Pontos | Posição | |
---|---|---|
CEF.UP+NIPE (average of all rankings) (2012) | 30.05 | 127/501 |
ABS (2010) | 50.0 | 198/288 |
Australian RC (2010) | 75.0 | 140/479 |
Carlos III (2010) | 20.0 | 83/153 |
CNRS (2008) | 40.0 | 279/336 |
Combes and Linnemer (2003) | 17.0 | 129/253 |
Ideas discounted recursive impact factor (2012) | 11.12 | 51/396 |
ISI, JCR SSE, Article Influence Score (2010) | 11.52 | 76/316 |
ISI, JCR SSE, Impact Factor (2010) | 14.64 | 157/388 |
Kalaitzidakis et al (2010) | 1.95 | 68/196 |
Lubrano et al (2003) | 40.0 | 73/211 |
Qualis (2008) | 62.5 | 138/200 |
Schneider and Ursprung (2008) | 20.0 | 275/278 |
Source Normalized Impact per Paper (SNIP) (2011) | 14.25 | 151/476 |
Article Influence Score (2021) | 1.05 | 181/409 |
Article Influence Score (2019) | 0.85 | 181/428 |
Impact Factor (2021) | 1.61 | 287/409 |
Impact Factor (2019) | 0.93 | 333/440 |
Impact Factor (5 year) (2021) | 1.69 | 299/409 |
Impact Factor (5 year) (2019) | 1.34 | 284/428 |
SJR - Scimago (2021) | 1.12 | 182/558 |
SJR - Scimago (2019) | 0.87 | 234/549 |
Count (2021) | 1.0 | 351/662 |
Random Autoregressive Models: A Structured Overview
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Paulo Serra,
Edwin R. van den Heuvel
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A Bootstrap Approach for Generalized Autocontour Testing Implications for VIX Forecast Densities
João Henrique Gonçalves Mazzeu,
Gloria Gonzalez-Rivera,
Esther Ruiz,
Helena Veiga
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Data Cloning Estimation for Asymmetric Stochastic Volatility Models
P. de Zea Bermudez,
J. Miguel Marin,
Helena Veiga
vol. 39, 2020, p. 1057-1074.
Bootstrap Tests for Time Varying Cointegration
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Moment-Based Estimation of Nonlinear Regression Models with Boundary Outcomes and Endogeneity, with Applications to Nonnegative and Fractional Responses
Esmeralda Arranhado,
Joaquim Ramalho
vol. 36, 2017, p. 397-420.
Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications
Cristina Amado,
Timo Teräsvirta
vol. 36, 2017, p. 421-446.
Regression Analysis of Multivariate Fractional Data
José Murteira,
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vol. 35, 2016, p. 515-552.
Wild Bootstrap of the Sample Mean in the Infinite Variance Case
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Iliyan Georgiev,
A M Robert Taylor
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Edgeworth Corrections for Realized Volatility
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Nour Meddahi
vol. 27, 2008, p. 139-162.
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
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Peter Robinson
vol. 27, 2008, p. 268-297.
Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
Silvia Goncalves,
Lutz Kilian
vol. 26, 2007, p. 609-641.
Bias-Corrected Moment-Based Estimators for Parametric Models under Endogenous Stratified Sampling
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Joaquim Ramalho
vol. 25, 2006, p. 475-496.
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution
Fernanda Peixe,
Alastair Hall,
Kostas Kyriakoulis
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The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
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Antonio Montanes
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Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Leslie Godfrey,
João Santos Silva
vol. 23, 2004, p. 325-340.
A Consistent Method for the Selection of Relevant Instruments
Alastair Hall,
Fernanda Peixe
vol. 22, 2003, p. 269-287.
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
Vasco Gabriel
vol. 22, 2003, p. 411-435.
Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach
Denise Osborne,
Paulo M. M. Rodrigues
vol. 21, 2002, p. 221-241.
Nuisance Parameter Free Properties of Correlation Integral Based Statistics
Pedro Lima
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