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 (2020), Scopus (2020), Scopus (2020), Scopus (2020), Scopus rating (2021)

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: 25
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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: 47
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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: 201
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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: 380
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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: 283
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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: 201
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