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

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
19
Impact Factor
0
5 Years IF
0
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 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 49 49 40 0 0 0 0 0 0.06
1995 0.02 0.18 0.06 0.02 82 131 260 7 8 49 1 49 1 0 6 0.07 0.09
1996 0.15 0.22 0.13 0.15 96 227 356 30 38 131 20 131 20 0 8 0.08 0.11
1997 0.22 0.23 0.19 0.18 104 331 241 61 102 178 39 227 40 34 55.7 11 0.11 0.12
1998 0.15 0.24 0.13 0.13 115 446 223 59 161 200 30 331 42 22 37.3 7 0.06 0.15
1999 0.14 0.32 0.15 0.13 102 548 150 82 243 219 31 446 58 19 23.2 6 0.06 0.21
2000 0.18 0.46 0.15 0.16 118 666 228 98 343 217 40 499 79 5 5.1 5 0.04 0.2
2001 0.13 0.39 0.13 0.13 103 769 231 100 443 220 29 535 71 5 5 8 0.08 0.22
2002 0.15 0.42 0.1 0.1 84 853 142 86 529 221 34 542 55 10 11.6 8 0.1 0.24
2003 0.18 0.41 0.15 0.11 51 904 106 137 666 187 34 522 56 7 5.1 11 0.22 0.24
2004 0.19 0.47 0.14 0.15 0 904 0 123 789 135 26 458 69 0 0 0.27
2005 0.41 0.49 0.14 0.17 0 904 0 131 920 51 21 356 59 0 0 0.29
2006 0 0.48 0.14 0.16 0 904 0 124 1044 0 238 37 0 0 0.26
2007 0 0.4 0.11 0.16 0 904 0 98 1142 0 135 21 0 0 0.22
2008 0 0.45 0.1 0.08 0 904 0 87 1229 0 51 4 0 0 0.23
2009 0 0.43 0.07 0 0 904 0 67 1296 0 0 0 0 0.23
2010 0 0.37 0.09 0 0 904 0 82 1378 0 0 0 0 0.19
2011 0 0.47 0.09 0 0 904 0 77 1455 0 0 0 0 0.25
2012 0 0.5 0.09 0 0 904 0 79 1534 0 0 0 0 0.26
2013 0 0.52 0.09 0 0 904 0 78 1612 0 0 0 0 0.24
2014 0 0.55 0.08 0 0 904 0 71 1683 0 0 0 0 0.28
2015 0 0.54 0.08 0 0 904 0 74 1757 0 0 0 0 0.28
2016 0 0.58 0.09 0 0 904 0 77 1834 0 0 0 0 0.29
2017 0 0.6 0.08 0 0 904 0 74 1908 0 0 0 0 0.3
2018 0 0.62 0.06 0 0 904 0 55 1963 0 0 0 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
#YearTitleCited
12001Bootstrap methods for time series. (2001). Härdle, Wolfgang ; Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

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78
21995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

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72
31996Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator. (1996). Horowitz, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199644.

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65
41996Discussion. (1996). Yang, Lucy ; Härdle, Wolfgang ; MARRON, J. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199665.

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61
51996A Review of Nonparametric Time Series Analysis. (1996). Lütkepohl, Helmut ; Härdle, Wolfgang ; chen, Richel ; Lutkepohl, H. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

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50
61998Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

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40
71995How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment. (1995). Bertschek, Irene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19957.

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39
82000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

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38
91998On estimation of monotone and concave frontier functions. (1998). Simar, Leopold ; Park, Byeong U. ; Gijbels, Irene ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19989.

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32
101997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

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29
112003Implied volatility string dynamics. (2003). Härdle, Wolfgang ; Fengler, Matthias ; Mammen, Enno ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200354.

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27
121997Semiparametric analysis of German East-West migration intentions: Facts and theory. (1997). Werwatz, Axel ; Müller, Marlene ; Härdle, Wolfgang ; Burda, Michael ; Hardle, Wolfgang ; MichaelC. Burda, ; Muller, Marlene . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19983.

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27
131996Matching Across Space: Evidence on Mobility in the Czech Republik. (1996). Burda, Michael ; PROFIT, S.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199611.

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27
141996Nonparametric Vector Autoregression. (1996). Yang, Lucy ; Tsybakov, Alexandre ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199661.

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26
151995Bootstrap Methods In Econometrics: Theory And Numerical Performance. (1995). HOROWITZ, J. L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199563.

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26
161998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

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23
171997Nonparametric lag selection for time series. (1997). Yang, Lijian ; Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199759.

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23
181996Smoothing Splines And Shape Restrictions. (1996). THOMAS-AGNAN, Christine ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

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22
191995Changes in the World Income Distribution: a Non-Parametric Approach to Challenge the Neo-Classical Convergence Argument. (1995). Desdoigts, Alain. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199515.

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22
20Trust and reciprocity in the investment game with indirect reward. (2000). Marchand, Nadège ; Güth, Werner ; Nehring, Klaus ; Guth, Werner ; WERNER GÜTH, ; Konigstein, Manfred . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:2000110.

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19
21Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. (1997). Dahlhaus, Rainer ; Neumann, M. ; von Sachs, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199734.

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19
222000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

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19
232002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed. (2002). Hoffmann, Marc ; Gobet, Emmanuel ; Rei, Markus . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200257.

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19
241997On the reliability of reprocal fairness -An experimental study-. (1997). Rullière, Jean-Louis ; Marchand, Nadège ; Güth, Werner ; J.-L. Rulliere, ; Guth, W.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199780.

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18
252000Limited depth of reasoning and failure of cascade formation in the laboratory. (2000). Weizsäcker, Georg ; Kübler, Dorothea ; Kubler, Dorothea ; Weizsacker, Georg. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:20013.

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18
261996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1996). Krolzig, Hans-Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199625.

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18
271997On L2-projections on a space of stochastic integrals. (1997). Schweizer, Martin ; Rheinlander, Thorsten. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199725.

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18
281996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean. (1996). Yang, Lucy ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199662.

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18
292001Test procedures for unit roots in time series with level shifts at unknown time. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200139.

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17
301998Local risk-minimization under transaction costs. (1998). Lamberton, Damien ; Schweizer, Martin ; Pham, Huyen. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

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17
311999A simple variable selection technique for nonlinear models. (1999). Tschernig, Rolf ; Teräsvirta, Timo ; Rech, Gianluigi ; Terasvirta, Timo. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199926.

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17
322003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200324.

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16
332003Consistent Testing for Stochastic Dominance under General Sampling Schemes. (2003). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200331.

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16
342003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200327.

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16
351997Animal spirits, technology shocks and the business cycle. (1997). Weder, Mark. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199761.

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15
361999The local power of some unit root tests for panel data. (1999). Breitung, Jörg. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199969.

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15
371996Direct estimation of low dimensional components in additive models. (1996). Härdle, Wolfgang ; Fan, Jing ; Mammen, Enno ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199617.

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14
381995An Analysis of Transformations for Additive Nonparanetric Regression. (1995). LINTON, OLIVER ; Härdle, Wolfgang ; chen, Richel ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199568.

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14
391998Nonparametric significance testing. (1998). Lavergne, Pascal ; Vuong, Quang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199875.

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14
402000Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus. (2000). Desdoigts, Alain. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200042.

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13
412000A minimal financial market model. (2000). Platen, Eckhard. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

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13
421997Getting Behind The East-West Wage Differential: Theory and Evidence. (1997). Schmidt, Christoph ; Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199777.

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13
431999The repo auctions of the European Central Bank and the vanishing quota puzzle. (1999). Oechssler, Jörg ; Nautz, Dieter. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199979.

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12
442000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200083.

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12
451996How firm-specific is German apprenticeship training?. (1996). Werwatz, Axel. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199612.

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12
462001Predictive accuracy of political stock markets: Empirical evidence from a European perspective. (2001). Schmidt, Carsten ; Berlemann, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200157.

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12
471995Nonparametric Regression. (1995). LINTON, OLIVER ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199529.

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12
482002On the wages of temporary help service workers in Germany. (2002). Werwatz, Axel ; Kvasnicka, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200270.

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11
491994Long Memory in Foreign Exchange Rates Revisited. (1994). Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199446.

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10
502002Adaptive wavelet Galerkin methods for linear inverse problems. (2002). Hoffmann, Marc ; Cohen, Albert ; Rei, Markus . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200250.

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10
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11996Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator. (1996). Horowitz, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199644.

Full description at Econpapers || Download paper

21
21998Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

Full description at Econpapers || Download paper

17
31995How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment. (1995). Bertschek, Irene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19957.

Full description at Econpapers || Download paper

11
41997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

Full description at Econpapers || Download paper

7
52001Bootstrap methods for time series. (2001). Härdle, Wolfgang ; Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

Full description at Econpapers || Download paper

7
62000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

Full description at Econpapers || Download paper

7
71996Matching Across Space: Evidence on Mobility in the Czech Republik. (1996). Burda, Michael ; PROFIT, S.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199611.

Full description at Econpapers || Download paper

7
81995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

Full description at Econpapers || Download paper

5
91998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

Full description at Econpapers || Download paper

5
101998Local risk-minimization under transaction costs. (1998). Lamberton, Damien ; Schweizer, Martin ; Pham, Huyen. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

Full description at Econpapers || Download paper

5
111996A Review of Nonparametric Time Series Analysis. (1996). Lütkepohl, Helmut ; Härdle, Wolfgang ; chen, Richel ; Lutkepohl, H. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

Full description at Econpapers || Download paper

4
121999The local power of some unit root tests for panel data. (1999). Breitung, Jörg. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199969.

Full description at Econpapers || Download paper

4
131997Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. (1997). Dahlhaus, Rainer ; Neumann, M. ; von Sachs, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199734.

Full description at Econpapers || Download paper

3
141997Money growth volatility and the demand for money in Germany: Friedmans volatility hypothesis revisited. (1997). Nautz, Dieter ; Bruggemann, Imke. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199723.

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3
152000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200083.

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3
161994BSDEs with jumps and associated integro-partial differential equations. (1994). PARDOUX, E. ; BUCKDAHN, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199441.

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2
172000A minimal financial market model. (2000). Platen, Eckhard. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

Full description at Econpapers || Download paper

2
182001Test procedures for unit roots in time series with level shifts at unknown time. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200139.

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2
192003Inflation Expectations in the EU: Results from Survey Data. (2003). Nielsen, Hannah . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200313.

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2
202000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

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2
211995Nonparametric Estimation of Additive Seperable Regression Models. (1995). LINTON, OLIVER ; Härdle, Wolfgang ; chen, Richel ; SEVERANCE-LOSSIN, E. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199550.

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2
222003Stock Performance around Share Repurchase Announcements in Germany. (2003). Stehle, Richard ; Seifert, Udo . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200348.

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2
231995Bootstrap Methods In Econometrics: Theory And Numerical Performance. (1995). HOROWITZ, J. L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199563.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
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