Revista

Nome:
Journal of Business and Economic Statistics web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 48.88 26/501
ABS (2010) 75.0 104/288
Australian RC (2010) 100.0 24/479
Axarloglou and Theoharakis (2003) 7.5 38/94
Carlos III (2010) 37.5 36/153
CNRS (2008) 60.0 126/336
Combes and Linnemer (2003) 67.0 14/253
Engemann and Wall (2009) 12.05 18/65
Ideas discounted recursive impact factor (2012) 21.51 29/396
ISI, JCR SSE, Article Influence Score (2010) 23.99 25/316
ISI, JCR SSE, Impact Factor (2010) 22.78 82/388
Kalaitzidakis et al (2010) 6.92 30/196
Kodrzycki and Yu (2006) 17.95 25/177
Lubrano et al (2003) 60.0 31/211
Qualis (2008) 100.0 11/200
Ritzberger (2008) 17.66 18/153
Schneider and Ursprung (2008) 80.0 25/278
Source Normalized Impact per Paper (SNIP) (2011) 25.69 40/476
Tinbergen Institute (2011) 50.0 10/119
Article Influence Score (2019) 3.22 32/428
Impact Factor (2019) 2.94 86/440
Impact Factor (5 year) (2019) 3.27 104/428
SJR - Scimago (2019) 3.04 56/549
Count (2020) 1.0 441/640
Artigos 13:

Identifying Demand Shocks from Production Data
Carlos Daniel Santos
vol. 38, 2020, p. 93-106.

Nonignorable Attrition in Multi-period Panels with Refreshment Samples
Pierre Hoonhout, Geert Ridder
vol. 37, 2019, p. 377-390.

Bootstrap Prediction Intervals for Factor Models
Silvia Goncalves, Benoit Perron, Antoine Djogbenou
vol. 35, 2017, p. 53-69.

Maximum-Entropy Prior Uncertainty and Correlation of Statistical Economic Data
João F. D. Rodrigues
vol. 34, 2016, p. 357-367.

Booms, Busts, and Normal Times in the Housing Market.
Luca Agnello, Vitor Castro, Ricardo Sousa
vol. 33, 2015, p. 25-45.

Empirical Analysis of Affine versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices
Katja Ignatieva, Paulo Rodrigues, Norman Seeger
vol. 33, 2015, p. 68-75.

Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations.
Cristina Amado, Timo Teräsvirta
vol. 32, 2014, p. 69-87.

Local and Global Rank Tests for Multivariate Varying-Coefficient Models
Stephen Donald, Natércia Fortuna, Vladas Pipiras
vol. 29, 2011, p. 295-306.

A Note on Common Cycles, Common Trends, and Convergence
Vasco M. Carvalho, Andrew Harvey, Thomas Trimbur
vol. 25, 2007, p. 12-20.

Second-Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers
Jim Smith, António Santos
vol. 24, 2006, p. 329-337.

Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
João Valle e Azevedo, Jan Koopman, António Rua
vol. 24, 2006, p. 278-290.

Influence Diagnostics and Estimation Algorithms for Powell's SCLS
João Santos Silva
vol. 19, 2001, p. 55-62.

Nonlinearities and Nonstationarities in Stock Returns
Pedro Lima
vol. 16, 1998, p. 227-236.

Voltar