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DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
9
Impact Factor
0.05
5 Years IF
0.03
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 3 3 0 0 0 0 0 0 0.07
1993 0 0.13 0.03 0 28 31 17 1 1 3 3 1 100 1 0.04 0.07
1994 0.03 0.13 0.04 0.03 19 50 3 2 3 31 1 31 1 2 100 1 0.05 0.06
1995 0.06 0.18 0.05 0.06 26 76 35 4 7 47 3 50 3 4 100 0 0.09
1996 0.04 0.21 0.08 0.07 25 101 26 8 15 45 2 76 5 4 50 3 0.12 0.12
1997 0.06 0.23 0.06 0.05 27 128 45 8 23 51 3 101 5 4 50 3 0.11 0.13
1998 0.25 0.24 0.12 0.13 33 161 35 20 43 52 13 125 16 6 30 4 0.12 0.15
1999 0.22 0.32 0.12 0.15 34 195 33 23 66 60 13 130 19 12 52.2 1 0.03 0.21
2000 0.13 0.44 0.06 0.08 32 227 16 14 80 67 9 145 12 6 42.9 2 0.06 0.2
2001 0.06 0.4 0.11 0.11 29 256 65 28 108 66 4 151 16 6 21.4 3 0.1 0.22
2002 0.08 0.42 0.05 0.07 11 267 16 14 122 61 5 155 11 3 21.4 0 0.23
2003 0.08 0.42 0.06 0.05 16 283 17 15 138 40 3 139 7 8 53.3 2 0.13 0.24
2004 0.22 0.47 0.08 0.07 17 300 27 23 161 27 6 122 8 7 30.4 2 0.12 0.27
2005 0.09 0.49 0.06 0.12 11 311 8 20 181 33 3 105 13 1 5 0 0.29
2006 0.21 0.47 0.07 0.14 19 330 14 22 203 28 6 84 12 4 18.2 2 0.11 0.27
2007 0.1 0.39 0.04 0.11 18 348 6 15 218 30 3 74 8 3 20 2 0.11 0.22
2008 0.08 0.46 0.07 0.12 26 374 8 26 244 37 3 81 10 3 11.5 0 0.23
2009 0.02 0.43 0.05 0.09 23 397 11 19 263 44 1 91 8 2 10.5 0 0.22
2010 0.02 0.37 0.05 0.04 26 423 24 20 283 49 1 97 4 0 0 0.19
2011 0.06 0.46 0.04 0.04 28 451 30 17 301 49 3 112 4 1 5.9 1 0.04 0.25
2012 0.2 0.5 0.06 0.11 20 471 17 30 331 54 11 121 13 0 1 0.05 0.25
2013 0.15 0.5 0.06 0.15 31 502 26 29 360 48 7 123 19 5 17.2 2 0.06 0.24
2014 0.18 0.53 0.05 0.12 23 525 10 27 387 51 9 128 15 3 11.1 0 0.27
2015 0.11 0.53 0.05 0.11 22 547 21 26 414 54 6 128 14 3 11.5 0 0.27
2016 0.09 0.54 0.04 0.06 14 561 5 20 434 45 4 124 7 4 20 0 0.27
2017 0.22 0.54 0.07 0.17 19 580 5 40 474 36 8 110 19 8 20 0 0.27
2018 0.12 0.53 0.05 0.16 5 585 2 28 502 33 4 109 17 2 7.1 0 0.26
2019 0.13 0.55 0.01 0.06 16 601 0 7 509 24 3 83 5 1 14.3 0 0.32
2020 0.05 0.63 0.02 0.03 11 612 0 13 522 21 1 76 2 1 7.7 0 0.58
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
12001Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704.

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22
21995Investigating the relationship between gold and silver prices. (1995). Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4517.

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22
31999On the asymptotic theory of subsampling. (1999). Wolf, Michael ; Politis, Dimitris N ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6334.

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17
41997Threshold unit root models. (1997). Gonzalez-Rozada, Martin ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6214.

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16
52001Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415.

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14
62010First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103923.

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10
72015A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501.

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10
82004Econometric modelling for short-term inflation forecasting in the EMU.. (2004). Espasa, Antoni ; Albacete, Rebeca . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws034309.

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9
92011Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015.

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9
102001GMM estimation of a production function with panel data : an application to Spanish manufacturing firms. (2001). Sánchez-Mangas, Rocío ; Alonso-Borrego, César ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws015527.

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9
111996Nonlinear cointegration and nonlinear error correction. (1996). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4546.

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9
122004Variance changes detection in multivariate time series. (2004). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws041305.

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8
132003Generalized spectral tests for the martingale difference hypothesis. (2003). Velasco, Carlos ; Escanciano, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws035312.

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8
141999Subsampling intervals in autoregressive models with linear time trend. (1999). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6400.

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7
152001Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors. (2001). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws013723.

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7
161997Nonlinear cointegration with mixing errors. (1997). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6204.

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7
172002Estimation methods for stochastic volatility models: a survey. (2002). Ruiz, Esther ; Broto, Carmen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws025414.

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6
181995Comovements in large systems. (1995). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:5825.

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6
192006Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH. (2006). Veiga, Helena ; Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws066016.

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6
202002Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis. (2002). Poncela, Pilar ; Espasa, Antoni ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws020301.

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6
212010A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. (2010). Galeano, Pedro ; Ausin, Concepcion ; Ghosh, Pulak. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103822.

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6
221993Cointegration and common factors. (1993). Escribano, Alvaro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3680.

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6
231998The correlogram of a long memory process plus a simple noise. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:9820.

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6
241996A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (1996). Ng, Serena ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6203.

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6
252013Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605.

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6
261998Searching for fractional evidence using combined unit root tests. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10613.

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5
271996P-values for non-standard distributions with an application to the DF test. (1996). Gonzalo, Jesus ; Adda, Jerome. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4541.

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5
282001Is stochastic volatility more flexible than garch?. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010805.

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5
292002Pseudo-maximum likelihood estimation of a dynamic structural investment model. (2002). Sánchez-Mangas, Rocío ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws026218.

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5
302013Correlations between oil and stock markets : a wavelet-based approach. (2013). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130504.

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4
312013The Mahalanobis distance for functional data with applications to classification. (2013). Galeano, Pedro ; Joseph, Esdras ; Lillo, Rosa E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131312.

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4
322005Forecasting inflation in the euro area using monthly time series models and quarterly econometric models. (2005). Espasa, Antoni ; Albacete, Rebeca . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws050401.

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4
331997Improved testing and specification of smooth transition regression models. (1997). Jorda, Oscar ; Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6218.

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4
342008Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws087326.

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4
352014Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients. (2014). Sarmiento, Miguel ; Galan, Jorge. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws142013.

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4
362012Portfolio selection through and extremality stochastic order. (2012). Pellerey, Franco ; Lillo, Rosa E. ; Romo, Juan ; Laniado, Henry. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121812.

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4
372016Discovering common trends in a large set of disaggregates: statistical procedures and their properties. (2016). Espasa, Antoni ; Carlomagno, Guillermo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1519.

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4
382000A well conditioned estimator for large dimensional covariance matrices. (2000). Wolf, Michael ; Ledoit, Olivier. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10087.

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4
392009Small area estimation on poverty indicators. (2009). Molina, Isabel ; J. N. K. Rao, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws091505.

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4
401997ECM tests for cointegration in a single equation framework. (1997). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10607.

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4
412004Stochastic volatility models and the Taylor effect. (2004). Ruiz, Esther ; Mora-Galan, Alberto ; Perez, Ana . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws046315.

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4
422012National minimum wage and labour market outcomes of young workers. (2012). Tena, Juan de Dios ; Fidrmuc, Jan ; Juan de Dios Tena, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121209.

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4
431997On the properties of the Dickey-Pantula test against fractional alternatives. (1997). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4549.

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4
441998Subsampling confidence intervals for the autoregressive root. (1998). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6268.

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4
451995Nonlinear time series models: consistency and asymptotic normality of nls under new conditions. (1995). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6202.

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3
462005Bayesian estimation of the gaussian mixture garch model. (2005). Galeano, Pedro ; Ausin, Maria Concepcion. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws053605.

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3
472000Notes on time serie analysis, ARIMA models and signal extraction. (2000). Maravall, Agustin ; Kaiser, Regina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10058.

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3
482013A multivariate extension of a vector of Poisson- Dirichlet processes. (2013). Leisen, Frabrizio ; Zhu, W.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws132220.

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3
491998FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes. (1998). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4672.

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3
502012Bayesian estimation of inefficiency heterogeneity in stochastic frontier models. (2012). Veiga, Helena ; Galan, Jorge ; Wiper, Michael P.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121007.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015.

Full description at Econpapers || Download paper

4
21995Comovements in large systems. (1995). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:5825.

Full description at Econpapers || Download paper

3
32015A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501.

Full description at Econpapers || Download paper

2
42000A well conditioned estimator for large dimensional covariance matrices. (2000). Wolf, Michael ; Ledoit, Olivier. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10087.

Full description at Econpapers || Download paper

2
52008The effect of short-selling of the aggregation of information in an experimental asset market. (2008). Vorsatz, Marc ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws083808.

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2
62013Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605.

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2
Citing documents used to compute impact factor: 1
YearTitle
2020What do international energy prices have in common after taking into account the key drivers?. (2020). Camacho, Maximo ; Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31647.

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Recent citations
Recent citations received in 2018
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Recent citations received in 2017
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