Journal of Business & Economic Statistics

Title Publication Date Language Citations
Determining the Order of Differencing in Autoregressive Processes1987/10/01186
Testing for Shifts in Trend With an Integrated or Stationary Noise Component2009/07/01English185
The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications2019/04/02English185
A Markov Model of Switching-Regime ARCH1994/07/01183
Market-Based Measures of Monetary Policy Expectations2007/04/01English183
Rounding Probabilistic Expectations in Surveys2010/04/01English182
Volatility Jumps2011/07/01English181
Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1986/01/01English179
Evaluation and Combination of Conditional Quantile Forecasts2005/10/01English177
Estimation With Many Instrumental Variables2008/10/01English177
Production Frontiers and Panel Data1984/10/01English175
Trends and Cycles in Macroeconomic Time Series1985/07/01173
Estimation and Inference in Two-Step Econometric Models1985/10/01English170
t-Statistic Based Correlation and Heterogeneity Robust Inference2010/10/01English170
Missing-Data Adjustments in Large Surveys1988/07/01169
Volatility Forecasting With Range-Based EGARCH Models2006/10/01English169
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve2009/10/01English169
Tests for Unit Roots: A Monte Carlo Investigation1989/04/01English165
Markov Chain Monte Carlo Analysis of Correlated Count Data2001/10/01English165
High-Frequency Data and Volatility in Foreign-Exchange Rates1996/01/01163
Searching for a Break in GNP1992/07/01162
Evidence on Structural Instability in Macroeconomic Time Series Relations1996/01/01158
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads2017/04/28English158
Estimation and Inference in Two-Step Econometric Models2002/01/01English158
Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data2008/10/01English157
Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching2003/01/01English157
Duration Dependence in Stock Prices2004/07/01English156
Causal Interpretations of Black-Box Models2019/07/05English155
Tail-Index Estimates in Small Samples2001/04/01English155
Schooling, Capital Constraints, and Entrepreneurial Performance2006/10/01English154