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

Journal of Business & Economic Statistics / American Statistical Association

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Impact Factor

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5-Years IF

114

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	0.12	0.1	0.15	54	54	80	1.48	2195	130	15	300	44	(%)	11	0.2	0.04
1991	0.46	0.1	0.26	52	106	117	1.1	1085	114	52	302	80	(%)	2	0.04	0.04
1992	0.24	0.09	0.25	50	156	123	0.79	4084	106	25	300	74	2 (%)	7	0.14	0.04
1993	0.15	0.11	0.18	48	204	129	0.63	1841	102	15	286	51	2 (%)	4	0.08	0.05
1994	0.35	0.12	0.29	57	261	162	0.62	2814	98	34	264	76	3 (%)	10	0.18	0.04
1995	0.77	0.19	0.68	48	309	397	1.28	6031	105	81	261	178	4 (%)	17	0.35	0.07
1996	0.94	0.23	0.92	52	361	553	1.53	2364	105	99	255	235	2 (%)	12	0.23	0.09
1997	1.09	0.26	1.14	46	407	668	1.64	2053	100	109	255	291	2 (%)	8	0.17	0.09
1998	0.89	0.28	1.25	58	465	855	1.84	2250	98	87	251	314	1 (%)	13	0.22	0.1
1999	0.88	0.32	1.17	48	513	951	1.85	1685	104	91	261	306	(%)	24	0.5	0.13
2000	1.13	0.39	1.47	45	558	1185	2.12	1525	106	120	252	370	2 (%)	19	0.42	0.15
2001	0.95	0.39	1.24	55	613	1261	2.06	2195	93	88	249	310	1 (%)	18	0.33	0.14
2002	0.98	0.4	1.38	48	661	1459	2.21	5057	100	98	252	348	1 (%)	25	0.52	0.17
2003	1.49	0.43	1.67	53	714	1785	2.5	1384	103	153	254	424	(%)	29	0.55	0.18
2004	1.77	0.48	1.78	40	754	2119	2.81	1701	101	179	249	442	(%)	28	0.7	0.19
2005	1.44	0.52	2.06	46	800	2285	2.86	1612	93	134	241	496	(%)	20	0.43	0.2
2006	1.57	0.51	2.36	42	842	2584	3.07	1261	86	135	242	572	1 (%)	46	1.1	0.2
2007	1.76	0.45	2.31	43	885	2453	2.77	1518	88	155	229	529	(%)	43	1	0.18
2008	2.44	0.48	2.38	39	924	2966	3.21	1213	85	207	224	532	(%)	38	0.97	0.2
2009	2.05	0.49	2.47	46	970	3086	3.18	1318	82	168	210	519	(%)	44	0.96	0.19
2010	2.04	0.46	2.25	41	1011	2747	2.72	1064	85	173	216	485	(%)	32	0.78	0.17
2011	2.15	0.49	2.54	49	1060	3271	3.09	1814	87	187	211	535	(%)	45	0.92	0.19
2012	2.63	0.52	2.92		1060	3679	3.47		90	237	218	637	(%)			0.19
2013	4.43	0.58	4.02		1060	4452	4.2		49	217	175	703	(%)			0.2
2014		0.6	4.39		1060	4502	4.25		0		136	597	(%)			0.2
2015		0.61	4.86		1060	4183	3.95		0		90	437	(%)			0.19
2016		0.68	5.94		1060	4170	3.93		0		49	291	(%)			0.2
2017		0.73			1060	3789	3.57		0		0		(%)			0.22

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	3144
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	1877
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	1327
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	1214
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	902
6	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	575
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	545
8	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	538
9	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	506
10	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	505
11	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	497
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	491
13	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	472
14	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	463
15	1992	Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.. (1992). Stock, James ; Banerjee, Anindya ; Lumsdaine, Robin L. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87. Full description at Econpapers \|\| Download paper	460
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	459
17	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	454
18	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	453
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	437
20	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	433
21	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	431
22	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	420
23	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	418
24	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	409
25	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	392
26	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	384
27	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	380
28	1998	Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David ; 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	368
29	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	361
30	1991	A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86. Full description at Econpapers \|\| Download paper	344
31	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	340
32	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	329
33	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	320
34	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	313
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	300
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	293
37	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	292
38	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	289
39	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	288
40	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	282
41	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	278
42	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	275
43	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	270
44	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	269
45	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	264
46	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	261
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	251
48	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	245
49	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	243
50	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	242

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	682
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	446
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	367
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	280
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	260
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	200
7	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	164
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	132
9	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	126
10	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	111
11	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	105
12	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	103
13	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	100
14	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	95
15	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
16	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	89
17	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	80
18	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	77
19	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	75
20	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	75
21	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	72
22	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
23	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	69
24	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	67
25	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	67
26	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	67
27	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	63
28	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	61
29	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	61
30	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	56
31	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
32	1998	Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David ; 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	55
33	1991	A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86. Full description at Econpapers \|\| Download paper	54
34	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	54
35	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	54
36	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	53
37	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	53
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	53
39	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	49
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	48
41	2002	Comparing Predictive Accuracy.. (2002). Mariano, Roberto ; Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:1:p:134-44. Full description at Econpapers \|\| Download paper	47
42	2000	Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDCs.. (2000). Slottje, Daniel ; Osang, Thomas ; Arize, Augustine C. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:18:y:2000:i:1:p:10-17. Full description at Econpapers \|\| Download paper	45
43	2002	Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (2002). Andrews, Donald ; Zivot, Eric . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:1:p:25-44. Full description at Econpapers \|\| Download paper	45
44	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	45
45	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	45
46	2009	Testing for Shifts in Trend With an Integrated or Stationary Noise Component. (2009). Yabu, Tomoyoshi ; Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:i:3:y:2009:p:369-396. Full description at Econpapers \|\| Download paper	44
47	1999	Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.. (1999). Arellano, Manuel ; Alonso-Borrego, CÃÂ©sar. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49. Full description at Econpapers \|\| Download paper	40
48	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	40
49	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	40
50	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

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	208
2	MPRA Paper / University Library of Munich, Germany	195
3	International Journal of Forecasting / Elsevier	150
4	CEPR Discussion Papers / C.E.P.R. Discussion Papers	110
5	IZA Discussion Papers / Institute for the Study of Labor (IZA)	108
6	NBER Working Papers / National Bureau of Economic Research, Inc	106
7	Papers / arXiv.org	77
8	Tinbergen Institute Discussion Papers / Tinbergen Institute	76
9	Journal of Banking & Finance / Elsevier	65
10	Empirical Economics / Springer	60
11	Economics Letters / Elsevier	57

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.