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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Journal of the American Statistical Association / Journal of Business & Economic Statistics

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.080000.04
19910.080000.04
19920.080000.04
19930.090000.05
19940.10000.05
19950.190000.07
19960.230000.1
19970.290000.1
19980.290000.11
19990.340000.15
20000.430000.17
20010.4511871700100.080.17
20020.220.46127417118263.840.030.21
20030.190.4815618324547030.020.21
20040.160.55159362283450120.080.23
20050.10.57181674315320150.080.24
20060.240.54236314340800130.060.22
20070.210.4820129241788090.040.19
20080.210.5186184437910110.060.22
20090.20.511487338778080.050.21
20100.150.461415333449050.040.17
20110.190.641061928955060.060.26
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2001The Distribution of Realized Exchange Rate Volatility
RePEc:bes:jnlasa:v:96:y:2001:m:march:p:42-55 [Citation Analysis]
303
2005A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data
RePEc:bes:jnlasa:v:100:y:2005:p:1394-1411 [Citation Analysis]
186
2002Forecasting Using Principal Components From a Large Number of Predictors
RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179 [Citation Analysis]
168
2005The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
RePEc:bes:jnlasa:v:100:y:2005:p:830-840 [Citation Analysis]
146
2001Marginal Likelihood From the Metropolis-Hastings Output
RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281 [Citation Analysis]
116
2004Cross-Validation and the Estimation of Conditional Probability Densities
RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026 [Citation Analysis]
63
2001Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360 [Citation Analysis]
57
2002Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
RePEc:bes:jnlasa:v:97:y:2002:m:march:p:284-292 [Citation Analysis]
55
2007Determining the Number of Factors in the General Dynamic Factor Model
RePEc:bes:jnlasa:v:102:y:2007:m:june:p:603-617 [Citation Analysis]
43
2006The Adaptive Lasso and Its Oracle Properties
RePEc:bes:jnlasa:v:101:y:2006:p:1418-1429 [Citation Analysis]
41
2006Quantile Autoregression
RePEc:bes:jnlasa:v:101:y:2006:p:980-990 [Citation Analysis]
39
2007Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors
RePEc:bes:jnlasa:v:102:y:2007:m:june:p:432-441 [Citation Analysis]
36
2006Efficient Estimation of Semiparametric Multivariate Copula Models
RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240 [Citation Analysis]
31
2002Accounting for the Black-White Wealth Gap: A Nonparametric Approach
RePEc:bes:jnlasa:v:97:y:2002:m:september:p:663-673 [Citation Analysis]
31
2007Strictly Proper Scoring Rules, Prediction, and Estimation
RePEc:bes:jnlasa:v:102:y:2007:p:359-378 [Citation Analysis]
31
2004Getting It Right: Joint Distribution Tests of Posterior Simulators
RePEc:bes:jnlasa:v:99:y:2004:p:799-804 [Citation Analysis]
27
2008Mixtures of g Priors for Bayesian Variable Selection
RePEc:bes:jnlasa:v:103:y:2008:m:march:p:410-423 [Citation Analysis]
27
2008Multiple Inference and Gender Differences in the Effects of Early Intervention: A Reevaluation of the Abecedarian, Perry Preschool, and Early Training Projects
RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1481-1495 [Citation Analysis]
27
2007Testing Forecast Optimality Under Unknown Loss
RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1172-1184 [Citation Analysis]
26
2010Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California’s Tobacco Control Program
RePEc:bes:jnlasa:v:105:i:490:y:2010:p:493-505 [Citation Analysis]
24
2008Imputing Risk Tolerance From Survey Responses
RePEc:bes:jnlasa:v:103:i:483:y:2008:p:1028-1038 [Citation Analysis]
24
2004Unit Root Quantile Autoregression Inference
RePEc:bes:jnlasa:v:99:y:2004:p:775-787 [Citation Analysis]
24
2002Parsimonious Covariance Matrix Estimation for Longitudinal Data
RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1141-1153 [Citation Analysis]
23
2005Weather Forecasting for Weather Derivatives
RePEc:bes:jnlasa:v:100:y:2005:p:6-16 [Citation Analysis]
22
2005Diagnostic Checking in ARMA Models With Uncorrelated Errors
RePEc:bes:jnlasa:v:100:y:2005:p:532-544 [Citation Analysis]
21
2004New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
RePEc:bes:jnlasa:v:99:y:2004:p:710-723 [Citation Analysis]
21
2005Quantiles for Counts
RePEc:bes:jnlasa:v:100:y:2005:p:1226-1237 [Citation Analysis]
21
2001Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
RePEc:bes:jnlasa:v:96:y:2001:m:march:p:194-209 [Citation Analysis]
20
2002Three-Step Censored Quantile Regression and Extramarital Affairs
RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882 [Citation Analysis]
20
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442 [Citation Analysis]
18
2003Semiparametric Estimation of Multivariate Fractional Cointegration
RePEc:bes:jnlasa:v:98:y:2003:p:629-642 [Citation Analysis]
18
2004Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
RePEc:bes:jnlasa:v:99:y:2004:p:673-686 [Citation Analysis]
17
2001Goodness-of-Fit Tests for Parametric Regression Models
RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652 [Citation Analysis]
16
2004Causal Inference With General Treatment Regimes: Generalizing the Propensity Score
RePEc:bes:jnlasa:v:99:y:2004:p:854-866 [Citation Analysis]
16
2003Bayesian Modeling and Forecasting of Intraday Electricity Load
RePEc:bes:jnlasa:v:98:y:2003:p:839-849 [Citation Analysis]
16
2007Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1349-1362 [Citation Analysis]
16
2003On Additive Conditional Quantiles With High Dimensional Covariates
RePEc:bes:jnlasa:v:98:y:2003:p:135-146 [Citation Analysis]
15
2001Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis
RePEc:bes:jnlasa:v:96:y:2001:m:march:p:12-19 [Citation Analysis]
15
2007Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
RePEc:bes:jnlasa:v:102:y:2007:m:june:p:642-654 [Citation Analysis]
14
2005Sufficient Dimension Reduction via Inverse Regression: A Minimum Discrepancy Approach
RePEc:bes:jnlasa:v:100:y:2005:p:410-428 [Citation Analysis]
13
2001Adaptive Regression by Mixing
RePEc:bes:jnlasa:v:96:y:2001:m:june:p:574-588 [Citation Analysis]
13
2005Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
RePEc:bes:jnlasa:v:100:y:2005:p:94-108 [Citation Analysis]
13
2006Variable Selection for Model-Based Clustering
RePEc:bes:jnlasa:v:101:y:2006:p:168-178 [Citation Analysis]
13
2004An ANOVA Model for Dependent Random Measures
RePEc:bes:jnlasa:v:99:y:2004:p:205-215 [Citation Analysis]
13
2005Functional Data Analysis for Sparse Longitudinal Data
RePEc:bes:jnlasa:v:100:y:2005:p:577-590 [Citation Analysis]
12
2005Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
RePEc:bes:jnlasa:v:100:y:2005:p:212-221 [Citation Analysis]
12
2004Semiparametric Regression Analysis With Missing Response at Random
RePEc:bes:jnlasa:v:99:y:2004:p:334-345 [Citation Analysis]
12
2003Measurement of Higher Education in the Census and Current Population Survey
RePEc:bes:jnlasa:v:98:y:2003:p:545-554 [Citation Analysis]
12
2003A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
RePEc:bes:jnlasa:v:98:y:2003:p:118-134 [Citation Analysis]
12
2005Bootstrapping Unit Root Tests for Autoregressive Time Series
RePEc:bes:jnlasa:v:100:y:2005:p:545-553 [Citation Analysis]
12

Citing documents used to compute impact factor 55:
YearTitleSee
2011An approach to modeling asymmetric multivariate spatial covariance structures
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1445-1453
[Citation Analysis]
2011Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
RePEc:eee:csdana:v:55:y:2011:i:12:p:3344-3354
[Citation Analysis]
2011An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets
RePEc:eee:csdana:v:55:y:2011:i:12:p:3232-3243
[Citation Analysis]
2011Estimating structural mean models with multiple instrumental variables using the generalised method of moments
RePEc:ifs:cemmap:28/11
[Citation Analysis]
2011Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments
RePEc:bri:cmpowp:11/266
[Citation Analysis]
2011Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices
RePEc:msh:ebswps:2011-9
[Citation Analysis]
2011Large covariance estimation by thresholding principal orthogonal complements
RePEc:pra:mprapa:38697
[Citation Analysis]
2011CUSUM control charts for monitoring optimal portfolio weights
RePEc:eee:csdana:v:55:y:2011:i:11:p:2991-3009
[Citation Analysis]
2011Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach
RePEc:arx:papers:1106.3921
[Citation Analysis]
2011Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
RePEc:dgr:uvatin:20110172
[Citation Analysis]
2011The benefit of data-based model complexity selection via prediction error curves in time-to-event data
RePEc:spr:compst:v:26:y:2011:i:2:p:293-302
[Citation Analysis]
2011Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis
RePEc:eca:wpaper:2013/104763
[Citation Analysis]
2011Non-compete Agreements: Barriers to Entry…and Exit?
RePEc:nbr:nberch:12452
[Citation Analysis]
2011Credit Reporting, Access to Finance and Identification Systems: International Evidence
RePEc:jrp:jrpwrp:2011-031
[Citation Analysis]
2011Does better local governance improve district growth performance in Indonesia?
RePEc:sus:susewp:1711
[Citation Analysis]
2011Synth: An R Package for Synthetic Control Methods in Comparative Case Studies
RePEc:jss:jstsof:42:i13
[Citation Analysis]
2011Did the 2007 Legal Arizona Workers Act Reduce the States Unauthorized Immigrant Population?
RePEc:iza:izadps:dp5682
[Citation Analysis]
2011Coverage of Infertility Treatment and Fertility Outcomes: Do Women Catch Up?
RePEc:iza:izadps:dp5783
[Citation Analysis]
2011Right-to-Work Laws and State-Level Economic Outcomes: Evidence from the Case Studies of Idaho and Oklahoma Using Synthetic Control Method
RePEc:nlv:wpaper:1101
[Citation Analysis]
2011The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises
RePEc:mar:magkse:201151
[Citation Analysis]
2011Identifying and evaluating large scale policy interventions : what questions can we answer ?
RePEc:wbk:wbrwps:5918
[Citation Analysis]
2011Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions
RePEc:mis:wpaper:20111001
[Citation Analysis]
2011Error rates for multivariate outlier detection
RePEc:eee:csdana:v:55:y:2011:i:1:p:544-553
[Citation Analysis]
2011Estimation of the proportion of true null hypotheses in high-dimensional data under dependence
RePEc:eee:csdana:v:55:y:2011:i:9:p:2665-2676
[Citation Analysis]
2011Omega performance measure and portfolio insurance
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1811-1823
[Citation Analysis]
2011Variable selection for varying coefficient models with measurement errors
RePEc:spr:metrik:v:74:y:2011:i:2:p:231-245
[Citation Analysis]
2011Sampling schemes for generalized linear Dirichlet process random effects models
RePEc:spr:stmapp:v:20:y:2011:i:3:p:259-290
[Citation Analysis]
2011Principal Stratification in sample selection problems with non normal error terms
RePEc:rtv:ceisrp:194
[Citation Analysis]
2011A half-region depth for functional data
RePEc:eee:csdana:v:55:y:2011:i:4:p:1679-1695
[Citation Analysis]
2011Variable selection for additive partially linear models with measurement error
RePEc:spr:metrik:v:74:y:2011:i:2:p:185-202
[Citation Analysis]
2011Forecasting the price of oil
RePEc:fip:fedgif:1022
[Citation Analysis]
2011A Bayesian approach to model-based clustering for binary panel probit models
RePEc:eee:csdana:v:55:y:2011:i:1:p:261-279
[Citation Analysis]
2011Reduce computation in profile empirical likelihood method
RePEc:pra:mprapa:33744
[Citation Analysis]
2011Parametric Conditional Monte Carlo Density Estimation
RePEc:acb:cbeeco:2011-562
[Citation Analysis]
2011Goodness-of-fit test for interest rate models: An approach based on empirical processes
RePEc:eee:csdana:v:55:y:2011:i:12:p:3073-3092
[Citation Analysis]
2011Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
RePEc:eee:econom:v:161:y:2011:i:2:p:304-324
[Citation Analysis]
2011A martingale approach for testing diffusion models based on infinitesimal operator
RePEc:eee:econom:v:162:y:2011:i:2:p:189-212
[Citation Analysis]
2011Generalized spectral testing for multivariate continuous-time models
RePEc:eee:econom:v:164:y:2011:i:2:p:268-293
[Citation Analysis]
2011Semi-nonparametric estimation and misspecification testing of diffusion models
RePEc:eee:econom:v:164:y:2011:i:2:p:382-403
[Citation Analysis]
2011Maximum likelihood estimation of mixtures of factor analyzers
RePEc:eee:csdana:v:55:y:2011:i:9:p:2712-2723
[Citation Analysis]
2011Heterogeneity in the intergenerational transmission of alcohol consumption: A quantile regression approach
RePEc:eee:jhecon:v:30:y:2011:i:1:p:33-42
[Citation Analysis]
2011Factor Analysis via Components Analysis
RePEc:spr:psycho:v:76:y:2011:i:3:p:461-470
[Citation Analysis]
2011High Dimensional Low Rank and Sparse Covariance Matrix Estimation via Convex Minimization
RePEc:arx:papers:1111.1133
[Citation Analysis]
2011Large covariance estimation by thresholding principal orthogonal complements
RePEc:pra:mprapa:38697
[Citation Analysis]
2011Model-based SIR for dimension reduction
RePEc:eee:csdana:v:55:y:2011:i:11:p:3010-3026
[Citation Analysis]
2011Propensity Score Methods for Causal Inference: On the Relative Importance of Covariate Selection, Reliable Measurement, and Choice of Propensity Score Technique
RePEc:laa:wpaper:09
[Citation Analysis]
2011Assessing the Interaction between Real Estate and Equity in Households Portfolio Choice
RePEc:hal:wpaper:halshs-00635582
[Citation Analysis]
2011Estimating the Marginal Law of a Time Series with Applications to Heavy Tailed Distributions
RePEc:crs:wpaper:2011-30
[Citation Analysis]
2011Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix
RePEc:eee:csdana:v:55:y:2011:i:5:p:1909-1918
[Citation Analysis]
2011Functional density synchronization
RePEc:eee:csdana:v:55:y:2011:i:7:p:2234-2249
[Citation Analysis]
2011Consistent tuning parameter selection in high dimensional sparse linear regression
RePEc:eee:jmvana:v:102:y:2011:i:7:p:1141-1151
[Citation Analysis]
2011Useful models for time series of counts or simply wrong ones?
RePEc:spr:alstar:v:95:y:2011:i:1:p:59-91
[Citation Analysis]
2011From Natural Variation to Optimal Policy? The Lucas Critique Meets Peer Effects
RePEc:nbr:nberwo:16865
[Citation Analysis]
2011A latent process model for time series of attributed random graphs
RePEc:spr:sistpr:v:14:y:2011:i:3:p:231-253
[Citation Analysis]
2011Global Bahadur representation for nonparametric censored regression quantiles and its applications
RePEc:ifs:cemmap:33/11
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011High Dimensional Low Rank and Sparse Covariance Matrix Estimation via Convex Minimization
RePEc:arx:papers:1111.1133
[Citation Analysis]
2011Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
RePEc:arx:papers:1112.1838
[Citation Analysis]
2011Nowcasting GDP in Real-Time: A Density Combination Approach
RePEc:bny:wpaper:0003
[Citation Analysis]
2011On Bartlett Correctability of Empirical Likelihood in Generalized  Power Divergence Family
RePEc:cwl:cwldpp:1825
[Citation Analysis]
2011Large covariance estimation by thresholding principal orthogonal complements
RePEc:pra:mprapa:38697
[Citation Analysis]
2011Factor models
RePEc:sgo:wpaper:1121
[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Catastrophic Natural Disasters and Economic Growth
RePEc:hai:wpaper:201006
[Citation Analysis]
2010Catastrophic Natural Disasters and Economic Growth
RePEc:idb:wpaper:4671
[Citation Analysis]
2010Empirical Methods in the Economics of International Immigration
RePEc:iza:izadps:dp5328
[Citation Analysis]
2010The Effects of Performance-Based Teacher Pay on Student Achievement
RePEc:sip:dpaper:09-023
[Citation Analysis]
2010A general science-based framework for dynamical spatio-temporal models
RePEc:spr:testjl:v:19:y:2010:i:3:p:417-451
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
RePEc:cfs:cfswop:wp200918
[Citation Analysis]
2009Estimating Extreme Bivariate Quantile Regions
RePEc:dgr:kubcen:200929
[Citation Analysis]
2009Semiparametric Bayesian approaches to joinpoint regression for population-based cancer survival data
RePEc:eee:csdana:v:53:y:2009:i:12:p:4073-4082
[Citation Analysis]
2009Modeling covariance matrices via partial autocorrelations
RePEc:eee:jmvana:v:100:y:2009:i:10:p:2352-2363
[Citation Analysis]
2009Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis
RePEc:nbr:nberwo:14860
[Citation Analysis]
2009Dynamic semiparametric factor models in risk neutral density estimation
RePEc:spr:alstar:v:93:y:2009:i:4:p:387-402
[Citation Analysis]
2009Comments on: A review on empirical likelihood methods for regression
RePEc:spr:testjl:v:18:y:2009:i:3:p:452-454
[Citation Analysis]
2009Interventions in ingarch processes
RePEc:zbw:sfb475:200911
[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Procrastinators and hyperbolic discounters: Probability of transition from temporary to full-time employment
RePEc:dpr:wpaper:0841
[Citation Analysis]
2008Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth
RePEc:eca:wpaper:2008_042
[Citation Analysis]
2008Generating random networks from a given distribution
RePEc:eee:csdana:v:52:y:2008:i:8:p:3928-3938
[Citation Analysis]
2008Two-level experiments for binary response data
RePEc:eee:csdana:v:53:y:2008:i:1:p:196-208
[Citation Analysis]
2008Nonparametric estimation of conditional VaR and expected shortfall
RePEc:eee:econom:v:147:y:2008:i:1:p:120-130
[Citation Analysis]
2008Censored Quantile Regression Redux
RePEc:jss:jstsof:27:i06
[Citation Analysis]
2008On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
RePEc:pra:mprapa:6773
[Citation Analysis]
2008Cash transfers, behavioral changes, and cognitive development in early childhood : evidence from a randomized experiment
RePEc:wbk:wbrwps:4759
[Citation Analysis]
2008A priori ratemaking using bivariate poisson regression models
RePEc:xrp:wpaper:xreap2008-09
[Citation Analysis]
2008Practical considerations for optimal designs in clinical dose finding studies
RePEc:zbw:sfb475:200822
[Citation Analysis]
2008A geometric characterization of c-optimal designs for heteroscedastic regression
RePEc:zbw:sfb475:200826
[Citation Analysis]

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.

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