Journal of Business and Economic Statistics

An Introduction to Multivariate Statistical Analysis

Robb J. Muirhead, T. W. Anderson · 1986 · 9.3K citations

Natural Sciences, Biostatistics, Statistical Computing +10

Dynamic Conditional Correlation

Robert F. Engle · 2002 · 7.1K citations

Business, Finance, Econometrics +16

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · 2002 · 5.8K citations

Social Sciences, Economics, Econometrics +16

Unobservable Selection and Coefficient Stability: Theory and Evidence

Emily Oster · 2016 · 5K citations · Full text

Public Health, Economics, Causal Inference +13

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · 1995 · 4.8K citations

Public Health, Economics, Causal Inference +15