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 2021-11-01 to 2025-11-01.)
ArticleCitations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates85
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity64
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome55
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil45
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin33
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage31
Kernel Averaging Estimators27
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring26
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times25
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li23
Dynamic Score-Driven Independent Component Analysis23
LASSO for Stochastic Frontier Models with Many Efficient Firms21
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network20
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency20
Posterior Average Effects17
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis17
Robust Reproducible Network Exploration17
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