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Citation Profile [Updated: 2021-02-02 17:32:57]
5 Years H
124
Impact Factor
0
5 Years IF
0
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.09 0.09 1.59 0.14 54 54 2439 81 86 130 12 300 41 0 13 0.24 0.04
1991 0.42 0.08 1.23 0.22 52 106 1190 123 216 114 48 302 66 0 3 0.06 0.04
1992 0.23 0.09 0.85 0.2 49 155 4688 127 348 106 24 300 61 0 10 0.2 0.04
1993 0.16 0.1 0.67 0.16 48 203 2028 121 483 101 16 285 47 0 5 0.1 0.05
1994 0.34 0.12 0.67 0.25 57 260 3144 157 658 97 33 263 66 0 12 0.21 0.06
1995 0.73 0.19 1.34 0.59 48 308 7173 398 1070 105 77 260 154 3 0.8 17 0.35 0.08
1996 0.9 0.22 1.58 0.79 52 360 2744 561 1637 105 95 254 201 16 2.9 16 0.31 0.1
1997 1.1 0.22 1.65 0.99 44 404 2336 661 2305 100 110 254 252 0 9 0.2 0.09
1998 0.85 0.26 1.88 1.08 58 462 2547 855 3174 96 82 249 270 0 17 0.29 0.12
1999 0.88 0.27 1.89 1.03 48 510 1918 948 4138 102 90 259 268 1 0.1 25 0.52 0.13
2000 1.14 0.32 2.17 1.38 45 555 1767 1185 5342 106 121 250 346 0 19 0.42 0.14
2001 0.96 0.34 2.08 1.15 55 610 2572 1255 6612 93 89 247 285 0 21 0.38 0.15
2002 0.98 0.37 2.19 1.27 48 658 6378 1430 8056 100 98 250 318 0 28 0.58 0.19
2003 1.45 0.39 2.53 1.54 53 711 1609 1778 9857 103 149 254 390 1 0.1 29 0.55 0.19
2004 1.79 0.44 2.97 1.73 40 751 2077 2207 12085 101 181 249 431 4 0.2 27 0.68 0.2
2005 1.45 0.46 2.99 2 45 796 1919 2353 14465 93 135 241 481 2 0.1 19 0.42 0.21
2006 1.54 0.46 3.12 2.23 42 838 1471 2577 17081 85 131 241 537 5 0.2 50 1.19 0.21
2007 1.74 0.42 2.91 2.16 43 881 1804 2534 19647 87 151 228 492 0 44 1.02 0.18
2008 2.48 0.44 3.33 2.23 39 920 1453 3041 22715 85 211 223 497 1 0 40 1.03 0.2
2009 2.11 0.43 3.26 2.38 46 966 1666 3119 25868 82 173 209 497 0 46 1 0.21
2010 2.11 0.43 2.87 2.17 41 1007 1381 2886 28760 85 179 215 466 1 0 36 0.88 0.18
2011 2.17 0.45 3.18 2.31 49 1056 2540 3357 32117 87 189 211 488 0 46 0.94 0.2
2012 2.63 0.45 3.58 2.69 0 1056 0 3781 35898 90 237 218 586 0 0 0.19
2013 4.57 0.51 4.31 3.76 0 1056 0 4550 40448 49 224 175 658 0 0 0.21
2014 0 0.53 4.39 4.4 0 1056 0 4637 45085 0 136 598 0 0 0.2
2015 0 0.53 4.09 4.76 0 1056 0 4317 49402 0 90 428 0 0 0.2
2016 0 0.52 4.07 6.16 0 1056 0 4297 53699 0 49 302 0 0 0.19
2017 0 0.53 3.81 0 0 1056 0 4027 57726 0 0 0 0 0.19
2018 0 0.6 3.36 0 0 1056 0 3547 61273 0 0 0 0 0.24
2019 0 0.68 3.35 0 0 1056 0 3540 64813 0 0 0 0 0.25
2020 0 0.99 3.42 0 0 1056 0 3609 68422 0 0 0 0 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11995Comparing Predictive Accuracy.. (1995). Mariano, Roberto ; Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63.

Full description at Econpapers || Download paper

3834
21992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (1992). Zivot, Eric ; Andrews, Donald. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70.

Full description at Econpapers || Download paper

2219
32002Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.. (2002). Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50.

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1824
42002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.. (2002). Yogo, Motohiro ; Wright, Jonathan ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29.

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1502
52002Macroeconomic Forecasting Using Diffusion Indexes.. (2002). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62.

Full description at Econpapers || Download paper

1078
62011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Gelbach, Jonah ; Cameron, A.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:2:y:2011:p:238-249.

Full description at Econpapers || Download paper

845
72004CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2004). Manganelli, Simone ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:367-381.

Full description at Econpapers || Download paper

651
81984Production Frontiers and Panel Data.. (1984). Sickles, Robin ; Schmidt, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74.

Full description at Econpapers || Download paper

627
91986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience.. (1986). Litterman, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:4:y:1986:i:1:p:25-38.

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595
101989Tests for Unit Roots: A Monte Carlo Investigation.. (1989). Schwert, G.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59.

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585
111994Bayesian Analysis of Stochastic Volatility Models.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89.

Full description at Econpapers || Download paper

577
121995Natural and Quasi-experiments in Economics.. (1995). Meyer, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61.

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554
131992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.. (1992). Vogelsang, Timothy ; Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20.

Full description at Econpapers || Download paper

549
141985Estimation and Inference in Two-Step Econometric Models.. (1985). topel, robert ; Murphy, Kevin. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79.

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546
151992Tests for Parameter Instability in Regressions with I(1) Processes.. (1992). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:321-35.

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542
162001Cointegration and Threshold Adjustment.. (2001). Siklos, Pierre ; Enders, Walter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76.

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534
172005A Test for Superior Predictive Ability. (2005). Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:365-380.

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521
181998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.. (1998). Granger, Clive ; Enders, Walter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11.

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520
191995Estimation of Common Long-Memory Components in Cointegrated Systems.. (1995). Granger, Clive ; Gonzalo, Jesus. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35.

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518
201996Evidence on Structural Instability in Macroeconomic Time Series Relations.. (1996). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30.

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506
211992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.. (1992). Stock, James ; 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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496
221990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William ; Lamoureux, Christopher G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34.

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479
231990Testing for a Unit Root in a Time Series with a Changing Mean.. (1990). Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62.

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474
242004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. (2004). Schuermann, Til ; Pesaran, M ; Weiner S. M., . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:129-162.

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470
251996Finite-Sample Properties of Some Alternative GMM Estimators.. (1996). Yaron, Amir ; Hansen, Lars ; Heaton, John . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80.

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467
262006Realized Variance and Market Microstructure Noise. (2006). Lunde, Asger ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:24:y:2006:p:127-161.

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465
271994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:413-17.

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435
282002Regime Switches in Interest Rates.. (2002). Bekaert, Geert ; Ang, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82.

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421
291998Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59.

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414
302001Testing 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.

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400
311994Business-Cycle Phases and Their Transitional Dynamics.. (1994). Filardo, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308.

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387
321991A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86.

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384
332002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations.. (2002). Tsui, Albert ; Tse, Y. K. ; Tsui, Albert K C, . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:351-62.

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354
342007Comparing Density Forecasts via Weighted Likelihood Ratio Tests. (2007). Giacomini, Raffaella ; amisano, gianni. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:177-190.

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341
351997When Do Long-Run Identifying Restrictions Give Reliable Results?. (1997). Leeper, Eric ; Faust, Jon. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53.

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340
361993Testing for Common Features.. (1993). Kozicki, Sharon ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80.

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338
371992A Simple Nonparametric Test of Predictive Performance.. (1992). Timmermann, Allan ; Pesaran, M. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65.

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334
381990Permanent Income, Current Income, and Consumption.. (1990). Mankiw, N. Gregory ; Campbell, John. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79.

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334
391989The Message in Daily Exchange Rates: A Conditional-Variance Tale.. (1989). Bollerslev, Tim ; Baillie, Richard. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305.

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330
402001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice.. (2001). Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:2-16.

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327
411997Approximate Asymptotic P Values for Structural-Change Tests.. (1997). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:1:p:60-67.

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320
421993Testing for Common Features: Reply.. (1993). Kozicki, Sharon ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95.

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317
432011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:1:y:2011:p:1-11.

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311
441994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection.. (1994). Hall, Alastair. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70.

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302
451994Estimating Potential Output as a Latent Variable.. (1994). Kuttner, Kenneth. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68.

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302
461985Trends and Cycles in Macroeconomic Time Series.. (1985). Harvey, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27.

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298
472007Determining the Number of Primitive Shocks in Factor Models. (2007). Ng, Serena ; Bai, Jushan. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:52-60.

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294
481996Small-Sample Bias in GMM Estimation of Covariance Structures.. (1996). Altonji, Joseph ; 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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285
491994Approximately Median-Unbiased Estimation of Autoregressive Models.. (1994). Andrews, Donald ; 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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285
502001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Reply.. (2001). Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:27-28.

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275
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11995Comparing Predictive Accuracy.. (1995). Mariano, Roberto ; Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63.

Full description at Econpapers || Download paper

520
22002Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.. (2002). Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50.

Full description at Econpapers || Download paper

409
31992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (1992). Zivot, Eric ; Andrews, Donald. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70.

Full description at Econpapers || Download paper

241
42011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Gelbach, Jonah ; Cameron, A.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:2:y:2011:p:238-249.

Full description at Econpapers || Download paper

216
52002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.. (2002). Yogo, Motohiro ; Wright, Jonathan ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29.

Full description at Econpapers || Download paper

187
62002Macroeconomic Forecasting Using Diffusion Indexes.. (2002). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62.

Full description at Econpapers || Download paper

132
72004CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2004). Manganelli, Simone ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:367-381.

Full description at Econpapers || Download paper

126
81986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience.. (1986). Litterman, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:4:y:1986:i:1:p:25-38.

Full description at Econpapers || Download paper

109
92011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; 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

91
102004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. (2004). Schuermann, Til ; Pesaran, M ; 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

79
112002Comparing Predictive Accuracy.. (2002). Mariano, Roberto ; Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:1:p:134-44.

Full description at Econpapers || Download paper

79
122005A Test for Superior Predictive Ability. (2005). Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:365-380.

Full description at Econpapers || Download paper

78
132009Real-Time Measurement of Business Conditions. (2009). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:i:4:y:2009:p:417-427.

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65
141995Natural and Quasi-experiments in Economics.. (1995). Meyer, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61.

Full description at Econpapers || Download paper

63
152006Realized Variance and Market Microstructure Noise. (2006). Lunde, Asger ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:24:y:2006:p:127-161.

Full description at Econpapers || Download paper

63
161996Evidence on Structural Instability in Macroeconomic Time Series Relations.. (1996). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30.

Full description at Econpapers || Download paper

61
171984Production Frontiers and Panel Data.. (1984). Sickles, Robin ; Schmidt, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74.

Full description at Econpapers || Download paper

60
181995Estimation of Common Long-Memory Components in Cointegrated Systems.. (1995). Granger, Clive ; Gonzalo, Jesus. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35.

Full description at Econpapers || Download paper

58
192002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (2002). Andrews, Donald ; Zivot, Eric . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:1:p:25-44.

Full description at Econpapers || Download paper

57
202001Testing 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

55
212001Cointegration and Threshold Adjustment.. (2001). Siklos, Pierre ; 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

53
222011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:3:y:2011:p:327-341.

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50
231992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.. (1992). Vogelsang, Timothy ; Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20.

Full description at Econpapers || Download paper

49
242007Comparing Density Forecasts via Weighted Likelihood Ratio Tests. (2007). Giacomini, Raffaella ; amisano, gianni. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:177-190.

Full description at Econpapers || Download paper

48
252002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations.. (2002). Tsui, Albert ; Tse, Y. K. ; 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

48
261996Finite-Sample Properties of Some Alternative GMM Estimators.. (1996). Yaron, Amir ; Hansen, Lars ; 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

44
271994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:413-17.

Full description at Econpapers || Download paper

43
281994Bayesian Analysis of Stochastic Volatility Models.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89.

Full description at Econpapers || Download paper

43
292007Determining the Number of Primitive Shocks in Factor Models. (2007). Ng, Serena ; Bai, Jushan. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:52-60.

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42
302003Wealth 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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39
311990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William ; Lamoureux, Christopher G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34.

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321998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.. (1998). Granger, Clive ; Enders, Walter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11.

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331997Approximate Asymptotic P Values for Structural-Change Tests.. (1997). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:1:p:60-67.

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341992Tests for Parameter Instability in Regressions with I(1) Processes.. (1992). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:321-35.

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352011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:3:y:2011:p:411-422.

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361998Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59.

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371985Estimation and Inference in Two-Step Econometric Models.. (1985). topel, robert ; Murphy, Kevin. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79.

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381992A Simple Nonparametric Test of Predictive Performance.. (1992). Timmermann, Allan ; Pesaran, M. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65.

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392001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice.. (2001). Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:2-16.

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402001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Reply.. (2001). Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:27-28.

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411991A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86.

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421989Tests for Unit Roots: A Monte Carlo Investigation.. (1989). Schwert, G.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59.

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432008A Comparison of the Real-Time Performance of Business Cycle Dating Methods. (2008). Piger, Jeremy ; Chauvet, Marcelle. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:26:y:2008:p:42-49.

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441994Business-Cycle Phases and Their Transitional Dynamics.. (1994). Filardo, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308.

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451996Small-Sample Bias in GMM Estimation of Covariance Structures.. (1996). Altonji, Joseph ; 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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462010Rounding Probabilistic Expectations in Surveys. (2010). Molinari, Francesca ; Manski, Charles. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:28:i:2:y:2010:p:219-231.

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472005Evaluation and Combination of Conditional Quantile Forecasts. (2005). Komunjer, Ivana ; Giacomini, Raffaella. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:416-431.

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481990Testing for a Unit Root in a Time Series with a Changing Mean.. (1990). Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62.

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491999Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.. (1999). Arellano, Manuel ; Alonso-Borrego, César. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49.

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502003The Effects of Public R&D Subsidies on Firms Innovation Activities: The Case of Eastern Germany.. (2003). Czarnitzki, Dirk ; Almus, Matthias . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:21:y:2003:i:2:p:226-36.

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