Journal of Business & Economic Statistics

Papers
(The H4-Index of Journal of Business & Economic Statistics is 17. 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 2021-12-01 to 2025-12-01.)
ArticleCitations
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity91
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome66
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin46
Kernel Averaging Estimators33
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring33
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil31
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage27
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times25
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates24
Dynamic Score-Driven Independent Component Analysis21
LASSO for Stochastic Frontier Models with Many Efficient Firms20
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li20
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency20
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network17
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly17
Robust Estimation for Threshold Autoregressive Moving-Average Models17
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis17
Robust Reproducible Network Exploration17
Estimation of Leverage Effect: Kernel Function and Efficiency17
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