Journal of Business & Economic Statistics

Papers
(The H4-Index of Journal of Business & Economic Statistics is 16. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates82
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity57
Kernel Averaging Estimators48
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage40
Drift bursts in pure jumps: detection and application to Bitcoin31
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil26
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables22
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times21
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring21
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome20
Skilled Mutual Fund Selection: False Discovery Control Under Dependence19
LASSO for Stochastic Frontier Models with Many Efficient Firms19
Procurements with Bidder Asymmetry in Cost and Risk-Aversion19
Robust Estimation for Threshold Autoregressive Moving-Average Models18
Posterior Average Effects17
Large Order-Invariant Bayesian VARs with Stochastic Volatility16
0.11878895759583