Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Citation Profile [Updated: 2025-01-21 17:37:07]
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 64 0 0 0 0 0 0.08
1995 0.06 0.22 0.09 0.06 82 131 361 11 12 49 3 49 3 0 8 0.1 0.13
1996 0.18 0.25 0.15 0.18 96 227 457 33 45 131 23 131 23 0 7 0.07 0.14
1997 0.29 0.27 0.27 0.23 104 331 311 86 134 178 52 227 53 51 59.3 17 0.16 0.15
1998 0.19 0.32 0.17 0.16 115 446 325 78 212 200 37 331 53 35 44.9 10 0.09 0.18
1999 0.18 0.39 0.19 0.15 102 548 241 105 317 219 40 446 69 29 27.6 11 0.11 0.25
2000 0.27 0.54 0.21 0.22 118 666 311 140 460 217 59 499 109 15 10.7 12 0.1 0.25
2001 0.16 0.49 0.16 0.15 103 769 323 123 583 220 35 535 80 11 8.9 15 0.15 0.28
2002 0.24 0.54 0.14 0.15 84 853 199 123 706 221 53 542 84 19 15.4 11 0.13 0.31
2003 0.28 0.53 0.19 0.15 51 904 187 176 882 187 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

100
31998Additional 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

84
42001Bootstrap methods for time series. (2001). Härdle, Wolfgang ; Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

Full description at Econpapers || Download paper

79
51996Discussion. (1996). Yang, Lucy ; Härdle, Wolfgang ; MARRON, J. ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199665.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

52
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.

Full description at Econpapers || Download paper

47
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

39
131996Statistical 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

37
141999The 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

32
151998On 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

25
201997Semiparametric 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

24
221996Nonparametric Vector Autoregression. (1996). Yang, Lucy ; Tsybakov, Alexandre ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199661.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

23
241996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean. (1996). Yang, Lucy ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199662.

Full description at Econpapers || Download paper

23
251997Getting Behind The East-West Wage Differential: Theory and Evidence. (1997). Schmidt, Christoph ; Burda, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199777.

Full description at Econpapers || Download paper

23
262003On Representative Trust. (2003). Kröger, Sabine ; Bellemare, Charles ; Kroger, Sabine. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200324.

Full description at Econpapers || Download paper

23
272003Consistent 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.

Full description at Econpapers || Download paper

23
281996Smoothing Splines And Shape Restrictions. (1996). THOMAS-AGNAN, Christine ; Mammen, Enno. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

Full description at Econpapers || Download paper

22
292003Inflation 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

22
30Trust 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

21
321997Nonparametric lag selection for time series. (1997). Yang, Lijian ; Tschernig, Rolf. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199759.

Full description at Econpapers || Download paper

20
331995Changes 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.

Full description at Econpapers || Download paper

20
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.

Full description at Econpapers || Download paper

19
351997On 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.

Full description at Econpapers || Download paper

19
361997On L2-projections on a space of stochastic integrals. (1997). Schweizer, Martin ; Rheinlander, Thorsten. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199725.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

18
382001Convergence 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

16
411997Animal spirits, technology shocks and the business cycle. (1997). Weder, Mark. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199761.

Full description at Econpapers || Download paper

15
422000A minimal financial market model. (2000). Platen, Eckhard. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

Full description at Econpapers || Download paper

15
431996How firm-specific is German apprenticeship training?. (1996). Werwatz, Axel. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199612.

Full description at Econpapers || Download paper

15
441995An 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.

Full description at Econpapers || Download paper

15
451998Local risk-minimization under transaction costs. (1998). Lamberton, Damien ; Schweizer, Martin ; Pham, Huyen. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

14
472002On the wages of temporary help service workers in Germany. (2002). Werwatz, Axel ; Kvasnicka, Michael. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200270.

Full description at Econpapers || Download paper

14
481997Money 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

14
492000Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus. (2000). Desdoigts, Alain. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200042.

Full description at Econpapers || Download paper

14
501996Direct estimation of low dimensional components in additive models. (1996). Härdle, Wolfgang ; Fan, Jing ; Mammen, Enno ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199617.

Full description at Econpapers || Download paper

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

8
21997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

Full description at Econpapers || Download paper

4
31998Estimation 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

3
41995Migration 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
51996Bootstrap 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

3
61999A 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
71995How 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

3
82000On adaptive estimation in partial linear models. (2000). Härdle, Wolfgang ; Golubev, Georgi ; Hardle, Wolfgang. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

Full description at Econpapers || Download paper

2
91997Money 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
101996Statistical 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
111999Vector autoregressive analysis. (1999). Lütkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199931.

Full description at Econpapers || Download paper

2
122000An 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.

Full description at Econpapers || Download paper

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