Journal of Business and Economic Statistics

Journal of Business and Economic Statistics

ISSNs: 0735-0015

Additional searchable ISSN (Electronic): 1537-2707

Taylor & Francis Inc., United States

Scopus rating (2021): CiteScore 7.9 SJR 5.241 SNIP 4.389

Journal

Journal Metrics

Research Output

  1. 2018
  2. Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments

    Hahn, P. R., He, J. & Lopes, H., Apr 2018, In: Journal of Business and Economic Statistics. 36, 2, p. 278-287

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  3. 2012
  4. Semiparametric estimation of additive quantile regression models by two-fold penalty

    Lian, H., 2012, In: Journal of Business and Economic Statistics. 30, 3, p. 337-350

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 30
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  5. 2005
  6. Exchange rates and markov switching dynamics

    Cheung, Y. & Erlandsson, U. G., Jul 2005, In: Journal of Business and Economic Statistics. 23, 3, p. 314-320

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 49
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  7. 1997
  8. Further investigation of the uncertain unit root in GNP

    Cheung, Y. & Chinn, M. D., Jan 1997, In: Journal of Business and Economic Statistics. 15, 1, p. 68-73

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 35
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  9. 1995
  10. Lag order and critical values of the augmented dickey-fuller test

    CHEUNG, Y. & La, K. S., Jul 1995, In: Journal of Business and Economic Statistics. 13, 3, p. 277-280

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 260
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  11. 1994
  12. A markov model of switching-regime arch

    Cai, J., Jul 1994, In: Journal of Business and Economic Statistics. 12, 3, p. 309-316

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 398
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  13. 1993
  14. A fractional cointegration analysis of purchasing power parity

    CHEUNG, Y. & Lai, K. S., Jan 1993, In: Journal of Business and Economic Statistics. 11, 1, p. 103-112

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 291
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  15. Long memory in foreign-exchange rates

    CHEUNG, Y., Jan 1993, In: Journal of Business and Economic Statistics. 11, 1, p. 93-101

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)Comment/debate

    Scopus citations: 208
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