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

Citation Profile [Updated: 2025-04-15 08:32:09]

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	2.02	0.17	54	54	3127	104	109	130	15	300	51		0	14	0.26	0.05
1991	0.46	0.1	1.5	0.27	52	106	1520	152	268	114	53	302	83		0	5	0.1	0.05
1992	0.27	0.11	1.03	0.24	49	155	6276	154	428	106	29	300	73		0	13	0.27	0.05
1993	0.16	0.13	0.82	0.19	48	203	2501	151	594	101	16	285	55		0	6	0.13	0.06
1994	0.41	0.14	0.81	0.3	57	260	3884	192	804	97	40	263	79		0	13	0.23	0.07
1995	0.84	0.22	1.6	0.7	48	308	9802	478	1297	105	88	260	181	3	0.6	19	0.4	0.1
1996	1.1	0.25	1.98	0.95	52	360	3678	705	2009	105	115	254	241	16	2.3	17	0.33	0.12
1997	1.24	0.24	1.97	1.11	44	404	2993	788	2804	100	124	254	283		0	12	0.27	0.11
1998	0.9	0.28	2.25	1.23	58	462	3262	1022	3843	96	86	249	306		0	19	0.33	0.13
1999	0.99	0.3	2.21	1.17	48	510	2456	1109	4969	102	101	259	302	1	0.1	26	0.54	0.15
2000	1.27	0.36	2.52	1.57	45	555	2319	1383	6369	106	135	250	392		0	19	0.42	0.16
2001	1.01	0.39	2.41	1.28	55	610	3371	1453	7839	93	94	247	316		0	28	0.51	0.17
2002	1.18	0.41	2.6	1.46	48	658	9521	1697	9550	100	118	250	366		0	40	0.83	0.21
2003	1.64	0.44	2.92	1.72	53	711	2216	2054	11629	103	169	254	438	1	0	36	0.68	0.22
2004	2.1	0.49	3.51	2.03	40	751	3098	2610	14263	101	212	249	505	4	0.2	38	0.95	0.22
2005	1.66	0.51	3.48	2.24	45	796	2583	2740	17032	93	154	241	540	2	0.1	22	0.49	0.23
2006	1.87	0.5	3.75	2.56	42	838	1946	3103	20173	85	159	241	618	5	0.2	62	1.48	0.23
2007	1.93	0.46	3.4	2.45	43	881	2511	2964	23169	87	168	228	558		0	55	1.28	0.2
2008	2.91	0.49	3.95	2.56	39	920	2299	3611	26806	85	247	223	571	1	0	45	1.15	0.23
2009	2.51	0.48	3.88	2.69	46	966	2503	3718	30558	82	206	209	562		0	57	1.24	0.24
2010	2.54	0.48	3.49	2.58	41	1007	2039	3511	34075	85	216	215	555	1	0	40	0.98	0.21
2011	2.51	0.52	3.94	2.73	49	1056	4016	4162	38237	87	218	211	575	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	5148
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	3112
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	2852
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	2184
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	1411
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	1409
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	1070
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	1063
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	849
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	807
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	762
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	746
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	740
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	734
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	697
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	686
18	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	686
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	685
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	677
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	667
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	662
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	645
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	620
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	608
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	602
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	588
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	546
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	529
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	511
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	504
32	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	494
33	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	493
34	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	493
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	476
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	472
37	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	472
38	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	471
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	461
40	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	461
41	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	450
42	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	441
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	439
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	422
45	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	422
46	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	417
47	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
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	399
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	381

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	460
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	399
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	221
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	217
5	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	188
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	164
7	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	156
8	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	140
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	129
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	100
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	94
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	94
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	73
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	63
15	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	62
16	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	60
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	49
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	48
19	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	47
20	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	46
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	45
22	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	45
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	42
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	41
25	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	40
26	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	39
27	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	38
28	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	35
29	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	35
30	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	34
31	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	34
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	34
33	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	34
34	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	33
35	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	32
36	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	32
37	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	31
38	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	31
39	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	30
40	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	30
41	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	30
42	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	30
43	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	28
44	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	27
45	1995	Sustainability of the Deficit Process with Structural Shifts.. (1995). Quintos, Carmela E. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:4:p:409-17. Full description at Econpapers \|\| Download paper	26
46	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	26
47	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	25
48	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	25
49	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	25
50	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	24

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	92	1338
2	Journal of Econometrics / Elsevier	233	500
3	International Journal of Forecasting / Elsevier	92	427
4	Energy Economics / Elsevier	169	390
5	Empirical Economics / Springer	71	384
6	MPRA Paper / University Library of Munich, Germany	132	320
7	Resources Policy / Elsevier	80	296
8	Sustainability / MDPI	68	267
9	International Review of Financial Analysis / Elsevier	74	264
10	Finance Research Letters / Elsevier	78	243
11	Economic Modelling / Elsevier	91	239