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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: 2023-11-03 08:28:08]
5 Years H Index
23
Impact Factor (IF)
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
1994 0 0.17 0 0 49 49 63 0 0 0 0 0 0.08
1995 0.06 0.22 0.09 0.06 82 131 356 11 12 49 3 49 3 0 8 0.1 0.13
1996 0.18 0.25 0.15 0.18 96 227 447 33 45 131 23 131 23 0 7 0.07 0.14
1997 0.29 0.28 0.27 0.23 104 331 300 85 133 178 52 227 53 50 58.8 17 0.16 0.15
1998 0.19 0.31 0.17 0.16 115 446 300 76 209 200 37 331 52 34 44.7 9 0.08 0.18
1999 0.18 0.39 0.19 0.15 102 548 231 104 313 219 39 446 68 29 27.9 11 0.11 0.25
2000 0.26 0.54 0.21 0.21 118 666 301 138 454 217 57 499 106 14 10.1 12 0.1 0.24
2001 0.16 0.49 0.16 0.15 103 769 317 120 574 220 36 535 79 10 8.3 13 0.13 0.27
2002 0.24 0.54 0.14 0.15 84 853 193 121 695 221 52 542 82 19 15.7 11 0.13 0.31
2003 0.28 0.53 0.19 0.15 51 904 177 170 865 187 52 522 77 15 8.8 16 0.31 0.3
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
11995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

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106
21996Bootstrap 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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96
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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80
41998Additional 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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77
51996Discussion. (1996). Yang, Lucy ; Härdle, Wolfgang ; MARRON, J. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199665.

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60
61996A 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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54
71995Bootstrap Methods In Econometrics: Theory And Numerical Performance. (1995). HOROWITZ, J. L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199563.

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53
81995How 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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50
91997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

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43
102000Comparison 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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43
111996Matching 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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37
121998Estimation 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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37
131996Statistical 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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34
141998On 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
151999The 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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29
162002Nonparametric 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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28
172003Implied 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
182001Test procedures for unit roots in time series with level shifts at unknown time. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200139.

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27
191997Semiparametric 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
201996Nonparametric 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
212003Consistent 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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23
222003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200327.

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23
231996Nonparametric 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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23
242003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200324.

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23
252000On 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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23
261999A guided tour through quadratic hedging approaches. (1999). Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199996.

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22
27Trust 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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22
281996Smoothing Splines And Shape Restrictions. (1996). THOMAS-AGNAN, Christine ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

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22
292003Inflation Expectations in the EU: Results from Survey Data. (2003). Nielsen, Hannah . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200313.

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22
30Nonlinear 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
311995Changes 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
321997Nonparametric lag selection for time series. (1997). Yang, Lijian ; Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199759.

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20
331997On 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
342000Limited 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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19
351997Getting 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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19
361997On 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
372001Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions. (2001). Uhlig, Harald. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200198.

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17
381999A 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
391995An 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
402001Convergence of locally and globally interacting Markov chains. (2001). Horst, Ulrich ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200121.

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16
412000Maximum 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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16
421996How firm-specific is German apprenticeship training?. (1996). Werwatz, Axel. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199612.

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15
431997Animal spirits, technology shocks and the business cycle. (1997). Weder, Mark. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199761.

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15
441998Local 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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15
452000A minimal financial market model. (2000). Platen, Eckhard. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

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15
461998Nonparametric significance testing. (1998). Lavergne, Pascal ; Vuong, Quang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199875.

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14
472000Neoclassical 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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14
482002On the wages of temporary help service workers in Germany. (2002). Werwatz, Axel ; Kvasnicka, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200270.

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13
491999The 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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13
502000The empirical determinants of the Euro: Short and long run perspectives. (2000). Chinn, Menzie. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200043.

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13
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998Additional 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

19
21996Bootstrap 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

10
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
41995How 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
51997Money 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.

Full description at Econpapers || Download paper

5
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

5
71997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

Full description at Econpapers || Download paper

5
81996Matching 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

4
91999A guided tour through quadratic hedging approaches. (1999). Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199996.

Full description at Econpapers || Download paper

3
101997Optional decomposition and lagrange multipliers. (1997). Кабанов, Юрий ; Follmer, Hans ; Kabanov, Jurij M.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199754.

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3
111999The 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

3
121996A Review of Nonparametric Time Series Analysis. (1996). Lütkepohl, Helmut ; Härdle, Wolfgang ; chen, Richel ; Lutkepohl, H. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

Full description at Econpapers || Download paper

3
132003Inflation Expectations in the EU: Results from Survey Data. (2003). Nielsen, Hannah . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200313.

Full description at Econpapers || Download paper

3
142001Convergence of locally and globally interacting Markov chains. (2001). Horst, Ulrich ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200121.

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
162001Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model. (2001). Saikkonen, Pentti. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200193.

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2
172001The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximations. (2001). Jaschke, Stefan R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200154.

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2
182002Credit risk modeling and valuation: An introduction. (2002). Giesecke, Kay . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200254.

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2
192000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

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2
201996Foreign Exchange Rates Have Surprising Volatility. (1996). Härdle, Wolfgang ; Hafner, Christian ; Hardle, Wolfgang ; BOSSAERTS, P.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199668.

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2
211996Rückberechnung des DAX für die Jahre 1955 bis 1987. (1996). Maier, Jurgen ; Stehle, Richard ; Huber, Rainer . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19967.

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2
221995Nonparametric Time Series Analysis, a selectiv review with examples. (1995). Härdle, Wolfgang ; chen, Richel ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199514.

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2
Citing documents used to compute impact factor:
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