Journal of Business & Economic Statistics

Papers
(The H4-Index of Journal of Business & Economic Statistics is 18. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-05-01 to 2026-05-01.)
ArticleCitations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates82
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome78
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring39
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin33
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times29
Estimation of Leverage Effect: Kernel Function and Efficiency27
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity27
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage27
High-dimensional Multivariate Realized Volatility Forecasting with Community Network Structure26
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network25
Robust Reproducible Network Exploration23
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly23
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis22
Robust Estimation for Threshold Autoregressive Moving-Average Models21
LASSO for Stochastic Frontier Models with Many Efficient Firms20
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency20
Procurements with Bidder Asymmetry in Cost and Risk-Aversion19
Large Order-Invariant Bayesian VARs with Stochastic Volatility19
Bonferroni Type Tests for Return Predictability and the Initial Condition18
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