Journal Of The Royal Statistical Society Series B

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

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.22 0 0 0 0.09 1998 0.25 0 0 0 0.1 1999 0.31 57 94 0 0 4 0.07 0.15 2000 0.16 0.42 52 95 57 9 0 3 0.06 0.19 2001 0.06 0.41 46 114 109 7 0 14 0.3 0.16 2002 0.22 0.44 45 196 98 22 0 1 0.02 0.2 2003 0.24 0.46 53 102 91 22 0 2 0.04 0.21 2004 0.29 0.51 53 55 98 28 0 2 0.04 0.23 2005 0.22 0.54 42 26 106 23 0 1 0.02 0.24 2006 0.08 0.56 41 32 95 8 0 2 0.05 0.24 2007 0.13 0.45 45 19 83 11 0 3 0.07 0.21 2008 0.12 0.5 51 15 86 10 0 6 0.12 0.24
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:bla:jorssb:v:64:y:2002:i:2:p:253-280 Econometric analysis of realized volatility and its use in estimating stochastic volatility models (2002).
Cited: 99 times.

(2) RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241 Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics (2001).
Cited: 83 times.

(3) RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639 Bayesian measures of model complexity and fit (2002).
Cited: 51 times.

(4) RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710 The identifiability of the mixed proportional hazards competing risks model (2003).
Cited: 20 times.

(5) RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56 Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives (2000).
Cited: 19 times.

(6) RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389 Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution (2003).
Cited: 14 times.

(7) RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602 Statistical applications of the multivariate skew normal distribution (1999).
Cited: 10 times.

(8) RePEc:bla:jorssb:v:65:y:2003:i:2:p:331-355 Optimal dynamic treatment regimes (2003).
Cited: 10 times.

(9) RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498 A direct approach to false discovery rates (2002).
Cited: 10 times.

(10) RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320 Regularization and variable selection via the elastic net (2005).
Cited: 10 times.

(11) RePEc:bla:jorssb:v:62:y:2000:i:3:p:493-508 Mixture Kalman filters (2000).
Cited: 9 times.

(12) RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809 Dealing with label switching in mixture models (2000).
Cited: 9 times.

(13) RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158 Intentionally biased bootstrap methods (1999).
Cited: 8 times.

(14) RePEc:bla:jorssb:v:65:y:2003:i:1:p:81-94 Comprehensive definitions of breakdown points for independent and dependent observations (2003).
Cited: 8 times.

(15) RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730 Semiparametric regression for the mean and rate functions of recurrent events (2000).
Cited: 7 times.

(16) RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80 Adaptive varying-coefficient linear models (2003).
Cited: 6 times.

(17) RePEc:bla:jorssb:v:66:y:2004:i:2:p:369-393 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes (2004).
Cited: 6 times.

(18) RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61 Conformal normal curvature and assessment of local influence (1999).
Cited: 6 times.

(19) RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423 Estimating the number of clusters in a data set via the gap statistic (2001).
Cited: 5 times.

(20) RePEc:bla:jorssb:v:64:y:2002:i:3:p:321-348 Chain graph models and their causal interpretations (2002).
Cited: 5 times.

(21) RePEc:bla:jorssb:v:61:y:1999:i:2:p:413-438 Semiparametric methods for response-selective and missing data problems in regression (1999).
Cited: 5 times.

(22) RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428 Modelling and smoothing parameter estimation with multiple quadratic penalties (2000).
Cited: 5 times.

(23) RePEc:bla:jorssb:v:66:y:2004:i:1:p:95-115 Testing for a finite mixture model with two components (2004).
Cited: 5 times.

(24) RePEc:bla:jorssb:v:62:y:2000:i:2:p:355-366 Bayesian latent variable models for clustered mixed outcomes (2000).
Cited: 5 times.

(25) RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268 Probabilistic forecasts, calibration and sharpness (2007).
Cited: 5 times.

(26) RePEc:bla:jorssb:v:61:y:1999:i:4:p:793-815 Multivariate bandwidth selection for local linear regression (1999).
Cited: 5 times.

(27) RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174 A skew extension of the t-distribution, with applications (2003).
Cited: 5 times.

(28) RePEc:bla:jorssb:v:65:y:2003:i:2:p:545-556 Inference for clusters of extreme values (2003).
Cited: 5 times.

(29) RePEc:bla:jorssb:v:62:y:2000:i:2:p:461-477 Bootstrap confidence regions computed from autoregressions of arbitrary order (2000).
Cited: 5 times.

(30) RePEc:bla:jorssb:v:66:y:2004:i:1:p:117-130 Power transformations to induce normality and their applications (2004).
Cited: 5 times.

(31) RePEc:bla:jorssb:v:61:y:1999:i:2:p:381-400 Inference in generalized additive mixed modelsby using smoothing splines (1999).
Cited: 5 times.

(32) RePEc:bla:jorssb:v:65:y:2003:i:3:p:663-678 An empirical likelihood goodness-of-fit test for time series (2003).
Cited: 5 times.

(33) RePEc:bla:jorssb:v:67:y:2005:i:5:p:747-763 Good randomized sequential probability forecasting is always possible (2005).
Cited: 5 times.

(34) RePEc:bla:jorssb:v:61:y:1999:i:1:p:173-190 Missing covariates in generalized linear models when the missing data mechanism is non-ignorable (1999).
Cited: 5 times.

(35) RePEc:bla:jorssb:v:68:y:2006:i:2:p:221-238 On parametric bootstrap methods for small area prediction (2006).
Cited: 5 times.

(36) RePEc:bla:jorssb:v:66:y:2004:i:4:p:909-926 Restricted likelihood ratio lack-of-fit tests using mixed spline models (2004).
Cited: 4 times.

(37) RePEc:bla:jorssb:v:66:y:2004:i:1:p:165-185 Likelihood ratio tests in linear mixed models with one variance component (2004).
Cited: 4 times.

(38) RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29 A modified likelihood ratio test for homogeneity in finite mixture models (2001).
Cited: 4 times.

(39) RePEc:bla:jorssb:v:65:y:2003:i:1:p:3-39 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (2003).
Cited: 4 times.

(40) RePEc:bla:jorssb:v:61:y:1999:i:1:p:39-50 Understanding exponential smoothing via kernel regression (1999).
Cited: 4 times.

(41) RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285 Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm (1999).
Cited: 4 times.

(42) RePEc:bla:jorssb:v:61:y:1999:i:2:p:331-344 Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables (1999).
Cited: 4 times.

(43) RePEc:bla:jorssb:v:61:y:1999:i:1:p:85-93 Minimum aberration and model robustness for two-level fractional factorial designs (1999).
Cited: 4 times.

(44) RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115 On a mixture autoregressive model (2000).
Cited: 4 times.

(45) RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410 An adaptive estimation of dimension reduction space (2002).
Cited: 4 times.

(46) RePEc:bla:jorssb:v:70:y:2008:i:1:p:245-264 Graphical models for marked point processes based on local independence (2008).
Cited: 4 times.

(47) RePEc:bla:jorssb:v:66:y:2004:i:1:p:187-205 Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach (2004).
Cited: 4 times.

(48) RePEc:bla:jorssb:v:61:y:1999:i:4:p:945-953 On confidence intervals associated with the usual and adjusted likelihoods (1999).
Cited: 3 times.

(49) RePEc:bla:jorssb:v:64:y:2002:i:4:p:869-886 Estimation of integrated squared density derivatives from a contaminated sample (2002).
Cited: 3 times.

(50) RePEc:bla:jorssb:v:68:y:2006:i:1:p:109-126 On properties of functional principal components analysis (2006).
Cited: 3 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:cte:wsrepe:ws087528 A multivariate generalized independent factor GARCH model with an application to financial stock returns (2008). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:dem:demres:v:18:y:2008:i:21 Marriage formation as a process intermediary between migration and childbearing (2008). Demographic Research

(3) RePEc:dem:wpaper:wp-2008-015 Marriage formation as a process intermediary between migration and childbearing (2008). Max Planck Institute for Demographic Research, Rostock, Germany / MPIDR Working Papers

(4) RePEc:ner:leuven:urn:hdl:123456789/164224 Least angle regression for time series forecasting with many predictors. (2008). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven

(5) RePEc:ner:oxford:http://economics.ouls.ox.ac.uk/13274/ Causal inference with instruments and other supplementary variables.. (2008). University of Oxford / Open Access publications from University of Oxford

(6) RePEc:tor:tecipa:tecipa-336 Real Time Detection of Structural Breaks in GARCH Models (2008). University of Toronto, Department of Economics / Working Papers

Recent citations received in: 2007

(1) RePEc:hhs:rbnkwp:0211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(2) RePEc:hum:wpaper:sfb649dp2007-017 Empirical Pricing Kernels and Investor Preferences (2007). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers

(3) RePEc:hum:wpaper:sfb649dp2007-033 Does International Outsourcing Depress Union Wages? (2007). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers

Recent citations received in: 2006

(1) RePEc:cte:wsrepe:ws066117 UNCERTAINTY UNDER A MULTIVARIATE NESTED-ERROR REGRESSION MODEL WITH LOGARITHMIC TRANSFORMATION (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:ner:oxford:http://economics.ouls.ox.ac.uk/14479/ Order determination in general vector autoregressions.. (2006). University of Oxford / Open Access publications from University of Oxford

Recent citations received in: 2005

(1) RePEc:wpa:wuwpem:0511001 Directional Log-spline Distributions (2005). EconWPA / Econometrics

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.