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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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | On 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 |
2 | 2003 | A 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 |
3 | 2005 | PLS 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 |
4 | 2003 | Testing 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 |
5 | 2007 | Robust 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 |
6 | 2006 | Unobserved 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 |
7 | 2006 | Financial 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 |
8 | 2002 | Stochastic 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 |
9 | 2009 | Estimating 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 |
10 | 2014 | Ancillarity-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 |
11 | 1999 | Beta 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 |
12 | 2000 | BACON: 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 |
13 | 2008 | Wavelet 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 |
14 | 2013 | Selecting 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 |
15 | 2008 | Volatility 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 |
16 | 2003 | Curves 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 |
17 | 2007 | Interpretation 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 |
18 | 2007 | Comparison 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 |
19 | 2003 | Choosing 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 |
20 | 2012 | A 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 |
21 | 2008 | Block 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 |
22 | 2005 | Statistical 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 |
23 | 2001 | Bandwidth 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 |
24 | 2006 | Generalized 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 |
25 | 2011 | Optimal 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 |
26 | 2006 | Bootstrap 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 |
27 | 2003 | Computational 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 |
28 | 1992 | A 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 |
29 | 2004 | Asymptotic 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 |
30 | 2010 | Market 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 |
31 | 2012 | Vine 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 |
32 | 2006 | Time 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 |
33 | 1998 | Direct 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 |
34 | 2006 | A 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 |
35 | 2003 | Choosing 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 |
36 | 2012 | On 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 |
37 | 2004 | An 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 |
38 | 2005 | Bootstrapping 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 |
39 | 2006 | A 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 |
40 | 2003 | Modified 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 |
41 | 2009 | Additive 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 |
42 | 2014 | EGARCH 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 |
43 | 2008 | Subset 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 |
44 | 2010 | Factor-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 |
45 | 2001 | Fast 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 |
46 | 1994 | A 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 |
47 | 1997 | The 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 |
48 | 2003 | Modelling 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 |
49 | 2010 | Testing, 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 |
50 | 2012 | A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; BaÅtürk, 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | On 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 |
2 | 2002 | Stochastic 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 |
3 | 2014 | Ancillarity-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 |
4 | 2013 | Selecting 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 |
5 | 2000 | BACON: 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 |
6 | 2006 | Financial 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 |
7 | 2007 | Robust 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 |
8 | 2011 | Optimal 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 |
9 | 2003 | A 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 |
10 | 2005 | Statistical 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 |
11 | 2009 | Estimating 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 |
12 | 2012 | A 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 |
13 | 2003 | Testing 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 |
14 | 2016 | Revisiting 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 |
15 | 2018 | A 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 |
16 | 2012 | Vine 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 |
17 | 2006 | Stylized 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 |
18 | 2016 | Testing for jumps in conditionally Gaussian ARMAâGARCH 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 |
19 | 2008 | Wavelet 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 |
20 | 2003 | Choosing 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 |
21 | 2011 | Simulation 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 |
22 | 2004 | An 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 |
23 | 2011 | A 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 |
24 | 2012 | Multivariate 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 |
25 | 2010 | Improved 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 |
26 | 2012 | A 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 |
27 | 2007 | Interpretation 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 |
28 | 2016 | Prior 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 |
29 | 2014 | Solving 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 |
30 | 2016 | Fast 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 |
31 | 2016 | Predicting 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 |
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34 | 2016 | Generalized 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 |
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37 | 2010 | Factor-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 |
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49 | 2011 | Weighted 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 |
50 | 2006 | Unobserved 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 |
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2019 | A 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 | |
2019 | A 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 | |
2019 | Joint 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 | |
2019 | Bayesian 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 | |
2019 | Data-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 | |
2019 | Variable 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 | |
2019 | Multi-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 | |
2019 | Evaluation 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 | |
2019 | Predicting 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 | |
2019 | Online 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 | |
2019 | Feature 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 | |
2019 | Fixed 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 | |
2019 | Estimation 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 | |
2019 | Unified 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 | |
2019 | A 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 | |
2019 | Dependence 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 | |
2019 | Prediction 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 | |
2019 | Semi-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 | |
2019 | Modelling 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 | |
2019 | A 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 | |
2019 | Branching Particle Pricers with Heston Examples. (2019). MacKay, Anne ; Kouritzin, Michael A. In: Papers. RePEc:arx:papers:1907.00219. Full description at Econpapers || Download paper | |
2019 | Aging 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 | |
2019 | Additive 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 | |
2019 | Modal posterior clustering motivated by Hopfieldâs 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 | |
2019 | Modular 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 | |
2019 | Detecting 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 | |
2019 | Robust 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 | |
2019 | LINEAR 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 | |
2019 | A 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 | ||
2019 | Directional 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 | |
2019 | Quantile 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 | |
2019 | To 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 | |
2019 | Inferential 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 | |
2019 | Dependence 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 | |
2019 | Median 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 | |
2019 | Semiparametric 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 | |
2019 | Flexible 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 | |
2019 | Testing 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 | |
2019 | Wild 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 | |
2019 | Asymmetric 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 | |
2019 | Mixture 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 | |
2019 | Sensitivity analysis via Karhunenââ¬âLoève expansion of a random field model: Estimation of Sobolââ¬â¢ 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 | |
2019 | An 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 | |
2019 | Recent 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 | |
2019 | An 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 | |
2019 | High-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 | |
2019 | Optimal 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 | |
2019 | Mostly 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 | |
2019 | Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection. (2019). SÅoczyÅski, 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 | |
2019 | Covariance 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 | |
2019 | Comparing 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 | |
2019 | Detecting 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 | |
2019 | An 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 | |
2019 | Studying crime trends in the USA over the years 2000â2012. (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 | |
2019 | Fusing 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 | |
2019 | Generative 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 | |
2019 | lassopack: 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 | |
2019 | Iassopack: 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 | |
2019 | A 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 | |
2019 | Macroeconomic 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 | |
2019 | Bank 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 | |
2019 | Machine Learning for Forecasting Excess Stock Returns â 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 | |
2019 | A 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 | |
2019 | A 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 | |
2019 | Penalized 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 | |
2019 | Identifying 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 | |
2019 | Finite 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 | |
2019 | Cross-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 | |
2019 | Future 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 | |
2019 | Bootstrap 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 | |
2019 | Stationarity 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 | |
2019 | Functional 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 | |
2019 | Updating 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 | |
2019 | Estimation 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 |
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2019 | Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952. Full description at Econpapers || Download paper | |
2019 | Asymmetric 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 | |
2019 | Prediction 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 | |
2019 | Inferential 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 | |
2019 | Comparison Dimensions and Similarity: Addressing Individual Heterogeneity. (2019). Jelnov, Pavel. In: IZA Discussion Papers. RePEc:iza:izadps:dp12355. Full description at Econpapers || Download paper | |
2019 | Analytics-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 |
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2018 | Jackknife 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 | |
2018 | A 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 | |
2018 | Pairwise 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 | |
2018 | Macroeconomic 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 | |
2018 | On 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 | |
2018 | Robust 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 | |
2018 | A 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 | |
2018 | Trust 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 | |
2018 | A 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 | |
2018 | A 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 | |
2018 | A 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 | |
2018 | Rejoinder 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 |
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2017 | Bayesian 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 | |
2017 | Ultrahigh 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 | |
2017 | Feature 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 | |
2017 | Model 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 | |
2017 | On 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 | |
2017 | Variable 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 | |
2017 | Monotonicity 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 | |
2017 | Risk 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 | |
2017 | The 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 | |
2017 | Revisiting 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 | |
2017 | Einsatz 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 | |
2017 | Robust 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 | |
2017 | A 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 | |
2017 | Nonparametric 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 | |
2017 | A 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 | |
2017 | Large dynamic covariance matrices. (2017). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert. In: ECON - Working Papers. RePEc:zur:econwp:231. Full description at Econpapers || Download paper |
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2016 | A 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 | |
2016 | Modelling 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 | |
2016 | Equation-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 | |
2016 | D-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 | |
2016 | Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612. Full description at Econpapers || Download paper | |
2016 | Spectral 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 | |
2016 | Maximum 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 | |
2016 | Linear 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 | |
2016 | Functional 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 | |
2016 | Partial 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 | |
2016 | Clustering, 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 | |
2016 | Robust 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 | |
2016 | Electricity 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 | |
2016 | A 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 | |
2016 | Score-driven exponentially weighted moving averages and Value-at-Risk forecasting. (2016). Lucas, Andre ; Zhang, Xin. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:293-302. Full description at Econpapers || Download paper | |
2016 | A 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 | |
2016 | Appraisal 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 | |
2016 | Novel 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 | |
2016 | The 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 | |
2016 | Operating 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 | |
2016 | Laplace 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 | |
2016 | Estimating 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 | |
2016 | Stable-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 | |
2016 | Stable-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 | |
2016 | A 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 | |
2016 | Markov-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 | |
2016 | A 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 | |
2016 | On 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 | |
2016 | Efficiency 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 | |
2016 | Generalized 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 | |
2016 | Does 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 | |
2016 | Nonparametric 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 | |
2016 | Model-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 | |
2016 | Piecewise 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 | |
2016 | Compounding 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 | |
2016 | Bayesian 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 | |
2016 | Joint 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 | |
2016 | Estimating 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 | |
2016 | Realized 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 | |
2016 | Multiple-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 | |
2016 | Estimating 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 | |
2016 | Realized 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 | |
2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers || Download paper |