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
Research Output
- 2018
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. 278-287Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3- 2012
Semiparametric estimation of additive quantile regression models by two-fold penalty
Lian, H., 2012, In: Journal of Business and Economic Statistics. 30, 3, p. 337-350Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 30- 2005
Exchange rates and markov switching dynamics
Cheung, Y. & Erlandsson, U. G., Jul 2005, In: Journal of Business and Economic Statistics. 23, 3, p. 314-320Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 49- 1997
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. 68-73Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 35- 1995
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. 277-280Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 260- 1994
A markov model of switching-regime arch
Cai, J., Jul 1994, In: Journal of Business and Economic Statistics. 12, 3, p. 309-316Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 398- 1993
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. 103-112Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 291Long memory in foreign-exchange rates
CHEUNG, Y., Jan 1993, In: Journal of Business and Economic Statistics. 11, 1, p. 93-101Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Comment/debate
Scopus citations: 208