Journal of Business & Economic Statistics / American Statistical Association
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
141
Impact Factor (IF)
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1983 | 0 | 45 | 45 | 0 | 1 | 0 | 1 | |||||||||||
| 1984 | 0 | 51 | 96 | 0 | 11 | 0 | 2 | |||||||||||
| 1985 | 0 | 52 | 148 | 0 | 13 | 0 | 1 | |||||||||||
| 1986 | 0 | 54 | 202 | 0 | 24 | 0 | 9 | |||||||||||
| 1987 | 0 | 64 | 266 | 0 | 38 | 0 | 7 | |||||||||||
| 1988 | 0 | 70 | 336 | 0 | 42 | 0 | 2 | |||||||||||
| 1989 | 0 | 60 | 396 | 0 | 60 | 0 | 5 | |||||||||||
| 1990 | 0.12 | 0.1 | 0.24 | 0.17 | 54 | 450 | 2969 | 102 | 107 | 130 | 15 | 300 | 50 | 0 | 14 | 0.26 | 0.05 | |
| 1991 | 0.46 | 0.1 | 0.31 | 0.27 | 52 | 502 | 1426 | 148 | 262 | 114 | 52 | 302 | 82 | 0 | 5 | 0.1 | 0.05 | |
| 1992 | 0.26 | 0.11 | 0.28 | 0.24 | 49 | 551 | 5692 | 150 | 418 | 106 | 28 | 300 | 72 | 0 | 12 | 0.24 | 0.05 | |
| 1993 | 0.16 | 0.13 | 0.26 | 0.18 | 48 | 599 | 2409 | 143 | 576 | 101 | 16 | 285 | 52 | 0 | 6 | 0.13 | 0.06 | |
| 1994 | 0.35 | 0.14 | 0.3 | 0.28 | 57 | 656 | 3723 | 182 | 776 | 97 | 34 | 263 | 73 | 0 | 13 | 0.23 | 0.06 | |
| 1995 | 0.84 | 0.22 | 0.69 | 0.69 | 48 | 704 | 8720 | 471 | 1262 | 105 | 88 | 260 | 179 | 3 | 0.6 | 19 | 0.4 | 0.1 |
| 1996 | 1.06 | 0.25 | 0.92 | 0.93 | 52 | 756 | 3416 | 689 | 1958 | 105 | 111 | 254 | 236 | 16 | 2.3 | 15 | 0.29 | 0.12 |
| 1997 | 1.23 | 0.24 | 0.98 | 1.11 | 44 | 800 | 2824 | 778 | 2743 | 100 | 123 | 254 | 281 | 0 | 12 | 0.27 | 0.11 | |
| 1998 | 0.9 | 0.28 | 1.19 | 1.22 | 58 | 858 | 3087 | 1004 | 3764 | 96 | 86 | 249 | 304 | 0 | 19 | 0.33 | 0.13 | |
| 1999 | 0.99 | 0.3 | 1.23 | 1.15 | 48 | 906 | 2285 | 1093 | 4874 | 102 | 101 | 259 | 298 | 1 | 0.1 | 25 | 0.52 | 0.15 |
| 2000 | 1.28 | 0.35 | 1.46 | 1.57 | 45 | 951 | 2155 | 1369 | 6262 | 106 | 136 | 250 | 393 | 0 | 19 | 0.42 | 0.16 | |
| 2001 | 1.02 | 0.38 | 1.44 | 1.28 | 55 | 1006 | 3116 | 1430 | 7709 | 93 | 95 | 247 | 317 | 0 | 26 | 0.47 | 0.17 | |
| 2002 | 1.15 | 0.41 | 1.59 | 1.44 | 48 | 1054 | 8040 | 1661 | 9384 | 100 | 115 | 250 | 361 | 0 | 38 | 0.79 | 0.21 | |
| 2003 | 1.64 | 0.44 | 1.85 | 1.74 | 53 | 1107 | 2009 | 2021 | 11430 | 103 | 169 | 254 | 441 | 1 | 0 | 33 | 0.62 | 0.22 |
| 2004 | 2.07 | 0.49 | 2.25 | 1.99 | 40 | 1147 | 2649 | 2555 | 14009 | 101 | 209 | 249 | 495 | 4 | 0.2 | 32 | 0.8 | 0.22 |
| 2005 | 1.59 | 0.5 | 2.3 | 2.22 | 45 | 1192 | 2324 | 2718 | 16756 | 93 | 148 | 241 | 534 | 2 | 0.1 | 22 | 0.49 | 0.23 |
| 2006 | 1.8 | 0.5 | 2.51 | 2.55 | 42 | 1234 | 1776 | 3060 | 19854 | 85 | 153 | 241 | 615 | 5 | 0.2 | 62 | 1.48 | 0.23 |
| 2007 | 1.93 | 0.46 | 2.31 | 2.41 | 43 | 1277 | 2272 | 2921 | 22807 | 87 | 168 | 228 | 549 | 0 | 55 | 1.28 | 0.2 | |
| 2008 | 2.86 | 0.49 | 2.7 | 2.52 | 39 | 1316 | 2081 | 3532 | 26365 | 85 | 243 | 223 | 561 | 1 | 0 | 46 | 1.18 | 0.23 |
| 2009 | 2.5 | 0.47 | 2.71 | 2.66 | 46 | 1362 | 2156 | 3652 | 30051 | 82 | 205 | 209 | 555 | 0 | 53 | 1.15 | 0.23 | |
| 2010 | 2.48 | 0.48 | 2.47 | 2.55 | 41 | 1403 | 1745 | 3462 | 33519 | 85 | 211 | 215 | 549 | 1 | 0 | 39 | 0.95 | 0.21 |
| 2011 | 2.45 | 0.52 | 2.81 | 2.69 | 49 | 1452 | 3345 | 4078 | 37597 | 87 | 213 | 211 | 567 | 1 | 0 | 60 | 1.22 | 0.24 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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
| # | 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 | 4528 |
| 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 | 2849 |
| 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 | 2334 |
| 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 | 1863 |
| 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 | 1259 |
| 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 | 1151 |
| 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 | 948 |
| 8 | 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 | 859 |
| 9 | 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 | 769 |
| 10 | 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 | 742 |
| 11 | 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 | 710 |
| 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 | 708 |
| 13 | 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 | 676 |
| 14 | 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 | 663 |
| 15 | 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 | 644 |
| 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 | 642 |
| 17 | 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 | 621 |
| 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 | 614 |
| 19 | 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 | 611 |
| 20 | 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 | 604 |
| 21 | 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 | 599 |
| 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 | 594 |
| 23 | 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 | 590 |
| 24 | 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 | 589 |
| 25 | 1990 | Persistence 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 | 577 |
| 26 | 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 | 576 |
| 27 | 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 | 492 |
| 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 | 481 |
| 29 | 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 | 471 |
| 30 | 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 | 469 |
| 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 | 468 |
| 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 | 463 |
| 33 | 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 | 449 |
| 34 | 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 | 449 |
| 35 | 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 | 439 |
| 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 | 439 |
| 37 | 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 | 435 |
| 38 | 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 | 435 |
| 39 | 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 | 408 |
| 40 | 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 | 405 |
| 41 | 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 | 405 |
| 42 | 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 | 401 |
| 43 | 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 | 399 |
| 44 | 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 | 385 |
| 45 | 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 | 382 |
| 46 | 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 | 371 |
| 47 | 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 | 367 |
| 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 | 358 |
| 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 | 345 |
| 50 | 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 | 337 |
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 | 739 |
| 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 | 597 |
| 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 | 379 |
| 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 | 334 |
| 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 | 330 |
| 6 | 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 | 219 |
| 7 | 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 | 181 |
| 8 | 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 | 168 |
| 9 | 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 | 151 |
| 10 | 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 | 145 |
| 11 | 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 | 139 |
| 12 | 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 | 136 |
| 13 | 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 | 119 |
| 14 | 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 |
| 15 | 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 | 100 |
| 16 | 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 | 94 |
| 17 | 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 | 91 |
| 18 | 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 | 88 |
| 19 | 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 | 82 |
| 20 | 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 | 81 |
| 21 | 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 |
| 22 | 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 | 75 |
| 23 | 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 | 69 |
| 24 | 2011 | Comparing 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. Full description at Econpapers || Download paper | 64 |
| 25 | 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 | 61 |
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| 27 | 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 | 58 |
| 28 | 2008 | Macroeconomic Forecasting With Mixed-Frequency Data. (2008). Galv̮̣o, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:26:y:2008:p:546-554. Full description at Econpapers || Download paper | 58 |
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| 32 | 2009 | Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters. (2009). Manski, Charles ; Williams, Jared ; Engelberg, Joseph. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:y:2009:p:30-41. Full description at Econpapers || Download paper | 55 |
| 33 | 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 | 54 |
| 34 | 2003 | Wealth Accumulation over the Life Cycle and Precautionary Savings.. (2003). Cagetti, Marco . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:21:y:2003:i:3:p:339-53. Full description at Econpapers || Download paper | 54 |
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| 42 | 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 | 50 |
| 43 | 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 | 49 |
| 44 | 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 | 46 |
| 45 | 1995 | Lag Order and Critical Values of the Augmented Dickey-Fuller Test.. (1995). Cheung, Yin-Wong ; Lai, Kon S. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:277-80. Full description at Econpapers || Download paper | 45 |
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| 47 | 1999 | Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.. (1999). Arellano, Manuel ; Alonso-Borrego, C̮̩sar. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49. Full description at Econpapers || Download paper | 44 |
| 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 | 44 |
| 49 | 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 | 44 |
| 50 | 2005 | Evaluation and Combination of Conditional Quantile Forecasts. (2005). Komunjer, Ivana ; Giacomini, Raffaella. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:416-431. Full description at Econpapers || Download paper | 42 |
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