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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of Business & Economic Statistics / American Statistical Association

null

Impact Factor

3.58

5-Years IF

94

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.050.090.095454520.961622130630026 (%)100.190.03
19910.310.090.1852106860.817771143530255 (%)20.040.04
19920.170.090.19501561000.64275910618300561 (%)70.140.04
19930.130.10.14482041030.5141510213286412 (%)40.080.05
19940.30.110.22572611310.520499829264593 (%)100.180.05
19950.680.190.6483093351.084013105712611563 (%)120.250.07
19960.780.230.76523614621.281698105822551931 (%)110.210.09
19970.940.270.96464075371.321461100942552442 (%)80.170.09
19980.710.270.99584656631.43155098702512481 (%)80.140.1
19990.730.310.99485137871.53123810476261258 (%)240.50.13
20000.990.391.26455589581.7210051061052523172 (%)160.360.15
20010.870.411.125561311161.82147293812492801 (%)160.290.16
20020.930.431.254866113091.98313610093252314 (%)240.50.19
20031.390.451.525371415842.22923103143254386 (%)240.450.19
20041.620.511.594075418742.491052101164249397 (%)260.650.21
20051.330.541.884680020272.53102893124241452 (%)190.410.22
20061.370.522.084284222262.6484186118242503 (%)400.950.21
20071.590.452.064388520912.3696988140229471 (%)420.980.18
20082.150.482.013992424802.6870485183224451 (%)360.920.2
20091.730.481.994697024252.578782142210417 (%)390.850.19
20101.680.441.8141101121382.1157185143216392 (%)290.710.16
20111.830.532.1849106027232.5779687159211459 (%)420.860.21
20122.40.582.62106031893.0190216218571 (%)0.22
20133.780.713.3106036023.449185175577 (%)0.25
20140.813.58106035233.320136487 (%)0.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
1995Comparing Predictive Accuracy.. (1995). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63.

Full description at Econpapers || Download paper

2053
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70.

Full description at Econpapers || Download paper

1190
2002Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.. (2002). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50.

Full description at Econpapers || Download paper

768
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.. (2002). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29.

Full description at Econpapers || Download paper

751
2002Macroeconomic Forecasting Using Diffusion Indexes.. (2002). Watson, Mark W. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62.

Full description at Econpapers || Download paper

568
1989Tests for Unit Roots: A Monte Carlo Investigation.. (1989). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59.

Full description at Econpapers || Download paper

393
1984Production Frontiers and Panel Data.. (1984). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74.

Full description at Econpapers || Download paper

382
1994Bayesian Analysis of Stochastic Volatility Models.. (1994). Polson, Nicholas G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89.

Full description at Econpapers || Download paper

365
1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.. (1992). Banerjee, Anindya ; Lumsdaine, Robin L. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87.

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358
1985Estimation and Inference in Two-Step Econometric Models.. (1985). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79.

Full description at Econpapers || Download paper

357
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20.

Full description at Econpapers || Download paper

337
1992Tests for Parameter Instability in Regressions with I(1) Processes.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:321-35.

Full description at Econpapers || Download paper

308
1990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lamoureux, Christopher G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34.

Full description at Econpapers || Download paper

302
1990Testing for a Unit Root in a Time Series with a Changing Mean.. (1990). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62.

Full description at Econpapers || Download paper

302
1996Evidence on Structural Instability in Macroeconomic Time Series Relations.. (1996). Watson, Mark W. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30.

Full description at Econpapers || Download paper

299
1996Finite-Sample Properties of Some Alternative GMM Estimators.. (1996). Heaton, John . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80.

Full description at Econpapers || Download paper

288
2002Regime Switches in Interest Rates.. (2002). Ang, Andrew . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82.

Full description at Econpapers || Download paper

287
2004CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2004). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:367-381.

Full description at Econpapers || Download paper

282
1995Estimation of Common Long-Memory Components in Cointegrated Systems.. (1995). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35.

Full description at Econpapers || Download paper

281
2001Cointegration and Threshold Adjustment.. (2001). Enders, Walter . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76.

Full description at Econpapers || Download paper

266
2006Realized Variance and Market Microstructure Noise. (2006). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:24:y:2006:p:127-161.

Full description at Econpapers || Download paper

266
1995Natural and Quasi-experiments in Economics.. (1995). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61.

Full description at Econpapers || Download paper

265
1993Testing for Common Features.. (1993). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80.

Full description at Econpapers || Download paper

264
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.. (1998). Enders, Walter . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11.

Full description at Econpapers || Download paper

264
1997When Do Long-Run Identifying Restrictions Give Reliable Results?. (1997). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53.

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261
1998Tests for Forecast Encompassing.. (1998). Harvey, David I ; Newbold, Paul . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59.

Full description at Econpapers || Download paper

258
2005A Test for Superior Predictive Ability. (2005). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:365-380.

Full description at Econpapers || Download paper

257
1993Testing for Common Features: Reply.. (1993). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95.

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243
2011Robust Inference With Multiway Clustering. (2011). Cameron, Colin A. ; Gelbach, Jonah B. ; Miller, Douglas L.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:2:y:2011:p:238-249.

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239
1986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience.. (1986). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:4:y:1986:i:1:p:25-38.

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233
1989The Message in Daily Exchange Rates: A Conditional-Variance Tale.. (1989). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305.

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233
1991A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86.

Full description at Econpapers || Download paper

229
1990Permanent Income, Current Income, and Consumption.. (1990). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79.

Full description at Econpapers || Download paper

228
1994Business-Cycle Phases and Their Transitional Dynamics.. (1994). Filardo, Andrew J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308.

Full description at Econpapers || Download paper

226
1994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply.. (1994). Polson, Nicholas G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:413-17.

Full description at Econpapers || Download paper

220
2001Testing Density Forecasts, with Applications to Risk Management.. (2001). Berkowitz, Jeremy . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:4:p:465-74.

Full description at Econpapers || Download paper

212
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection.. (1994). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70.

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211
1994Estimating Potential Output as a Latent Variable.. (1994). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68.

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200
1994Approximately Median-Unbiased Estimation of Autoregressive Models.. (1994). Chen, Hong-Yuan. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:2:p:187-204.

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193
1993A Fractional Cointegration Analysis of Purchasing Power Parity.. (1993). Lai, Kon S. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12.

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193
1992Searching for a Break in GNP.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50.

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192
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. (2004). Weiner S. M., . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:129-162.

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192
1992A Simple Nonparametric Test of Predictive Performance.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65.

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190
1996Small-Sample Bias in GMM Estimation of Covariance Structures.. (1996). Segal, Lewis M. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:353-66.

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188
1999Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification.. (1999). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90.

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186
1985Trends and Cycles in Macroeconomic Time Series.. (1985). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27.

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185
2001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice.. (2001). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:2-16.

Full description at Econpapers || Download paper

181
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests. (2007). Giacomini, Raffaella . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:177-190.

Full description at Econpapers || Download paper

179
1985Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States.. (1985). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22.

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178
1999Humps and Bumps in Lifetime Consumption.. (1999). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35.

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176

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
1995Comparing Predictive Accuracy.. (1995). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63.

Full description at Econpapers || Download paper

541
2002Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.. (2002). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50.

Full description at Econpapers || Download paper

380
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70.

Full description at Econpapers || Download paper

356
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.. (2002). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29.

Full description at Econpapers || Download paper

237
2011Robust Inference With Multiway Clustering. (2011). Cameron, Colin A. ; Gelbach, Jonah B. ; Miller, Douglas L.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:2:y:2011:p:238-249.

Full description at Econpapers || Download paper

209
2002Macroeconomic Forecasting Using Diffusion Indexes.. (2002). Watson, Mark W. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62.

Full description at Econpapers || Download paper

161
2004CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2004). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:367-381.

Full description at Econpapers || Download paper

125
1986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience.. (1986). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:4:y:1986:i:1:p:25-38.

Full description at Econpapers || Download paper

123
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. (2004). Weiner S. M., . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:129-162.

Full description at Econpapers || Download paper

122
2005A Test for Superior Predictive Ability. (2005). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:365-380.

Full description at Econpapers || Download paper

100
1992Tests for Parameter Instability in Regressions with I(1) Processes.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:321-35.

Full description at Econpapers || Download paper

86
2006Realized Variance and Market Microstructure Noise. (2006). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:24:y:2006:p:127-161.

Full description at Econpapers || Download paper

85
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests. (2007). Giacomini, Raffaella . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:177-190.

Full description at Econpapers || Download paper

83
1995Natural and Quasi-experiments in Economics.. (1995). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61.

Full description at Econpapers || Download paper

78
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.. (1998). Enders, Walter . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11.

Full description at Econpapers || Download paper

75
2001Cointegration and Threshold Adjustment.. (2001). Enders, Walter . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76.

Full description at Econpapers || Download paper

74
1997Approximate Asymptotic P Values for Structural-Change Tests.. (1997). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:1:p:60-67.

Full description at Econpapers || Download paper

73
2001Testing Density Forecasts, with Applications to Risk Management.. (2001). Berkowitz, Jeremy . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:4:p:465-74.

Full description at Econpapers || Download paper

72
2009Real-Time Measurement of Business Conditions. (2009). Scotti, Chiara ; Diebold, Francis X.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:i:4:y:2009:p:417-427.

Full description at Econpapers || Download paper

69
2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations.. (2002). Tsui, Albert K C, . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:351-62.

Full description at Econpapers || Download paper

67
1996Evidence on Structural Instability in Macroeconomic Time Series Relations.. (1996). Watson, Mark W. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30.

Full description at Econpapers || Download paper

65
1995Estimation of Common Long-Memory Components in Cointegrated Systems.. (1995). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35.

Full description at Econpapers || Download paper

65
1984Production Frontiers and Panel Data.. (1984). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74.

Full description at Econpapers || Download paper

65
1994Bayesian Analysis of Stochastic Volatility Models.. (1994). Polson, Nicholas G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89.

Full description at Econpapers || Download paper

64
1994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply.. (1994). Polson, Nicholas G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:413-17.

Full description at Econpapers || Download paper

63
1990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lamoureux, Christopher G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34.

Full description at Econpapers || Download paper

63
2007Determining the Number of Primitive Shocks in Factor Models. (2007). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:52-60.

Full description at Econpapers || Download paper

63
2011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Abadie, Alberto . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:1:y:2011:p:1-11.

Full description at Econpapers || Download paper

63
1989Tests for Unit Roots: A Monte Carlo Investigation.. (1989). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59.

Full description at Econpapers || Download paper

62
1996Finite-Sample Properties of Some Alternative GMM Estimators.. (1996). Heaton, John . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80.

Full description at Econpapers || Download paper

60
1998Tests for Forecast Encompassing.. (1998). Harvey, David I ; Newbold, Paul . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59.

Full description at Econpapers || Download paper

59
2002Regime Switches in Interest Rates.. (2002). Ang, Andrew . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82.

Full description at Econpapers || Download paper

58
1994Business-Cycle Phases and Their Transitional Dynamics.. (1994). Filardo, Andrew J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308.

Full description at Econpapers || Download paper

56
2001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice.. (2001). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:2-16.

Full description at Econpapers || Download paper

56
2001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Reply.. (2001). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:27-28.

Full description at Econpapers || Download paper

53
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.. (1992). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20.

Full description at Econpapers || Download paper

52
1991A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86.

Full description at Econpapers || Download paper

52
2007On the Fit of New Keynesian Models. (2007). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:123-143.

Full description at Econpapers || Download paper

50
1985Estimation and Inference in Two-Step Econometric Models.. (1985). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79.

Full description at Econpapers || Download paper

48
2011Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Ibragimov, Rustam ; Gabaix, Xavier . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:1:y:2011:p:24-39.

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47
1990Permanent Income, Current Income, and Consumption.. (1990). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79.

Full description at Econpapers || Download paper

45
2011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd E.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:3:y:2011:p:327-341.

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41
2009Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset. (2009). Wright, Jonathan H. ; Faust, Jon . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:i:4:y:2009:p:468-479.

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38
1998Real and Spurious Long-Memory Properties of Stock-Market Data.. (1998). Savin, N E. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:261-68.

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37
1990Testing for a Unit Root in a Time Series with a Changing Mean.. (1990). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62.

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37
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices. (2010). Qu, Zhongjun . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:28:i:2:y:2010:p:275-290.

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36
1998Asymptotic Inference on Cointegrating Rank in Partial Systems.. (1998). Harbo, Ingrid. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:4:p:388-99.

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36
2003Wealth Accumulation over the Life Cycle and Precautionary Savings.. (2003). Cagetti, Marco . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:21:y:2003:i:3:p:339-53.

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36
1985Trends and Cycles in Macroeconomic Time Series.. (1985). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27.

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35
1997When Do Long-Run Identifying Restrictions Give Reliable Results?. (1997). . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53.

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35

Citing documents used to compute impact factor 0:

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Cites in year: CiY

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2011Parametric Inference and Dynamic State Recovery from Option Panels. (2011). Fusari, Nicola ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2012-11.

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2011Toward a Consumer Economy in China: Implications of Changing Wage Policies for U.S. Cotton Exports. (2011). Hudson, Darren ; MacDonald, Stephen ; Tuan, Francis . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:103615.

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2011Housing Services and Volatility Bounds with Real Estate Returns. (2011). Zemcik, Petr . In: ERES. RePEc:arz:wpaper:eres2011_84.

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2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions. (2011). Perron, Pierre ; Yamamoto, Yohei . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-049.

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2011Adapting Kernel Estimation to Uncertain Smoothness. (2011). Kotlyarova, Yulia ; Zinde-Walsh, Victoria ; Schafgans, Marcia M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:557.

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2011Can the Fed talk the hind legs off the stock market?. (2011). Eijffinger, Sylvester C W, ; Mahieu, Ronald J ; Raes, Louis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8450.

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2011Structural Vector Autoregressions. (2011). Kilian, Lutz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8515.

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2011Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica. (2011). Pea, Daniel ; Bermejo, Miguel ngel ; Sanchez, Ismael . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws111813.

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2011The Effect of Subsidized Employment on Happiness. (2011). Crost, Benjamin . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp384.

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2011Optimal Forecasts in the Presence of Structural Breaks. (2011). Pick, Andreas ; Pranovich, Mikhail ; Pesaran, Hashem M. In: DNB Working Papers. RePEc:dnb:dnbwpp:327.

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2011Using panel data to partially identify HIV prevalence When HIV status is not missing at random. (2011). De Cao, Elisabetta ; Peracchi, Franco . In: Working Papers. RePEc:don:donwpa:048.

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2011Advances in Forecasting Under Instability. (2011). Rossi, Barbara . In: Working Papers. RePEc:duk:dukeec:11-20.

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2011Brownian motion vs. pure-jump processes for individual stocks. (2011). Svi, Benot ; Baena, Csar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00669.

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2011Regional and sectoral dynamics of the Dutch staffing labor cycle. (2011). den Reijer, Ard H. J., . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:1826-1837.

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2011Distributional impacts of a local living wage increase with ability sorting. (2011). . In: Economics Letters. RePEc:eee:ecolet:v:112:y:2011:i:3:p:283-286.

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2011Realized Laplace transforms for estimation of jump diffusive volatility models. (2011). Tauchen, George ; Todorov, Viktor ; Grynkiv, Iaryna . In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:2:p:367-381.

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2011Volatility spillovers between food and energy markets: A semiparametric approach. (2011). Serra, Teresa . In: Energy Economics. RePEc:eee:eneeco:v:33:y:2011:i:6:p:1155-1164.

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2011Does high involvement management lead to higher pay?. (2011). Bryson, Alex ; Bockerman, Petri ; Ilmakunnas, Pekka . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:38575.

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2011Using panel data to partially identify HIV prevalence when HIV status is not missing at random. (2011). Arpino, Bruno ; Peracchi, Franco ; De Cao, Elisabetta . In: EIEF Working Papers Series. RePEc:eie:wpaper:1113.

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2011Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range. (2011). Chen, C. W. S., ; Gerlach, R. ; McAleer, M. J. ; Hwang, B. B. K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:23795.

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2011Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures. (2011). Fink, Gunther ; Vollmer, Sebastian ; McConnell, Margaret . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-477.

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2011The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis. (2011). Kreider, Brent ; Pepper, John V. ; Gundersen, Craig . In: Staff General Research Papers. RePEc:isu:genres:32719.

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2011So you want to run an experiment, now what? Some simple rules of thumb for optimal experimental design. (2011). List, John ; Sadoff, Sally ; Wagner, Mathis . In: Experimental Economics. RePEc:kap:expeco:v:14:y:2011:i:4:p:439-457.

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2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights. (2011). Lutkepohl, Helmut ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1123.

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2011Modelling Financial Crises Mutation. (2011). Candelon, Bertrand ; Palm, Franz C. ; Dumitrescu, Elena-Ivona . In: Working Papers. RePEc:leo:wpaper:1238.

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2011Minimum Wage Effects on Employment, Substitution, and the Teenage Labor Supply: Evidence from Personnel Data. (2011). . In: Working Papers. RePEc:mia:wpaper:2011-12.

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2011The Costs of Free Entry: An Empirical Study of Real Estate Agents in Greater Boston. (2011). Barwick, Panle Jia ; Pathak, Parag A.. In: NBER Working Papers. RePEc:nbr:nberwo:17227.

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2011Labor Reallocation in Response to Trade Reform. (2011). Menezes-Filho, Naercio Aquino . In: NBER Working Papers. RePEc:nbr:nberwo:17372.

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2011An Empirical Model of Industry Dynamics with Common Uncertainty and Learning from the Actions of Competitors. (2011). . In: Working Papers. RePEc:net:wpaper:1116.

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2011Does High Involvement Management Lead to Higher Pay?. (2011). . In: NIESR Discussion Papers. RePEc:nsr:niesrd:2908.

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2011Conditional jumps in volatility and their economic determinants. (2011). Rossi, Eduardo ; de Magistris, Paolo Santucci ; Caporin, Massimiliano . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0138.

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2011Does high involvement management lead to higher pay?. (2011). Bryson, Alex ; Bockerman, Petri ; Ilmakunnas, Pekka . In: MPRA Paper. RePEc:pra:mprapa:28711.

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2011Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter . In: MPRA Paper. RePEc:pra:mprapa:30507.

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2011Patterns in U.S. urban growth (1790–2000). (2011). Gonzalez-Val, Rafael . In: MPRA Paper. RePEc:pra:mprapa:31006.

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2011Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility. (2011). Fulop, Andras ; Li, Junye . In: Working Papers. RePEc:skb:wpaper:cofie-10-2011.

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2011Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails. (2011). Lucas, Andre ; Zhang, Xin ; Koopman, Siem Jan ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110078.

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2011A Rising Natural Rate of Unemployment: Transitory or Permanent?. (2011). Sahin, Aysegul ; Valletta, Robert ; Daly, Mary ; Hobijn, Bart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110160.

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2011Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. (2011). Phillips Peter C. B., ; Taylor A. M. Robert, . In: Research Memorandum. RePEc:unm:umamet:2011056.

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2011A dynamic copula approach to recovering the index implied volatility skew. (2011). Werner, Christian ; Herwartz, Helmut . In: University of St. Gallen Department of Economics working paper series 2010. RePEc:usg:dp2010:2010-33.

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2011Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks. (2011). . In: Economics Working Paper Series. RePEc:usg:econwp:2011:12.

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2011Efficient high-dimensional importance sampling in mixture frameworks. (2011). Liesenfeld, Roman ; Kleppe, Tore Selland . In: Economics Working Papers. RePEc:zbw:cauewp:201111.

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2011Early life conditions and financial risk-taking in older age. (2011). Motta, Alberto ; Dobrescu, Loretti I.. In: CFS Working Paper Series. RePEc:zbw:cfswop:201128.

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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.