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Econometrics and Statistics

IF2.5
Papers31
Citations
Journal Papers 31
Publication Date
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A Robust Quantitative Risk Screening for Subgroup Pursuit in Clinical Trials
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete2
PREAI
deleteGuo, Xinzhou; Li, Ruosha; Zhou, Jianjun; He, Xuming
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Editorial: Special Issue on Robustness Dedicated to Elvezio Ronchetti and Peter Rousseeuw
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete0
PREAI
deleteCantoni, Eva; Hubert, Mia; La Vecchia, Davide; Van Aelst, Stefan
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Robust empirical risk minimization via Newton's method
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete2
PREAI
deleteIoannou, Eirini; Pydi, Muni Sreenivas; Loh, Po-Ling
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Using Canonical Quantile Regression to predict company performance: better prediction than using CEO compensation
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete1
PREAI
deletePortnoy, Stephen; Haimberg, Yossi
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Comments on Challenges of cellwise outliers by Jakob Raymaekers and Peter J. Rousseeuw
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
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PREAI
deleteAgostinelli, Claudio
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Robust logistic regression for ordered and unordered responses
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete3
PREAI
deleteIannario, Maria; Monti, Anna Clara
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Analyzing cellwise weighted data
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete2
PREAI
deleteRousseeuw, Peter J.
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Highly Efficient Estimators with High Breakdown Point for Linear Models with Structured Covariance Matrices
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete2
PREAI
deleteLopuhaa, Hendrik Paul
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Normality testing after outlier removal
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete8
PREAI
deleteBerenguer-Rico, Vanessa; Nielsen, Bent
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Challenges of cellwise outliers
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete19
PREAI
deleteRaymaekers, Jakob; Rousseeuw, Peter J.
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Rejoinder to the comment of Agostinelli
deleteEconometrics and Statistics
IF2.5
delete2026-04-01
delete1
PREAI
deleteRaymaekers, Jakob; Rousseeuw, Peter J.
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Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete1
PREAI
deleteBai, Yu; Marcellino, Massimiliano; Kapetanios, George
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A nonparametric spatial regression model using partitioning estimators
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete1
PREAI
deleteOlmo, Jose; Sanso-Navarro, Marcos
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Fluctuation-type monitoring test for explosive behavior
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete1
PREAI
deleteKurozumi, Eiji
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Instrumental variable quantile regression for clustered data
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete0
PREAI
deleteBesstremyannaya, Galina; Golovan, Sergei
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Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete4
deleteOAAI
deleteChudik, Alexander; Pesaran, M. Hashem; Smith, Ron P.
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Robust Fixed- b Inference in the Presence of Time-Varying Volatility
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
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PREAI
deleteDemetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson
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Monitoring cointegration in systems of cointegrating relationships
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete1
PREAI
deleteTheising, Etienne; Wied, Dominik
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Risk-return trade-off in international stock returns: Skewness and business cycles
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete2
deleteOAAI
deleteNyberg, Henri; Savva, Christos S.
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A new test for common breaks in heterogeneous panel data models
deleteEconometrics and Statistics
IF2.5
delete2025-12-01
delete2
PREAI
deleteJiang, Peiyun; Kurozumi, Eiji
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