2.5(top 20%)
impact factor
3.0K(top 10%)
papers
147.4K(top 5%)
citations
173(top 2%)
h-index
2.6(top 20%)
impact factor
3.5K
all documents
178.1K
doc citations
311(top 2%)
g-index

Top Articles

#TitleJournalYearCitations
1Dynamic Conditional CorrelationJournal of Business and Economic Statistics20025,401
2Comparing Predictive AccuracyJournal of Business and Economic Statistics19953,555
3A Survey of Weak Instruments and Weak Identification in Generalized Method of MomentsJournal of Business and Economic Statistics20023,044
4An Introduction to Multivariate Statistical AnalysisJournal of Business and Economic Statistics19862,550
5Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root HypothesisJournal of Business and Economic Statistics19922,478
6Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root HypothesisJournal of Business and Economic Statistics19922,421
7Comparing Predictive AccuracyJournal of Business and Economic Statistics19952,252
8Unobservable Selection and Coefficient Stability: Theory and EvidenceJournal of Business and Economic Statistics20192,186
9Robust Inference With Multiway ClusteringJournal of Business and Economic Statistics20112,083
10Macroeconomic Forecasting Using Diffusion IndexesJournal of Business and Economic Statistics20021,902
11Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root HypothesisJournal of Business and Economic Statistics20021,588
12CAViaRJournal of Business and Economic Statistics20041,567
13Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor ModelsJournal of Business and Economic Statistics20121,331
14Bias-Corrected Matching Estimators for Average Treatment EffectsJournal of Business and Economic Statistics2011983
15Comparing Predictive AccuracyJournal of Business and Economic Statistics2002966
16A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying CorrelationsJournal of Business and Economic Statistics2002957
17Realized Variance and Market Microstructure NoiseJournal of Business and Economic Statistics2006957
18Natural and Quasi-Experiments in EconomicsJournal of Business and Economic Statistics1995925
19A Test for Superior Predictive AbilityJournal of Business and Economic Statistics2005917
20Natural and Quasi-Experiments in EconomicsJournal of Business and Economic Statistics1995888
21Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric ModelJournal of Business and Economic Statistics2004850
22Forecasting With Bayesian Vector Autoregressions—Five Years of ExperienceJournal of Business and Economic Statistics1986840
23Cointegration and Threshold AdjustmentJournal of Business and Economic Statistics2001793
24Estimation of Limited Dependent Variable Models With Dummy Endogenous RegressorsJournal of Business and Economic Statistics2001788
25Estimation of Common Long-Memory Components in Cointegrated SystemsJournal of Business and Economic Statistics1995764
26Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest RatesJournal of Business and Economic Statistics1998733
27Tests for Unit Roots: A Monte Carlo InvestigationJournal of Business and Economic Statistics1989722
28Finite-Sample Properties of Some Alternative GMM EstimatorsJournal of Business and Economic Statistics1996711
29A Comparison of Alternative Models for the Demand for Medical CareJournal of Business and Economic Statistics1983708
30Production Frontiers and Panel DataJournal of Business and Economic Statistics1984701
31Persistence in Variance, Structural Change, and the GARCH ModelJournal of Business and Economic Statistics1990693
32Regime Switches in Interest RatesJournal of Business and Economic Statistics2002659
33Testing Density Forecasts, With Applications to Risk ManagementJournal of Business and Economic Statistics2001655
34Testing for a Unit Root in a Time Series With a Changing MeanJournal of Business and Economic Statistics1990643
35Why High-Order Polynomials Should Not Be Used in Regression Discontinuity DesignsJournal of Business and Economic Statistics2019642
36Bayesian Analysis of Stochastic Volatility ModelsJournal of Business and Economic Statistics1994634
37Real-Time Measurement of Business ConditionsJournal of Business and Economic Statistics2009633
38Nonstationarity and Level Shifts With an Application to Purchasing Power ParityJournal of Business and Economic Statistics1992627
39Measurement Error ModelsJournal of Business and Economic Statistics1988623
40Bayesian Analysis of Stochastic Volatility ModelsJournal of Business and Economic Statistics1994601
41A Robust Test for Weak InstrumentsJournal of Business and Economic Statistics2013597
42Estimation of Common Long-Memory Components in Cointegrated SystemsJournal of Business and Economic Statistics1995594
43A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy FarmsJournal of Business and Economic Statistics1991589
44Tests for Parameter Instability in Regressions with 1(1) ProcessesJournal of Business and Economic Statistics1992585
45Estimation and Inference in Two-Step Econometric ModelsJournal of Business and Economic Statistics1985584
46Tests for Unit Roots: A Monte Carlo InvestigationJournal of Business and Economic Statistics1989580
47Missing-Data Adjustments in Large SurveysJournal of Business and Economic Statistics1988574
48Tests for Parameter Instability in Regressions with I(1) ProcessesJournal of Business and Economic Statistics1992572
49The Effects of Public R&D Subsidies on Firms' Innovation ActivitiesJournal of Business and Economic Statistics2003524
50Estimation and Inference in Two-Step Econometric ModelsJournal of Business and Economic Statistics1985499