Citation Impact
Citing Papers
Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
2009 Standout
Approximate regression models and splines
1984
Comment on “Issues Involved With the Seasonal Adjustment of Economic Time Series” by William R. Bell and Steven C. Hiilmer
1985 StandoutNobel
ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES
1996
Flexible regression models with cubic splines
1989 Standout
Permutation tests for joinpoint regression with applications to cancer rates
2000 Standout
Sensitivity of the human circadian pacemaker to nocturnal light: melatonin phase resetting and suppression
2000 Standout
Smoothing reference centile curves: The lms method and penalized likelihood
1992 Standout
Predictive Model Assessment for Count Data
2009
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Bayesian multiscale feature detection of log-spectral densities
2009
Quantitative Forecasting—the State of the Art: Econometric Models
1985
Semiparametric Estimates of the Relation between Weather and Electricity Sales
1986 StandoutNobel
The Twin Crises: The Causes of Banking and Balance-of-Payments Problems
1999 Standout
Nonparametric regression: An up–to–date bibliography
1985
The sources and behaviour of tropospheric anthropogenic volatile hydrocarbons
1992
Scoring the Leading Indicators
1989
Harvard Business Review
1988 Standout
The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters
1991
Gaussian Processes for Machine Learning
2005 Standout
Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
2010 Standout
Robust estimation and control under commitment
2005 StandoutNobel
Asymmetric business cycles: Theory and time-series evidence
1997 StandoutNobel
An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form
1983
Discussion on the paper by Spiegelhalter, Best, Carlin and van der Linde
2002 Standout
A Bayesian Approach to Robust Binary Nonparametric Regression
1998
Smoothing Sample Extremes with Dynamic Models
2004
A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process
1987
A smoothing spline based test of model adequacy in polynomial regression
1989
Efficient Global Optimization of Expensive Black-Box Functions
1998 Standout
Debt, Dividend Policy, Taxes, Inflation and Market Valuation
1982 StandoutNobel
Efficient estimation and prediction in time series regression models
1985
Splines from a Bayesian point of view
1995
Multivariate Adaptive Regression Splines
1991 Standout
Common Volatility in International Equity Markets
1993 StandoutNobel
Elevated Blood Lead Levels in Children Associated With the Flint Drinking Water Crisis: A Spatial Analysis of Risk and Public Health Response
2015 Standout
The market price of risk and the equity premium: A legacy of the Great Depression?
2008 StandoutNobel
Some Aspects of the Spline Smoothing Approach to Non-Parametric Regression Curve Fitting
1985
Bayesian Calibration of Computer Models
2001 Standout
Diagnostics for penalized least-squares estimators
1986
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
2016 StandoutNobel
The Statistical Analysis of Circadian Phase and Amplitude in Constant-Routine Core-Temperature Data
1992
Estimation of some partially specified nonlinear models
1997 StandoutNobel
Saving and Liquidity Constraints
1991 StandoutNobel
Bayesian multiscale analysis for time series data
2006
Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
1993
Time‐Varying World Market Integration
1995 Standout
An Introduction to Kernel and Nearest-Neighbor Nonparametric Regression
1992 Standout
Optimal prediction of cyclical downturns
1982
Asymmetries in the Cyclical Behaviour of UK Labour Markets
1994 StandoutNobel
A Tale of Two Swaths: Urban Childhood Blood-Lead Levels across Syracuse, New York
1998
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
1989 Standout
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
Variational Learning for Switching State-Space Models
2000 StandoutNobel
Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
1988 Standout
Recent Advances in Petroleum Microbiology
2003 Standout
A survey of algorithmic methods for partially observed Markov decision processes
1991
Stochastic Permanent Breaks
1999 StandoutNobel
Comparing Predictive Accuracy
1995 Standout
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
2015 Standout
Diagnostics for Smoothing Splines
1985
Factorial Sampling Plans for Preliminary Computational Experiments
1991 Standout
Root-N-Consistent Semiparametric Regression
1988 Standout
glmmTMB Balances Speed and Flexibility Among Packages for Zero-inflated Generalized Linear Mixed Modeling
2017 Standout
Arctic lower tropospheric aerosol trends and composition at Alert, Canada: 1980–1995
1999 Standout
Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques
1991
On Uncertainty, Ambiguity, and Complexity in Project Management
2002 Standout
Bayesian Prediction of Deterministic Functions, with Applications to the Design and Analysis of Computer Experiments
1991
Economies of Scale, Household Size, and the Demand for Food
1998 StandoutNobel
The Weighted Average Cost of Capital, Perfect Capital Markets, and Project Life: A Clarification
1980
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
1986 StandoutNobel
The Mechanics of the Industrial Revolution
2022 StandoutNobel
Robustness and Pricing with Uncertain Growth
2002 StandoutNobel
On the Second‐Order Random Walk Model for Irregular Locations
2008
Time Varying Structural Vector Autoregressions and Monetary Policy
2005 Standout
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
1989 Standout
A note on smoothing parameter selection for penalized spline smoothing
2003
ARCH modeling in finance
1992 Standout
Dynamic linear models with Markov-switching
1994
Works of William E. Wecker being referenced
Predicting a Multitude of Time Series
1981
Controlling emissions from motor vehicles
1990
Asymmetric Time Series
1981
Comment: Assessing the Accuracy of Time Series Model Forecasts of Count Observations
1989
Predicting a Multitude of Time Series
1981
The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
1983
The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
1983
Discounting, Ergodicity and Convergence for Markov Decision Processes
1977
Predicting the Turning Points of a Time Series
1979
Comment: Assessing the Accuracy of Time Series Mode! Forecasts of Count Observations
1989
Correcting for Omitted-Variables and Measurement-Error Bias in Regression with an Application to the Effect of Lead on IQ
1998
On the Weighted Average Cost of Capital
1973
Asymmetric Time Series
1981