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 2022-06-01 to 2026-06-01.)
ArticleCitations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates83
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome40
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring35
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin31
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage29
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity28
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times27
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency27
LASSO for Stochastic Frontier Models with Many Efficient Firms26
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly24
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis23
Robust Reproducible Network Exploration22
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network21
Large Order-Invariant Bayesian VARs with Stochastic Volatility21
Procurements with Bidder Asymmetry in Cost and Risk-Aversion21
Estimation of Leverage Effect: Kernel Function and Efficiency20
High-Dimensional Multivariate Realized Volatility Forecasting with Community Network Structure19
Robust Estimation for Threshold Autoregressive Moving-Average Models19
0.067752838134766