Default: Journal of Business and Economic Statistics

ISSN: 0735-0015

Journal Home

Journal Guideline

Journal of Business and Economic Statistics Q1 Unclaimed

Taylor and Francis Ltd. United Kingdom
Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Journal of Business and Economic Statistics is a journal indexed in SJR in Economics and Econometrics and Statistics and Probability with an H index of 111. It has a price of 2040 €. It has an SJR impact factor of 6,15 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 6,15.

Journal of Business and Economic Statistics focuses its scope in these topics and keywords: transition, predictability, return, returnssplitsample, risk, schoolingmarkovswitching, security, stock, structural, test, ...

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Metrics

Journal of Business and Economic Statistics

6,15

SJR Impact factor

111

H Index

256

Total Docs (Last Year)

208

Total Docs (3 years)

10921

Total Refs

1328

Total Cites (3 years)

193

Citable Docs (3 years)

3.94

Cites/Doc (2 years)

42.66

Ref/Doc

Comments

No comments ... Be the first to comment!

Aims and Scope


transition, predictability, return, returnssplitsample, risk, schoolingmarkovswitching, security, stock, structural, test, time, parameter, variables, varying, ecu, email, midas, instrumental, campaignsmodeling, dollar, economiesbayesian, effects, estimates, eventdependent, inference, assessing, integration, interpretation, marketing, markets, measurement, model, modelsa,



Best articles by citations

Issues Involved With the Seasonal Adjustment of Economic Time Series

View more

Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework

View more

Prediction Tests for Structural Stability of Multiple Time Series

View more

The Econometrics of Rational Addiction

View more

Testing Target-Zone Models Using Efficient Method of Moments

View more

Rolling-Sample Volatility Estimators

View more

Generalized Method of Moments and Empirical Likelihood

View more

Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction

View more

Improving Federal-Funds Rate Forecasts in VAR Models Used for Policy Analysis

View more

Flexible Approximation of Subjective Expectations Using Probability Questions

View more

Generalized Methods of Moments

View more

The Message in Daily Exchange Rates

View more
SHOW MORE ARTICLES

To Aggregate, Pool, or Neither

View more

Permanent Income, Current Income, and Consumption

View more

The Measurement of Medicaid Coverage in the SIPP

View more

Specification Analysis in Equations With Stochastic Regressors

View more

Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle

View more

Vector Autoregressions and Reality

View more

Risk Aversion Versus Intertemporal Substitution

View more

Testing for Choice Dynamics in Panel Data

View more

Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies

View more

Structural Breaks, Incomplete Information, and Stock Prices

View more

Duration Dependence in Stock Prices

View more

Savings and Labor-Market Transitions

View more

FAQS