DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadÃÂstica
Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
9
Impact Factor
0.12
5 Years IF
0.16
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
[Incorrect content? Let us
know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1992 | 0 | 0.1 | 0 | 0 | 3 | 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1993 | 0 | 0.13 | 0.03 | 0 | 28 | 31 | 17 | 1 | 1 | 3 | 3 | 1 | 100 | 1 | 0.04 | 0.07 | ||
| 1994 |  0.03 |
0.13 | 0.04 | 0.03 | 19 | 50 | 3 | 2 | 3 | 31 | 1 | 31 | 1 | 2 | 100 | 1 | 0.05 | 0.06 |
| 1995 | 0.06 |
0.18 | 0.05 | 0.06 | 26 | 76 | 38 | 4 | 7 | 47 | 3 | 50 | 3 | 4 | 100 | 0 | 0.09 | |
| 1996 | 0.04 |
0.22 | 0.08 | 0.07 | 25 | 101 | 26 | 8 | 15 | 45 | 2 | 76 | 5 | 4 | 50 | 3 | 0.12 | 0.11 |
| 1997 | 0.06 |
0.23 | 0.06 | 0.05 | 27 | 128 | 44 | 8 | 23 | 51 | 3 | 101 | 5 | 4 | 50 | 3 | 0.11 | 0.12 |
| 1998 |  0.25 |
0.24 | 0.12 | 0.13 | 33 | 161 | 35 | 20 | 43 | 52 | 13 | 125 | 16 | 6 | 30 | 4 | 0.12 | 0.15 |
| 1999 | 0.22 |
0.32 | 0.12 | 0.15 | 34 | 195 | 32 | 23 | 66 | 60 | 13 | 130 | 19 | 12 | 52.2 | 1 | 0.03 | 0.21 |
| 2000 | 0.13 |
0.46 | 0.06 | 0.08 | 32 | 227 | 14 | 14 | 80 | 67 | 9 | 145 | 12 | 6 | 42.9 | 2 | 0.06 | 0.2 |
| 2001 | 0.06 |
0.39 | 0.11 | 0.11 | 29 | 256 | 60 | 28 | 108 | 66 | 4 | 151 | 16 | 6 | 21.4 | 3 | 0.1 | 0.22 |
| 2002 | 0.08 |
0.42 | 0.05 | 0.06 | 11 | 267 | 16 | 13 | 121 | 61 | 5 | 155 | 10 | 3 | 23.1 | 0 | 0.24 | |
| 2003 | 0.08 |
0.41 | 0.06 | 0.06 | 16 | 283 | 12 | 17 | 139 | 40 | 3 | 139 | 8 | 8 | 47.1 | 2 | 0.13 | 0.24 |
| 2004 | 0.22 |
0.47 | 0.08 | 0.07 | 17 | 300 | 30 | 23 | 162 | 27 | 6 | 122 | 8 | 7 | 30.4 | 2 | 0.12 | 0.27 |
| 2005 | 0.09 |
0.49 | 0.06 | 0.12 | 11 | 311 | 8 | 20 | 182 | 33 | 3 | 105 | 13 | 1 | 5 | 0 | 0.29 | |
| 2006 | 0.21 |
0.48 | 0.06 | 0.14 | 19 | 330 | 15 | 21 | 203 | 28 | 6 | 84 | 12 | 4 | 19 | 2 | 0.11 | 0.26 |
| 2007 | 0.1 |
0.4 | 0.04 | 0.09 | 18 | 348 | 7 | 14 | 217 | 30 | 3 | 74 | 7 | 3 | 21.4 | 2 | 0.11 | 0.22 |
| 2008 | 0.08 |
0.45 | 0.07 | 0.12 | 26 | 374 | 6 | 26 | 243 | 37 | 3 | 81 | 10 | 3 | 11.5 | 0 | 0.23 | |
| 2009 | 0.02 |
0.43 | 0.05 | 0.09 | 23 | 397 | 10 | 20 | 263 | 44 | 1 | 91 | 8 | 2 | 10 | 0 | 0.23 | |
| 2010 | 0.02 |
0.37 | 0.04 | 0.04 | 26 | 423 | 21 | 16 | 279 | 49 | 1 | 97 | 4 | 0 | 0 | 0.19 | ||
| 2011 | 0.06 |
0.47 | 0.04 | 0.04 | 28 | 451 | 23 | 17 | 297 | 49 | 3 | 112 | 4 | 1 | 5.9 | 1 | 0.04 | 0.25 |
| 2012 | 0.2 |
0.5 | 0.06 | 0.11 | 20 | 471 | 16 | 29 | 326 | 54 | 11 | 121 | 13 | 0 | 1 | 0.05 | 0.26 | |
| 2013 | 0.15 |
0.52 | 0.06 | 0.15 | 31 | 502 | 24 | 29 | 355 | 48 | 7 | 123 | 19 | 5 | 17.2 | 2 | 0.06 | 0.24 |
| 2014 | 0.18 |
0.55 | 0.06 | 0.12 | 23 | 525 | 9 | 29 | 384 | 51 | 9 | 128 | 15 | 3 | 10.3 | 0 | 0.28 | |
| 2015 | 0.13 |
0.54 | 0.05 | 0.12 | 22 | 547 | 16 | 27 | 412 | 54 | 7 | 128 | 15 | 3 | 11.1 | 0 | 0.28 | |
| 2016 | 0.09 |
0.58 | 0.04 | 0.06 | 14 | 561 | 5 | 20 | 432 | 45 | 4 | 124 | 7 | 4 | 20 | 0 | 0.29 | |
| 2017 | 0.22 |
0.6 | 0.07 | 0.18 | 19 | 580 | 4 | 40 | 472 | 36 | 8 | 110 | 20 | 8 | 20 | 0 | 0.3 | |
| 2018 | 0.12 |
0.62 | 0.04 | 0.16 | 5 | 585 | 0 | 26 | 498 | 33 | 4 | 109 | 17 | 2 | 7.7 | 0 | 0.33 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1995 | Investigating the relationship between gold and silver prices. (1995). Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4517. Full description at Econpapers || Download paper | 28 |
| 2 | 2001 | Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704. Full description at Econpapers || Download paper | 19 |
| 3 | 1999 | On the asymptotic theory of subsampling. (1999). Wolf, Michael ; Politis, Dimitris N ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6334. Full description at Econpapers || Download paper | 17 |
| 4 | 1997 | Threshold unit root models. (1997). Gonzalez-Rozada, Martin ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6214. Full description at Econpapers || Download paper | 17 |
| 5 | 2001 | Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415. Full description at Econpapers || Download paper | 13 |
| 6 | 2004 | Variance changes detection in multivariate time series. (2004). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws041305. Full description at Econpapers || Download paper | 11 |
| 7 | 1996 | Nonlinear cointegration and nonlinear error correction. (1996). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4546. Full description at Econpapers || Download paper | 9 |
| 8 | 2004 | Econometric modelling for short-term inflation forecasting in the EMU.. (2004). Espasa, Antoni ; Albacete, Rebeca . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws034309. Full description at Econpapers || Download paper | 9 |
| 9 | 2010 | First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103923. Full description at Econpapers || Download paper | 9 |
| 10 | 2001 | GMM estimation of a production function with panel data : an application to Spanish manufacturing firms. (2001). Sánchez-Mangas, RocÃÂo ; Alonso-Borrego, César ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws015527. Full description at Econpapers || Download paper | 8 |
| 11 | 2015 | A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501. Full description at Econpapers || Download paper | 8 |
| 12 | 2001 | Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors. (2001). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws013723. Full description at Econpapers || Download paper | 7 |
| 13 | 1997 | Nonlinear cointegration with mixing errors. (1997). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6204. Full description at Econpapers || Download paper | 7 |
| 14 | 1998 | The correlogram of a long memory process plus a simple noise. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:9820. Full description at Econpapers || Download paper | 6 |
| 15 | 1996 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (1996). Ng, Serena ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6203. Full description at Econpapers || Download paper | 6 |
| 16 | 2010 | A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. (2010). Galeano, Pedro ; Ausin, Concepcion ; Ghosh, Pulak. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103822. Full description at Econpapers || Download paper | 6 |
| 17 | 2002 | Estimation methods for stochastic volatility models: a survey. (2002). Ruiz, Esther ; Broto, Carmen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws025414. Full description at Econpapers || Download paper | 6 |
| 18 | 1999 | Subsampling intervals in autoregressive models with linear time trend. (1999). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6400. Full description at Econpapers || Download paper | 6 |
| 19 | 2006 | Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH. (2006). Veiga, Helena ; Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws066016. Full description at Econpapers || Download paper | 6 |
| 20 | 2002 | Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis. (2002). Poncela, Pilar ; Espasa, Antoni ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws020301. Full description at Econpapers || Download paper | 6 |
| 21 | 2013 | The Mahalanobis distance for functional data with applications to classification. (2013). Galeano, Pedro ; Joseph, Esdras ; Lillo, Rosa E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131312. Full description at Econpapers || Download paper | 6 |
| 22 | 1993 | Cointegration and common factors. (1993). Escribano, Alvaro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3680. Full description at Econpapers || Download paper | 6 |
| 23 | 2002 | Pseudo-maximum likelihood estimation of a dynamic structural investment model. (2002). Sánchez-Mangas, RocÃÂo ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws026218. Full description at Econpapers || Download paper | 5 |
| 24 | 1996 | P-values for non-standard distributions with an application to the DF test. (1996). Gonzalo, Jesus ; Adda, Jerome. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4541. Full description at Econpapers || Download paper | 5 |
| 25 | 2001 | Is stochastic volatility more flexible than garch?. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010805. Full description at Econpapers || Download paper | 5 |
| 26 | 1997 | ECM tests for cointegration in a single equation framework. (1997). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10607. Full description at Econpapers || Download paper | 4 |
| 27 | 1998 | Subsampling confidence intervals for the autoregressive root. (1998). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6268. Full description at Econpapers || Download paper | 4 |
| 28 | 2012 | National minimum wage and labour market outcomes of young workers. (2012). Tena, Juan de Dios ; Fidrmuc, Jan ; Juan de Dios Tena, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121209. Full description at Econpapers || Download paper | 4 |
| 29 | 2013 | Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605. Full description at Econpapers || Download paper | 4 |
| 30 | 2005 | Forecasting inflation in the euro area using monthly time series models and quarterly econometric models. (2005). Espasa, Antoni ; Albacete, Rebeca . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws050401. Full description at Econpapers || Download paper | 4 |
| 31 | 2016 | Discovering common trends in a large set of disaggregates: statistical procedures and their properties. (2016). Espasa, Antoni ; Carlomagno, Guillermo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1519. Full description at Econpapers || Download paper | 4 |
| 32 | 2008 | Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws087326. Full description at Econpapers || Download paper | 4 |
| 33 | 2013 | Correlations between oil and stock markets : a wavelet-based approach. (2013). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130504. Full description at Econpapers || Download paper | 4 |
| 34 | 2011 | Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015. Full description at Econpapers || Download paper | 4 |
| 35 | 1998 | Searching for fractional evidence using combined unit root tests. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10613. Full description at Econpapers || Download paper | 4 |
| 36 | 2004 | Stochastic volatility models and the Taylor effect. (2004). Ruiz, Esther ; Mora-Galan, Alberto ; Perez, Ana . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws046315. Full description at Econpapers || Download paper | 4 |
| 37 | 1997 | On the properties of the Dickey-Pantula test against fractional alternatives. (1997). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4549. Full description at Econpapers || Download paper | 3 |
| 38 | 2014 | Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients. (2014). Sarmiento, Miguel ; Galan, Jorge. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws142013. Full description at Econpapers || Download paper | 3 |
| 39 | 2015 | Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk. (2015). Ruiz, Esther ; Hotta, Luiz ; Trucos, Carlos . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1523. Full description at Econpapers || Download paper | 3 |
| 40 | 2003 | Generalized spectral tests for the martingale difference hypothesis. (2003). Velasco, Carlos ; Escanciano, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws035312. Full description at Econpapers || Download paper | 3 |
| 41 | 2009 | Wavelet-based detection of outliers in volatility models. (2009). Veiga, Helena ; Grane, Aurea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws090403. Full description at Econpapers || Download paper | 3 |
| 42 | 1998 | Asymptotic and bootstrap specification tests of nonlinear in variable econometric models. (1998). Lavergne, Pascal ; Dominguez, Manuel A ; Delgado, Miguel A. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4674. Full description at Econpapers || Download paper | 3 |
| 43 | 2006 | Modelling monetary transmission in UK manufacturing industry. (2006). Tremayne, Andrew ; Tena, Juan de Dios. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws062911. Full description at Econpapers || Download paper | 3 |
| 44 | 1995 | Nonlinear time series models: consistency and asymptotic normality of nls under new conditions. (1995). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6202. Full description at Econpapers || Download paper | 3 |
| 45 | 2005 | Bayesian estimation of the gaussian mixture garch model. (2005). Galeano, Pedro ; Ausin, Maria Concepcion. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws053605. Full description at Econpapers || Download paper | 3 |
| 46 | 1998 | FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes. (1998). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4672. Full description at Econpapers || Download paper | 3 |
| 47 | 2011 | Mixtures of g-priors for bayesian model averaging with economic applications. (2011). Steel, Mark ; Ley, Eduardo ; Mark F. J. Steel, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112116. Full description at Econpapers || Download paper | 3 |
| 48 | 2000 | Notes on time serie analysis, ARIMA models and signal extraction. (2000). Maravall, Agustin ; Kaiser, Regina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10058. Full description at Econpapers || Download paper | 3 |
| 49 | 2007 | The effect of realised volatility on stock returns risk estimates. (2007). Veiga, Helena ; Grane, Aurea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws076316. Full description at Econpapers || Download paper | 3 |
| 50 | 2013 | Lasso variable selection in functional regression. (2013). Romo, Juan ; Lillo, Rosa E. ; Mingotti, Nicola . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131413. Full description at Econpapers || Download paper | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2015 | A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501. Full description at Econpapers || Download paper | 6 |
| 2 | 2013 | The Mahalanobis distance for functional data with applications to classification. (2013). Galeano, Pedro ; Joseph, Esdras ; Lillo, Rosa E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131312. Full description at Econpapers || Download paper | 5 |
| 3 | 2004 | Variance changes detection in multivariate time series. (2004). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws041305. Full description at Econpapers || Download paper | 5 |
| 4 | 2001 | Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704. Full description at Econpapers || Download paper | 4 |
| 5 | 2001 | Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415. Full description at Econpapers || Download paper | 4 |
| 6 | 2013 | Correlations between oil and stock markets : a wavelet-based approach. (2013). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130504. Full description at Econpapers || Download paper | 3 |
| 7 | 2016 | Discovering common trends in a large set of disaggregates: statistical procedures and their properties. (2016). Espasa, Antoni ; Carlomagno, Guillermo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1519. Full description at Econpapers || Download paper | 3 |
| 8 | 2012 | More is not always better : back to the Kalman filter in dynamic factor models. (2012). Ruiz, Esther ; Poncela, Pilar. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws122317. Full description at Econpapers || Download paper | 3 |
| 9 | 1999 | On the asymptotic theory of subsampling. (1999). Wolf, Michael ; Politis, Dimitris N ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6334. Full description at Econpapers || Download paper | 3 |
| 10 | 2017 | Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers || Download paper | 2 |
| 11 | 2015 | Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk. (2015). Ruiz, Esther ; Hotta, Luiz ; Trucos, Carlos . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1523. Full description at Econpapers || Download paper | 2 |
| 12 | 2011 | Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015. Full description at Econpapers || Download paper | 2 |
| 13 | 2013 | A multivariate extension of a vector of Poisson- Dirichlet processes. (2013). Leisen, Frabrizio ; Zhu, W.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws132220. Full description at Econpapers || Download paper | 2 |
| 14 | 2002 | Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis. (2002). Poncela, Pilar ; Espasa, Antoni ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws020301. Full description at Econpapers || Download paper | 2 |
| 15 | 2014 | Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients. (2014). Sarmiento, Miguel ; Galan, Jorge. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws142013. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 4
| Year | Title | |
|---|---|---|
| 2018 | Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623. Full description at Econpapers || Download paper | |
| 2018 | Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593. Full description at Econpapers || Download paper | |
| 2018 | De-risking strategy: Longevity spread buy-in. (2018). Damato, Valeria ; Sibillo, Marilena ; Sagoo, Pretty ; Haberman, Steven ; di Lorenzo, Emilia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:124-136. Full description at Econpapers || Download paper | |
| 2018 | Variational Inference for high dimensional structured factor copulas. (2018). Nguyen, Hoang ; Ausin, Maria Concepcion ; san Miguel, Pedro Galeano . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27652. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2017
| Year | Citing document |
|---|
Recent citations received in 2016
| Year | Citing document |
|---|
Recent citations received in 2015
| Year | Citing document |
|---|
10 most frequent citing series