae R ; Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/262612.

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2017Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients. (2017). Alj, Abdelkamel ; Melard, Guy ; Ley, Christophe ; Azrak, Rajae . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:617-635.

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2017A multi-stage optimization of passively designed high-rise residential buildings in multiple building operation scenarios. (2017). Chen, XI ; Yang, Hongxing. In: Applied Energy. RePEc:eee:appene:v:206:y:2017:i:c:p:541-557.

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2017The Effect of Model Misspecification on Growth Mixture Model Class Enumeration. (2017). McNeish, Daniel ; Harring, Jeffrey R. In: Journal of Classification. RePEc:spr:jclass:v:34:y:2017:i:2:d:10.1007_s00357-017-9233-y.

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2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1726.

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2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576.

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2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170105.

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2017Uniform convergence rates for halfspace depth. (2017). Burr, Michael A ; Fabrizio, Robert J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:33-40.

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2017Multivariate and functional classification using depth and distance. (2017). Rousseeuw, Peter ; Segaert, Pieter ; Hubert, Mia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:11:y:2017:i:3:d:10.1007_s11634-016-0269-3.

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2017Fast computation of Tukey trimmed regions and median in dimension p > 2. (2017). Mosler, Karl ; Mozharovskyi, Pavlo ; Liu, Xiaohui. In: Working Papers. RePEc:crs:wpaper:2017-71.

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2017Methods for Scalar-on-Function Regression. (2017). Shang, Han Lin ; Ogden, Todd R ; Goldsmith, Jeff ; Reiss, Philip T. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:228-249.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2017Small domain estimation of business statistics by using multivariate skew normal models. (2017). Ferrante, Maria Rosaria ; Pacei, Silvia. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:4:p:1057-1088.

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2017Inference for biased transformation models. (2017). ZHU, LI XING ; Wang, Tao ; Zhao, Junlong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:105-120.

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2017Estimation and hypothesis test on partial linear models with additive distortion measurement errors. (2017). Zhang, Jun ; Yu, Yao ; Lin, Bingqing ; Zhou, Yan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:114-128.

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2017Analysis of left truncated and right censored competing risks data. (2017). Kundu, Debasis ; Ganguly, Ayon ; Mitra, Debanjan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:12-26.

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2017Factors affecting CO2 emissions in China’s agriculture sector: Evidence from geographically weighted regression model. (2017). Lin, Boqiang ; Xu, Bin. In: Energy Policy. RePEc:eee:enepol:v:104:y:2017:i:c:p:404-414.

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2017Economic growth rate management by soft computing approach. (2017). Jovi, Sran ; Maksimovi, Goran ; Jovanovi, Radomir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:520-524.

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2017Evaluation of agriculture and industry effect on economic health by ANFIS approach. (2017). Oki, Aleksandar ; Jovi, Sran. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:396-399.

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2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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2017The return of financial variables in forecasting GDP growth in the G-7. (2017). Kuosmanen, Petri ; Vataja, Juuso . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9212-7.

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2017Extreme Returns and Intensity of Trading. (2017). Gonzalez-Rivera, Gloria ; Lin, Wei. In: Working Papers. RePEc:ucr:wpaper:201801.

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2017Valid estimates for repeated randomized response methods. (2017). Groenitz, Heiko. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:16:p:2994-3010.

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2017The robust EM-type algorithms for log-concave mixtures of regression models. (2017). Hu, Hao ; Wu, Yichao ; Yao, Weixin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:14-26.

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2017Multivariate dependence modeling based on comonotonic factors. (2017). Hua, Lei ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:317-333.

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2017A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting. (2017). Schmid, Wolfgang ; Ambach, Daniel . In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:833-850.

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2017An analysis on the energy consumption of circulating pumps of residential swimming pools for peak load management. (2017). Song, Chunhe ; Rosenberg, Catherine ; Zeng, Peng ; Jing, Wei . In: Applied Energy. RePEc:eee:appene:v:195:y:2017:i:c:p:1-12.

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2017Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature. (2017). Monbet, Valerie ; Ailliot, Pierre . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:40-51.

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2017Online EM for functional data. (2017). Maire, Florian ; Lefebvre, Sidonie ; Moulines, Eric . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:27-47.

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2017Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering. (2017). Browne, Ryan P ; Murray, Paula M ; McNicholas, Paul D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:141-156.

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2017Correlations and Clustering in Wholesale Electricity Markets. (2017). Cui, Tianyu ; Ududec, Cozmin ; Caravelli, Francesco. In: Papers. RePEc:arx:papers:1710.11184.

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2017Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R. (2017). Hadi, Fadel Hamid ; Almajid, Fedaa Abd ; al Shaybawee, Taha ; Alshaybawee, Taha. In: Romanian Statistical Review. RePEc:rsr:journl:v:65:y:2017:i:4:p:99-110.

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2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

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2017The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601.

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2017A strategy for optimal bandwidth selection in Local Whittle estimation. (2017). Arteche, Josu ; Orbe, Jesus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:3-17.

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2017Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods. (2017). Shang, Han Lin. In: Population Research and Policy Review. RePEc:kap:poprpr:v:36:y:2017:i:1:d:10.1007_s11113-016-9413-1.

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2017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Taylor, James W ; Ben Taieb, Souhaib . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

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2017Integrated hierarchical forecasting. (2017). , Clint ; van Dalen, Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:412-418.

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2017Grouped multivariate and functional time series forecasting:An application to annuity pricing. (2017). Shang, Han Lin ; Haberman, Steven . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:166-179.

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2017Application of wavelet decomposition in time-series forecasting. (2017). Yazgan, Ege ; Genay, Ramazan ; Zhang, Keyi . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:41-46.

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2017Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. (2017). Hyndman, Rob ; Athanasopoulos, George ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-22.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Bauwens, Luc ; Storti, Giuseppe ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

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2017A Functional Linear Regression Model in the Space of Probability Density Functions. (2017). Yoshiyuki, Arata. In: Discussion papers. RePEc:eti:dpaper:17015.

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2017Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators. (2017). Lillo, Rosa Elvira ; Garceran, Elisa Cabana ; Rodas, Henry Laniado . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24613.

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2017Robust estimators in semi-functional partial linear regression models. (2017). Vahnovan, Alejandra ; Boente, Graciela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:59-84.

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2017Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis. (2017). Cordero, Jose Manuel ; Salinas-Jimenez, Mar M. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:2:p:663-672.

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2017Nonparametric estimation of dynamic discrete choice models for time series data. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:97-120.

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2017Nonparametric least squares methods for stochastic frontier models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Keilegom, Ingrid . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:47:y:2017:i:3:d:10.1007_s11123-016-0474-2.

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2017On discrete Epanechnikov kernel functions. (2017). Parmeter, Christopher ; Henderson, Daniel ; Chu, Chi-Yang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:79-105.

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2017Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008). (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:120.

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2017Regression modelling on stratified data with the lasso. (2017). Ollier, E ; Viallon, V. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:1:p:83-96..

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2017Contrast Estimation for Parametric Stationary Determinantal Point Processes. (2017). Napoleon, Christophe Ange ; Lavancier, Frederic . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:204-229.

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2017Modeling university student satisfaction: the case of the humanities and social studies degree programs. (2017). Corduas, Marcella ; Piscitelli, Alfonso . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:2:d:10.1007_s11135-016-0428-9.

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2017Analyzing Land Cover Change and Urban Growth Trajectories of the Mega-Urban Region of Dhaka Using Remotely Sensed Data and an Ensemble Classifier. (2017). Hassan, Mohammad Mehedy ; Southworth, Jane. In: Sustainability. RePEc:gam:jsusta:v:10:y:2017:i:1:p:10-:d:123833.

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2017A family of block-wise one-factor distributions for modeling high-dimensional binary data. (2017). Marbac, Matthieu ; Sedki, Mohammed . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:130-145.

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2017Bayesian local influence analysis of general estimating equations with nonignorable missing data. (2017). Zhang, Yan-Qing ; Tang, Nian-Sheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:105:y:2017:i:c:p:184-200.

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2017Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument. (2017). Zhao, Puying ; Li, Zhaohai ; Tang, Niansheng. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:2:p:189-212.

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2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric . In: Papers. RePEc:arx:papers:1710.00643.

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2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric . In: Research Memorandum. RePEc:unm:umagsb:2017023.

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2017Linear hypothesis testing in high-dimensional one-way MANOVA. (2017). Zhang, Jin-Ting ; Zhou, BU ; Guo, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:200-216.

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2017A flexible distribution class for count data. (2017). Sellers, Kimberly F ; Weems, Kimberly S ; Swift, Andrew W. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0077-0.

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2017Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y.

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2017A continuous threshold expectile model. (2017). Zhang, Feipeng ; Li, Qunhua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:49-66.

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2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

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2017Transforming response values in small area prediction. (2017). Sugasawa, Shonosuke ; Kubokawa, Tatsuya. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:47-60.

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2017Classification trees for poverty mapping. (2017). Bilton, Penny ; Haslett, Steve ; Ganesh, Siva ; Jones, Geoff. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:53-66.

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2017Robust and sparse estimators for linear regression models. (2017). Smucler, Ezequiel ; Yohai, Victor J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:116-130.

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2017On the consistency of bootstrap methods in separable Hilbert spaces. (2017). Gonzalez-Rodriguez, Gil ; Colubi, Ana . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:118-127.

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2017Expectation maximization estimates of the offspring probabilities in a class of multitype branching processes with binary family trees. (2017). Daskalova, Nina. In: Mathematical Population Studies. RePEc:taf:mpopst:v:24:y:2017:i:4:p:246-256.

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2017What do the shadow rates tell us about future inflation?. (2017). Kuusela, Annika ; Hännikäinen, Jari ; Hannikainen, Jari. In: MPRA Paper. RePEc:pra:mprapa:80542.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:23-:d:122610.

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2017A new parametric method of estimating the joint probability density. (2017). Alghalith, Moawia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:799-803.

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2017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2017On the mean squared error of the ridge estimator of the covariance and precision matrix. (2017). van Wieringen, Wessel N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:123:y:2017:i:c:p:88-92.

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2017Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models. (2017). Zhao, LI ; Xu, Xingzhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:119-126.

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2017An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. (2017). Sucarrat, Genaro ; Francq, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:16-32.

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2017Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59.

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2017On the q-Weibull distribution for reliability applications: An adaptive hybrid artificial bee colony algorithm for parameter estimation. (2017). Droguett, Enrique Lpez ; Chagas, Mrcio Das ; Lins, Isis Didier ; Xu, Meng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:158:y:2017:i:c:p:93-105.

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2017A new four-parameter lifetime distribution. (2017). Alizadeh, Mojtaba ; Nadarajah, Saralees ; Bagheri, Seyyed Fazel. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:5:p:767-797.

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2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

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2017Forecasting Using Random Subspace Methods. (2017). Boot, Tom ; Nibbering, Didier . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160073.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Google data in bridge equation models for German GDP. (2017). Götz, Thomas ; Knetsch, Thomas A ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:182017.

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2017Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach. (2017). Ko, Kyunghwan. In: Working Papers. RePEc:bok:wpaper:1714.

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2017Bayesian analysis of periodic unit roots in the presence of a break. (2017). Weber, Enzo ; Vosseler, Alexander. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:38:p:3841-3862.

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2017The Realized Hierarchical Archimedean Copula in Risk Modelling. (2017). Okhrin, Ostap ; Tetereva, Anastasija. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602.

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2017Recent Developments in Copula Models. (2017). Fermanian, Jean-David. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:34-:d:105663.

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2017Commodity currencies and commodity prices: modelling static and time-varying dependence. (2017). Ponomareva, Natalia ; Ignatieva, Katja. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:15:p:1491-1512.

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2017Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep009.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2017Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

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2017Capital flows and GDP in emerging economies and the role of global spillovers. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:140-163.

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2017Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration. (2017). Shang, Han Lin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:184-200.

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2017Remarks on composite Bernstein copula and its application to credit risk analysis. (2017). Guo, Nan ; Yang, Jingping ; Wang, Fang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:38-48.

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2017Estimation of Stratified Mark-Specific Proportional Hazards Models Under Two-Phase Sampling with Application to HIV Vaccine Efficacy Trials. (2017). Yang, Guangren ; Gilbert, Peter B ; Qi, LI ; Sun, Yanqing. In: Statistics in Biosciences. RePEc:spr:stabio:v:9:y:2017:i:1:d:10.1007_s12561-016-9177-5.

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2017Bayesian prediction with multiple-samples information. (2017). Camerlenghi, Federico ; Prunster, Igor ; Lijoi, Antonio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:18-28.

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2017Robust and sparse estimators for linear regression models. (2017). Smucler, Ezequiel ; Yohai, Victor J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:116-130.

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2017Dimension reduction in functional regression with categorical predictor. (2017). Wang, Guochang. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:2:d:10.1007_s00180-016-0675-1.

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2017Analysis of Web Visit Histories, Part II: Predicting Navigation by Nested STUMP Regression Trees. (2017). Siciliano, Roberta ; Amodio, Sonia ; Aria, Massimo ; Dambrosio, Antonio . In: Journal of Classification. RePEc:spr:jclass:v:34:y:2017:i:3:d:10.1007_s00357-017-9239-5.

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2017Automated learning of t factor analysis models with complete and incomplete data. (2017). Lin, Tsung-I, ; Castro, Luis M ; Wang, Wan-Lun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:157-171.

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2017An ‘apples to apples’ comparison of various tests for exponentiality. (2017). Allison, J S ; I. J. H. Visagie, ; Smit, N ; Santana, L. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-017-0733-3.

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2017Building electrical energy consumption forecasting analysis using conventional and artificial intelligence methods: A review. (2017). Mat, Mohammad Azhar ; Hussin, Faridah ; Pauzi, MD ; Rahman, Hasimah Abdul ; Abdullah, Hayati ; Hassan, Mohammad Yusri . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:1108-1118.

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2017Model selection for discrete regular vine copulas. (2017). Panagiotelis, Anastasios ; Czado, Claudia ; Stober, Jakob ; Joe, Harry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:106:y:2017:i:c:p:138-152.

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2017Jackknife empirical likelihood for the error variance in linear models. (2017). Lin, Hui-Ling ; Zhao, Yichuan ; Wang, Dongliang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:2:p:151-166.

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2017Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels. (2017). Hwang, Eunju ; Shin, Dong Wan. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:6:d:10.1007_s00184-017-0627-y.

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2017Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia. (2017). Lu, Zeng-Hua ; Zhang, Xibin ; Zuo, Alec. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339769.

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2017Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition. (2017). Li, Song ; Long, Lufan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:11-20.

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2017Online EM for functional data. (2017). Maire, Florian ; Lefebvre, Sidonie ; Moulines, Eric . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:27-47.

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2017Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments. (2017). Li, Shuwei ; Sun, Jianguo ; Wang, Peijie ; Hu, Tao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:75-86.

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2017Maximum likelihood estimation for semiparametric regression models with multivariate interval-censored data. (2017). Zeng, Donglin ; Lin, D Y ; Gao, Fei. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:3:p:505-525..

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2017A Sieve Semiparametric Maximum Likelihood Approach for Regression Analysis of Bivariate Interval-Censored Failure Time Data. (2017). Zhou, Qingning ; Sun, Jianguo ; Hu, Tao. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:664-672.

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2017Imputing missing values in unevenly spaced clinical time series data to build an effective temporal classification framework. (2017). Nancy, Jane Y ; Arputharaj, Kannan ; Khanna, Nehemiah H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:63-79.

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2017Control charts for multivariate spatial autoregressive models. (2017). Garthoff, Robert ; Otto, Philipp. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:1:d:10.1007_s10182-016-0276-x.

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2017Approximate maximum likelihood estimation of the Bingham distribution. (2017). Bee, Marco ; Espa, Giuseppe ; Benedetti, Roberto. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:84-96.

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2017Multivariate analysis of variance for functional data. (2017). Gorecki, T. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:12:p:2172-2189.

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2017Asymptotic properties of a component-wise ARH(1) plug-in predictor. (2017). Alvarez-Liebana, J ; Ruiz-Medina, M D ; Bosq, D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:12-34.

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2017A Bayesian reliability evaluation method with different types of data from multiple sources. (2017). Wang, Lizhi ; Xuan, Jinquan ; Fan, Wenhui ; Pan, Rong. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:167:y:2017:i:c:p:128-135.

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2017A multilevel latent Markov model for the evaluation of nursing homes performance. (2017). Bartolucci, Francesco ; Doretti, Marco ; Montanari, Giorgio E. In: MPRA Paper. RePEc:pra:mprapa:80691.

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2017Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso. (2017). Zeng, Peng ; Li, Xiaoyu ; Hu, Qinqin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:989-1008.

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2017Fast tests for the two-sample problem based on the empirical characteristic function. (2017). Jimenez-Gamero, M D ; Barranco-Chamorro, I ; Jodra, P ; Alba-Fernandez, M V. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:137:y:2017:i:c:p:390-410.

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2017Minimum distance estimators for count data based on the probability generating function with applications. (2017). Jimenez-Gamero, M D ; Batsidis, A. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:5:d:10.1007_s00184-017-0614-3.

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2017Prédiction de l’usage des sols sur un zonage régulier à différentes résolutions et à partir de covariables facilement accessibles. (2017). THOMAS-AGNAN, Christine ; Ruiz-Gazen, Anne ; CHAKIR, RAJA ; Vignes, Celine ; Laurent, Thibault. In: TSE Working Papers. RePEc:tse:wpaper:31517.

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2017A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168.

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2017Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design. (2017). McGree, J M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:207-225.

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2017A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data. (2017). Lv, Jing ; Li, Yalian ; Yang, HU ; Guo, Chaohui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:129-144.

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2017Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data. (2017). Lv, Jing ; Guo, Chaohui. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-017-0714-6.

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2017A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations. (2017). Westgate, Philip M ; Burchett, Woodrow W. In: The American Statistician. RePEc:taf:amstat:v:71:y:2017:i:4:p:344-353.

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2017Discriminating membrane proteins using the joint distribution of length sums of success and failure runs. (2017). Bersimis, Sotirios ; Bagos, Pantelis G ; Sachlas, Athanasios. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:2:d:10.1007_s10260-016-0370-y.

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2017Statistical modelling of a terrorist network. (2017). Aitkin, Murray ; Francis, Brian ; Vu, Duy . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:3:p:751-768.

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2017Missing value imputation for gene expression data by tailored nearest neighbors. (2017). Shahla, Faisal ; Gerhard, Tutz . In: Statistical Applications in Genetics and Molecular Biology. RePEc:bpj:sagmbi:v:16:y:2017:i:2:p:95-106:n:1.

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2017A doubly sparse approach for group variable selection. (2017). Kwon, Sunghoon ; Kim, Yongdai ; Lee, Sangin ; Jang, Woncheol ; Ahn, Jeongyoun. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0571-z.

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2017Generalized mixed effects regression trees. (2017). Hajjem, Ahlem ; Bellavance, Franois ; Larocque, Denis. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:114-118.

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2017Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart. (2017). Ritschard, Gilbert ; Burgin, Reto . In: Journal of Statistical Software. RePEc:jss:jstsof:v:080:i06.

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Recent citations received in 2017
YearCiting document
2017Bayesian group bridge for bi-level variable selection. (2017). Mallick, Himel ; Yi, Nengjun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:115-133.

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2017Ultrahigh dimensional feature screening via projection. (2017). Li, Xingxiang ; Song, Fengli ; Lai, Peng ; Wang, Liming ; Cheng, Guosheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:88-104.

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2017Feature screening in large scale cluster analysis. (2017). Banerjee, Trambak ; Mukherjee, Gourab ; Radchenko, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:191-212.

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2017Model free feature screening with dependent variable in ultrahigh dimensional binary classification. (2017). Lai, Peng ; Liu, Zhi ; Chen, Kaiwen ; Song, Fengli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:141-148.

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2017On copula-based conditional quantile estimators. (2017). Remillard, Bruno ; Bouezmarni, Taoufik ; Nasri, Bouchra . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:14-20.

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2017Variable selection through adaptive MAVE. (2017). Rekabdarkolaee, Hossein Moradi ; Wang, Qin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:44-51.

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2017Monotonicity properties of spatial depth. (2017). Nagy, Stanislav . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:373-378.

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2017Risk Measurement and Risk Modelling Using Applications of Vine Copulas. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713.

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2017The STIRPAT Analysis on Carbon Emission in Chinese Cities: An Asymmetric Laplace Distribution Mixture Model. (2017). Wang, Shan Shan ; Hu, Jie ; Zheng, Haitao ; Zhao, Tianhao. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2237-:d:121477.

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2017Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008). (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:120.

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2017Einsatz von Machine-Learning-Verfahren in amtlichen Unternehmensstatistiken. (2017). Dumpert, Florian ; Beck, Martin. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:11:y:2017:i:2:d:10.1007_s11943-017-0208-6.

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2017Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model. (2017). Punzo, Antonio ; McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:34:y:2017:i:2:d:10.1007_s00357-017-9234-x.

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2017A Model-Based Approach to Simultaneous Clustering and Dimensional Reduction of Ordinal Data. (2017). Rocci, Roberto ; Ranalli, Monia . In: Psychometrika. RePEc:spr:psycho:v:82:y:2017:i:4:d:10.1007_s11336-017-9578-5.

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2017Nonparametric latency estimation for mixture cure models. (2017). Lopez-Cheda, Ana ; Cao, Ricardo ; Jacome, Amalia M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0515-1.

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2017A Simultaneous Equation Approach to Estimating HIV Prevalence With Nonignorable Missing Responses. (2017). McGovern, Mark ; Wood, Simon N ; Barnighausen, Till ; Radice, Rosalba ; Marra, Giampiero. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:484-496.

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2017Large dynamic covariance matrices. (2017). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert. In: ECON - Working Papers. RePEc:zur:econwp:231.

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Recent citations received in 2016
YearCiting document
2016A Bayesian Look at American Academic Wages: The Case of Michigan State University. (2016). Lubrano, Michel ; Benzidia, Majda. In: AMSE Working Papers. RePEc:aim:wpaimx:1628.

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2016Modelling Aggregation on the Large Scale and Regularity on the Small Scale in Spatial Point Pattern Datasets. (2016). Moller, Jesper ; Lavancier, Frederic . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:2:p:587-609.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436.

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2016D-Trace precision matrix estimator with eigenvalue control. (2016). Avagyan, Vahe . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23410.

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2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

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2016Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16.

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2016Maximum likelihood estimation of triangular and polygonal distributions. (2016). McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:23-36.

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2016Linear mixed models with marginally symmetric nonparametric random effects. (2016). McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:151-169.

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2016Functional archetype and archetypoid analysis. (2016). Epifanio, Irene . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:24-34.

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2016Partial identification in the statistical matching problem. (2016). McLachlan, Geoffrey J ; Lee, Sharon X ; Pyne, Saumyadipta ; Ahfock, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:79-90.

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2016Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures. (2016). McNicholas, Paul D ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:133-150.

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2016Robust testing for superiority between two regression curves. (2016). Boente, Graciela ; Pardo-Fernandez, Juan Carlos . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:151-168.

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2016Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454.

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2016A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Lin, Boqiang ; Xu, Bin. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342.

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2016Score-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.

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2016A local factor nonparametric test for trend synchronism in multiple time series. (2016). Lyubchich, Vyacheslav ; Gel, Yulia R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:91-104.

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2016Appraisal of natural resources rents and economic development. (2016). Maksimovi, Goran ; Jovi, Sran ; Jovovi, David . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:289-291.

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2016Novel and simple non-parametric methods of estimating the joint and marginal densities. (2016). Alghalith, Moawia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:454:y:2016:i:c:p:94-98.

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2016The exceedance and cross-correlations between the gold spot and futures markets. (2016). Jiang, Wei ; Ruan, Qingsong ; Huang, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:139-151.

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2016Operating performance, industry agglomeration and its spatial characteristics of Chinese photovoltaic industry. (2016). Wen, Haojie ; Li, Xinxing ; Wang, Jie Qiong ; Zhang, LingXian ; Fu, Zetian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:65:y:2016:i:c:p:373-386.

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2016Laplace mixture autoregressive models. (2016). Nguyen, Hien D ; Janke, Andrew L ; Jeremy, ; McLachlan, Geoffrey J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:18-24.

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2016Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:93114.

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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492.

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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25:d:69492.

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2016A Bayesian Look at American Academic Wages: The Case of Michigan State University. (2016). Lubrano, Michel ; Benzidia, Majda. In: Working Papers. RePEc:hal:wpaper:halshs-01358882.

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2016Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:igi:igierp:591.

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2016A Correction to Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data by Li, Simar & Zelenyuk (2014, CSDA). (2016). Racine, Jeffrey. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2016-01.

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2016On the Observed-Data Deviance Information Criterion for Volatility Modeling. (2016). Grant, Angelia ; Chan, Joshua. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:14:y:2016:i:4:p:772-802..

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2016Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach. (2016). Cordero, Jose Manuel ; Polo, Cristina ; Pisaflores, Elsa C ; Pedraja-Chaparro, Francisco . In: MPRA Paper. RePEc:pra:mprapa:70674.

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2016Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2016). Demouche, Nacer ; Al-Eid, Eid ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:75770.

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2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis. In: Working Papers. RePEc:pre:wpaper:201637.

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2016Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:116.

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2016Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9.

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2016Piecewise Regression Mixture for Simultaneous Functional Data Clustering and Optimal Segmentation. (2016). Chamroukhi, Faicel . In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9212-8.

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2016Compounding of distributions: a survey and new generalized classes. (2016). Tahir, Muhammad H ; Cordeiro, Gauss M. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0052-1.

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2016Bayesian Analysis of Composite Quantile Regression. (2016). Alhamzawi, Rahim. In: Statistics in Biosciences. RePEc:spr:stabio:v:8:y:2016:i:2:d:10.1007_s12561-016-9158-8.

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2016Joint analysis of nonlinear heterogeneous longitudinal data and binary outcome: an application to AIDS clinical studies. (2016). Lu, Xiaosun ; Zhou, Rong ; Huang, Yangxin. In: Journal of Applied Statistics. RePEc:taf:japsta:v:43:y:2016:i:15:p:2713-2728.

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2016Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160044.

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2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160076.

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2016Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Omori, Yasuhiro ; Kurose, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1024.

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2016Estimating and forecasting generalized fractional Long memory stochastic volatility models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1608.

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2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1615.

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2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

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Recent citations received in 2015
YearCiting document
2015D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M ; Nogales, Francisco J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21775.

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2015Approximate maximum likelihood estimation of the autologistic model. (2015). Bee, Marco ; Giuliani, Diego ; Espa, Giuseppe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:84:y:2015:i:c:p:14-26.

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2015Kappa statistic for clustered physician–patients polytomous data. (2015). Zhou, Ming ; Yang, Zhao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:1-17.

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2015Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering. (2015). Wraith, Darren ; Forbes, Florence . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:90:y:2015:i:c:p:61-73.

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2015Modeling electoral choices in multiparty systems with high-dimensional data: A regularized selection of parameters using the lasso approach. (2015). Mauerer, Ingrid ; Tutz, Gerhard ; Thurner, Paul W ; Possnecker, Wolfgang . In: Journal of choice modelling. RePEc:eee:eejocm:v:16:y:2015:i:c:p:23-42.

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2015Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:175-191.

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2015Interval estimation for proportional reversed hazard family based on lower record values. (2015). Wang, Bing Xing ; Yu, Keming ; Coolen, Frank P. A., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:115-122.

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2015Safety Margins for Systematic Biometric and Financial Risk in a Semi-Markov Life Insurance Framework. (2015). Niemeyer, Andreas . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:1:p:35-60:d:44878.

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2015Tabellenauswertungen im Zensus unter Berücksichtigung fehlender Werte. (2015). Enderle, Tobias ; Kolb, Jan-Philipp ; Munnich, Ralf ; Gabler, Siegfried ; Zimmermann, Thomas ; Burgard, Jan Pablo ; Bruch, Christian . In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:9:y:2015:i:3:p:269-304.

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2015Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory . (2015). Ito, Tsubasa ; Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2015cf995.

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Recent citations received in 2014
YearCiting document
2014Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input. (2014). Addo, Peter Martey. In: Papers. RePEc:arx:papers:1407.7738.

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2014Modelling 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.

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2014Financial frictions in the Euro Area and the United States: a Bayesian assessment. (2014). Villa, Stefania. In: BCAM Working Papers. RePEc:bbk:bbkcam:1407.

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2014Time-series models with an EGB2 conditional distribution. (2014). Harvey, Andrew ; Caivano, Michele. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:6:p:558-571.

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2014Methods of Reducing Dimension for Functional Data. (2014). Woyski, Waldemar ; Waszak, Ukasz ; Gorecki, Tomasz ; Krzyko, Mirosaw. In: Statistics in Transition new series. RePEc:csb:stintr:v:15:y:2014:i:2:p:231-242.

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2014Robust 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.

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2014A 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.

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2014Estimating 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.

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2014Theoretical 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.

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2014Spatial 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.

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2014A 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.

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2014Probabilistic 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.

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2014Forecasting 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.

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2014Parameter 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.

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2014Semi-parametric estimation of Brown–Proschan preventive maintenance effects and intrinsic wear-out. (2014). Doyen, Luc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:206-222.

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2014Mixtures of skew-t factor analyzers. (2014). Murray, Paula M. ; Browne, Ryan P. ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:326-335.

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2014Variable 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.

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2014Efficient 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.

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2014The 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.

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2014Evaluation 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.

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2014The functional central limit theorem and structural change test for the HAR(∞) model. (2014). Lee, Oesook . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:370-373.

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2014Bayesian exploratory factor analysis. (2014). Heckman, James ; Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia ; Piatek, Remi. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:31-57.

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2014Bandwidth selection by cross-validation for forecasting long memory financial time series. (2014). Papailias, Fotis ; Baillie, Richard T. ; Kapetanios, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:129-143.

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2014A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models. (2014). Dufays, Arnaud ; Bauwens, Luc ; de Backer, Bruno . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:207-229.

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2014Persistence in the banking industry: Fractional integration and breaks in memory. (2014). Rodrigues, Paulo ; Hassler, Uwe ; Rubia, Antonio ; Rodrigues, Paulo M. M., . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:95-112.

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2014Detecting 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.

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2014An 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.

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2014The 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.

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2014Estimation of multivariate critical layers: Applications to rainfall data. (2014). di Bernardino, Elena. In: Working Papers. RePEc:hal:wpaper:hal-00940089.

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2014The 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.

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2014Bayesian Exploratory Factor Analysis. (2014). Piatek, Rémi ; Heckman, James ; Conti, Gabriella ; Fruehwirth-Schnatter, Sylvia . In: Working Papers. RePEc:hka:wpaper:2014-014.

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2014Bayesian exploratory factor analysis. (2014). Piatek, Rémi ; Heckman, James ; Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia . In: CeMMAP working papers. RePEc:ifs:cemmap:30/14.

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2014John Meynard Keynes : une synthèse biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-498.

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2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014Bayesian Exploratory Factor Analysis. (2014). Piatek, Rémi ; Heckman, James ; Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia . In: IZA Discussion Papers. RePEc:iza:izadps:dp8338.

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2014Bayesian Exploratory Factor Analysis. (2014). Piatek, Rémi ; Heckman, James ; Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia . In: NRN working papers. RePEc:jku:nrnwps:2014_08.

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2014Estimating Stable Factor Models By Indirect Inference. (2014). Halbleib, Roxana ; Calzolari, Giorgio. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1425.

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2014Estimating a DSGE model with Limited Asset Market Participation for the Euro Area. (2014). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Working Papers. RePEc:mib:wpaper:286.

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2014Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis. In: PIER Working Paper Archive. RePEc:pen:papers:14-037.

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2014Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis. In: PIER Working Paper Archive. RePEc:pen:papers:14-045.

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2014A note on approximating moments of least squares estimators. (2014). Liu-Evans, Gareth. In: MPRA Paper. RePEc:pra:mprapa:57543.

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2014Time-Varying Persistence in US Inflation. (2014). GUPTA, RANGAN ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:201457.

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2014Row–column 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.

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2014Extensions of some classical methods in change point analysis. (2014). Horvath, Lajos ; Rice, Gregory . 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.

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2014Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density. (2014). Shang, Han Lin. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:3:p:599-615.

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2014Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility. (2014). Huber, Florian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp179.

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2014Forecasting Global Equity Indices using Large Bayesian VARs. (2014). Huber, Florian ; Krisztin, Tamas ; Piribauer, Philipp. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp184.

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2014Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility. (2014). Huber, Florian. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:4280.

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2014Forecasting Global Equity Indices Using Large Bayesian VARs. (2014). Huber, Florian ; Piribauer, Philipp ; Krisztin, Tamas. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:4318.

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