Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
38
Impact Factor
0.22
5 Years IF
0.3
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 0.01 0.08 0.07 0.01 60 60 65 4 4 83 1 179 2 0 2 0.03 0.04
1991 0.01 0.08 0.03 0.01 59 119 94 3 7 94 1 204 3 0 0 0.04
1992 0.03 0.09 0.03 0.02 97 216 205 6 13 119 3 243 6 0 0 0.04
1993 0.02 0.1 0.02 0.01 60 276 113 6 19 156 3 299 3 0 2 0.03 0.05
1994 0 0.11 0.01 0 82 358 243 4 23 157 310 1 0 2 0.02 0.06
1995 0.06 0.2 0.06 0.04 107 465 206 30 53 142 8 358 16 21 70 0 0.08
1996 0.07 0.22 0.09 0.09 120 585 333 55 108 189 13 405 35 29 52.7 3 0.03 0.1
1997 0.04 0.23 0.07 0.06 123 708 242 51 159 227 8 466 26 29 56.9 1 0.01 0.1
1998 0.05 0.27 0.05 0.05 99 807 242 42 202 243 12 492 24 17 40.5 2 0.02 0.12
1999 0.09 0.29 0.1 0.09 80 887 291 86 289 222 20 531 46 37 43 4 0.05 0.14
2000 0.07 0.34 0.09 0.09 84 971 284 81 372 179 12 529 45 23 28.4 0 0.15
2001 0.1 0.36 0.07 0.09 84 1055 325 79 451 164 16 506 45 26 32.9 0 0.16
2002 0.07 0.4 0.08 0.08 114 1169 933 92 547 168 12 470 39 27 29.3 4 0.04 0.21
2003 0.13 0.41 0.13 0.11 122 1291 990 159 709 198 26 461 52 82 51.6 33 0.27 0.2
2004 0.26 0.46 0.18 0.19 168 1459 639 252 965 236 61 484 93 132 52.4 19 0.11 0.21
2005 0.16 0.47 0.12 0.16 128 1587 763 193 1163 290 46 572 90 45 23.3 13 0.1 0.22
2006 0.23 0.47 0.22 0.28 368 1955 1888 416 1592 296 68 616 170 229 55 80 0.22 0.21
2007 0.28 0.42 0.24 0.28 410 2365 1981 564 2158 496 137 900 252 308 54.6 48 0.12 0.19
2008 0.34 0.45 0.3 0.31 341 2706 1676 794 2958 778 263 1196 369 387 48.7 43 0.13 0.21
2009 0.33 0.44 0.33 0.3 346 3052 1058 1000 3968 751 247 1415 419 467 46.7 78 0.23 0.21
2010 0.3 0.44 0.32 0.29 284 3336 1113 1054 5026 687 207 1593 462 445 42.2 33 0.12 0.18
2011 0.27 0.46 0.3 0.28 274 3610 941 1074 6109 630 169 1749 484 435 40.5 49 0.18 0.21
2012 0.41 0.47 0.37 0.34 325 3935 1201 1451 7566 558 226 1655 562 554 38.2 50 0.15 0.19
2013 0.34 0.53 0.35 0.32 221 4156 624 1465 9041 599 202 1570 500 309 21.1 30 0.14 0.22
2014 0.53 0.55 0.41 0.39 318 4474 854 1837 10879 546 287 1450 563 602 32.8 53 0.17 0.21
2015 0.4 0.55 0.33 0.36 133 4607 158 1538 12422 539 215 1422 517 163 10.6 10 0.08 0.21
2016 0.46 0.56 0.4 0.43 248 4855 428 1955 14377 451 206 1271 546 335 17.1 47 0.19 0.2
2017 0.36 0.58 0.38 0.41 185 5040 108 1891 16268 381 137 1245 515 209 11.1 16 0.09 0.21
2018 0.36 0.7 0.3 0.35 160 5200 66 1545 17813 433 157 1105 387 170 11 12 0.08 0.28
2019 0.22 0.88 0.27 0.3 150 5350 7 1424 19237 345 75 1044 313 163 11.4 6 0.04 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
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

390
22003A 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

129
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

120
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.

Full description at Econpapers || Download paper

112
52007Robust 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

106
62006Unobserved 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

99
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

98
82002Stochastic 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

89
92009Estimating 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

87
102014Ancillarity-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

86
111999Beta 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

77
122000BACON: 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

75
132008Wavelet 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

72
142013Selecting 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

72
152008Volatility 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

66
162003Curves 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.

Full description at Econpapers || Download paper

64
172007Interpretation 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.

Full description at Econpapers || Download paper

62
182007Comparison 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.

Full description at Econpapers || Download paper

61
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.

Full description at Econpapers || Download paper

60
202012A 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

58
212008Block 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.

Full description at Econpapers || Download paper

56
222005Statistical 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

54
232001Bandwidth 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.

Full description at Econpapers || Download paper

52
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.

Full description at Econpapers || Download paper

51
252011Optimal 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

51
262006Bootstrap 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

50
272003Computational 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.

Full description at Econpapers || Download paper

50
281992A 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.

Full description at Econpapers || Download paper

50
292004Asymptotic 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.

Full description at Econpapers || Download paper

47
302010Market 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.

Full description at Econpapers || Download paper

46
312012Vine 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

46
322006Time 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.

Full description at Econpapers || Download paper

46
331998Direct 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.

Full description at Econpapers || Download paper

45
342006A 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.

Full description at Econpapers || Download paper

45
352003Choosing 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.

Full description at Econpapers || Download paper

40
362012On 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

39
372004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

Full description at Econpapers || Download paper

39
382005Bootstrapping 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.

Full description at Econpapers || Download paper

38
392006A 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.

Full description at Econpapers || Download paper

38
402003Modified 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.

Full description at Econpapers || Download paper

37
412009Additive 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.

Full description at Econpapers || Download paper

37
422014EGARCH 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

37
432008Subset 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.

Full description at Econpapers || Download paper

37
442010Factor-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.

Full description at Econpapers || Download paper

37
452001Fast 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.

Full description at Econpapers || Download paper

36
461994A 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.

Full description at Econpapers || Download paper

36
471997The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data. (1997). Lesaffre, Emmanuel ; Verbeke, Geert. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:23:y:1997:i:4:p:541-556.

Full description at Econpapers || Download paper

35
482003Modelling 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.

Full description at Econpapers || Download paper

35
492010Testing, 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.

Full description at Econpapers || Download paper

35
502012A 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.

Full description at Econpapers || Download paper

34
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

112
22002Stochastic 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

44
32014Ancillarity-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

39
42013Selecting 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

29
52000BACON: 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

26
62006Financial 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

24
72007Robust 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

23
82011Optimal 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

21
92003A 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

21
102005Statistical 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

21
112009Estimating 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

20
122012A 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

19
132003Testing 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

17
142016Revisiting useful approaches to data-rich macroeconomic forecasting. (2016). Groen, Jan ; An, J ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:221-239.

Full description at Econpapers || Download paper

17
152018A note on the validity of cross-validation for evaluating autoregressive time series prediction. (2018). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:120:y:2018:i:c:p:70-83.

Full description at Econpapers || Download paper

16
162012Vine 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

15
172006Stylized 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.

Full description at Econpapers || Download paper

15
182016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach. (2016). Palm, Franz ; Laurent, Sébastien ; Lecourt, Christelle. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:383-400.

Full description at Econpapers || Download paper

15
192008Wavelet 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

14
202003Choosing 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

13
212011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

Full description at Econpapers || Download paper

12
222004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

Full description at Econpapers || Download paper

11
232011A 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.

Full description at Econpapers || Download paper

11
242012Multivariate mixture modeling using skew-normal independent distributions. (2012). Cabral, Celso Romulo Barbosa, ; Lachos, Victor Hugo ; Prates, Marcos O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:126-142.

Full description at Econpapers || Download paper

11
252010Improved estimators for a general class of beta regression models. (2010). Simas, Alexandre B. ; Barreto-Souza, Wagner ; Rocha, Andrea V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:2:p:348-366.

Full description at Econpapers || Download paper

11
262012A 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.

Full description at Econpapers || Download paper

11
272007Interpretation 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.

Full description at Econpapers || Download paper

10
282016Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

Full description at Econpapers || Download paper

9
292014Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Tso-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:737-759.

Full description at Econpapers || Download paper

9
302016Fast computation of the deviance information criterion for latent variable models. (2016). Grant, Angelia ; Chan, Joshua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:847-859.

Full description at Econpapers || Download paper

9
312016Predicting the yield curve using forecast combinations. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:79-98.

Full description at Econpapers || Download paper

9
322006Bootstrap 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

9
332003Choosing 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.

Full description at Econpapers || Download paper

9
342016Generalized nonparametric smoothing with mixed discrete and continuous data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Li, Degui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:424-444.

Full description at Econpapers || Download paper

9
351999Beta 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

9
362014EGARCH 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

9
372010Factor-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.

Full description at Econpapers || Download paper

9
381998Direct 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.

Full description at Econpapers || Download paper

9
392001Bandwidth 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.

Full description at Econpapers || Download paper

9
402006A 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.

Full description at Econpapers || Download paper

9
412005A 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.

Full description at Econpapers || Download paper

8
422014Maximum likelihood estimation of the Markov-switching GARCH model. (2014). Augustyniak, Maciej. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:61-75.

Full description at Econpapers || Download paper

8
432008An adjusted boxplot for skewed distributions. (2008). Vandervieren, E. ; Hubert, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5186-5201.

Full description at Econpapers || Download paper

8
442009Bayesian causal effects in quantiles: Accounting for heteroscedasticity. (2009). Chen, Cathy W. S. ; Gerlach, Richard ; Wei, D. C. M., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:1993-2007.

Full description at Econpapers || Download paper

8
452010Market 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.

Full description at Econpapers || Download paper

8
462008Sampling Archimedean copulas. (2008). Hofert, Marius. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5163-5174.

Full description at Econpapers || Download paper

8
472006On the use of the bootstrap for estimating functions with functional data. (2006). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:2:p:1063-1074.

Full description at Econpapers || Download paper

8
482012The 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.

Full description at Econpapers || Download paper

8
492011Weighted 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.

Full description at Econpapers || Download paper

8
502006Unobserved 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

8
Citing documents used to compute impact factor: 75
YearTitle
2019A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2019). Morley, James ; Hartigan, Luke. In: Working Papers. RePEc:syd:wpaper:2019-10.

Full description at Econpapers || Download paper

2019A simple model-free survival conditional feature screening. (2019). Liu, YI ; Chen, Xiaojing ; Zhang, Yahui. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:156-160.

Full description at Econpapers || Download paper

2019Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator. (2019). Wang, Qihua ; Liu, YI ; Chen, Xiaolin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0675-8.

Full description at Econpapers || Download paper

2019Bayesian Computation Methods for Inference in Stochastic Kinetic Models. (2019). Mario, Ines P ; Miguez, Joaquin ; Koblents, Eugenia . In: Complexity. RePEc:hin:complx:7160934.

Full description at Econpapers || Download paper

2019Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models. (2019). Yang, Po ; Lin, Chang-Yun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:222-238.

Full description at Econpapers || Download paper

2019Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates. (2019). Yi, Grace Y ; He, Wenqing ; Shu, DI ; Li, Haocheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:135:y:2019:i:c:p:25-34.

Full description at Econpapers || Download paper

2019Multi-objective optimization using statistical models. (2019). Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:1:p:364-378.

Full description at Econpapers || Download paper

2019Evaluation Methods of Water Environment Safety and Their Application to the Three Northeast Provinces of China. (2019). Liu, Yujing ; Yuan, Guanghui ; Sun, Maohua. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5135-:d:268862.

Full description at Econpapers || Download paper

2019Predicting Recessions: A New Measure of Output Gap as Predictor. (2019). Zelenyuk, Valentin ; Simar, Leopold ; Mastromarco, Camilla. In: CEPA Working Papers Series. RePEc:qld:uqcepa:141.

Full description at Econpapers || Download paper

2019Online estimation of individual-level effects using streaming shrinkage factors. (2019). Vermunt, J K ; Kaptein, M C ; Ippel, L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:16-32.

Full description at Econpapers || Download paper

2019Feature screening in ultrahigh-dimensional partially linear models with missing responses at random. (2019). Yan, Xiaodong ; Xia, Linli ; Tang, Niansheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:208-227.

Full description at Econpapers || Download paper

2019Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. (2019). Park, Junyong ; Roy, Anindya ; Lim, Johan ; Choi, Young-Geun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:234-249.

Full description at Econpapers || Download paper

2019Estimation for biased partial linear single index models. (2019). Zhu, Xuehu ; Lu, Jun ; Lin, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:1-13.

Full description at Econpapers || Download paper

2019Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution. (2019). Petrella, Lea ; Bernardi, Mauro ; Bottone, Marco. In: Papers. RePEc:arx:papers:1902.03982.

Full description at Econpapers || Download paper

2019A D-vine copula quantile regression approach for the prediction of residential heating energy consumption based on historical data. (2019). Niemierko, Rochus ; Trankler, Timm ; Toppel, Jannick. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:691-708.

Full description at Econpapers || Download paper

2019Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach. (2019). Kumar, Satish ; Tiwari, Aviral Kumar ; Ji, Qiang ; Chauhan, Yogesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:273-284.

Full description at Econpapers || Download paper

2019Prediction based on conditional distributions of vine copulas. (2019). Joe, Harry ; Chang, BO. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:45-63.

Full description at Econpapers || Download paper

2019Semi-parametric copula-based models under non-stationarity. (2019). Bouezmarni, Taoufik ; Remillard, Bruno N ; Nasri, Bouchra R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:347-365.

Full description at Econpapers || Download paper

2019Modelling temporal dependence of realized variances with vines. (2019). Okhrin, Yarema ; Ivanov, Eugen ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:198-216.

Full description at Econpapers || Download paper

2019A refined convergence analysis of $$\hbox {pDCA}_{e}$$ pDCA e with applications to simultaneous sparse recovery and outlier detection. (2019). Liu, Tianxiang ; Takeda, Akiko ; Pong, Ting Kei. In: Computational Optimization and Applications. RePEc:spr:coopap:v:73:y:2019:i:1:d:10.1007_s10589-019-00067-z.

Full description at Econpapers || Download paper

2019Branching Particle Pricers with Heston Examples. (2019). MacKay, Anne ; Kouritzin, Michael A. In: Papers. RePEc:arx:papers:1907.00219.

Full description at Econpapers || Download paper

2019Aging trajectory prediction for lithium-ion batteries via model migration and Bayesian Monte Carlo method. (2019). Gao, Furong ; Xia, Yongxiao ; Lu, Jingyi ; Yao, KE ; Zou, Changfu ; Tang, Xiaopeng. In: Applied Energy. RePEc:eee:appene:v:254:y:2019:i:c:s0306261919312656.

Full description at Econpapers || Download paper

2019Additive hazards model with auxiliary subgroup survival information. (2019). He, Jie ; Duan, Xiaogang ; Zhang, Shumei ; Li, Hui. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:25:y:2019:i:1:d:10.1007_s10985-018-9426-7.

Full description at Econpapers || Download paper

2019Modal posterior clustering motivated by Hopfield’s network. (2019). Walker, Stephen G ; Mena, Ramses H ; Fuentes-Garcia, Ruth . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:92-100.

Full description at Econpapers || Download paper

2019Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions. (2019). Umlauf, Nikolaus ; Lang, Stefan ; Klein, Nadja ; Kneib, Thomas. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:1:d:10.1007_s11749-019-00631-z.

Full description at Econpapers || Download paper

2019Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance. (2019). Wu, Jianhong. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:60-63.

Full description at Econpapers || Download paper

2019Robust factor number specification for large-dimensional elliptical factor model. (2019). Zhang, Xinsheng ; He, Yong ; Yu, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18304378.

Full description at Econpapers || Download paper

2019LINEAR CHOLESKY DECOMPOSITION OF COVARIANCE MATRICES IN MIXED MODELS WITH CORRELATED RANDOM EFFECTS. (2019). Thaga, K ; Shangodoyin, D K ; Rabe, Anasu. In: Statistics in Transition New Series. RePEc:exl:29stat:v:20:y:2019:i:4:p:59-70.

Full description at Econpapers || Download paper

2019A smooth nonparametric approach to determining cut-points of a continuous scale. (2019). Guo, Ying ; Manatunga, Amita ; Peng, Limin ; Qiu, Zhiping. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:186-210.

Full description at Econpapers || Download paper

2019
2019Directional outlyingness for multivariate functional data. (2019). Dai, Wenlin ; Genton, Marc G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:50-65.

Full description at Econpapers || Download paper

2019Quantile estimations via modified Cholesky decomposition for longitudinal single-index models. (2019). Guo, Chaohui ; Lv, Jing. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0673-x.

Full description at Econpapers || Download paper

2019To impute or not to impute, and how? A review of alternative poverty estimation methods in the context of unavailable consumption data. (2019). Dang, Hai-Anh. In: Working Papers. RePEc:inq:inqwps:ecineq2019-507.

Full description at Econpapers || Download paper

2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

Full description at Econpapers || Download paper

2019Dependence properties and Bayesian inference for asymmetric multivariate copulas. (2019). Girard, Stephane ; Crispino, Marta ; Arbel, Julyan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306547.

Full description at Econpapers || Download paper

2019Median constrained bucket order rank aggregation. (2019). Siciliano, Roberta ; Staiano, Michele ; Iorio, Carmela ; Dambrosio, Antonio. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-018-0858-z.

Full description at Econpapers || Download paper

2019Semiparametric regression for measurement error model with heteroscedastic error. (2019). Li, Runze ; Ma, Yanyuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:320-338.

Full description at Econpapers || Download paper

2019Flexible parametric approach to classical measurement error variance estimation without auxiliary data. (2019). Legrand, Catherine ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Bertrand, Aurelie . In: Biometrics. RePEc:bla:biomet:v:75:y:2019:i:1:p:297-307.

Full description at Econpapers || Download paper

2019Testing in nonparametric ANCOVA model based on ridit reliability functional. (2019). Bandyopadhyay, Uttam ; Chatterjee, Debajit. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:2:d:10.1007_s10463-017-0643-8.

Full description at Econpapers || Download paper

2019Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs. (2019). Pauly, Markus ; Konietschke, Frank ; Placzek, Marius ; Umlauft, Maria. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:176-192.

Full description at Econpapers || Download paper

2019Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166.

Full description at Econpapers || Download paper

2019Mixture of multivariate t nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values. (2019). Wang, Wan-Lun. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:1:d:10.1007_s11749-018-0612-4.

Full description at Econpapers || Download paper

2019Sensitivity analysis via Karhunen–Loève expansion of a random field model: Estimation of Sobol’ indices and experimental design. (2019). Pronzato, Luc. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:187:y:2019:i:c:p:93-109.

Full description at Econpapers || Download paper

2019An unexpected connection between Bayes A-optimal designs and the group lasso. (2019). Pauwels, Edouard ; Sagnol, Guillaume. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:2:d:10.1007_s00362-018-01062-y.

Full description at Econpapers || Download paper

2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

Full description at Econpapers || Download paper

2019An algorithm for generating good mixed level factorial designs. (2019). Fontana, Roberto ; Gromping, Ulrike. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:101-114.

Full description at Econpapers || Download paper

2019High-dimensional integrative analysis with homogeneity and sparsity recovery. (2019). Huang, Jian ; Yan, Xiaodong ; Yang, Xinfeng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18305165.

Full description at Econpapers || Download paper

2019Optimal design of inspection times for interval censoring. (2019). Muller, Christine H ; Malevich, Nadja. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:2:d:10.1007_s00362-018-01067-7.

Full description at Econpapers || Download paper

2019Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection. (2019). Advani, Arun ; Sloczy, Tymon ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:1809.09527.

Full description at Econpapers || Download paper

2019Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection. (2019). Słoczyński, Tymon ; Advani, Arun ; Soczyski, Tymon ; Kitagawa, Toru. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1192.

Full description at Econpapers || Download paper

2019Covariance Prediction in Large Portfolio Allocation. (2019). , Andre ; Hotta, Luiz K ; Zevallos, Mauricio ; Trucios, Carlos . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:19-:d:229754.

Full description at Econpapers || Download paper

2019Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291.

Full description at Econpapers || Download paper

2019Detecting structural breaks in realized volatility. (2019). Baek, Changryong ; Song, Junmo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:58-75.

Full description at Econpapers || Download paper

2019An exploratory analysis approach for understanding variation in stochastic textured surfaces. (2019). Apley, Daniel W ; Bui, Anh Tuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:33-50.

Full description at Econpapers || Download paper

2019Studying crime trends in the USA over the years 2000–2012. (2019). Melnykov, Volodymyr ; Zhu, Xuwen. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0326-1.

Full description at Econpapers || Download paper

2019Fusing data depth with complex networks: Community detection with prior information. (2019). Gel, Yulia R ; Tian, Yahui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:99-116.

Full description at Econpapers || Download paper

2019Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination. (2019). Treleaven, Philip ; Firoozye, Nick ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:1901.01751.

Full description at Econpapers || Download paper

2019lassopack: Model selection and prediction with regularized regression in Stata. (2019). Schaffer, Mark ; Ahrens, Achim ; Hansen, Christian B. In: Papers. RePEc:arx:papers:1901.05397.

Full description at Econpapers || Download paper

2019Iassopack: Model Selection and Prediction with Regularized Regression in Stata. (2019). Schaffer, Mark ; Ahrens, Achim ; Hansen, Christian B. In: IZA Discussion Papers. RePEc:iza:izadps:dp12081.

Full description at Econpapers || Download paper

2019A Horse Race in High Dimensional Space. (2019). Ceci, Donato ; Andreini, Paolo. In: CEIS Research Paper. RePEc:rtv:ceisrp:452.

Full description at Econpapers || Download paper

2019Macroeconomic forecasting for Australia using a large number of predictors. (2019). Hyndman, Rob ; Jiang, Bin ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Vahid, Farshid. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633.

Full description at Econpapers || Download paper

2019Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques. (2019). Luo, Zhongmin ; Brummelhuis, Raymond. In: MPRA Paper. RePEc:pra:mprapa:94779.

Full description at Econpapers || Download paper

2019Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View. (2019). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2019-06.

Full description at Econpapers || Download paper

2019A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-74.

Full description at Econpapers || Download paper

2019A comparison of machine learning model validation schemes for non-stationary time series data. (2019). Schnaubelt, Matthias. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:112019.

Full description at Econpapers || Download paper

2019Penalized Estimation of Panel Vector Autoregressive Models. (2019). Schnucker, A M. In: Econometric Institute Research Papers. RePEc:ems:eureir:122072.

Full description at Econpapers || Download paper

2019Identifying nonlinear dynamical systems via generative recurrent neural networks with applications to fMRI. (2019). Durstewitz, Daniel ; Lis, Stefanie ; Kirsch, Peter ; Toutounji, Hazem ; Koppe, Georgia. In: PLOS Computational Biology. RePEc:plo:pcbi00:1007263.

Full description at Econpapers || Download paper

2019Finite mixtures, projection pursuit and tensor rank: a triangulation. (2019). Loperfido, Nicola. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0336-z.

Full description at Econpapers || Download paper

2019Cross-validation based forecasting method: a machine learning approach. (2019). Marçal, Emerson ; Maral, Emerson Fernandes ; FernandesMaral, Emerson ; Pinto, Jeronymo Marcondes. In: Textos para discussão. RePEc:fgv:eesptd:498.

Full description at Econpapers || Download paper

2019Future district heating plant integrated with municipal solid waste (MSW) gasification for hydrogen production. (2019). Tesfagaber, Yohannes Kifle ; Rudra, Souman. In: Energy. RePEc:eee:energy:v:180:y:2019:i:c:p:881-892.

Full description at Econpapers || Download paper

2019Bootstrap estimation of uncertainty in prediction for generalized linear mixed models. (2019). Flores-Agreda, Daniel ; Cantoni, Eva . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:1-17.

Full description at Econpapers || Download paper

2019Stationarity and ergodicity of vector STAR models. (2019). Saikkonen, Pentti ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:1805.11311.

Full description at Econpapers || Download paper

2019Functional continuum regression. (2019). Zhou, Zhiyang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:328-346.

Full description at Econpapers || Download paper

2019Updating Variational Bayes: Fast Sequential Posterior Inference. (2019). Panagiotelis, Anastasios ; Forbes, Catherine ; Tomasetti, Nathaniel. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-13.

Full description at Econpapers || Download paper

2019Estimation of the size of informal employment based on administrative records with non-ignorable selection mechanism. (2019). Nikulin, Dagmara ; Berkesewicz, Maciej. In: Papers. RePEc:arx:papers:1906.10957.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2019

YearCiting document
2019Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952.

Full description at Econpapers || Download paper

2019Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166.

Full description at Econpapers || Download paper

2019Prediction based on conditional distributions of vine copulas. (2019). Joe, Harry ; Chang, BO. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:45-63.

Full description at Econpapers || Download paper

2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

Full description at Econpapers || Download paper

2019Comparison Dimensions and Similarity: Addressing Individual Heterogeneity. (2019). Jelnov, Pavel. In: IZA Discussion Papers. RePEc:iza:izadps:dp12355.

Full description at Econpapers || Download paper

2019Analytics-statistics mixed training and its fitness to semisupervised manufacturing. (2019). Chen, Shih Han ; Butola, Rajat ; Pratik, Sparsh ; Rawat, Tejender S ; Fu, Sze Ming ; Akbar, Chandni ; Parashar, Parag ; Lin, Albert S. In: PLOS ONE. RePEc:plo:pone00:0220607.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018Jackknife Empirical Likelihood Methods. (2018). Qi, Yongcheng. In: Biostatistics and Biometrics Open Access Journal. RePEc:adp:jbboaj:v:7:y:2018:i:2:p:20-22.

Full description at Econpapers || Download paper

2018A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach. (2018). Santos, T R. In: Papers. RePEc:arx:papers:1809.01489.

Full description at Econpapers || Download paper

2018Pairwise distance-based tests for conditional symmetry. (2018). Niu, Cuizhen ; Zhu, Lixing ; Li, Yong ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:145-162.

Full description at Econpapers || Download paper

2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

Full description at Econpapers || Download paper

2018On model-based clustering of skewed matrix data. (2018). Melnykov, Volodymyr ; Zhu, Xuwen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:181-194.

Full description at Econpapers || Download paper

2018Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers. (2018). Zhang, Yuexia ; Zhu, Zhongyi ; Qin, Guoyou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:261-275.

Full description at Econpapers || Download paper

2018A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55.

Full description at Econpapers || Download paper

2018Trust and Distress Prediction in Modal Shift Potential of Long-Distance Road Freight in Containers: Modeling Approach in Transport Services for Sustainability. (2018). Szaruga, Elbieta ; Matwiejczuk, Wiesaw ; Zaoga, Elbieta ; Skpska, Elbieta. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2370-:d:156856.

Full description at Econpapers || Download paper

2018A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model. (2018). Hoshino, Takahiro ; Igari, Ryosuke. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2018-021.

Full description at Econpapers || Download paper

2018A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy. (2018). Hartigan, Luke ; Morley, James. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2018-07.

Full description at Econpapers || Download paper

2018A web-based tool for designing experimental studies to detect hormesis and estimate the threshold dose. (2018). Casero-Alonso, Victor ; Wong, Weng K ; Pepelyshev, Andrey. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:4:d:10.1007_s00362-018-1038-5.

Full description at Econpapers || Download paper

2018Rejoinder on: Some recent work on multivariate Gaussian Markov random fields. (2018). MacNab, Ying C. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-018-0608-0.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper