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Journal of Business & Economic Statistics / American Statistical Association

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
117
Impact Factor
0
5 Years IF
0
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.09 0.08 1.5 0.13 54 54 2265 76 81 130 12 300 38 0 13 0.24 0.04
1991 0.39 0.08 1.13 0.2 52 106 1121 113 201 114 44 302 61 0 2 0.04 0.04
1992 0.22 0.08 0.79 0.18 49 155 4315 118 324 106 23 300 54 0 10 0.2 0.04
1993 0.15 0.1 0.64 0.15 48 203 1912 116 454 101 15 285 44 0 5 0.1 0.05
1994 0.33 0.11 0.63 0.23 57 260 2933 145 617 97 32 263 61 0 11 0.19 0.05
1995 0.72 0.19 1.3 0.57 48 308 6423 386 1017 105 76 260 149 3 0.8 17 0.35 0.08
1996 0.88 0.22 1.54 0.77 52 360 2484 547 1570 105 92 254 196 16 2.9 15 0.29 0.1
1997 1.09 0.22 1.64 0.98 44 404 2134 654 2231 100 109 254 250 0 8 0.18 0.09
1998 0.85 0.26 1.84 1.06 58 462 2370 836 3081 96 82 249 264 0 17 0.29 0.12
1999 0.87 0.28 1.88 1.03 48 510 1757 941 4038 102 89 259 266 1 0.1 25 0.52 0.14
2000 1.12 0.33 2.14 1.36 45 555 1609 1173 5227 106 119 250 339 0 19 0.42 0.15
2001 0.96 0.36 2.07 1.16 55 610 2340 1245 6487 93 89 247 287 0 20 0.36 0.15
2002 0.97 0.39 2.2 1.26 48 658 5515 1427 7937 100 97 250 315 0 30 0.63 0.21
2003 1.45 0.4 2.51 1.55 53 711 1470 1759 9721 103 149 254 393 1 0.1 30 0.57 0.2
2004 1.75 0.45 2.83 1.66 40 751 1839 2108 11850 101 177 249 414 4 0.2 28 0.7 0.2
2005 1.42 0.46 2.89 1.93 45 796 1739 2273 14150 93 132 241 464 2 0.1 20 0.44 0.22
2006 1.55 0.46 3.11 2.23 42 838 1349 2564 16753 85 132 241 538 5 0.2 50 1.19 0.21
2007 1.7 0.42 2.81 2.11 43 881 1624 2444 19229 87 148 228 480 0 43 1 0.18
2008 2.41 0.44 3.24 2.18 39 920 1287 2958 22213 85 205 223 487 1 0 40 1.03 0.21
2009 2.04 0.44 3.2 2.34 46 966 1436 3061 25308 82 167 209 489 0 46 1 0.21
2010 2 0.43 2.74 2.09 41 1007 1171 2757 28070 85 170 215 450 1 0 36 0.88 0.18
2011 2.1 0.46 3.12 2.27 49 1056 2056 3295 31365 87 183 211 480 0 46 0.94 0.21
2012 2.59 0.47 3.51 2.64 0 1056 0 3710 35075 90 233 218 575 0 0 0.19
2013 4.45 0.53 4.25 3.69 0 1056 0 4483 39558 49 218 175 646 0 0 0.22
2014 0 0.55 4.32 4.35 0 1056 0 4564 44122 0 136 591 0 0 0.22
2015 0 0.56 4.02 4.74 0 1056 0 4250 48372 0 90 427 0 0 0.21
2016 0 0.58 3.98 6 0 1056 0 4206 52578 0 49 294 0 0 0.2
2017 0 0.6 3.68 0 0 1056 0 3885 56463 0 0 0 0 0.22
2018 0 0.76 3.16 0 0 1056 0 3333 59796 0 0 0 0 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
11995Comparing 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

3394
21992Further 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

1997
32002Dynamic 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

1507
42002A 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.

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1315
52002Macroeconomic 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

957
62011Robust 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

655
71984Production 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

578
82004CAViaR: 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.

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561
91989Tests 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.

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557
101994Bayesian 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.

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534
111985Estimation 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.

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518
121992Tests 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

514
131986Forecasting 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

505
141992Nonstationarity 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

497
151995Natural 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

491
162001Cointegration 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

491
171998Unit-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.

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490
181995Estimation 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.

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475
191992Recursive 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.

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474
201996Evidence 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.

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452
212005A 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

450
221990Testing 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.

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442
231990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William ; Lamoureux, Christopher G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34.

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437
241996Finite-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.

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427
252006Realized 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.

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426
262004Modeling 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.

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416
272002Regime 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.

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402
281994Bayesian 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.

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390
291998Tests 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.

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390
302001Testing 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.

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366
311994Business-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.

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357
321991A 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.

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356
331997When 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.

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328
341993Testing 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.

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324
351992A 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.

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313
362002A 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.

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312
371990Permanent 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.

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312
381989The 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.

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309
392007Comparing 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.

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307
401993Testing 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.

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303
412001Estimations 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.

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296
421997Approximate 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.

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286
431994Testing 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.

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283
441994Approximately 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.

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277
451994Estimating 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.

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276
461985Trends 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.

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272
471996Small-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.

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267
482007Determining 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.

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262
491992Searching 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.

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250
501993A 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.

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250
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11995Comparing 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

658
22002Dynamic 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

458
31992Further 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

327
42002A 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

260
52011Robust 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

244
62002Macroeconomic 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

167
72004CAViaR: 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

151
81986Forecasting 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

121
92011Bias-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.

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113
102004Modeling 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

105
112001Cointegration 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

95
121998Unit-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

88
132006Realized 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

85
141995Natural 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

82
152005A 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

81
161995Estimation 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

80
171992Tests 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

75
181984Production 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

73
192007Comparing 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

68
202002A 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

66
212001Testing 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

65
221985Estimation 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

63
231994Bayesian 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

63
241994Bayesian 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

63
251996Evidence 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

62
262002Comparing 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

61
271992Nonstationarity 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
281990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William ; 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

57
291996Finite-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

56
302001Estimations 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.

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56
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321992A 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.

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352011Rank − 1 / 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.

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361991A 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.

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372011Real-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.

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381998Tests 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.

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391989Tests 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.

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402007Determining 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.

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421997Approximate 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.

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431994Business-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.

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442000Exchange-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.

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452011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:29:i:3:y:2011:p:411-422.

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461996Small-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.

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472009Testing 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.

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482004Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model.. (2004). Davidson, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:i:1:p:16-29.

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491985Trends 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.

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502003The Effects of Public R&D Subsidies on Firms Innovation Activities: The Case of Eastern Germany.. (2003). Czarnitzki, Dirk ; Almus, Matthias . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:21:y:2003:i:2:p:226-36.

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