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exaly
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Department of Statistics and Econometrics
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top-articles
Department of Statistics and Econometrics
37
(top 2%)
papers
1.4K
(top 2%)
citations
16
(top 2%)
h
-index
36
(top 1%)
g
-index
54
all documents
1.5K
doc citations
678
citing journals
Top Articles
#
Title
Journal
Year
Citations
1
A multivariate Kolmogorov-Smirnov test of goodness of fit
Statistics and Probability Letters
1997
354
2
Multivariate Outlier Detection and Robust Covariance Matrix Estimation
Technometrics
2001
194
3
Estimation and model selection based inference in single and multiple threshold models
Journal of Econometrics
2002
188
4
Use of poisson regression and box-jenkins models to evaluate the short-term effects of environmental noise levels on daily emergency admissions in Madrid, Spain
European Journal of Epidemiology
2001
76
5
Short term effects of airborne pollen concentrations on asthma epidemic
Thorax
2003
66
6
Non-linear short-term effects of airborne pollen levels with allergenic capacity on asthma emergency room admissions in Madrid, Spain
Clinical and Experimental Allergy
2004
62
7
On robust partial least squares (PLS) methods
Journal of Chemometrics
1998
57
8
Descriptive measures of multivariate scatter and linear dependence
Journal of Multivariate Analysis
2003
54
9
Confirmatory factor analysis of the General Health Questionnaire (GHQ-12) in Spanish adolescents
Quality of Life Research
2012
54
10
Forecasting with nonstationary dynamic factor models
Journal of Econometrics
2004
52
11
A Fast Procedure for Outlier Diagnostics in Large Regression Problems
Journal of the American Statistical Association
1999
44
12
Returns to education in Spain: Some evidence on the endogeneity of schooling
Education Economics
2003
24
13
On the robustness of cointegration tests when series are fractionally intergrated
Journal of Applied Statistics
2000
22
14
On sieve bootstrap prediction intervals
Statistics and Probability Letters
2003
21
15
Gibbs Sampling Will Fail in Outlier Problems with Strong Masking
Journal of Computational and Graphical Statistics
1996
19
16
Finite sample properties of a QML estimator of stochastic volatility models with long memory
Economics Letters
2001
19
17
Testing for Conditional Heteroscedasticity in the Components of Inflation
SSRN Electronic Journal
0
19
18
Sensitivity analysis of common statistical models used to study the short-term effects of air pollution on health
International Journal of Biometeorology
2003
16
19
Specification testing in discretized diffusion models: Theory and practice
Journal of Econometrics
2008
14
20
The practical use of semiparametric models in field trials
Journal of Agricultural, Biological, and Environmental Statistics
2003
12
21
On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing
Statistics and Computing
2019
12
22
A permanent-transitory decomposition for ARFIMA processes
Journal of Statistical Planning and Inference
2004
11
23
Prediction of extreme ozone levels in Barcelona, Spain
Environmental Monitoring and Assessment
2005
11
24
Second-generation time-series models: A comment on ‘some advances in non-linear and adaptive modelling in time-series analysis’, by tiao and tsay
Journal of Forecasting
1994
9
25
Bayesian unmasking in linear models
Computational Statistics and Data Analysis
2001
9
26
Empirical Distributions of Stock Returns: European Securities Markets, 1990-95
SSRN Electronic Journal
0
9
27
The Estimation of Food Expenditures From Household Budget Data in the Presence of Bulk Purchases
Journal of Business and Economic Statistics
1998
8
28
Trend stationarity versus long-range dependence in time series analysis
Journal of Econometrics
2002
8
29
USE OF SEMITRAINED PANEL MEMBERS IN THE SENSORY EVALUATION OF HAKE (MERLUCCIUS MERLUCCIUS, L) ANALYZED STATISTICALLY
Journal of Food Quality
2003
7
30
Estimation and Model Selection Based Inference in Single and Multiple Threshold Models
SSRN Electronic Journal
2001
6
31
Testing for Multicointegration
SSRN Electronic Journal
0
6
32
An alternative measure of core inflation
Economics Letters
2002
4
33
Optimal Portfolios with Minimum Capital Requirements
SSRN Electronic Journal
2010
4
34
On some chaos techniques and the modelling of nonlinear time series
Signal Processing
1996
3
35
Note on relations between criteria for ageing
Reliability Engineering and System Safety
2000
3
36
Fuzzy and probabilistic reasoning in simple learning classifier systems
Reliability Engineering and System Safety
0
2
37
On the optimal control of stochastic linear systems with contaminated partial observations
Top
1997
2
38
A simple diagnostic tool for local prior sensitivity
Statistics and Probability Letters
1997
2
39
Resampling time series using missing values techniques
Annals of the Institute of Statistical Mathematics
2003
2
40
Forecasting Large Stochastic Covariance Matrices
SSRN Electronic Journal
2018
1
41
Asymmetric Stochastic Volatility Models: Properties and Estimation
SSRN Electronic Journal
0
1
42
Topology-based genetic search for the Stahel-Donoho estimator
SSRN Electronic Journal
0
0
43
Asset pricing anomalies: Evidence from oil industry
SSRN Electronic Journal
0
0
44
Measuring Risk in Fixed Income Portfolios Using Yield Curve Models
SSRN Electronic Journal
0
0
45
Combining Multivariate Volatility Forecasts: An Economic-Based Approach
SSRN Electronic Journal
2015
0
46
Robust Bootstrap Densities for Dynamic Conditional Correlations: Implications for Portfolio Selection and Value-at-Risk
SSRN Electronic Journal
0
0
47
Disentangling the Role of Variance and Covariance Information in Portfolio Selection Problems
SSRN Electronic Journal
0
0
48
Networks and Collective Action
SSRN Electronic Journal
0
0
49
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models
SSRN Electronic Journal
0
0
50
Exploring Option Pricing and Hedging via Volatility Asymmetry
SSRN Electronic Journal
0
0
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