Journal of the American Statistical Association

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

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.32 0 0 0 0.16 2000 0.43 0 0 0 0.19 2001 0.39 118 180 0 0 6 0.05 0.17 2002 0.14 0.42 127 131 118 17 0 5 0.04 0.2 2003 0.12 0.47 156 48 245 29 0 2 0.01 0.22 2004 0.07 0.51 159 59 283 21 0 5 0.03 0.23 2005 0.07 0.58 181 83 315 23 0 11 0.06 0.27
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:42-55 The Distribution of Realized Exchange Rate Volatility (2001).
Cited: 77 times.

(2) RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179 Forecasting Using Principal Components From a Large Number of Predictors (2002).
Cited: 51 times.

(3) RePEc:bes:jnlasa:v:100:y:2005:p:1394-1411 A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data (2005).
Cited: 40 times.

(4) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:284-292 Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models (2002).
Cited: 23 times.

(5) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:663-673 Accounting for the Black-White Wealth Gap: A Nonparametric Approach (2002).
Cited: 21 times.

(6) RePEc:bes:jnlasa:v:100:y:2005:p:830-840 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2005).
Cited: 15 times.

(7) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281 Marginal Likelihood From the Metropolis-Hastings Output (2001).
Cited: 15 times.

(8) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:12-19 Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis (2001).
Cited: 9 times.

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

(10) RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026 Cross-Validation and the Estimation of Conditional Probability Densities (2004).
Cited: 8 times.

(11) RePEc:bes:jnlasa:v:99:y:2004:p:775-787 Unit Root Quantile Autoregression Inference (2004).
Cited: 8 times.

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

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

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

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

(16) RePEc:bes:jnlasa:v:99:y:2004:p:799-804 Getting It Right: Joint Distribution Tests of Posterior Simulators (2004).
Cited: 5 times.

(17) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:440-448 Marginal Structural Models to Estimate the Joint Causal Effect of Nonrandomized Treatments (2001).
Cited: 5 times.

(18) RePEc:bes:jnlasa:v:99:y:2004:p:156-168 Monte Carlo Smoothing for Nonlinear Time Series (2004).
Cited: 5 times.

(19) RePEc:bes:jnlasa:v:98:y:2003:p:629-642 Semiparametric Estimation of Multivariate Fractional Cointegration (2003).
Cited: 5 times.

(20) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360 Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (2001).
Cited: 4 times.

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

(22) RePEc:bes:jnlasa:v:98:y:2003:p:135-146 On Additive Conditional Quantiles With High Dimensional Covariates (2003).
Cited: 4 times.

(23) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652 Goodness-of-Fit Tests for Parametric Regression Models (2001).
Cited: 4 times.

(24) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002).
Cited: 4 times.

(25) RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1141-1153 Parsimonious Covariance Matrix Estimation for Longitudinal Data (2002).
Cited: 4 times.

(26) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:77-87 Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data (2002).
Cited: 4 times.

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

(28) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:194-209 Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models (2001).
Cited: 4 times.

(29) RePEc:bes:jnlasa:v:96:y:2001:m:september:p:1022-1030 Robust Inference for Generalized Linear Models (2001).
Cited: 3 times.

(30) RePEc:bes:jnlasa:v:98:y:2003:p:67-76 Robust Indirect Inference (2003).
Cited: 3 times.

(31) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1254-1271 Should the DEAs STRIDE Data Be Used for Economic Analyses of Markets for Illegal Drugs? (2001).
Cited: 3 times.

(32) RePEc:bes:jnlasa:v:96:y:2001:m:september:p:1102-1112 A Correlated Probit Model for Joint Modeling of Clustered Binary and Continuous Responses (2001).
Cited: 3 times.

(33) RePEc:bes:jnlasa:v:100:y:2005:p:545-553 Bootstrapping Unit Root Tests for Autoregressive Time Series (2005).
Cited: 3 times.

(34) RePEc:bes:jnlasa:v:99:y:2004:p:854-866 Causal Inference With General Treatment Regimes: Generalizing the Propensity Score (2004).
Cited: 3 times.

(35) RePEc:bes:jnlasa:v:100:y:2005:p:322-331 Causal Inference Using Potential Outcomes: Design, Modeling, Decisions (2005).
Cited: 3 times.

(36) RePEc:bes:jnlasa:v:98:y:2003:p:299-323 Principal Stratification Approach to Broken Randomized Experiments: A Case Study of School Choice Vouchers in New York City (2003).
Cited: 3 times.

(37) RePEc:bes:jnlasa:v:101:y:2006:p:114-115 Comment (2006).
Cited: 3 times.

(38) RePEc:bes:jnlasa:v:99:y:2004:p:169-174 Testing for Differences Between Conditional Means in a Time Series Context (2004).
Cited: 3 times.

(39) RePEc:bes:jnlasa:v:99:y:2004:p:736-750 Nonlinear and Nonparametric Regression and Instrumental Variables (2004).
Cited: 3 times.

(40) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1223-1231 Moment Estimation With Attrition: An Application to Economic Models (2001).
Cited: 3 times.

(41) RePEc:bes:jnlasa:v:102:y:2007:p:359-378 Strictly Proper Scoring Rules, Prediction, and Estimation (2007).
Cited: 3 times.

(42) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882 Three-Step Censored Quantile Regression and Extramarital Affairs (2002).
Cited: 3 times.

(43) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:161-173 Gibbs Sampling Methods for Stick Breaking Priors (2001).
Cited: 2 times.

(44) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:409-419 Empirical Bayes and Item-Clustering Effects in a Latent Variable Hierarchical Model: A Case Study From the National Assessment of Educational Progress (2002).
Cited: 2 times.

(45) RePEc:bes:jnlasa:v:97:y:2002:m:september:p:783-795 Markov Chain Marginal Bootstrap (2002).
Cited: 2 times.

(46) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:103-126 Semiparametric and Nonparametric Regression Analysis of Longitudinal Data (2001).
Cited: 2 times.

(47) RePEc:bes:jnlasa:v:96:y:2001:m:september:p:883-894 Effect of Insurance on Mortality in an HIV-Positive Population in Care (2001).
Cited: 2 times.

(48) RePEc:bes:jnlasa:v:101:y:2006:p:619-629 On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection (2006).
Cited: 2 times.

(49) RePEc:bes:jnlasa:v:98:y:2003:p:545-554 Measurement of Higher Education in the Census and Current Population Survey (2003).
Cited: 2 times.

(50) RePEc:bes:jnlasa:v:99:y:2004:p:751-762 Inference After Model Selection (2004).
Cited: 2 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

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

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

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

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

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

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

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

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

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

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

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

Latest citations received in: 2004

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

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

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

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

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

Latest citations received in: 2003

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

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

Latest citations received in: 2002

(1) RePEc:cep:stiecm:/2002/433 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

(2) RePEc:cwl:cwldpp:1356 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(3) RePEc:ifs:cemmap:03/02 Consistent testing for stochastic dominance: a subsampling approach (2002). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(4) RePEc:spr:psycho:v:67:y:2002:i:3:p:367-386 Locally dependent latent trait model and the dutch identity revisited (2002). Psychometrika

(5) RePEc:usg:dp2002:2002-11 Identification of Dynamic Treatment Effects by Instrumental Variables (2002). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2002

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.