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

Citation Profile [Updated: 2025-01-21 09:43:16]

5 Years H Index

147

Impact Factor (IF)

5 Years IF

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	0.12	0.11	2	0.17	54	54	3115	103	108	130	15	300	50		0	14	0.26	0.05
1991	0.46	0.1	1.5	0.27	52	106	1511	152	267	114	53	302	83		0	5	0.1	0.05
1992	0.27	0.11	1.03	0.24	49	155	6229	154	427	106	29	300	73		0	13	0.27	0.06
1993	0.15	0.13	0.81	0.19	48	203	2493	150	592	101	15	285	54		0	6	0.13	0.06
1994	0.41	0.14	0.8	0.3	57	260	3868	191	801	97	40	263	79		0	13	0.23	0.07
1995	0.84	0.22	1.59	0.69	48	308	9674	474	1290	105	88	260	180	3	0.6	19	0.4	0.09
1996	1.09	0.25	1.97	0.94	52	360	3661	703	2000	105	114	254	240	16	2.3	17	0.33	0.12
1997	1.23	0.24	1.96	1.11	44	404	2974	785	2792	100	123	254	282		0	12	0.27	0.11
1998	0.9	0.28	2.24	1.23	58	462	3244	1018	3827	96	86	249	306		0	19	0.33	0.13
1999	0.99	0.31	2.2	1.16	48	510	2437	1105	4949	102	101	259	301	1	0.1	25	0.52	0.15
2000	1.27	0.36	2.52	1.57	45	555	2304	1380	6346	106	135	250	392		0	19	0.42	0.16
2001	1.01	0.39	2.4	1.28	55	610	3353	1448	7811	93	94	247	315		0	27	0.49	0.17
2002	1.17	0.41	2.58	1.45	48	658	9366	1684	9509	100	117	250	363		0	40	0.83	0.21
2003	1.63	0.44	2.9	1.71	53	711	2198	2040	11574	103	168	254	434	1	0	36	0.68	0.22
2004	2.09	0.49	3.47	2.01	40	751	3060	2584	14181	101	211	249	500	4	0.2	38	0.95	0.22
2005	1.65	0.51	3.46	2.23	45	796	2562	2726	16936	93	153	241	537	2	0.1	21	0.47	0.24
2006	1.87	0.51	3.74	2.55	42	838	1929	3095	20069	85	159	241	615	5	0.2	62	1.48	0.23
2007	1.9	0.46	3.36	2.42	43	881	2491	2926	23027	87	165	228	551		0	54	1.26	0.2
2008	2.87	0.49	3.93	2.53	39	920	2289	3591	26644	85	244	223	565	1	0	45	1.15	0.23
2009	2.51	0.48	3.82	2.66	46	966	2479	3659	30337	82	206	209	556		0	57	1.24	0.24
2010	2.53	0.48	3.47	2.59	41	1007	2017	3488	33831	85	215	215	556	1	0	40	0.98	0.21
2011	2.47	0.52	3.92	2.7	49	1056	3947	4136	37967	87	215	211	570	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	5080
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	3084
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	2810
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	2159
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	1390
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	1382
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	1052
8	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	1050
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	839
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	802
11	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	751
12	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	740
13	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	737
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	732
15	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	717
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	688
17	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	685
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	684
19	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	678
20	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	675
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	660
22	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	658
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	642
24	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	619
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	607
26	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	598
27	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	573
28	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	539
29	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	521
30	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	506
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	498
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	496
33	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	492
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	471
35	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	470
36	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	469
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	466
38	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	465
39	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	458
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	456
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	446
42	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	443
43	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	421
44	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	418
45	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	416
46	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	416
47	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	410
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	394
49	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	391
50	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	379

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	618
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	533
3	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	296
4	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	296
5	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	291
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	228
7	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	184
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	183
9	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	154
10	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	143
11	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	138
12	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	110
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	96
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	89
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	77
16	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	69
17	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	69
18	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	68
19	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	67
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	65
21	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
22	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	63
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	59
24	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	59
25	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	52
26	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	52
27	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	50
28	2003	The 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. Full description at Econpapers \|\| Download paper	50
29	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	49
30	2010	Rounding Probabilistic Expectations in Surveys. (2010). Molinari, Francesca ; Manski, Charles. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:28:i:2:y:2010:p:219-231. Full description at Econpapers \|\| Download paper	48
31	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	47
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	46
33	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
34	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
35	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	44
36	1999	Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.. (1999). Arellano, Manuel ; Alonso-Borrego, CÃÆÃÂ©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	44
37	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	42
38	2008	Estimation With Many Instrumental Variables. (2008). Newey, Whitney ; Hansen, Christian ; Hausman, Jerry. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:26:y:2008:p:398-422. Full description at Econpapers \|\| Download paper	41
39	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	41
40	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	40
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	39
42	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	39
43	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	39
44	1995	Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity.. (1995). Gropper, Daniel ; Ford, Jon ; Caudill, Steven B. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:105-11. Full description at Econpapers \|\| Download paper	37
45	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	36
46	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	36
47	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	34
48	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	34
49	2009	Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve. (2009). Williams, John ; Rudebusch, Glenn ; GlennD. Rudebusch, . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:27:i:4:y:2009:p:492-503. Full description at Econpapers \|\| Download paper	34
50	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	33

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	90	1438
2	Journal of Econometrics / Elsevier	231	624
3	International Journal of Forecasting / Elsevier	91	526
4	Energy Economics / Elsevier	164	461
5	MPRA Paper / University Library of Munich, Germany	131	423
6	Empirical Economics / Springer	70	409
7	Resources Policy / Elsevier	78	338
8	Sustainability / MDPI	67	313
9	Economic Modelling / Elsevier	89	281
10	International Review of Financial Analysis / Elsevier	71	270
11	Finance Research Letters / Elsevier	75	253