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Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
34
Impact Factor (IF)
0.44
5 Years IF
0.42
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
2010 0 0.53 0.4 0 40 40 516 16 24 0 0 0 16 0.4 0.3
2011 0.7 0.61 0.5 0.7 63 103 856 51 75 40 28 40 28 0 21 0.33 0.37
2012 0.54 0.67 0.61 0.54 36 139 581 85 160 103 56 103 56 0 10 0.28 0.36
2013 1.03 0.65 1.02 0.97 50 189 290 192 353 99 102 139 135 0 20 0.4 0.34
2014 0.69 0.67 0.88 0.72 54 243 624 211 566 86 59 189 137 0 34 0.63 0.34
2015 0.68 0.65 0.83 0.75 45 288 455 237 804 104 71 243 182 0 13 0.29 0.36
2016 1.03 0.63 0.97 0.84 49 337 329 327 1131 99 102 248 209 0 12 0.24 0.34
2017 0.78 0.61 0.88 0.79 47 384 272 337 1468 94 73 234 185 0 13 0.28 0.34
2018 0.58 0.6 0.97 0.62 45 429 395 416 1884 96 56 245 151 0 32 0.71 0.34
2019 0.66 0.61 0.81 0.6 61 490 260 398 2283 92 61 240 143 0 15 0.25 0.35
2020 0.91 0.68 1.08 0.74 49 539 246 584 2867 106 96 247 183 0 23 0.47 0.72
2021 0.75 0.87 0.95 0.73 59 598 163 569 3436 110 83 251 182 0 17 0.29 0.36
2022 0.72 0.66 0.8 0.59 39 637 56 510 3946 108 78 261 155 0 5 0.13 0.21
2023 0.49 0.48 0.77 0.51 32 669 33 518 4464 98 48 253 129 0 8 0.25 0.16
2024 0.27 0.47 0.66 0.37 47 716 33 470 4934 71 19 240 89 0 2 0.04 0.18
2025 0.44 0.65 0.57 0.42 26 742 8 425 5359 79 35 226 94 0 1 0.04 0.24
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
12011Two-Stage DEA: Caveat Emptor. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

328
22014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Pierret, Diane ; Engle, Robert ; Acharya, Viral. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

165
32010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010004.

Full description at Econpapers || Download paper

114
42015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

98
52016Testing Hypotheses in Nonparametric Models of Production. (2016). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

91
62015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015034.

Full description at Econpapers || Download paper

90
72014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014012.

Full description at Econpapers || Download paper

90
82012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012009.

Full description at Econpapers || Download paper

90
92015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

87
102012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012022.

Full description at Econpapers || Download paper

86
112010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

86
122014A One Line Derivation of EGARCH. (2014). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014030.

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84
132011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011027.

Full description at Econpapers || Download paper

79
142018Central limit theorems for conditional efficiency measures and tests of the €˜separability€™ condition in non-parametric, two-stage models of production. (2018). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

76
152011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; Roueff, Francois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011009.

Full description at Econpapers || Download paper

70
162012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

69
172012Statistical inference for DEA estimators of directional distances. (2012). Wilson, Paul ; Simar, Leopold ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012018.

Full description at Econpapers || Download paper

68
182013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013023.

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63
192014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014005.

Full description at Econpapers || Download paper

60
202018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

56
212017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017026.

Full description at Econpapers || Download paper

55
222018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

53
232020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020004.

Full description at Econpapers || Download paper

52
242015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015009.

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52
252010Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Jeong, S.-O., ; Park, B U. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010025.

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49
262012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, O. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012021.

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45
272016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; van Keilegom, Ingrid ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016007.

Full description at Econpapers || Download paper

42
282011Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011030.

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41
292011Correlated risks, bivariate utility and optimal choices. (2011). Menegatti, Mario ; Denuit, Michel ; Eeckhoudt, Louis. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011043.

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40
302012An M-estimator for tail dependence in arbitrary dimensions. (2012). Einmahl, John ; Segers, Johan ; Krajina, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012035.

Full description at Econpapers || Download paper

40
312010Inferences From Cross-sectional, Stochastic Frontier Models. (2010). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010005.

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39
322013On kernel smoothing for extremal quantile regression. (2013). Daouia, Abdelaati ; Girard, Stephane ; Gardes, Laurent. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013038.

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39
332019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

38
342011The European university landscape: A micro characterization based on evidence from the Aquameth project. (2011). VANDEN EECKAUT, Philippe ; Simar, Leopold ; Geuna, Aldo ; van den Eeckaut, Philippe ; Bach, Laurent ; Daraio, Cinzia ; Lepori, Benedetto ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011041.

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37
352015Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; van Keilegom, Ingrid ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015004.

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34
362011Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011046.

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34
372016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016013.

Full description at Econpapers || Download paper

33
382011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

33
392010Estimating the error distribution in nonparametric multiple regression with applications to model testing. (2010). Neumeyer, N ; van Keilegom, I. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010006.

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32
402010Efficient estimation of a semiparametric dynamic copula model. (2010). Hafner, Christian ; Reznikova, Olga. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010033.

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31
412012Instrumental regression in partially linear models. (2012). van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012017.

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30
422014Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. (2014). Dunker, Fabian ; Hohage, Thorsten ; Florens, Jean-Pierre ; Johannes, Jan ; Mammen, Enno. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014007.

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29
432019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019053.

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29
442019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019013.

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28
452014Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (2014). Kneib, Thomas ; Lang, Stefan ; Klein, Nadja ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014006.

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28
462013Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Denuit, Michel ; Pigeon, Mathieu. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013028.

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26
472011Locally Stationary Factor Models: Identification And Nonparametric Estimation. (2011). Hafner, Christian ; von Sachs, Rainer ; Motta, Giovanni. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011007.

Full description at Econpapers || Download paper

26
482018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018008.

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25
492015Efficiency and economies of scale and specialization in European universities: a directional distance approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015017.

Full description at Econpapers || Download paper

25
502017The empirical beta copula. (2017). Sibuya, Masaaki ; Segers, Johan ; Tsukahara, Hideatsu. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017005.

Full description at Econpapers || Download paper

25
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Two-Stage DEA: Caveat Emptor. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

35
22015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

28
32018Central limit theorems for conditional efficiency measures and tests of the €˜separability€™ condition in non-parametric, two-stage models of production. (2018). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

26
42016Testing Hypotheses in Nonparametric Models of Production. (2016). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

25
52012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

24
62020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020004.

Full description at Econpapers || Download paper

24
72015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

21
82018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

17
92014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Pierret, Diane ; Engle, Robert ; Acharya, Viral. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

16
102022Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance. (2022). Dhaene, Jan ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2022026.

Full description at Econpapers || Download paper

15
112014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014005.

Full description at Econpapers || Download paper

14
122021Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. (2021). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021023.

Full description at Econpapers || Download paper

14
132012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012022.

Full description at Econpapers || Download paper

13
142010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

12
152015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015034.

Full description at Econpapers || Download paper

12
162018A Neural-Network Analyzer for Mortality Forecast. (2018). Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018027.

Full description at Econpapers || Download paper

11
172021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Denuit, Michel ; Trufin, Julien ; Charpentier, Arthur. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021049.

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11
182021From risk sharing to pure premium for a large number of heterogeneous losses. (2021). Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021001.

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11
192014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014012.

Full description at Econpapers || Download paper

11
202011Locally Stationary Factor Models: Identification And Nonparametric Estimation. (2011). Hafner, Christian ; von Sachs, Rainer ; Motta, Giovanni. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011007.

Full description at Econpapers || Download paper

10
212011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011027.

Full description at Econpapers || Download paper

10
222019Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices. (2019). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019010.

Full description at Econpapers || Download paper

10
232012Statistical inference for DEA estimators of directional distances. (2012). Wilson, Paul ; Simar, Leopold ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012018.

Full description at Econpapers || Download paper

9
242017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017026.

Full description at Econpapers || Download paper

9
252011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

9
262015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015009.

Full description at Econpapers || Download paper

9
272019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

8
282016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016013.

Full description at Econpapers || Download paper

8
292017Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models. (2017). Cao, Ricardo ; van Keilegom, Ingrid ; Lopez-Cheda, Ana ; Jacome, Amalia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017001.

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8
302012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012009.

Full description at Econpapers || Download paper

8
312023Statistical Inference for Aggregation of Malmquist Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Pham, Manh. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2023010.

Full description at Econpapers || Download paper

8
322015Efficiency and economies of scale and specialization in European universities: a directional distance approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015017.

Full description at Econpapers || Download paper

8
332022Mortality credits within large survivor funds. (2022). Hieber, Peter ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2022030.

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7
342016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; van Keilegom, Ingrid ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016007.

Full description at Econpapers || Download paper

7
352012An M-estimator for tail dependence in arbitrary dimensions. (2012). Einmahl, John ; Segers, Johan ; Krajina, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012035.

Full description at Econpapers || Download paper

7
362012Instrumental regression in partially linear models. (2012). van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012017.

Full description at Econpapers || Download paper

7
372018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

7
382018Hedging of options in presence of jump clustering. (2018). Moraux, Franck ; Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018037.

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7
392020Large-Loss Behavior of Conditional Mean Risk Sharing. (2020). Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020021.

Full description at Econpapers || Download paper

6
402019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019013.

Full description at Econpapers || Download paper

6
412021Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models. (2021). Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021020.

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6
422016Data envelope fitting with constrained polynomial splines. (2016). Noh, Hohsuk ; Park, Byeong U ; Daouia, Abdelaati. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016011.

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6
432019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019053.

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442021Gender effect on microfinance social efficiency: A robust nonparametric approach. (2021). Simar, Leopold ; Tchuigoua, Hubert ; Fall, Franois ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021012.

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6
452013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013023.

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462018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018008.

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6
472014Inference in stochastic frontier analysis with dependent error terms. (2014). Hafner, Christian ; el Mehdi, Rachida. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014028.

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5
482011Fitting dynamic factor models to non-stationary time series. (2011). von Sachs, Rainer ; Eichler, Michael ; Motta, Giovanni. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011013.

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5
492010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010004.

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5
502019An Adapted Loss Function for Censored Quantile Regression. (2019). de Backer, Mickael ; van Keilegom, Ingrid ; el Ghouch, Anouar. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019054.

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Citing documents used to compute impact factor: 35
YearTitle
2025Superposition of interacting stochastic processes with memory and its application to migrating fish counts. (2025). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:192:y:2025:i:c:s0960077924014632.

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2025Option pricing in a sentiment-biased stochastic volatility model. (2025). Patacca, Marco ; Fig-Talamanca, Gianna ; Cretarola, Alessandra. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:1:d:10.1007_s10436-024-00448-3.

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2025A fractional Hawkes process for illiquidity modeling. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00379-7.

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2025The End of an Era. The Vanishing Negative Effect of Womens Employment on Fertility. (2025). Vignoli, Daniele ; Matysiak, Anna. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2025_02.

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2025The End of an Era. The Vanishing Negative Effect of Women’s Employment on Fertility. (2025). Vignoli, Daniele ; Matysiak, Anna. In: Working Papers. RePEc:war:wpaper:2025-09.

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2025Future Caregiving Responsibilities, Employment Uncertainties, and Expected Childbearing Behavior: Survey Experimental Evidence from Germany. (2025). Gellert, Paul ; Alonso-Perez, Enrique ; Kreyenfeld, Michaela ; Ramos, Vincent Jerald ; Osullivan, Julie Lorraine ; Heisig, Jan Paul. In: Population Research and Policy Review. RePEc:kap:poprpr:v:44:y:2025:i:5:d:10.1007_s11113-025-09969-9.

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2025Statistical inference for Hicks–Moorsteen productivity indices. (2025). Simar, Leopold ; Zhao, Shirong ; Zelenyuk, Valentin. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:2:d:10.1007_s10479-024-06288-8.

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2025A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference. (2025). Wilson, Paul W. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10634-0.

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2025Likelihood-ratio test for technological differences in two-stage data envelopment analysis for panel data. (2025). Zelenyuk, Valentin ; Du, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:644-663.

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2025Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies. (2025). Simar, Leopold ; di Leo, Simone ; Daraio, Cinzia. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:907-917.

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2025Fifty years of Data Envelopment Analysis. (2025). Emrouznejad, Ali ; Mergoni, Anna ; de Witte, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:389-412.

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2025Modeling a nonradial measure in nonconvex global technology for banking sector: Evidence from commercial banks in China. (2025). Pan, Yinghao ; Liu, Jipeng ; Wu, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006751.

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2025Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs. (2025). Simar, Leopold ; Vanhems, Anne ; Fall, Franois Seck ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025019.

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2025Wasserstein–Aitchison GAN for angular measures of multivariate extremes. (2025). Segers, Johan ; Rootzn, Holger ; Lhaut, Stphane. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025010.

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2025A general valuation framework for rough stochastic local volatility models and applications. (2025). Ma, Jingtang ; Yang, Wensheng ; Cui, Zhenyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:1:p:307-324.

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2025Rajiv Banker’s lasting impact on data envelopment analysis. (2025). Lu, Chixiao ; Charles, Vincent ; Podinovski, Victor ; Emrouznejad, Ali ; Moradi-Motlagh, Amir. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:2:d:10.1007_s10479-025-06473-3.

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2025Recursive partitioning based on gini index for insurance pricing. (2025). Trufin, Julien ; Simon, Pierre-Alexandre ; Petit, Robin ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025025.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2025The VaR-based Probability Equivalent Level under the Esscher premium principle. (2025). Zhang, YI ; Wen, Limin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325015387.

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2025Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions. (2025). Zhou, Hongjuan. In: Papers. RePEc:arx:papers:2507.19445.

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2025The Equilibrium Effects of Mortality Risk. (2025). Regis, Luca ; Modena, Andrea ; Rizzini, Giorgio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709.

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2025The Three-step method in a dynamic setting. (2025). Linders, Daniel ; Devolder, Pierre ; Belhouari, Oussama. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025018.

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2025Skewness Issues in Quantifying Efficiency: Insights from Stochastic Frontier Panel Models Based on Closed Skew Normal Approximations. (2025). Wied, Dominik ; Haschka, Rouven E. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-025-10857-9.

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2025A clustering scheme for performance benchmarking in the regulation of electric distribution utilities in Iran. (2025). Goltapeh, Fatemeh ; Gholizadeh, Mahyar ; Pourheydari, Mohammad ; Sadeghi, Shakiba ; Hojjati, Ashkan. In: Utilities Policy. RePEc:eee:juipol:v:93:y:2025:i:c:s0957178724001759.

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2025Assessing the eco-efficiency of inter-municipal waste management services in France. (2025). Aznar, Olivier ; Ndimblane, Aissatou ; Ayouba, Kassoum. In: Post-Print. RePEc:hal:journl:hal-05232549.

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2025A lattice-based approach for life insurance pricing in a stochastic correlation framework. (2025). Costabile, Massimo ; Massab, Ivar ; Russo, Emilio ; Staino, Alessandro ; Mamon, Rogemar ; Zhao, Yixing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:145-159.

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2025Tree-structured Markov random fields with Poisson marginal distributions. (2025). Marceau, Etienne ; Cossette, Hlne ; Ct, Benjamin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x25000132.

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2025Editorial: Special Issue on “Life insurance mathematics and actuarial science” dedicated to the memory of Ermanno Pitacco. (2025). Olivieri, Annamaria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-025-00550-9.

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2025Reconciling Product Flexibility with Cost, Delivery, and Quality: The Importance of Bundling Mass Customization Practices. (2025). Grosso, Chiara ; Trentin, Alessio ; Sandrin, Enrico ; Suzic, Svetlana ; Forza, Cipriano. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:26:y:2025:i:2:d:10.1007_s40171-024-00429-5.

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2025Organisational Culture and Knowledge Management Systems Adoption: Examining Employee Usage in Multinational Corporations. (2025). Kapser, Sebastian ; Liu, Leo Shixiong ; Abdallah, Wael ; Kurt, Yusuf ; Abdelrahman, Mahmoud ; Papamichail, Nadia K ; Hammady, Ramy. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:26:y:2025:i:3:d:10.1007_s40171-025-00448-w.

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2025A Flexible and Circular Management of Copper in Chile: New Perspectives Toward Sustainable Development. (2025). Varela, Joaqun Francisco ; Dadamo, Idiano ; Biancardi, Alberto. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:26:y:2025:i:4:d:10.1007_s40171-025-00464-w.

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2025A penalized least squares estimator for extreme-value mixture models. (2025). Segers, Johan ; Kiriliouk, Anna ; Mourahib, Anas. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025015.

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2025The Volterra Stein-Stein model with stochastic interest rates. (2025). Motte, Edouard ; Hainaut, Donatien ; Jaber, Eduardo Abi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025003.

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2025Optimal control by policy improvements and constrained Gaussian process regressions. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025012.

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Recent citations
Recent citations received in 2025

YearCiting document
2025Some Remarks on the Occasion of Léopold Simar’s Lifetime Achievement Award. (2025). Wilson, Paul W. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:64:y:2025:i:3:d:10.1007_s11123-025-00771-5.

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Recent citations received in 2024

YearCiting document
2024American option pricing with model constrained Gaussian process regressions. (2024). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024023.

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2024Russell and slack-based measures of efficiency: A unifying framework. (2024). Zelenyuk, Valentin ; Zhao, Shirong. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:867-876.

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Recent citations received in 2023

YearCiting document
2023Statistical Inference for Hicks–Moorsteen Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023032.

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2023X-Vine Models for Multivariate Extremes. (2023). Segers, Johan ; Lee, Jeongjin ; Kiriliouk, Anna. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023038.

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2023The changing socioeconomic gradient in the dissolution of marriage and cohabitation: Evidence from a latecomer of the Second Demographic Transition. (2023). Guetto, Raffaele ; Bastianelli, Elena ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2023_03.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Panchenko, Valentyn. In: CEPA Working Papers Series. RePEc:qld:uqcepa:184.

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2023Further Improvements of Finite Sample Approximation of Central Limit Theorems for Weighted and Unweighted Malmquist Productivity Indices. (2023). Zelenyuk, Valentin ; Zhao, Shirong. In: CEPA Working Papers Series. RePEc:qld:uqcepa:186.

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2023Productivity Analysis: Roots, Foundations, Trends and Perspectives. (2023). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:188.

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2023Statistical Inference for Hicks–Moorsteen Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: CEPA Working Papers Series. RePEc:qld:uqcepa:190.

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2023Russell and Slack-Based Measures of Efficiency: A Unifying Framework. (2023). Zelenyuk, Valentin ; Zhao, Shirong ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:191.

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Recent citations received in 2022

YearCiting document
2022Allocation of benefits in mutual aid and survivor funds. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029.

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2022Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034.

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2022Boosting on the responses with Tweedie loss functions. (2022). Verdebout, Thomas ; Denuit, Michel ; Trufin, Julien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022039.

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2022Multivariate claim processes with rough intensities: Properties and estimation. (2022). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:269-287.

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2022Uniform concentration bounds for frequencies of rare events. (2022). Lhaut, Stephane ; Segers, Johan ; Sabourin, Anne. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001493.

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