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 Updated January, 2 2009 180.482 documents processed, 3.979.807 references and 1.716.086 citations



Journal of the American Statistical Association

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:


Most cited documents in this series:

(1) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:42-55 The Distribution of Realized Exchange Rate Volatility (2001).
Cited: 107 times.

(2) RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179 Forecasting Using Principal Components From a Large Number of Predictors (2002).
Cited: 65 times.

(3) RePEc:bes:jnlasa:v:100:y:2005:p:1394-1411 A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data (2005).
Cited: 63 times.

(4) RePEc:bes:jnlasa:v:100:y:2005:p:830-840 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2005).
Cited: 35 times.

(5) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:284-292 Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models (2002).
Cited: 24 times.

(6) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:663-673 Accounting for the Black-White Wealth Gap: A Nonparametric Approach (2002).
Cited: 23 times.

(7) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281 Marginal Likelihood From the Metropolis-Hastings Output (2001).
Cited: 20 times.

(8) RePEc:bes:jnlasa:v:101:y:2006:p:980-990 Quantile Autoregression (2006).
Cited: 13 times.

(9) RePEc:bes:jnlasa:v:102:y:2007:m:june:p:432-441 Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors (2007).
Cited: 11 times.

(10) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:12-19 Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis (2001).
Cited: 10 times.

(11) RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026 Cross-Validation and the Estimation of Conditional Probability Densities (2004).
Cited: 10 times.

(12) RePEc:bes:jnlasa:v:99:y:2004:p:775-787 Unit Root Quantile Autoregression Inference (2004).
Cited: 9 times.

(13) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1151-1160 Empirical Bayes Analysis of a Microarray Experiment (2001).
Cited: 8 times.

(14) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360 Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (2001).
Cited: 8 times.

(15) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002).
Cited: 8 times.

(16) RePEc:bes:jnlasa:v:99:y:2004:p:156-168 Monte Carlo Smoothing for Nonlinear Time Series (2004).
Cited: 7 times.

(17) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652 Goodness-of-Fit Tests for Parametric Regression Models (2001).
Cited: 7 times.

(18) RePEc:bes:jnlasa:v:98:y:2003:p:1001-1012 Censored Regression Quantiles (2003).
Cited: 7 times.

(19) RePEc:bes:jnlasa:v:98:y:2003:p:629-642 Semiparametric Estimation of Multivariate Fractional Cointegration (2003).
Cited: 7 times.

(20) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:500-509 Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model (2001).
Cited: 7 times.

(21) RePEc:bes:jnlasa:v:98:y:2003:p:879-899 Frequentist Model Average Estimators (2003).
Cited: 7 times.

(22) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:77-87 Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data (2002).
Cited: 7 times.

(23) RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1141-1153 Parsimonious Covariance Matrix Estimation for Longitudinal Data (2002).
Cited: 6 times.

(24) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:458-468 Reappraising Medfly Longevity: A Quantile Regression Survival Analysis (2001).
Cited: 6 times.

(25) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:194-209 Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models (2001).
Cited: 6 times.

(26) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:440-448 Marginal Structural Models to Estimate the Joint Causal Effect of Nonrandomized Treatments (2001).
Cited: 6 times.

(27) RePEc:bes:jnlasa:v:99:y:2004:p:799-804 Getting It Right: Joint Distribution Tests of Posterior Simulators (2004).
Cited: 6 times.

(28) RePEc:bes:jnlasa:v:102:y:2007:p:16-27 Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices (2007).
Cited: 6 times.

(29) RePEc:bes:jnlasa:v:100:y:2005:p:6-16 Weather Forecasting for Weather Derivatives (2005).
Cited: 5 times.

(30) RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240 Efficient Estimation of Semiparametric Multivariate Copula Models (2006).
Cited: 5 times.

(31) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882 Three-Step Censored Quantile Regression and Extramarital Affairs (2002).
Cited: 5 times.

(32) RePEc:bes:jnlasa:v:100:y:2005:p:94-108 Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing (2005).
Cited: 5 times.

(33) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:100-111 Air Pollution and Mortality: Estimating Regional and National Dose-Response Relationships (2002).
Cited: 4 times.

(34) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:103-126 Semiparametric and Nonparametric Regression Analysis of Longitudinal Data (2001).
Cited: 4 times.

(35) RePEc:bes:jnlasa:v:96:y:2001:m:september:p:1122-1132 Markov Chain Monte Carlo Methods for Computing Bayes Factors: A Comparative Review (2001).
Cited: 4 times.

(36) RePEc:bes:jnlasa:v:102:y:2007:m:june:p:603-617 Determining the Number of Factors in the General Dynamic Factor Model (2007).
Cited: 4 times.

(37) RePEc:bes:jnlasa:v:98:y:2003:p:839-849 Bayesian Modeling and Forecasting of Intraday Electricity Load (2003).
Cited: 4 times.

(38) RePEc:bes:jnlasa:v:99:y:2004:p:854-866 Causal Inference With General Treatment Regimes: Generalizing the Propensity Score (2004).
Cited: 4 times.

(39) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:88-99 Bayesian Models for Gene Expression With DNA Microarray Data (2002).
Cited: 4 times.

(40) RePEc:bes:jnlasa:v:98:y:2003:p:214-223 Generalized Autoregressive Moving Average Models (2003).
Cited: 4 times.

(41) RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1172-1184 Testing Forecast Optimality Under Unknown Loss (2007).
Cited: 4 times.

(42) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:783-795 Markov Chain Marginal Bootstrap (2002).
Cited: 4 times.

(43) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1254-1271 Should the DEAs STRIDE Data Be Used for Economic Analyses of Markets for Illegal Drugs? (2001).
Cited: 4 times.

(44) RePEc:bes:jnlasa:v:98:y:2003:p:299-323 Principal Stratification Approach to Broken Randomized Experiments: A Case Study of School Choice Vouchers in New York City (2003).
Cited: 4 times.

(45) RePEc:bes:jnlasa:v:100:y:2005:p:545-553 Bootstrapping Unit Root Tests for Autoregressive Time Series (2005).
Cited: 4 times.

(46) RePEc:bes:jnlasa:v:98:y:2003:p:545-554 Measurement of Higher Education in the Census and Current Population Survey (2003).
Cited: 3 times.

(47) RePEc:bes:jnlasa:v:100:y:2005:p:332-346 Missing-Data Methods for Generalized Linear Models: A Comparative Review (2005).
Cited: 3 times.

(48) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:601-610 A Powerful Portmanteau Test of Lack of Fit for Time Series (2002).
Cited: 3 times.

(49) RePEc:bes:jnlasa:v:100:y:2005:p:680-701 Statistical Methods for Eliciting Probability Distributions (2005).
Cited: 3 times.

(50) RePEc:bes:jnlasa:v:100:y:2005:p:212-221 Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model (2005).
Cited: 3 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:cam:camdae:0649 Time-Varying Quantiles (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(2) RePEc:cte:werepe:we064111 A CONSISTENT SPECIFICATION TEST FOR MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS (2006). Universidad Carlos III, Departamento de Economía / Economics Working Papers

(3) RePEc:dgr:uvatin:20060105 Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

(4) RePEc:ebl:ecbull:v:3:y:2006:i:5:p:1-6 Omitted Asymmetric Persistence and Conditional Heteroskedasticity (2006). Economics Bulletin

(5) RePEc:ecb:ecbwps:20060601 Excess burden and the cost of inefficiency in public services provision. (2006). European Central Bank / Working Paper Series

(6) RePEc:ecb:ecbwps:20060620 Does fiscal policy matter for the trade account? A panel cointegration study. (2006). European Central Bank / Working Paper Series

(7) RePEc:ecb:ecbwps:20060629 A market microstructure analysis of foreign exchange intervention. (2006). European Central Bank / Working Paper Series

(8) RePEc:ecb:ecbwps:20060667 The behaviour of the real exchange rate: evidence from regression quantiles. (2006). European Central Bank / Working Paper Series

(9) RePEc:ecl:harjfk:rwp06-048 Who Misvotes? The Effect of Differential Cognition Costs on Election Outcomes (2006). Harvard University, John F. Kennedy School of Government / Working Paper Series

(10) RePEc:fgv:epgewp:631 Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach (2006). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(11) RePEc:spr:testjl:v:15:y:2006:i:2:p:271-344 Regularization in statistics (2006). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

Recent citations received in: 2005

(1) RePEc:cfs:cfswop:wp200533 The Volatility of Realized Volatility (2005). Center for Financial Studies / CFS Working Paper Series

(2) RePEc:nbr:nberte:0319 Edgeworth Expansions for Realized Volatility and Related Estimators (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(3) RePEc:nbr:nberwo:11775 Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(4) RePEc:nuf:econwp:0505 Estimating quadratic variation when quoted prices jump by a constant increment (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers

(5) RePEc:nuf:econwp:0516 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers

(6) RePEc:nuf:econwp:0517 Stochastic Volatility (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers

(7) RePEc:oxf:wpaper:240 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). University of Oxford, Department of Economics / Economics Series Working Papers

(8) RePEc:rba:rbardp:rdp2005-07 The Australian Business Cycle: A Coincident Indicator Approach (2005). Reserve Bank of Australia / RBA Research Discussion Papers

(9) RePEc:sbs:wpsefe:2005fe06 Limit theorems for multipower variation in the presence of jumps (2005). Oxford Financial Research Centre / OFRC Working Papers Series

(10) RePEc:sbs:wpsefe:2005fe08 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). Oxford Financial Research Centre / OFRC Working Papers Series

(11) RePEc:sbs:wpsefe:2005fe09 Limit theorems for bipower variation in financial econometrics (2005). Oxford Financial Research Centre / OFRC Working Papers Series

(12) RePEc:siu:wpaper:13-2005 Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde (2005). Singapore Management University, School of Economics / Working Papers

(13) RePEc:spr:psycho:v:70:y:2005:i:1:p:11-30 Exact tests for the rasch model via sequential importance sampling (2005). Psychometrika

(14) RePEc:usg:dp2005:2005-16 A Note on Endogenous Control Variables in Evaluation Studies (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005

(15) RePEc:usg:dp2005:2005-17 Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005

(16) RePEc:zur:iewwpx:259 Formalized Data Snooping Based on Generalized Error Rates (2005). Institute for Empirical Research in Economics - IEW / IEW - Working Papers

Recent citations received in: 2004

(1) RePEc:bep:hvdbio:1016 A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Technical Report (2004). Berkeley Electronic Press / Harvard University Biostatistics Working Paper Series

(2) RePEc:fir:econom:wp2004_05 On-line Bayesian estimation of AR signals in symmetric alpha-stable noise. (2004). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

(3) RePEc:jae:japmet:v:19:y:2004:i:4:p:533-535 Predictor relevance and extramarital affairs (2004). Journal of Applied Econometrics

(4) RePEc:jen:jenasw:2004-30 Productivity Dynamics and Structural Change in the U.S. Manufacturing Sector (2004). Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät / Jenaer Schriften zur Wirtschaftswissenschaft

(5) RePEc:rug:rugwps:04/282 Predicting Customer Retention and Profitability by Using Random Forests and Regression Forests Techniques (2004). Ghent University, Faculty of Economics and Business Administration / Working Papers of Faculty of Economics and Business Administration, Ghent Univers

(6) RePEc:wpa:wuwpem:0404001 Prior distributions for variance parameters in hierarchical models (2004). EconWPA / Econometrics

Recent citations received in: 2003

(1) RePEc:esx:essedp:570 Exact Local Whittle Estimation of Fractionally Cointegrated Systems (2003). University of Essex, Department of Economics / Economics Discussion Papers

(2) RePEc:pra:mprapa:4570 Novel Methods for Multivariate Ordinal Data applied to Genetic Diplotypes, Genomic Pathways, Risk Profiles, and Pattern Similarity (2003). University Library of Munich, Germany / MPRA Paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

©2009 Jose Manuel Barrueco | mail: