Class information for:
Level 1: DISCRETE TIME REPRESENTATION//MIXED SAMPLING FREQUENCIES//NEW KEYNESIAN MACROECONOMETRICS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
32302 141 23.7 33%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
15 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 719832
197 3       CHAOS//INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS//PHYSICS, MATHEMATICAL 53660
3115 2             IST SCI ECON//DUOPOLY GAMES//NONINVERTIBLE MAPS 2299
32302 1                   DISCRETE TIME REPRESENTATION//MIXED SAMPLING FREQUENCIES//NEW KEYNESIAN MACROECONOMETRICS 141

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 DISCRETE TIME REPRESENTATION authKW 487268 2% 75% 3
2 MIXED SAMPLING FREQUENCIES authKW 433128 1% 100% 2
3 NEW KEYNESIAN MACROECONOMETRICS authKW 433128 1% 100% 2
4 AUTOCORRELATION IN RETURNS authKW 216564 1% 100% 1
5 BERGSTROM WYMER MODEL authKW 216564 1% 100% 1
6 BIFURCATION MACROECONOMETRICS authKW 216564 1% 100% 1
7 BIVARIATE ORNSTEIN UHLENBECK PROCESS authKW 216564 1% 100% 1
8 C TENSAE address 216564 1% 100% 1
9 CAUSALITY IN LEVELS authKW 216564 1% 100% 1
10 CO INTEGRATION IN CONTINUOUS TIME authKW 216564 1% 100% 1

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Social Sciences, Mathematical Methods 9389 32% 0% 45
2 Economics 6366 72% 0% 101
3 Mathematics, Interdisciplinary Applications 2780 32% 0% 45
4 Statistics & Probability 1703 27% 0% 38
5 Business, Finance 444 9% 0% 12
6 Area Studies 19 1% 0% 2
7 Management 17 3% 0% 4
8 Mathematics, Applied 17 6% 0% 8
9 Operations Research & Management Science 15 3% 0% 4
10 International Relations 12 1% 0% 2

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 C TENSAE 216564 1% 100% 1
2 ISUP 36092 1% 17% 1
3 CERTET 26246 1% 6% 2
4 URA 1321 16657 1% 8% 1
5 OPERAT STAT 8327 1% 4% 1
6 CANTERBURY BUSINESS 6984 1% 3% 1
7 ECON 3718 30% 0% 42
8 PL MATH STAT OPERAT 3092 1% 1% 1
9 MANAGEMENT OPERAT 2186 1% 1% 1
10 PLYMOUTH BUSINESS 1717 1% 1% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 ECONOMETRIC THEORY 60333 13% 1% 19
2 REVIEW OF ECONOMIC CONDITIONS IN ITALY 12737 1% 6% 1
3 JOURNAL OF TIME SERIES ANALYSIS 10538 4% 1% 6
4 JOURNAL OF ECONOMIC DYNAMICS & CONTROL 8792 8% 0% 11
5 JOURNAL OF ECONOMETRICS 6058 7% 0% 10
6 ECONOMIC MODELLING 4149 6% 0% 8
7 MACROECONOMIC DYNAMICS 4112 3% 0% 4
8 INTERNATIONAL MONETARY FUND STAFF PAPERS 3714 2% 1% 3
9 SOCIAL AND ECONOMIC STUDIES 3447 1% 1% 2
10 JOURNAL OF PORTFOLIO MANAGEMENT 2551 3% 0% 4

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 DISCRETE TIME REPRESENTATION 487268 2% 75% 3 Search DISCRETE+TIME+REPRESENTATION Search DISCRETE+TIME+REPRESENTATION
2 MIXED SAMPLING FREQUENCIES 433128 1% 100% 2 Search MIXED+SAMPLING+FREQUENCIES Search MIXED+SAMPLING+FREQUENCIES
3 NEW KEYNESIAN MACROECONOMETRICS 433128 1% 100% 2 Search NEW+KEYNESIAN+MACROECONOMETRICS Search NEW+KEYNESIAN+MACROECONOMETRICS
4 AUTOCORRELATION IN RETURNS 216564 1% 100% 1 Search AUTOCORRELATION+IN+RETURNS Search AUTOCORRELATION+IN+RETURNS
5 BERGSTROM WYMER MODEL 216564 1% 100% 1 Search BERGSTROM+WYMER+MODEL Search BERGSTROM+WYMER+MODEL
6 BIFURCATION MACROECONOMETRICS 216564 1% 100% 1 Search BIFURCATION+MACROECONOMETRICS Search BIFURCATION+MACROECONOMETRICS
7 BIVARIATE ORNSTEIN UHLENBECK PROCESS 216564 1% 100% 1 Search BIVARIATE+ORNSTEIN+UHLENBECK+PROCESS Search BIVARIATE+ORNSTEIN+UHLENBECK+PROCESS
8 CAUSALITY IN LEVELS 216564 1% 100% 1 Search CAUSALITY+IN+LEVELS Search CAUSALITY+IN+LEVELS
9 CO INTEGRATION IN CONTINUOUS TIME 216564 1% 100% 1 Search CO+INTEGRATION+IN+CONTINUOUS+TIME Search CO+INTEGRATION+IN+CONTINUOUS+TIME
10 CONTEMPORANEOUS CONDITIONING 216564 1% 100% 1 Search CONTEMPORANEOUS+CONDITIONING Search CONTEMPORANEOUS+CONDITIONING

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 BEN NOWMAN, K , (2009) REX BERGSTROM'S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING.ECONOMETRIC THEORY. VOL. 25. ISSUE 4. P. 1087 -1098 21 78% 0
2 CHAMBERS, MJ , (2016) THE ESTIMATION OF CONTINUOUS TIME MODELS WITH MIXED FREQUENCY DATA.JOURNAL OF ECONOMETRICS. VOL. 193. ISSUE 2. P. 390 -404 12 67% 0
3 MCCRORIE, JR , (2009) ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG.ECONOMETRIC THEORY. VOL. 25. ISSUE 4. P. 1120 -1137 20 45% 2
4 SIMOS, T , (2009) THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS.MACROECONOMIC DYNAMICS. VOL. 13. ISSUE 5. P. 656 -672 10 83% 1
5 CHAMBERS, MJ , (2009) DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA.ECONOMETRIC THEORY. VOL. 25. ISSUE 4. P. 1030 -1049 12 63% 2
6 THORNTON, MA , CHAMBERS, MJ , (2013) CONTINUOUS-TIME AUTOREGRESSIVE MOVING AVERAGE PROCESSES IN DISCRETE TIME: REPRESENTATION AND EMBEDDABILITY.JOURNAL OF TIME SERIES ANALYSIS. VOL. 34. ISSUE 5. P. 552-561 10 67% 3
7 MILLER, JI , WANG, X , (2016) IMPLEMENTING RESIDUAL-BASED KPSS TESTS FOR COINTEGRATION WITH DATA SUBJECT TO TEMPORAL AGGREGATION AND MIXED SAMPLING FREQUENCIES.JOURNAL OF TIME SERIES ANALYSIS. VOL. 37. ISSUE 6. P. 810 -824 11 55% 0
8 MCCRORIE, JR , (2001) INTERPOLATING EXOGENOUS VARIABLES IN CONTINUOUS TIME DYNAMIC MODELS.JOURNAL OF ECONOMIC DYNAMICS & CONTROL. VOL. 25. ISSUE 9. P. 1399-1427 8 89% 4
9 CHAMBERS, MJ , (1999) DISCRETE TIME REPRESENTATION OF STATIONARY AND NON-STATIONARY CONTINUOUS TIME SYSTEMS.JOURNAL OF ECONOMIC DYNAMICS & CONTROL. VOL. 23. ISSUE 4. P. 619-639 8 89% 18
10 CHAMBERS, MJ , MCCRORIE, JR , (2007) FREQUENCY DOMAIN ESTIMATION OF TEMPORALLY AGGREGATED GAUSSIAN COINTEGRATED SYSTEMS.JOURNAL OF ECONOMETRICS. VOL. 136. ISSUE 1. P. 1-29 10 53% 3

Classes with closest relation at Level 1


Rank Class id link
1 32273 MOTOR VEHICLE INDUSTRY//ACF CUTTING PROCESS//BPSO TORA
2 17401 EXACT DISCRETE MODEL//STATE SPACE GRIDS//EMOTIONAL INERTIA
3 56 PURCHASING POWER PARITY//UNIT ROOT//UNIT ROOT TEST
4 21918 BICORRELATION//SECTORAL SHARES//TRICORRELATION
5 4383 FORECAST EVALUATION//INTERNATIONAL JOURNAL OF FORECASTING//MACROECONOMIC FORECASTING
6 5121 LONG MEMORY//FRACTIONAL INTEGRATION//LONG RANGE DEPENDENCE
7 7014 HIGH FREQUENCY DATA//REALIZED VOLATILITY//MICROSTRUCTURE NOISE
8 14615 SEASONAL ADJUSTMENT//UNOBSERVED COMPONENTS//SEASONAL COINTEGRATION
9 13993 IST SCI ECON//DUOPOLY GAMES//NONINVERTIBLE MAPS
10 15942 CURRENT PARTIAL INFORMATION//DYNAMIC TWO COUNTRY MODEL//JOURNAL OF MACROECONOMICS

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