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 Updated January, 4 2010 234.510 documents processed, 5.249.629 references and 2.248.145 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 AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.180000.09
19970.210000.08
19980.250000.1
19990.320000.15
20000.430000.19
20010.411183170070.060.17
20020.150.4412724611818050.040.2
20030.140.471568124534020.010.22
20040.130.5215911328338080.050.23
20050.080.56181247315250200.110.25
20060.180.5723683340610110.050.24
20070.140.4819877417570100.050.22
 
 
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: 134 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: 94 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: 91 times.

(4) RePEc:bes:jnlasa:v:100:y:2005:p:830-840 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2005).
Cited: 61 times.

(5) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281 Marginal Likelihood From the Metropolis-Hastings Output (2001).
Cited: 34 times.

(6) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:284-292 Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models (2002).
Cited: 32 times.

(7) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:663-673 Accounting for the Black-White Wealth Gap: A Nonparametric Approach (2002).
Cited: 27 times.

(8) 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: 22 times.

(9) RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026 Cross-Validation and the Estimation of Conditional Probability Densities (2004).
Cited: 20 times.

(10) RePEc:bes:jnlasa:v:101:y:2006:p:980-990 Quantile Autoregression (2006).
Cited: 20 times.

(11) 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: 16 times.

(12) 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: 14 times.

(13) 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: 13 times.

(14) 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: 12 times.

(15) RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1172-1184 Testing Forecast Optimality Under Unknown Loss (2007).
Cited: 11 times.

(16) RePEc:bes:jnlasa:v:98:y:2003:p:629-642 Semiparametric Estimation of Multivariate Fractional Cointegration (2003).
Cited: 11 times.

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

(18) RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240 Efficient Estimation of Semiparametric Multivariate Copula Models (2006).
Cited: 9 times.

(19) RePEc:bes:jnlasa:v:99:y:2004:p:799-804 Getting It Right: Joint Distribution Tests of Posterior Simulators (2004).
Cited: 9 times.

(20) RePEc:bes:jnlasa:v:100:y:2005:p:6-16 Weather Forecasting for Weather Derivatives (2005).
Cited: 9 times.

(21) RePEc:bes:jnlasa:v:100:y:2005:p:94-108 Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing (2005).
Cited: 9 times.

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

(23) RePEc:bes:jnlasa:v:99:y:2004:p:156-168 Monte Carlo Smoothing for Nonlinear Time Series (2004).
Cited: 8 times.

(24) 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: 8 times.

(25) 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: 8 times.

(26) 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.

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

(28) 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: 7 times.

(29) RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1349-1362 Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (2007).
Cited: 7 times.

(30) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882 Three-Step Censored Quantile Regression and Extramarital Affairs (2002).
Cited: 7 times.

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

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

(33) RePEc:bes:jnlasa:v:101:y:2006:p:863-877 Recidivism and Social Interactions (2006).
Cited: 6 times.

(34) RePEc:bes:jnlasa:v:98:y:2003:p:1001-1012 Censored Regression Quantiles (2003).
Cited: 6 times.

(35) 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.

(36) RePEc:bes:jnlasa:v:100:y:2005:p:545-553 Bootstrapping Unit Root Tests for Autoregressive Time Series (2005).
Cited: 6 times.

(37) RePEc:bes:jnlasa:v:98:y:2003:p:879-899 Frequentist Model Average Estimators (2003).
Cited: 6 times.

(38) RePEc:bes:jnlasa:v:99:y:2004:p:854-866 Causal Inference With General Treatment Regimes: Generalizing the Propensity Score (2004).
Cited: 6 times.

(39) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:783-795 Markov Chain Marginal Bootstrap (2002).
Cited: 5 times.

(40) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1361-1374 Objective Bayesian Analysis of Spatially Correlated Data (2001).
Cited: 5 times.

(41) RePEc:bes:jnlasa:v:99:y:2004:p:609-618 Full Matching in an Observational Study of Coaching for the SAT (2004).
Cited: 5 times.

(42) RePEc:bes:jnlasa:v:98:y:2003:p:839-849 Bayesian Modeling and Forecasting of Intraday Electricity Load (2003).
Cited: 5 times.

(43) RePEc:bes:jnlasa:v:99:y:2004:p:673-686 Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models (2004).
Cited: 5 times.

(44) RePEc:bes:jnlasa:v:100:y:2005:p:680-701 Statistical Methods for Eliciting Probability Distributions (2005).
Cited: 5 times.

(45) RePEc:bes:jnlasa:v:98:y:2003:p:545-554 Measurement of Higher Education in the Census and Current Population Survey (2003).
Cited: 5 times.

(46) RePEc:bes:jnlasa:v:100:y:2005:p:332-346 Missing-Data Methods for Generalized Linear Models: A Comparative Review (2005).
Cited: 4 times.

(47) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:611-631 Model-Based Clustering, Discriminant Analysis, and Density Estimation (2002).
Cited: 4 times.

(48) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:746-774 Model Selection and the Principle of Minimum Description Length (2001).
Cited: 4 times.

(49) RePEc:bes:jnlasa:v:100:y:2005:p:109-120 Sequential Monte Carlo Methods for Statistical Analysis of Tables (2005).
Cited: 4 times.

(50) RePEc:bes:jnlasa:v:101:y:2006:p:1418-1429 The Adaptive Lasso and Its Oracle Properties (2006).
Cited: 4 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:aah:create:2007-29 A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching (2007). School of Economics and Management, University of Aarhus / CREATES Research Papers

(2) RePEc:bdi:wptemi:td_631_07 New Eurocoin: Tracking Economic Growth in Real Time (2007). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(3) RePEc:bpj:sagmbi:v:6:y:2007:i:1:n:9 Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach (2007). Statistical Applications in Genetics and Molecular Biology

(4) RePEc:cpb:discus:92 On the optimality of expert-adjusted forecasts (2007). CPB Netherlands Bureau for Economic Policy Analysis / CPB Discussion Papers

(5) RePEc:ecb:ecbwps:20070836 Reporting biases and survey results - evidence from European professional forecasters (2007). European Central Bank / Working Paper Series

(6) RePEc:ese:iserwp:2007-15 Estimating Income Poverty in the Presence of Measurement Error and Missing Data Problems (2007). Institute for Social and Economic Research / ISER working papers

(7) RePEc:mtn:ancoec:070102 Doing thousands of hypothesis tests at the same time (2007). Metron - International Journal of Statistics

(8) RePEc:pra:mprapa:5427 Estimation and decomposition of downside risk for portfolios with non-normal returns (2007). University Library of Munich, Germany / MPRA Paper

(9) RePEc:pra:mprapa:862 Estimation of an Occupational Choice Model when Occupations are Misclassified (2007). University Library of Munich, Germany / MPRA Paper

(10) RePEc:udb:wpaper:uwec-2007-25-p Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants (2007). University of Washington, Department of Economics / Working Papers

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:cor:louvco:2006077 Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(3) 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

(4) 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

(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:ces:ifowps:_no.13 The Use of Qualitative Business TendencySurveys for Forecasting Business Investmentin Germany (2005). Ifo Institute for Economic Research at the University of Munich / Ifo Working Paper Series

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

(3) RePEc:kap:mktlet:v:16:y:2005:i:3:p:279-291 Choice Models and Customer Relationship Management (2005). Marketing Letters

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

(5) 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

(6) 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

(7) 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

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

(9) 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

(10) RePEc:rba:rbaacv:acv2005-14 The Australian Business Cycle: A Coincident Indicator Approach (2005). Reserve Bank of Australia / RBA Annual Conference Volume

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

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

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

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

(15) RePEc:siu:wpaper:08-2005 Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan (2005). Singapore Management University, School of Economics / Working Papers

(16) 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

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

(18) 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

(19) 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

(20) 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:ags:aaea04:20319 ENTROPY-BASED ESTIMATION AND INFERENCE IN BINARY RESPONSE MODELS UNDER ENDOGENEITY (2004). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2004 Annual meeting, August 1-4, Denver,

(2) RePEc:arx:papers:math/0411034 A selective overview of nonparametric methods in financial econometrics (2004). arXiv.org / Quantitative Finance Papers

(3) 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

(4) 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

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

(6) 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

(7) 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

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

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.

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