[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1983 | 0 | 45 | 45 | 0 | 1 | 0 | 1 | |||||||||||
1984 | 0 | 51 | 96 | 0 | 11 | 0 | 2 | |||||||||||
1985 | 0 | 52 | 148 | 0 | 13 | 0 | 1 | |||||||||||
1986 | 0 | 54 | 202 | 0 | 24 | 0 | 9 | |||||||||||
1987 | 0 | 64 | 266 | 0 | 41 | 0 | 7 | |||||||||||
1988 | 0 | 70 | 336 | 0 | 44 | 0 | 2 | |||||||||||
1989 | 0 | 60 | 396 | 0 | 63 | 0 | 5 | |||||||||||
1990 | 0.12 | 0.11 | 0.24 | 0.17 | 54 | 450 | 3069 | 103 | 108 | 130 | 15 | 300 | 50 | 0 | 14 | 0.26 | 0.05 | |
1991 | 0.46 | 0.1 | 0.31 | 0.27 | 52 | 502 | 1489 | 151 | 266 | 114 | 53 | 302 | 83 | 0 | 5 | 0.1 | 0.05 | |
1992 | 0.27 | 0.11 | 0.29 | 0.24 | 49 | 551 | 6073 | 153 | 425 | 106 | 29 | 300 | 73 | 0 | 13 | 0.27 | 0.05 | |
1993 | 0.16 | 0.13 | 0.28 | 0.19 | 48 | 599 | 2467 | 150 | 590 | 101 | 16 | 285 | 55 | 0 | 6 | 0.13 | 0.06 | |
1994 | 0.41 | 0.14 | 0.32 | 0.3 | 57 | 656 | 3826 | 192 | 800 | 97 | 40 | 263 | 79 | 0 | 13 | 0.23 | 0.07 | |
1995 | 0.84 | 0.22 | 0.7 | 0.7 | 48 | 704 | 9331 | 476 | 1291 | 105 | 88 | 260 | 181 | 3 | 0.6 | 19 | 0.4 | 0.1 |
1996 | 1.1 | 0.25 | 0.94 | 0.95 | 52 | 756 | 3575 | 704 | 2002 | 105 | 115 | 254 | 241 | 16 | 2.3 | 17 | 0.33 | 0.12 |
1997 | 1.24 | 0.24 | 0.99 | 1.11 | 44 | 800 | 2923 | 788 | 2797 | 100 | 124 | 254 | 283 | 0 | 12 | 0.27 | 0.11 | |
1998 | 0.9 | 0.28 | 1.21 | 1.23 | 58 | 858 | 3184 | 1019 | 3833 | 96 | 86 | 249 | 306 | 0 | 19 | 0.33 | 0.13 | |
1999 | 0.99 | 0.31 | 1.24 | 1.17 | 48 | 906 | 2384 | 1106 | 4956 | 102 | 101 | 259 | 302 | 1 | 0.1 | 25 | 0.52 | 0.15 |
2000 | 1.28 | 0.36 | 1.47 | 1.57 | 45 | 951 | 2246 | 1382 | 6355 | 106 | 136 | 250 | 392 | 0 | 19 | 0.42 | 0.16 | |
2001 | 1.01 | 0.38 | 1.46 | 1.28 | 55 | 1006 | 3280 | 1452 | 7824 | 93 | 94 | 247 | 316 | 0 | 28 | 0.51 | 0.17 | |
2002 | 1.18 | 0.41 | 1.62 | 1.47 | 48 | 1054 | 8828 | 1698 | 9536 | 100 | 118 | 250 | 367 | 0 | 40 | 0.83 | 0.21 | |
2003 | 1.62 | 0.44 | 1.87 | 1.72 | 53 | 1107 | 2137 | 2050 | 11611 | 103 | 167 | 254 | 436 | 1 | 0 | 36 | 0.68 | 0.22 |
2004 | 2.1 | 0.49 | 2.29 | 2.03 | 40 | 1147 | 2898 | 2606 | 14241 | 101 | 212 | 249 | 506 | 4 | 0.2 | 38 | 0.95 | 0.22 |
2005 | 1.66 | 0.51 | 2.33 | 2.25 | 45 | 1192 | 2491 | 2747 | 17017 | 93 | 154 | 241 | 543 | 2 | 0.1 | 22 | 0.49 | 0.23 |
2006 | 1.86 | 0.5 | 2.54 | 2.57 | 42 | 1234 | 1874 | 3100 | 20155 | 85 | 158 | 241 | 619 | 5 | 0.2 | 62 | 1.48 | 0.22 |
2007 | 1.92 | 0.46 | 2.33 | 2.43 | 43 | 1277 | 2405 | 2948 | 23135 | 87 | 167 | 228 | 555 | 0 | 55 | 1.28 | 0.2 | |
2008 | 2.87 | 0.49 | 2.75 | 2.53 | 39 | 1316 | 2222 | 3591 | 26752 | 85 | 244 | 223 | 565 | 1 | 0 | 46 | 1.18 | 0.23 |
2009 | 2.5 | 0.48 | 2.74 | 2.67 | 46 | 1362 | 2373 | 3692 | 30478 | 82 | 205 | 209 | 559 | 0 | 57 | 1.24 | 0.24 | |
2010 | 2.51 | 0.48 | 2.5 | 2.56 | 41 | 1403 | 1893 | 3498 | 33982 | 85 | 213 | 215 | 551 | 1 | 0 | 39 | 0.95 | 0.21 |
2011 | 2.48 | 0.52 | 2.85 | 2.72 | 49 | 1452 | 3691 | 4140 | 38122 | 87 | 216 | 211 | 573 | 1 | 0 | 60 | 1.22 | 0.24 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1995 | Comparing 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 | 4878 |
2 | 1992 | Further 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 | 2994 |
3 | 2002 | Dynamic 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 | 2610 |
4 | 2002 | A 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 | 2069 |
5 | 2002 | Macroeconomic 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 | 1332 |
6 | 2011 | Robust 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 | 1270 |
7 | 1986 | Forecasting 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 | 1017 |
8 | 2004 | CAViaR: 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 | 974 |
9 | 1995 | Natural 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 | 809 |
10 | 1984 | Production 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 | 780 |
11 | 1994 | Bayesian 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 | 733 |
12 | 1998 | Unit-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. Full description at Econpapers || Download paper | 722 |
13 | 1992 | Tests 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. Full description at Econpapers || Download paper | 716 |
14 | 1989 | Tests 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. Full description at Econpapers || Download paper | 701 |
15 | 2004 | Modeling 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 | 696 |
16 | 1985 | Estimation 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. Full description at Econpapers || Download paper | 679 |
17 | 1996 | Evidence 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 | 668 |
18 | 1992 | Nonstationarity 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 | 666 |
19 | 1995 | Estimation 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 | 665 |
20 | 2005 | A 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 | 654 |
21 | 2001 | Cointegration 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 | 643 |
22 | 2006 | Realized 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 | 635 |
23 | 1996 | Finite-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 | 630 |
24 | 1990 | Testing 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. Full description at Econpapers || Download paper | 611 |
25 | 1990 | Persistence 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. Full description at Econpapers || Download paper | 598 |
26 | 1992 | Recursive 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. Full description at Econpapers || Download paper | 598 |
27 | 2011 | Bias-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 | 542 |
28 | 1991 | A 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. Full description at Econpapers || Download paper | 525 |
29 | 1998 | Tests 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. Full description at Econpapers || Download paper | 502 |
30 | 1994 | Bayesian 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 | 490 |
31 | 2001 | Testing 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 | 488 |
32 | 2002 | Regime 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. Full description at Econpapers || Download paper | 486 |
33 | 2002 | A 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 | 479 |
34 | 1994 | Business-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. Full description at Econpapers || Download paper | 465 |
35 | 2001 | Estimations 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. Full description at Econpapers || Download paper | 457 |
36 | 1996 | Small-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. Full description at Econpapers || Download paper | 454 |
37 | 1997 | Approximate 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. Full description at Econpapers || Download paper | 453 |
38 | 2001 | Estimations 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. Full description at Econpapers || Download paper | 452 |
39 | 1992 | A 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. Full description at Econpapers || Download paper | 433 |
40 | 2007 | Comparing 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 | 432 |
41 | 2009 | Real-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. Full description at Econpapers || Download paper | 417 |
42 | 1993 | Testing 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. Full description at Econpapers || Download paper | 417 |
43 | 1990 | Permanent 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. Full description at Econpapers || Download paper | 415 |
44 | 1997 | When 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. Full description at Econpapers || Download paper | 411 |
45 | 2007 | On the Fit of New Keynesian Models. (2007). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:123-143. Full description at Econpapers || Download paper | 397 |
46 | 2002 | Comparing 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 | 393 |
47 | 1989 | The 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. Full description at Econpapers || Download paper | 390 |
48 | 2007 | Determining 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. Full description at Econpapers || Download paper | 386 |
49 | 1994 | Testing 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. Full description at Econpapers || Download paper | 379 |
50 | 1985 | Trends 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. Full description at Econpapers || Download paper | 359 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1995 | Comparing 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 | 473 |
2 | 2002 | Dynamic 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 | 363 |
3 | 2002 | A 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 | 216 |
4 | 1992 | Further 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 | 215 |
5 | 2011 | Robust 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 | 193 |
6 | 2004 | CAViaR: 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 | 167 |
7 | 2002 | Comparing 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 | 121 |
8 | 2002 | Further 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 | 120 |
9 | 2011 | Bias-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 | 109 |
10 | 2002 | Macroeconomic 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 | 106 |
11 | 2004 | Modeling 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 | 92 |
12 | 1986 | Forecasting 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 | 77 |
13 | 2009 | Real-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. Full description at Econpapers || Download paper | 73 |
14 | 1995 | Natural 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 | 64 |
15 | 2005 | A 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 | 59 |
16 | 2011 | Real-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. Full description at Econpapers || Download paper | 59 |
17 | 1984 | Production 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 | 54 |
18 | 1996 | Finite-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 | 50 |
19 | 2002 | A 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 |
20 | 2006 | Realized 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 | 47 |
21 | 1992 | A 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. Full description at Econpapers || Download paper | 46 |
22 | 2011 | Comparing 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. Full description at Econpapers || Download paper | 46 |
23 | 2007 | Determining 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. Full description at Econpapers || Download paper | 45 |
24 | 2009 | Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters. (2009). Manski, Charles ; Williams, Jared ; Engelberg, Joseph. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:y:2009:p:30-41. Full description at Econpapers || Download paper | 45 |
25 | 1995 | Estimation 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 | 41 |
26 | 2003 | The 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. Full description at Econpapers || Download paper | 40 |
27 | 2010 | Rounding 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. Full description at Econpapers || Download paper | 39 |
28 | 1992 | Nonstationarity 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 | 37 |
29 | 1996 | Evidence 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 | 36 |
30 | 1991 | A 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. Full description at Econpapers || Download paper | 35 |
31 | 1989 | Tests 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. Full description at Econpapers || Download paper | 35 |
32 | 1999 | Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.. (1999). Arellano, Manuel ; Alonso-Borrego, C̮̩sar. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49. Full description at Econpapers || Download paper | 33 |
33 | 2008 | Estimation With Many Instrumental Variables. (2008). Newey, Whitney ; Hansen, Christian ; Hausman, Jerry. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:26:y:2008:p:398-422. Full description at Econpapers || Download paper | 33 |
34 | 2007 | Comparing 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 | 32 |
35 | 1998 | Tests 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. Full description at Econpapers || Download paper | 32 |
36 | 1990 | Testing 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. Full description at Econpapers || Download paper | 32 |
37 | 1995 | Lag Order and Critical Values of the Augmented Dickey-Fuller Test.. (1995). Cheung, Yin-Wong ; Lai, Kon S. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:277-80. Full description at Econpapers || Download paper | 32 |
38 | 1994 | Bayesian 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 | 30 |
39 | 2005 | Evaluation 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. Full description at Econpapers || Download paper | 29 |
40 | 2001 | Estimations 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. Full description at Econpapers || Download paper | 29 |
41 | 1994 | Bayesian 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 | 29 |
42 | 2001 | Estimations 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. Full description at Econpapers || Download paper | 29 |
43 | 1995 | Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity.. (1995). Gropper, Daniel ; Ford, Jon ; Caudill, Steven B. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:105-11. Full description at Econpapers || Download paper | 29 |
44 | 2001 | Cointegration 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 | 28 |
45 | 2006 | Testing and Valuing Dynamic Correlations for Asset Allocation. (2006). Engle, Robert ; Colacito, Riccardo. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:24:y:2006:p:238-253. Full description at Econpapers || Download paper | 28 |
46 | 1992 | Tests 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. Full description at Econpapers || Download paper | 28 |
47 | 1996 | Small-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. Full description at Econpapers || Download paper | 27 |
48 | 2010 | Structural Vector Autoregressions With Nonnormal Residuals. (2010). Lanne, Markku ; tkepohl, Helmut L ; Ltkepohl, Helmut. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:28:i:1:y:2010:p:159-168. Full description at Econpapers || Download paper | 26 |
49 | 1990 | Persistence 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. Full description at Econpapers || Download paper | 25 |
50 | 2003 | Wealth 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. Full description at Econpapers || Download paper | 24 |
Year | Title |
---|
# | Series | H | Cites | |
---|---|---|---|---|
1 | Papers / arXiv.org | 87 | 1250 | |
2 | Journal of Econometrics / Elsevier | 227 | 494 | |
3 | International Journal of Forecasting / Elsevier | 86 | 461 | |
4 | MPRA Paper / University Library of Munich, Germany | 124 | 401 | |
5 | Empirical Economics / Springer | 69 | 389 | |
6 | Energy Economics / Elsevier | 158 | 382 | |
7 | Sustainability / MDPI | 64 | 282 | |
8 | Economic Modelling / Elsevier | 83 | 268 | |
9 | Resources Policy / Elsevier | 65 | 263 | |
10 | Finance Research Letters / Elsevier | 68 | 218 | |
11 | The North American Journal of Economics and Finance / Elsevier | 45 | 213 |