Discussion Papers in Econometrics and Statistics / University of Cologne, Institute of Econometrics and Statistics
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
5
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]
[
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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 | 1 | 1 | 3 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
| 1995 | 0 | 0.22 | 0 | 0 | 7 | 8 | 5 | 0 | 1 | 1 | 0 | 0 | 0.13 | |||||
| 1996 | 0 | 0.25 | 0 | 0 | 4 | 12 | 16 | 0 | 8 | 8 | 0 | 0 | 0.14 | |||||
| 1997 | 0 | 0.28 | 0.06 | 0.08 | 4 | 16 | 0 | 1 | 1 | 11 | 12 | 1 | 0 | 0 | 0.15 | |||
| 1998 | 0.13 | 0.31 | 0.12 | 0.13 | 1 | 17 | 0 | 2 | 3 | 8 | 1 | 16 | 2 | 1 | 50 | 0 | 0.18 | |
| 1999 | 0 | 0.39 | 0.16 | 0.18 | 2 | 19 | 0 | 3 | 6 | 5 | 17 | 3 | 0 | 0 | 0.25 | |||
| 2000 | 0 | 0.54 | 0 | 0 | 1 | 20 | 0 | 6 | 3 | 18 | 0 | 0 | 0.24 | |||||
| 2004 | 0 | 0.6 | 0.09 | 0.33 | 2 | 22 | 0 | 2 | 9 | 0 | 3 | 1 | 1 | 50 | 1 | 0.5 | 0.36 | |
| 2005 | 0 | 0.6 | 0 | 0 | 1 | 23 | 0 | 9 | 2 | 3 | 0 | 0 | 0.36 | |||||
| 2006 | 0 | 0.59 | 0 | 0 | 2 | 25 | 6 | 9 | 3 | 3 | 0 | 0 | 0.34 | |||||
| 2007 | 0 | 0.52 | 0.03 | 0 | 5 | 30 | 11 | 1 | 10 | 3 | 5 | 0 | 0 | 0.29 | ||||
| 2008 | 0.71 | 0.59 | 0.21 | 0.5 | 4 | 34 | 4 | 7 | 17 | 7 | 5 | 10 | 5 | 2 | 28.6 | 0 | 0.29 | |
| 2009 | 0.22 | 0.58 | 0.09 | 0.14 | 1 | 35 | 0 | 3 | 20 | 9 | 2 | 14 | 2 | 0 | 0 | 0.33 | ||
| 2010 | 0.6 | 0.52 | 0.23 | 0.54 | 8 | 43 | 11 | 10 | 30 | 5 | 3 | 13 | 7 | 1 | 10 | 3 | 0.38 | 0.3 |
| 2011 | 0.33 | 0.61 | 0.08 | 0.15 | 7 | 50 | 16 | 4 | 34 | 9 | 3 | 20 | 3 | 2 | 50 | 0 | 0.37 | |
| 2012 | 0.2 | 0.68 | 0.16 | 0.2 | 1 | 51 | 1 | 8 | 42 | 15 | 3 | 25 | 5 | 0 | 0 | 0.36 | ||
| 2013 | 0.13 | 0.67 | 0.08 | 0.14 | 1 | 52 | 0 | 4 | 46 | 8 | 1 | 21 | 3 | 0 | 0 | 0.35 | ||
| 2014 | 0.5 | 0.67 | 0.11 | 0.22 | 2 | 54 | 0 | 6 | 52 | 2 | 1 | 18 | 4 | 2 | 33.3 | 0 | 0.34 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1996 | Inequality and negative income. (1996). Stich, Andreas . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:9604. Full description at Econpapers || Download paper | 15 |
| 2 | 2011 | On the diversification of portfolios of risky assets. (2011). Wiechers, Christof ; Frahm, Gabriel. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:211. Full description at Econpapers || Download paper | 12 |
| 3 | 2007 | Tylers M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance. (2007). Frahm, Gabriel ; Jaekel, Uwe . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:207. Full description at Econpapers || Download paper | 7 |
| 4 | 2006 | On the impact of weather on German hourly power prices. (2006). Kosater, Peter . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:106. Full description at Econpapers || Download paper | 6 |
| 5 | 2010 | Robust estimation of integrated variance and quarticity under flat price and no trading bias. (2010). Schulz, Frowin C.. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:410. Full description at Econpapers || Download paper | 5 |
| 6 | 1994 | Statistical inference in mobility measurement: Sex differences in earnings mobility. (1994). Trede, Mark. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:9404. Full description at Econpapers || Download paper | 4 |
| 7 | 2007 | Linear statistical inference for global and local minimum variance portfolios. (2007). Frahm, Gabriel. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:107. Full description at Econpapers || Download paper | 4 |
| 8 | 2010 | An exact algorithm for weighted-mean trimmed regions in any dimension. (2010). Mosler, Karl ; Bazovkin, Pavel . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:610. Full description at Econpapers || Download paper | 4 |
| 9 | 2008 | A general approach to Bayesian portfolio optimization. (2008). Bade, Alexander ; Jaekel, Uwe ; Frahm, Gabriel. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:108. Full description at Econpapers || Download paper | 3 |
| 10 | 1995 | Multivariate Gini indices. (1995). Mosler, Karl ; Koshevoy, Gleb. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:9507. Full description at Econpapers || Download paper | 3 |
| 11 | 2011 | Stochastic linear programming with a distortion risk constraint. (2011). Mosler, Karl ; Bazovkin, Pavel . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:611. Full description at Econpapers || Download paper | 3 |
| 12 | 2008 | Measuring polarization via poverty and affluence. (2008). Scheicher, Christoph . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:308. Full description at Econpapers || Download paper | 2 |
| 13 | 2011 | Default probability estimation in small samples: With an application to sovereign bonds. (2011). Orth, Walter . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:511. Full description at Econpapers || Download paper | 2 |
| 14 | Taxation of labor and capital income in an OLG model with home production and endogenous fertility. (1995). Heer, Burkhard. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:9509. Full description at Econpapers || Download paper | 2 | |
| 15 | 2007 | Testing for the best alternative with an application to performance measurement. (2007). Frahm, Gabriel. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:707. Full description at Econpapers || Download paper | 2 |
| 16 | 2012 | Fast nonparametric classification based on data depth. (2012). Mosler, Karl ; Lange, Tatjana ; Mozharovskyi, Pavlo. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:112. Full description at Econpapers || Download paper | 2 |
| 17 | 2006 | Cross-city hedging with weather derivatives using bivariate DCC GARCH models. (2006). Kosater, Peter . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:206. Full description at Econpapers || Download paper | 1 |
| 18 | 1996 | Poverty and life cycle effects: A nonparametric analysis for Germany. (1996). Stich, Andreas . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:596. Full description at Econpapers || Download paper | 1 |
| 19 | 1996 | Nonparametric inference for second order stochastic dominance. (1996). Trede, Mark ; Schmid, Friedrich . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:9602. Full description at Econpapers || Download paper | 1 |
| 20 | 2009 | A generalization of Tylers M-estimators to the case of incomplete data. (2009). Frahm, Gabriel ; Jaekel, Uwe . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:307. Full description at Econpapers || Download paper | 1 |
| 21 | 2007 | Dependence of stock returns in bull and bear markets. (2007). Schmid, Friedrich ; Dobri, Jadran ; Frahm, Gabriel. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:907. Full description at Econpapers || Download paper | 1 |
| 22 | 2000 | Nonparametric tests based on area-statistics. (2000). Schmid, Friedrich ; Kraft, Stefan . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:200. Full description at Econpapers || Download paper | 1 |
| 23 | 2004 | Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Grundstudium. (2004). Mosler, Karl ; Savine, Alexandre . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:104. Full description at Econpapers || Download paper | 1 |
| 24 | 2010 | The predictive accuracy of credit ratings: measurement and statistical inference. (2010). Orth, Walter . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:210. Full description at Econpapers || Download paper | 1 |
| 25 | 2010 | An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation. (2010). Frahm, Gabriel. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:110. Full description at Econpapers || Download paper | 1 |
| 26 | 2010 | On the life course perspective in income related health inequalities: a semiparametric approach. (2010). Siegel, Martin ; Mosler, Karl. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:310. Full description at Econpapers || Download paper | 1 |
| 27 | 1995 | The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates. (1995). Trede, Mark. In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:9501. Full description at Econpapers || Download paper | 1 |
| 28 | 2014 | Geometrical framework for robust portfolio optimization. (2014). Bazovkin, Pavel . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:0114. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1996 | Inequality and negative income. (1996). Stich, Andreas . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:9604. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series