Journal of the American Statistical Association

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.09 1997 0.21 0 0 0 0.08 1998 0.25 0 0 0 0.1 1999 0.32 0 0 0 0.15 2000 0.43 0 0 0 0.19 2001 0.41 118 317 0 0 7 0.06 0.17 2002 0.15 0.44 127 246 118 18 0 5 0.04 0.2 2003 0.14 0.47 156 81 245 34 0 2 0.01 0.22 2004 0.13 0.52 159 113 283 38 0 8 0.05 0.23 2005 0.08 0.56 181 247 315 25 0 20 0.11 0.25 2006 0.18 0.57 236 83 340 61 0 11 0.05 0.24 2007 0.14 0.48 198 77 417 57 0 10 0.05 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:42-55 The Distribution of Realized Exchange Rate Volatility (2001).
Cited: 134 times.

(2) RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179 Forecasting Using Principal Components From a Large Number of Predictors (2002).
Cited: 94 times.

(3) RePEc:bes:jnlasa:v:100:y:2005:p:1394-1411 A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data (2005).
Cited: 91 times.

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

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

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

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

(8) RePEc:bes:jnlasa:v:102:y:2007:m:june:p:432-441 Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors (2007).
Cited: 22 times.

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

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

(11) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:12-19 Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis (2001).
Cited: 16 times.

(12) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002).
Cited: 14 times.

(13) RePEc:bes:jnlasa:v:96:y:2001:m:march:p:194-209 Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models (2001).
Cited: 13 times.

(14) RePEc:bes:jnlasa:v:102:y:2007:m:june:p:603-617 Determining the Number of Factors in the General Dynamic Factor Model (2007).
Cited: 12 times.

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

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

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

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

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

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

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

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

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

(24) RePEc:bes:jnlasa:v:97:y:2002:m:march:p:77-87 Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data (2002).
Cited: 8 times.

(25) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:500-509 Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model (2001).
Cited: 8 times.

(26) RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360 Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (2001).
Cited: 8 times.

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

(28) RePEc:bes:jnlasa:v:97:y:2002:m:june:p:601-610 A Powerful Portmanteau Test of Lack of Fit for Time Series (2002).
Cited: 7 times.

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

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

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

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

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

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

(35) RePEc:bes:jnlasa:v:96:y:2001:m:june:p:440-448 Marginal Structural Models to Estimate the Joint Causal Effect of Nonrandomized Treatments (2001).
Cited: 6 times.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Recent citations received in: 2007

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

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

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

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

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

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

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

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

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

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

Recent citations received in: 2006

(1) RePEc:cam:camdae:0649 Time-Varying Quantiles (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

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

(3) RePEc:cte:werepe:we064111 A CONSISTENT SPECIFICATION TEST FOR MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS (2006). Universidad Carlos III, Departamento de Economía / Economics Working Papers

(4) RePEc:dgr:uvatin:20060105 Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

(5) RePEc:ecb:ecbwps:20060601 Excess burden and the cost of inefficiency in public services provision. (2006). European Central Bank / Working Paper Series

(6) RePEc:ecb:ecbwps:20060620 Does fiscal policy matter for the trade account? A panel cointegration study. (2006). European Central Bank / Working Paper Series

(7) RePEc:ecb:ecbwps:20060629 A market microstructure analysis of foreign exchange intervention. (2006). European Central Bank / Working Paper Series

(8) RePEc:ecb:ecbwps:20060667 The behaviour of the real exchange rate: evidence from regression quantiles. (2006). European Central Bank / Working Paper Series

(9) RePEc:ecl:harjfk:rwp06-048 Who Misvotes? The Effect of Differential Cognition Costs on Election Outcomes (2006). Harvard University, John F. Kennedy School of Government / Working Paper Series

(10) RePEc:fgv:epgewp:631 Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach (2006). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(11) RePEc:spr:testjl:v:15:y:2006:i:2:p:271-344 Regularization in statistics (2006). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

Recent citations received in: 2005

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

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

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

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

(5) RePEc:nbr:nberwo:11775 Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility (2005). National Bureau of Economic Research, Inc / NBER Working Papers

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

(7) RePEc:nuf:econwp:0516 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers

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

(9) RePEc:oxf:wpaper:240 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). University of Oxford, Department of Economics / Economics Series Working Papers

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

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

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

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

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

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

(16) RePEc:siu:wpaper:13-2005 Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde (2005). Singapore Management University, School of Economics / Working Papers

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

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

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

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

Recent citations received in: 2004

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

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

(3) RePEc:bep:hvdbio:1016 A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Technical Report (2004). Berkeley Electronic Press / Harvard University Biostatistics Working Paper Series

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

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

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

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

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

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Source data used to compute the impact factor of RePEc series.