# | Title | Journal | Year | Citations |
---|
1 | Dynamic Conditional Correlation | Journal of Business and Economic Statistics | 2002 | 5,401 |
2 | Comparing Predictive Accuracy | Journal of Business and Economic Statistics | 1995 | 3,555 |
3 | A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments | Journal of Business and Economic Statistics | 2002 | 3,044 |
4 | An Introduction to Multivariate Statistical Analysis | Journal of Business and Economic Statistics | 1986 | 2,550 |
5 | Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis | Journal of Business and Economic Statistics | 1992 | 2,478 |
6 | Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis | Journal of Business and Economic Statistics | 1992 | 2,421 |
7 | Comparing Predictive Accuracy | Journal of Business and Economic Statistics | 1995 | 2,252 |
8 | Unobservable Selection and Coefficient Stability: Theory and Evidence | Journal of Business and Economic Statistics | 2019 | 2,186 |
9 | Robust Inference With Multiway Clustering | Journal of Business and Economic Statistics | 2011 | 2,083 |
10 | Macroeconomic Forecasting Using Diffusion Indexes | Journal of Business and Economic Statistics | 2002 | 1,902 |
11 | Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis | Journal of Business and Economic Statistics | 2002 | 1,588 |
12 | CAViaR | Journal of Business and Economic Statistics | 2004 | 1,567 |
13 | Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models | Journal of Business and Economic Statistics | 2012 | 1,331 |
14 | Bias-Corrected Matching Estimators for Average Treatment Effects | Journal of Business and Economic Statistics | 2011 | 983 |
15 | Comparing Predictive Accuracy | Journal of Business and Economic Statistics | 2002 | 966 |
16 | A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations | Journal of Business and Economic Statistics | 2002 | 957 |
17 | Realized Variance and Market Microstructure Noise | Journal of Business and Economic Statistics | 2006 | 957 |
18 | Natural and Quasi-Experiments in Economics | Journal of Business and Economic Statistics | 1995 | 925 |
19 | A Test for Superior Predictive Ability | Journal of Business and Economic Statistics | 2005 | 917 |
20 | Natural and Quasi-Experiments in Economics | Journal of Business and Economic Statistics | 1995 | 888 |
21 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model | Journal of Business and Economic Statistics | 2004 | 850 |
22 | Forecasting With Bayesian Vector Autoregressions—Five Years of Experience | Journal of Business and Economic Statistics | 1986 | 840 |
23 | Cointegration and Threshold Adjustment | Journal of Business and Economic Statistics | 2001 | 793 |
24 | Estimation of Limited Dependent Variable Models With Dummy Endogenous Regressors | Journal of Business and Economic Statistics | 2001 | 788 |
25 | Estimation of Common Long-Memory Components in Cointegrated Systems | Journal of Business and Economic Statistics | 1995 | 764 |
26 | Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates | Journal of Business and Economic Statistics | 1998 | 733 |
27 | Tests for Unit Roots: A Monte Carlo Investigation | Journal of Business and Economic Statistics | 1989 | 722 |
28 | Finite-Sample Properties of Some Alternative GMM Estimators | Journal of Business and Economic Statistics | 1996 | 711 |
29 | A Comparison of Alternative Models for the Demand for Medical Care | Journal of Business and Economic Statistics | 1983 | 708 |
30 | Production Frontiers and Panel Data | Journal of Business and Economic Statistics | 1984 | 701 |
31 | Persistence in Variance, Structural Change, and the GARCH Model | Journal of Business and Economic Statistics | 1990 | 693 |
32 | Regime Switches in Interest Rates | Journal of Business and Economic Statistics | 2002 | 659 |
33 | Testing Density Forecasts, With Applications to Risk Management | Journal of Business and Economic Statistics | 2001 | 655 |
34 | Testing for a Unit Root in a Time Series With a Changing Mean | Journal of Business and Economic Statistics | 1990 | 643 |
35 | Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs | Journal of Business and Economic Statistics | 2019 | 642 |
36 | Bayesian Analysis of Stochastic Volatility Models | Journal of Business and Economic Statistics | 1994 | 634 |
37 | Real-Time Measurement of Business Conditions | Journal of Business and Economic Statistics | 2009 | 633 |
38 | Nonstationarity and Level Shifts With an Application to Purchasing Power Parity | Journal of Business and Economic Statistics | 1992 | 627 |
39 | Measurement Error Models | Journal of Business and Economic Statistics | 1988 | 623 |
40 | Bayesian Analysis of Stochastic Volatility Models | Journal of Business and Economic Statistics | 1994 | 601 |
41 | A Robust Test for Weak Instruments | Journal of Business and Economic Statistics | 2013 | 597 |
42 | Estimation of Common Long-Memory Components in Cointegrated Systems | Journal of Business and Economic Statistics | 1995 | 594 |
43 | A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms | Journal of Business and Economic Statistics | 1991 | 589 |
44 | Tests for Parameter Instability in Regressions with 1(1) Processes | Journal of Business and Economic Statistics | 1992 | 585 |
45 | Estimation and Inference in Two-Step Econometric Models | Journal of Business and Economic Statistics | 1985 | 584 |
46 | Tests for Unit Roots: A Monte Carlo Investigation | Journal of Business and Economic Statistics | 1989 | 580 |
47 | Missing-Data Adjustments in Large Surveys | Journal of Business and Economic Statistics | 1988 | 574 |
48 | Tests for Parameter Instability in Regressions with I(1) Processes | Journal of Business and Economic Statistics | 1992 | 572 |
49 | The Effects of Public R&D Subsidies on Firms' Innovation Activities | Journal of Business and Economic Statistics | 2003 | 524 |
50 | Estimation and Inference in Two-Step Econometric Models | Journal of Business and Economic Statistics | 1985 | 499 |