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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: 2025-11-20 18:08:17]
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 0.16 0.02 0 49 49 64 1 0 0 0 0 0.08
1995 0.06 0.22 0.09 0.06 82 131 363 11 13 49 3 49 3 0 8 0.1 0.13
1996 0.18 0.25 0.15 0.18 96 227 458 33 46 131 23 131 23 0 7 0.07 0.14
1997 0.29 0.27 0.27 0.23 104 331 313 86 135 178 52 227 53 51 59.3 17 0.16 0.15
1998 0.19 0.32 0.18 0.16 115 446 332 80 215 200 37 331 54 35 43.8 11 0.1 0.18
1999 0.18 0.41 0.19 0.15 102 548 241 105 320 219 40 446 69 29 27.6 11 0.11 0.26
2000 0.28 0.56 0.22 0.22 118 666 315 142 465 217 60 499 110 15 10.6 12 0.1 0.25
2001 0.16 0.49 0.16 0.15 103 769 325 124 589 220 36 535 81 11 8.9 15 0.15 0.27
2002 0.24 0.55 0.14 0.15 84 853 200 122 711 221 53 542 83 19 15.6 11 0.13 0.31
2003 0.28 0.53 0.19 0.15 51 904 191 176 887 187 52 522 79 17 9.7 17 0.33 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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108
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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100
31998Additional logarithmic utility of an insider. (1998). Schweizer, Martin ; Amendinger, Jurgen ; Imkeller, Peter. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

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89
42001Bootstrap methods for time series. (2001). Horowitz, Joel L. ; Kreiss, Jens-Peter ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

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79
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 ; 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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53
91998Estimation 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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48
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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47
111997Optional decompositions under constraints. (1997). Follmer, Hans ; Kramkov, D. O.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

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46
121996Matching 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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40
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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37
141999The 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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32
151998On estimation of monotone and concave frontier functions. (1998). Simar, Leopold ; Mammen, Enno ; Park, Byeong U. ; Gijbels, Irene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19989.

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31
162003Implied volatility string dynamics. (2003). Härdle, Wolfgang ; Fengler, Matthias ; Hardle, Wolfgang ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200354.

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30
172001Test 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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28
182002Nonparametric 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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27
192000On adaptive estimation in partial linear models. (2000). Hardle, Wolfgang ; Golubev, Georgi . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

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26
201997Semiparametric analysis of German East-West migration intentions: Facts and theory. (1997). Werwatz, Axel ; Müller, Marlene ; Härdle, Wolfgang ; Burda, Michael ; Muller, Marlene ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19983.

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25
211999A guided tour through quadratic hedging approaches. (1999). Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199996.

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24
221996Nonparametric 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
232003Consistent 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
242003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200327.

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23
251996Nonparametric 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
261997Getting 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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23
272003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200324.

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23
28Trust and reciprocity in the investment game with indirect reward. (2000). Marchand, Nadège ; Güth, Werner ; Konigstein, Manfred ; Nehring, Klaus ; Guth, Werner. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:2000110.

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22
291996Smoothing Splines And Shape Restrictions. (1996). THOMAS-AGNAN, Christine ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

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22
302003Inflation 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
31Nonlinear 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
321995Changes 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
331997Nonparametric lag selection for time series. (1997). Yang, Lijian ; Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199759.

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20
341997On 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
352000Limited depth of reasoning and failure of cascade formation in the laboratory. (2000). Weizsäcker, Georg ; Kübler, Dorothea ; Weizsacker, Georg ; Kubler, Dorothea. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:20013.

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19
362001Did 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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18
371997On L2-projections on a space of stochastic integrals. (1997). Rheinlander, Thorsten ; Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199725.

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18
382001Convergence 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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17
391999A 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
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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16
411996How firm-specific is German apprenticeship training?. (1996). Werwatz, Axel. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199612.

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15
421995An 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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15
431998Local risk-minimization under transaction costs. (1998). Pham, Huyen ; Lamberton, Damien ; Schweizer, Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

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15
441997Animal spirits, technology shocks and the business cycle. (1997). Weder, Mark. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199761.

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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
462000Neoclassical 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
471998Nonparametric significance testing. (1998). Lavergne, Pascal ; Vuong, Quang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199875.

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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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14
491997Money 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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14
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). Schweizer, Martin ; Amendinger, Jurgen ; Imkeller, Peter. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

Full description at Econpapers || Download paper

13
21997Optional decompositions under constraints. (1997). Follmer, Hans ; Kramkov, D. O.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

Full description at Econpapers || Download paper

4
31996Bootstrap 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

4
41998Estimation 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

4
51995How 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

4
62000Bootstrapping impulse responses in VAR analyses. (2000). Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200022.

Full description at Econpapers || Download paper

3
72000On adaptive estimation in partial linear models. (2000). Hardle, Wolfgang ; Golubev, Georgi . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

Full description at Econpapers || Download paper

3
82003American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying View. (2003). Bank, Peter ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200346.

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3
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
101995Migration and the Option Value of Waiting. (1995). Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

Full description at Econpapers || Download paper

3
112001Mental accounting and the impact of tax penalty and audit frequency on the declaration of income: An experimental analysis. (2001). Maciejovsky, Boris ; Kirchler, Erich ; Schwarzenberger, Herbert. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200116.

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2
121996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1996). Krolzig, Hans-Martin. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199625.

Full description at Econpapers || Download paper

2
131997Money 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

2
142000An experimental comparison of the fairness models by Bolton and Ockenfels and by Fehr and Schmidt. (2000). Strobel, Martin ; Engelmann, Dirk. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200028.

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2
151997Optional decomposition and lagrange multipliers. (1997). Кабанов, Юрий ; Kabanov, Jurij M. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199754.

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2
161999Vector autoregressive analysis. (1999). Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199931.

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2
172002Semi-parametric estimation of generalized partially linear single-index models. (2002). Härdle, Wolfgang ; Xia, Yingcun ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200256.

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2
181996Matching 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

2
Citing documents used to compute impact factor:
YearTitle
Recent citations