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

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
21
Impact Factor
0
5 Years IF
0
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 49 49 40 0 0 0 0 0 0.06
1995 0.02 0.18 0.08 0.02 82 131 280 9 10 49 1 49 1 0 8 0.1 0.09
1996 0.15 0.21 0.13 0.15 96 227 391 29 39 131 19 131 19 0 7 0.07 0.12
1997 0.23 0.23 0.2 0.19 104 331 248 64 106 178 41 227 42 34 53.1 11 0.11 0.13
1998 0.16 0.24 0.13 0.13 115 446 244 59 165 200 31 331 42 22 37.3 7 0.06 0.15
1999 0.15 0.32 0.15 0.13 102 548 159 84 249 219 32 446 59 19 22.6 6 0.06 0.21
2000 0.19 0.44 0.15 0.16 118 666 245 100 352 217 42 499 80 6 6 6 0.05 0.2
2001 0.13 0.4 0.13 0.13 103 769 234 97 449 220 29 535 68 5 5.2 8 0.08 0.22
2002 0.15 0.42 0.1 0.11 84 853 147 89 538 221 34 542 58 10 11.2 8 0.1 0.23
2003 0.19 0.42 0.15 0.11 51 904 116 137 675 187 36 522 57 7 5.1 11 0.22 0.24
2004 0.21 0.47 0.14 0.16 0 904 0 130 805 135 28 458 72 0 0 0.27
2005 0.47 0.49 0.15 0.19 0 904 0 140 945 51 24 356 67 0 0 0.29
2006 0 0.47 0.14 0.16 0 904 0 130 1075 0 238 39 0 0 0.27
2007 0 0.39 0.11 0.17 0 904 0 102 1177 0 135 23 0 0 0.22
2008 0 0.46 0.09 0.1 0 904 0 85 1262 0 51 5 0 0 0.23
2009 0 0.43 0.07 0 0 904 0 66 1328 0 0 0 0 0.22
2010 0 0.37 0.09 0 0 904 0 84 1412 0 0 0 0 0.19
2011 0 0.46 0.08 0 0 904 0 76 1488 0 0 0 0 0.25
2012 0 0.5 0.09 0 0 904 0 77 1565 0 0 0 0 0.25
2013 0 0.5 0.09 0 0 904 0 82 1647 0 0 0 0 0.24
2014 0 0.53 0.08 0 0 904 0 73 1720 0 0 0 0 0.27
2015 0 0.53 0.08 0 0 904 0 71 1791 0 0 0 0 0.27
2016 0 0.54 0.08 0 0 904 0 74 1865 0 0 0 0 0.27
2017 0 0.54 0.08 0 0 904 0 74 1939 0 0 0 0 0.27
2018 0 0.53 0.06 0 0 904 0 55 1994 0 0 0 0 0.26
2019 0 0.55 0.04 0 0 904 0 40 2034 0 0 0 0 0.32
2020 0 0.63 0.05 0 0 904 0 49 2083 0 0 0 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
11996Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator. (1996). Horowitz, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199644.

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87
21995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

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81
32001Bootstrap methods for time series. (2001). Härdle, Wolfgang ; Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

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78
41996Discussion. (1996). Yang, Lucy ; Härdle, Wolfgang ; MARRON, J. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199665.

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60
51996A Review of Nonparametric Time Series Analysis. (1996). Lütkepohl, Helmut ; Härdle, Wolfgang ; chen, Richel ; Lutkepohl, H. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

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51
61998Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

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49
71995How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment. (1995). Bertschek, Irene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19957.

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47
82000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

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40
91997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

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35
101996Matching Across Space: Evidence on Mobility in the Czech Republik. (1996). Burda, Michael ; PROFIT, S.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199611.

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34
111998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

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32
121998On estimation of monotone and concave frontier functions. (1998). Simar, Leopold ; Park, Byeong U. ; Gijbels, Irene ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19989.

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31
132003Implied volatility string dynamics. (2003). Härdle, Wolfgang ; Fengler, Matthias ; Mammen, Enno ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200354.

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28
141995Bootstrap Methods In Econometrics: Theory And Numerical Performance. (1995). HOROWITZ, J. L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199563.

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26
151997Semiparametric analysis of German East-West migration intentions: Facts and theory. (1997). Werwatz, Axel ; Müller, Marlene ; Härdle, Wolfgang ; Burda, Michael ; Hardle, Wolfgang ; MichaelC. Burda, ; Muller, Marlene . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19983.

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25
161996Nonparametric Vector Autoregression. (1996). Yang, Lucy ; Tsybakov, Alexandre ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199661.

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24
172002Nonparametric specification testing for continuous-time models with application to spot interest rates. (2002). LI, HAITAO ; Hong, Yongmiao. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200232.

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23
182000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

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22
191996Smoothing Splines And Shape Restrictions. (1996). THOMAS-AGNAN, Christine ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

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22
20Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. (1997). Dahlhaus, Rainer ; Neumann, M. ; von Sachs, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199734.

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21
21Trust and reciprocity in the investment game with indirect reward. (2000). Marchand, Nadège ; Güth, Werner ; Nehring, Klaus ; Guth, Werner ; WERNER GÜTH, ; Konigstein, Manfred . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:2000110.

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21
221995Changes in the World Income Distribution: a Non-Parametric Approach to Challenge the Neo-Classical Convergence Argument. (1995). Desdoigts, Alain. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199515.

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20
231997Nonparametric lag selection for time series. (1997). Yang, Lijian ; Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199759.

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20
241997On the reliability of reprocal fairness -An experimental study-. (1997). Rullière, Jean-Louis ; Marchand, Nadège ; Güth, Werner ; J.-L. Rulliere, ; Guth, W.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199780.

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19
251996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1996). Krolzig, Hans-Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199625.

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19
262001Test procedures for unit roots in time series with level shifts at unknown time. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200139.

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19
271996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean. (1996). Yang, Lucy ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199662.

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19
282000Limited depth of reasoning and failure of cascade formation in the laboratory. (2000). Weizsäcker, Georg ; Kübler, Dorothea ; Kubler, Dorothea ; Weizsacker, Georg. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:20013.

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18
291997On L2-projections on a space of stochastic integrals. (1997). Schweizer, Martin ; Rheinlander, Thorsten. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199725.

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18
301999The local power of some unit root tests for panel data. (1999). Breitung, Jörg. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199969.

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18
311999A simple variable selection technique for nonlinear models. (1999). Tschernig, Rolf ; Teräsvirta, Timo ; Rech, Gianluigi ; Terasvirta, Timo. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199926.

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17
321998Local risk-minimization under transaction costs. (1998). Lamberton, Damien ; Schweizer, Martin ; Pham, Huyen. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

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17
331995An Analysis of Transformations for Additive Nonparanetric Regression. (1995). LINTON, OLIVER ; Härdle, Wolfgang ; chen, Richel ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199568.

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16
342003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200324.

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16
352003Consistent Testing for Stochastic Dominance under General Sampling Schemes. (2003). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200331.

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16
362003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200327.

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16
371997Animal spirits, technology shocks and the business cycle. (1997). Weder, Mark. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199761.

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15
381998Nonparametric significance testing. (1998). Lavergne, Pascal ; Vuong, Quang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199875.

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14
392000Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus. (2000). Desdoigts, Alain. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200042.

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13
402000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200083.

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13
411996Direct estimation of low dimensional components in additive models. (1996). Härdle, Wolfgang ; Fan, Jing ; Mammen, Enno ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199617.

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13
422000A minimal financial market model. (2000). Platen, Eckhard. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

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13
431996How firm-specific is German apprenticeship training?. (1996). Werwatz, Axel. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199612.

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12
441999The repo auctions of the European Central Bank and the vanishing quota puzzle. (1999). Oechssler, Jörg ; Nautz, Dieter. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199979.

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12
451995Nonparametric Regression. (1995). LINTON, OLIVER ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199529.

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

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11
472002On the wages of temporary help service workers in Germany. (2002). Werwatz, Axel ; Kvasnicka, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200270.

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11
481997Getting Behind The East-West Wage Differential: Theory and Evidence. (1997). Schmidt, Christoph ; Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199777.

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11
492002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed. (2002). Hoffmann, Marc ; Gobet, Emmanuel ; Rei, Markus . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200257.

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11
501998Structural Analysis of Portfolio Risk Using Beta Impulse Response Functions. (1998). HERWARTZ, H.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199841.

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

14
31995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

Full description at Econpapers || Download paper

8
41997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

Full description at Econpapers || Download paper

8
51996Matching Across Space: Evidence on Mobility in the Czech Republik. (1996). Burda, Michael ; PROFIT, S.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199611.

Full description at Econpapers || Download paper

6
61998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

Full description at Econpapers || Download paper

6
71995How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment. (1995). Bertschek, Irene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19957.

Full description at Econpapers || Download paper

6
81997On the reliability of reprocal fairness -An experimental study-. (1997). Rullière, Jean-Louis ; Marchand, Nadège ; Güth, Werner ; J.-L. Rulliere, ; Guth, W.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199780.

Full description at Econpapers || Download paper

5
92000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

Full description at Econpapers || Download paper

4
101997Money growth volatility and the demand for money in Germany: Friedmans volatility hypothesis revisited. (1997). Nautz, Dieter ; Bruggemann, Imke. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199723.

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4
111997Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. (1997). Dahlhaus, Rainer ; Neumann, M. ; von Sachs, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199734.

Full description at Econpapers || Download paper

4
121998A nonparametric test of the non-convexity of regression. (1998). THOMAS-AGNAN, Christine ; Diack, Cheikh A. T., . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199843.

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2
132000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200083.

Full description at Econpapers || Download paper

2
141999The local power of some unit root tests for panel data. (1999). Breitung, Jörg. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199969.

Full description at Econpapers || Download paper

2
152000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

Full description at Econpapers || Download paper

2
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