Citation analysis for Journal of Business & Economic Statistics / American Statistical Association

Journal of Business & Economic Statistics / American Statistical Association

null

Impact Factor

4.32

5-Years IF

102

5-Years H index

[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]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.07	0.1	0.1	54	54	61	1.13	1837	130	9	300	31	(%)	11	0.2	0.04
1991	0.4	0.09	0.23	52	106	103	0.97	893	114	46	302	68	(%)	2	0.04	0.04
1992	0.2	0.1	0.22	50	156	114	0.73	3233	106	21	300	66	1 (%)	7	0.14	0.04
1993	0.14	0.11	0.16	48	204	118	0.58	1572	102	14	286	46	2 (%)	4	0.08	0.05
1994	0.33	0.12	0.25	57	261	143	0.55	2324	98	32	264	66	3 (%)	10	0.18	0.05
1995	0.7	0.19	0.62	48	309	365	1.18	4748	105	73	261	162	3 (%)	15	0.31	0.07
1996	0.85	0.22	0.8	52	361	491	1.36	1952	105	89	255	204	1 (%)	11	0.21	0.09
1997	1.02	0.27	1.03	46	407	568	1.4	1718	100	102	255	262	2 (%)	8	0.17	0.09
1998	0.81	0.27	1.09	58	465	743	1.6	1812	98	79	251	273	1 (%)	10	0.17	0.1
1999	0.83	0.31	1.08	48	513	861	1.68	1414	104	86	261	282	(%)	24	0.5	0.13
2000	1.06	0.4	1.34	45	558	1051	1.88	1188	106	112	252	337	2 (%)	18	0.4	0.15
2001	0.91	0.4	1.2	55	613	1171	1.91	1718	93	85	249	299	1 (%)	17	0.31	0.15
2002	0.93	0.42	1.29	48	661	1352	2.05	3792	100	93	252	324	(%)	24	0.5	0.18
2003	1.47	0.44	1.61	53	714	1687	2.36	1073	103	151	254	408	(%)	24	0.45	0.18
2004	1.72	0.49	1.71	40	754	2000	2.65	1278	101	174	249	425	(%)	28	0.7	0.2
2005	1.38	0.53	1.95	46	800	2147	2.68	1242	93	128	241	469	(%)	21	0.46	0.21
2006	1.44	0.51	2.17	42	842	2382	2.83	990	86	124	242	526	(%)	43	1.02	0.2
2007	1.67	0.44	2.21	43	885	2260	2.55	1161	88	147	229	506	(%)	43	1	0.18
2008	2.26	0.47	2.14	39	924	2667	2.89	905	85	192	224	479	(%)	38	0.97	0.2
2009	1.87	0.47	2.15	46	970	2629	2.71	971	82	153	210	451	(%)	41	0.89	0.19
2010	1.93	0.44	2.04	41	1011	2355	2.33	738	85	164	216	440	(%)	30	0.73	0.16
2011	2.05	0.51	2.42	49	1060	3007	2.84	1120	87	178	211	510	(%)	42	0.86	0.2
2012	2.56	0.56	2.82		1060	3456	3.26		90	230	218	615	(%)			0.21
2013	4.18	0.66	3.71		1060	4081	3.85		49	205	175	650	(%)			0.23
2014		0.67	3.91		1060	3910	3.69		0		136	532	(%)			0.22
2015		0.82	4.32		1060	3591	3.39		0		90	389	(%)			0.27

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published 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
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:	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

50 most cited documents in this series:

#	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	2446
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	1425
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	950
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	916
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	708
6	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	444
7	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	441
8	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	416
9	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	402
10	1992	Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.. (1992). Stock, James ; Banerjee, Anindya. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87. Full description at Econpapers \|\| Download paper	402
11	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	380
12	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	374
13	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	361
14	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	359
15	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	357
16	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	347
17	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	344
18	1990	Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William D ; 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	335
19	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	333
20	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	332
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	330
22	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	329
23	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	322
24	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	320
25	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	317
26	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	317
27	1998	Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David I ; 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	312
28	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	285
29	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	285
30	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	271
31	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	270
32	1991	A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; McGuckin, Thomas J ; Ghosh, Soumendra. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86. Full description at Econpapers \|\| Download paper	269
33	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	265
34	1993	Testing for Common Features: Reply.. (1993). Kozicki, Sharon ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95. Full description at Econpapers \|\| Download paper	264
35	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	252
36	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	252
37	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	251
38	1994	Estimating Potential Output as a Latent Variable.. (1994). Kuttner, Kenneth. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68. Full description at Econpapers \|\| Download paper	232
39	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	230
40	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	228
41	1994	Approximately Median-Unbiased Estimation of Autoregressive Models.. (1994). Andrews, Donald ; Chen, Hong-Yuan. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:2:p:187-204. Full description at Econpapers \|\| Download paper	218
42	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	216
43	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	214
44	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	212
45	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	212
46	1992	Searching for a Break in GNP.. (1992). Christiano, Lawrence. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50. Full description at Econpapers \|\| Download paper	210
47	1993	A Fractional Cointegration Analysis of Purchasing Power Parity.. (1993). Cheung, Yin-Wong ; Lai, Kon S. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12. Full description at Econpapers \|\| Download paper	208
48	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	206
49	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	206
50	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	206

50 most relevant documents in this series (papers most cited in the last two years)

#	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	602
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	397
3	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	380
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	289
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	245
6	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	194
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	149
8	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	142
9	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	138
10	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	111
11	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	90
12	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	90
13	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	90
14	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	88
15	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	88
16	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	79
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	78
18	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	77
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	75
20	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	74
21	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	72
22	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	71
23	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	71
24	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	68
25	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	68
26	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	68
27	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	66
28	1990	Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William D ; 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	64
29	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	63
30	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	61
31	1998	Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David I ; 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	60
32	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	58
33	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	56
34	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	56
35	1991	A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; McGuckin, Thomas J ; Ghosh, Soumendra. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86. Full description at Econpapers \|\| Download paper	55
36	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	51
37	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	51
38	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	51
39	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	50
40	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	50
41	2011	Rank Ã¢Ëâ 1Ã¢â¬â°/Ã¢â¬â°2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:1:y:2011:p:24-39. Full description at Econpapers \|\| Download paper	49
42	2010	Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices. (2010). Qu, Zhongjun ; Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:28:i:2:y:2010:p:275-290. Full description at Econpapers \|\| Download paper	49
43	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	48
44	2011	A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Koopman, Siem Jan ; Creal, Drew ; Lucas, Andr . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:4:y:2011:p:552-563. Full description at Econpapers \|\| Download paper	44
45	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	43
46	2009	Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset. (2009). Wright, Jonathan H. ; Faust, Jon . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:i:4:y:2009:p:468-479. Full description at Econpapers \|\| Download paper	40
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	39
48	1998	Real and Spurious Long-Memory Properties of Stock-Market Data.. (1998). Lobato, Ignacio ; Savin, N E. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:261-68. Full description at Econpapers \|\| Download paper	39
49	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	37
50	1992	Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.. (1992). Stock, James ; Banerjee, Anindya. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87. Full description at Econpapers \|\| Download paper	37

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	Journal of Econometrics / Elsevier	214
2	MPRA Paper / University Library of Munich, Germany	174
3	International Journal of Forecasting / Elsevier	134
4	CEPR Discussion Papers / C.E.P.R. Discussion Papers	108
5	NBER Working Papers / National Bureau of Economic Research, Inc	87
6	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	84
7	IZA Discussion Papers / Institute for the Study of Labor (IZA)	81
8	Economic Modelling / Elsevier	73
9	Computational Statistics & Data Analysis / Elsevier	73
10	Journal of Banking & Finance / Elsevier	71
11	Tinbergen Institute Discussion Papers / Tinbergen Institute	67

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.