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 2022-08-01 to 2026-08-01.)
ArticleCitations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates98
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome42
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity37
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times35
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring34
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage30
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin30
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency29
LASSO for Stochastic Frontier Models with Many Efficient Firms24
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly23
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis22
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network22
Estimation of Leverage Effect: Kernel Function and Efficiency21
Robust Estimation for Threshold Autoregressive Moving-Average Models20
High-Dimensional Multivariate Realized Volatility Forecasting with Community Network Structure19
Large Order-Invariant Bayesian VARs with Stochastic Volatility19
Estimation and Inference for Multi-Threshold Regression with Endogeneity17
Procurements with Bidder Asymmetry in Cost and Risk-Aversion17
Robust Reproducible Network Exploration17
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