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 2022-05-01 to 2026-05-01.)
ArticleCitations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates82
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome78
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring39
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin33
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times29
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage27
Estimation of Leverage Effect: Kernel Function and Efficiency27
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity27
High-dimensional Multivariate Realized Volatility Forecasting with Community Network Structure26
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network25
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly23
Robust Reproducible Network Exploration23
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis22
Robust Estimation for Threshold Autoregressive Moving-Average Models21
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency20
LASSO for Stochastic Frontier Models with Many Efficient Firms20
Large Order-Invariant Bayesian VARs with Stochastic Volatility19
Procurements with Bidder Asymmetry in Cost and Risk-Aversion19
Bonferroni Type Tests for Return Predictability and the Initial Condition18
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