{"id":"https://openalex.org/W3083518651","doi":"https://doi.org/10.1016/j.csda.2020.107086","title":"Evaluating multiplicative error models: A residual-based approach","display_name":"Evaluating multiplicative error models: A residual-based approach","publication_year":2020,"publication_date":"2020-09-03","ids":{"openalex":"https://openalex.org/W3083518651","doi":"https://doi.org/10.1016/j.csda.2020.107086","mag":"3083518651"},"language":"en","primary_location":{"id":"doi:10.1016/j.csda.2020.107086","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.csda.2020.107086","pdf_url":null,"source":{"id":"https://openalex.org/S132362803","display_name":"Computational Statistics & Data Analysis","issn_l":"0167-9473","issn":["0167-9473","1872-7352"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics & Data Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5038745486","display_name":"Rui Ke","orcid":"https://orcid.org/0000-0003-2406-1695"},"institutions":[{"id":"https://openalex.org/I16365422","display_name":"Hefei University of Technology","ror":"https://ror.org/02czkny70","country_code":"CN","type":"education","lineage":["https://openalex.org/I16365422"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Rui Ke","raw_affiliation_strings":["School of Economics, Hefei University of Technology, Hefei, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Hefei University of Technology, Hefei, China","institution_ids":["https://openalex.org/I16365422"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076781257","display_name":"Wanbo Lu","orcid":"https://orcid.org/0000-0002-5154-3297"},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"education","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Wanbo Lu","raw_affiliation_strings":["School of Statistics, Southwestern University of Finance and Economics, Chengdu, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Statistics, Southwestern University of Finance and Economics, Chengdu, China","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035902577","display_name":"Jing Jia","orcid":"https://orcid.org/0009-0004-9278-0207"},"institutions":[{"id":"https://openalex.org/I143868143","display_name":"Anhui University","ror":"https://ror.org/05th6yx34","country_code":"CN","type":"education","lineage":["https://openalex.org/I143868143"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jing Jia","raw_affiliation_strings":["School of Economics, Anhui University, Hefei, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Anhui University, Hefei, China","institution_ids":["https://openalex.org/I143868143"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5076781257"],"corresponding_institution_ids":["https://openalex.org/I204831749"],"apc_list":{"value":1400,"currency":"USD","value_usd":1400},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.15945157,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":97},"biblio":{"volume":"153","issue":null,"first_page":"107086","last_page":"107086"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.992900013923645,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.992900013923645,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9861999750137329,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.7780611515045166},{"id":"https://openalex.org/keywords/studentized-residual","display_name":"Studentized residual","score":0.6427938938140869},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6339983940124512},{"id":"https://openalex.org/keywords/multiplicative-function","display_name":"Multiplicative function","score":0.6102144122123718},{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.606776773929596},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.6050871014595032},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.60249924659729},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.48195311427116394},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.42108309268951416},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3398834764957428},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.23596665263175964},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.19652879238128662}],"concepts":[{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.7780611515045166},{"id":"https://openalex.org/C175615203","wikidata":"https://www.wikidata.org/wiki/Q6143358","display_name":"Studentized residual","level":2,"score":0.6427938938140869},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6339983940124512},{"id":"https://openalex.org/C42747912","wikidata":"https://www.wikidata.org/wiki/Q1048447","display_name":"Multiplicative function","level":2,"score":0.6102144122123718},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.606776773929596},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6050871014595032},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.60249924659729},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.48195311427116394},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.42108309268951416},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3398834764957428},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.23596665263175964},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.19652879238128662},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.csda.2020.107086","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.csda.2020.107086","pdf_url":null,"source":{"id":"https://openalex.org/S132362803","display_name":"Computational Statistics & Data Analysis","issn_l":"0167-9473","issn":["0167-9473","1872-7352"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics & Data Analysis","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301778","is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0167947320301778","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1942083779","display_name":null,"funder_award_id":"71771187","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2133397265","display_name":null,"funder_award_id":"19YJC790052","funder_id":"https://openalex.org/F4320335982","funder_display_name":"Humanities and Social Science Fund of Ministry of Education of China"},{"id":"https://openalex.org/G2851115951","display_name":null,"funder_award_id":"JS2018HGXJ0037","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G2937267338","display_name":null,"funder_award_id":"JZ2018HGBZ0111","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G524758371","display_name":null,"funder_award_id":"JBK190602","funder_id":"https://openalex.org/F4320334924","funder_display_name":"Program for New Century Excellent Talents in University"},{"id":"https://openalex.org/G623878909","display_name":null,"funder_award_id":"NCET\u201313\u20130961","funder_id":"https://openalex.org/F4320334924","funder_display_name":"Program for New Century Excellent Talents in University"},{"id":"https://openalex.org/G7747636700","display_name":"\u65b0\u5174\u8ba2\u5355\u9a71\u52a8\u5e02\u573a\u975e\u8d1f\u503c\u91d1\u878d\u65f6\u95f4\u5e8f\u5217\u7684\u4e58\u79ef\u8bef\u5dee\u5efa\u6a21\u53ca\u5e94\u7528\u7814\u7a76","funder_award_id":"71101118","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320334924","display_name":"Program for New Century Excellent Talents in University","ror":"https://ror.org/01mv9t934"},{"id":"https://openalex.org/F4320335787","display_name":"Fundamental Research Funds for the Central Universities","ror":null},{"id":"https://openalex.org/F4320335982","display_name":"Humanities and Social Science Fund of Ministry of Education of China","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W1546131222","https://openalex.org/W1561257385","https://openalex.org/W1967873618","https://openalex.org/W1970151658","https://openalex.org/W1974384276","https://openalex.org/W1977766231","https://openalex.org/W1995090621","https://openalex.org/W2005898875","https://openalex.org/W2009343697","https://openalex.org/W2010767788","https://openalex.org/W2015598502","https://openalex.org/W2016588564","https://openalex.org/W2050238052","https://openalex.org/W2061046774","https://openalex.org/W2062550261","https://openalex.org/W2080443573","https://openalex.org/W2091444911","https://openalex.org/W2094006360","https://openalex.org/W2104794525","https://openalex.org/W2114970047","https://openalex.org/W2140401203","https://openalex.org/W2155499013","https://openalex.org/W2165841174","https://openalex.org/W2184760192","https://openalex.org/W2265356563","https://openalex.org/W2469479275","https://openalex.org/W2503943382","https://openalex.org/W2724340141","https://openalex.org/W2809010440","https://openalex.org/W2911068172","https://openalex.org/W2914780450","https://openalex.org/W3023429964","https://openalex.org/W3122526219","https://openalex.org/W3124506232","https://openalex.org/W3125722587","https://openalex.org/W6652632657"],"related_works":["https://openalex.org/W1828158523","https://openalex.org/W2047547195","https://openalex.org/W204175656","https://openalex.org/W2374535063","https://openalex.org/W2030098628","https://openalex.org/W1973710415","https://openalex.org/W1500125116","https://openalex.org/W4241556466","https://openalex.org/W2620654999","https://openalex.org/W2067029181"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1}],"updated_date":"2026-08-28T12:50:07.497085","created_date":"2025-10-10T00:00:00"}