Subjects -> STATISTICS (Total: 130 journals)
| A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [Sort by number of followers] [Restore default list] Showing 1 - 151 of 151 Journals sorted alphabetically |
| Advances in Complex Systems (Followers: 10) |
| Advances in Data Analysis and Classification (Followers: 61) |
| Annals of Applied Statistics (Followers: 39) |
| Applied Categorical Structures (Followers: 4) |
| Argumentation et analyse du discours (Followers: 10) |
| Asian Journal of Mathematics & Statistics (Followers: 8) |
| AStA Advances in Statistical Analysis (Followers: 4) |
| Australian & New Zealand Journal of Statistics (Followers: 13) |
| Bernoulli (Followers: 9) |
| Biometrical Journal (Followers: 10) |
| Biometrics (Followers: 51) |
| British Journal of Mathematical and Statistical Psychology (Followers: 18) |
| Building Simulation (Followers: 1) |
| Bulletin of Statistics (Followers: 4) |
| CHANCE (Followers: 5) |
| Communications in Statistics - Simulation and Computation (Followers: 9) |
| Communications in Statistics - Theory and Methods (Followers: 11) |
| Computational Statistics (Followers: 14) |
| Computational Statistics & Data Analysis (Followers: 37) |
| Current Research in Biostatistics (Followers: 8) |
| Decisions in Economics and Finance (Followers: 11) |
| Demographic Research (Followers: 16) |
| Electronic Journal of Statistics (Followers: 8) |
| Engineering With Computers (Followers: 5) |
| Environmental and Ecological Statistics (Followers: 7) |
| ESAIM: Probability and Statistics (Followers: 5) |
| Extremes (Followers: 2) |
| Fuzzy Optimization and Decision Making (Followers: 8) |
| Geneva Papers on Risk and Insurance - Issues and Practice (Followers: 13) |
| Handbook of Numerical Analysis (Followers: 5) |
| Handbook of Statistics (Followers: 7) |
| IEA World Energy Statistics and Balances - (Followers: 2) |
| International Journal of Computational Economics and Econometrics (Followers: 6) |
| International Journal of Quality, Statistics, and Reliability (Followers: 17) |
| International Journal of Stochastic Analysis (Followers: 3) |
| International Statistical Review (Followers: 12) |
| International Trade by Commodity Statistics - Statistiques du commerce international par produit |
| Journal of Algebraic Combinatorics (Followers: 4) |
| Journal of Applied Statistics (Followers: 20) |
| Journal of Biopharmaceutical Statistics (Followers: 20) |
| Journal of Business & Economic Statistics (Followers: 39, SJR: 3.664, CiteScore: 2) |
| Journal of Combinatorial Optimization (Followers: 7) |
| Journal of Computational & Graphical Statistics (Followers: 20) |
| Journal of Econometrics (Followers: 82) |
| Journal of Educational and Behavioral Statistics (Followers: 6) |
| Journal of Forecasting (Followers: 17) |
| Journal of Global Optimization (Followers: 7) |
| Journal of Interactive Marketing (Followers: 10) |
| Journal of Mathematics and Statistics (Followers: 8) |
| Journal of Nonparametric Statistics (Followers: 6) |
| Journal of Probability and Statistics (Followers: 10) |
| Journal of Risk and Uncertainty (Followers: 32) |
| Journal of Statistical and Econometric Methods (Followers: 5) |
| Journal of Statistical Physics (Followers: 13) |
| Journal of Statistical Planning and Inference (Followers: 8) |
| Journal of Statistical Software (Followers: 20, SJR: 13.802, CiteScore: 16) |
| Journal of the American Statistical Association (Followers: 72, SJR: 3.746, CiteScore: 2) |
| Journal of the Korean Statistical Society (Followers: 1) |
| Journal of the Royal Statistical Society Series C (Applied Statistics) (Followers: 31) |
| Journal of the Royal Statistical Society, Series A (Statistics in Society) (Followers: 26) |
| Journal of the Royal Statistical Society, Series B (Statistical Methodology) (Followers: 43) |
| Journal of Theoretical Probability (Followers: 3) |
| Journal of Time Series Analysis (Followers: 16) |
| Journal of Urbanism: International Research on Placemaking and Urban Sustainability (Followers: 30) |
| Law, Probability and Risk (Followers: 8) |
| Lifetime Data Analysis (Followers: 7) |
| Mathematical Methods of Statistics (Followers: 4) |
| Measurement Interdisciplinary Research and Perspectives (Followers: 1) |
| Metrika (Followers: 4) |
| Modelling of Mechanical Systems (Followers: 1) |
| Monte Carlo Methods and Applications (Followers: 6) |
| Monthly Statistics of International Trade - Statistiques mensuelles du commerce international (Followers: 2) |
| Multivariate Behavioral Research (Followers: 5) |
| Optimization Letters (Followers: 2) |
| Optimization Methods and Software (Followers: 8) |
| Oxford Bulletin of Economics and Statistics (Followers: 34) |
| Pharmaceutical Statistics (Followers: 17) |
| Probability Surveys (Followers: 4) |
| Queueing Systems (Followers: 7) |
| Research Synthesis Methods (Followers: 7) |
| Review of Economics and Statistics (Followers: 124) |
| Review of Socionetwork Strategies |
| Risk Management (Followers: 15) |
| Sankhya A (Followers: 2) |
| Scandinavian Journal of Statistics (Followers: 9) |
| Sequential Analysis: Design Methods and Applications |
| Significance (Followers: 7) |
| Sociological Methods & Research (Followers: 37) |
| SourceOCDE Comptes nationaux et Statistiques retrospectives |
| SourceOCDE Statistiques : Sources et methodes |
| SourceOECD Bank Profitability Statistics - SourceOCDE Rentabilite des banques (Followers: 1) |
| SourceOECD Insurance Statistics - SourceOCDE Statistiques d'assurance (Followers: 2) |
| SourceOECD Main Economic Indicators - SourceOCDE Principaux indicateurs economiques (Followers: 1) |
| SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques |
| SourceOECD Monthly Statistics of International Trade (Followers: 1) |
| SourceOECD National Accounts & Historical Statistics |
| SourceOECD OECD Economic Outlook Database - SourceOCDE Statistiques des Perspectives economiques de l'OCDE (Followers: 2) |
| SourceOECD Science and Technology Statistics - SourceOCDE Base de donnees des sciences et de la technologie |
| SourceOECD Statistics Sources & Methods (Followers: 1) |
| SourceOECD Taxing Wages Statistics - SourceOCDE Statistiques des impots sur les salaires |
| Stata Journal (Followers: 9) |
| Statistica Neerlandica (Followers: 1) |
| Statistical Applications in Genetics and Molecular Biology (Followers: 5) |
| Statistical Communications in Infectious Diseases |
| Statistical Inference for Stochastic Processes (Followers: 3) |
| Statistical Methodology (Followers: 7) |
| Statistical Methods and Applications (Followers: 6) |
| Statistical Methods in Medical Research (Followers: 27) |
| Statistical Modelling (Followers: 19) |
| Statistical Papers (Followers: 4) |
| Statistical Science (Followers: 13) |
| Statistics & Probability Letters (Followers: 13) |
| Statistics & Risk Modeling (Followers: 2) |
| Statistics and Computing (Followers: 13) |
| Statistics and Economics (Followers: 1) |
| Statistics in Medicine (Followers: 191) |
| Statistics, Politics and Policy (Followers: 6) |
| Statistics: A Journal of Theoretical and Applied Statistics (Followers: 14) |
| Stochastic Models (Followers: 3) |
| Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports (Followers: 2) |
| Structural and Multidisciplinary Optimization (Followers: 12) |
| Teaching Statistics (Followers: 7) |
| Technology Innovations in Statistics Education (TISE) (Followers: 2) |
| TEST (Followers: 3) |
| The American Statistician (Followers: 24) |
| The Annals of Applied Probability (Followers: 8) |
| The Annals of Probability (Followers: 10) |
| The Annals of Statistics (Followers: 34) |
| The Canadian Journal of Statistics / La Revue Canadienne de Statistique (Followers: 11) |
| Wiley Interdisciplinary Reviews - Computational Statistics (Followers: 1) |
[Sort by number of followers] [Restore default list]
|
|
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time
Series- Authors: Juan J. Dolado, Heiko Rachinger, Carlos Velasco
Pages: 1 - 22 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2021-01-12T06:04:39Z DOI: 10.1080/07350015.2020.1855184
- Nonparametric Estimation and Testing for Positive Quadrant Dependent
Bivariate Copula- Authors: Lu Lu, Sujit K. Ghosh
Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2021-01-06T05:05:08Z DOI: 10.1080/07350015.2020.1855186
- Laplace Estimator of Integrated Volatility When Sampling Times Are
Endogenous- Authors: Wenhao Cui
Pages: 1 - 13 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2021-01-06T05:01:02Z DOI: 10.1080/07350015.2020.1855185
- A Stochastic Volatility Model With a General Leverage Specification
- Authors: Leopoldo Catania
Pages: 1 - 23 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2021-01-04T01:21:06Z DOI: 10.1080/07350015.2020.1855187
- Robust Estimation of Additive Boundaries With Quantile Regression and
Shape Constraints- Authors: Yan Fang, Lan Xue, Carlos Martins-Filho, Lijian Yang
Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-12-23T02:31:27Z DOI: 10.1080/07350015.2020.1847123
- Instrument Validity Tests With Causal Forests
Open Access Article Authors: Helmut Farbmacher, Raphael Guber, Sven Klaassen Pages: 1 - 10 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-12-23T02:30:09Z DOI: 10.1080/07350015.2020.1847122
- Sequential Scaled Sparse Factor Regression
- Authors: Zemin Zheng, Yang Li, Jie Wu, Yuchen Wang
Pages: 1 - 10 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-12-01T07:27:39Z DOI: 10.1080/07350015.2020.1844212
- Network-Based Clustering for Varying Coefficient Panel Data Models
- Authors: Youquan Pei, Tao Huang, Heng Peng, Jinhong You
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-12-01T07:26:35Z DOI: 10.1080/07350015.2020.1841648
- Dynamic Discrete Mixtures for High-Frequency Prices
- Authors: Leopoldo Catania, Roberto Di Mari, Paolo Santucci de Magistris
Pages: 1 - 19 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-12-01T07:22:38Z DOI: 10.1080/07350015.2020.1840994
- Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex
Combinations of Different Types of Connectivity Matrices- Authors: Nicolas Debarsy, James P. LeSage
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-25T01:57:13Z DOI: 10.1080/07350015.2020.1840993
- A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic
Checking of Time Series Models With Uncorrelated Innovations- Authors: Xuexin Wang, Yixiao Sun
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-25T01:51:38Z DOI: 10.1080/07350015.2020.1832505
- Nonparametric Copula Estimation for Mixed Insurance Claim Data
Open Access Article Authors: Lu Yang Pages: 1 - 41 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-20T07:30:24Z DOI: 10.1080/07350015.2020.1835668
- Prediction of Extremal Expectile Based on Regression Models With
Heteroscedastic Extremes- Authors: Wen Xu, Yanxi Hou, Deyuan Li
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-20T07:26:32Z DOI: 10.1080/07350015.2020.1833890
- Functional Linear Regression: Dependence and Error Contamination
- Authors: Cheng Chen, Shaojun Guo, Xinghao Qiao
Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-10T05:59:43Z DOI: 10.1080/07350015.2020.1832503
- Can GDP Measurement Be Further Improved' Data Revision and
Reconciliation Open Access Article Authors: Jan P. A. M. Jacobs, Samad Sarferaz, Jan-Egbert Sturm, Simon van Norden Pages: 1 - 9 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-10T05:55:21Z DOI: 10.1080/07350015.2020.1831928
- Homogeneity and Structure Identification in Semiparametric Factor Models
- Authors: Chaohui Guo, Jialiang Li
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-10T05:53:39Z DOI: 10.1080/07350015.2020.1831516
- A Projective Approach to Conditional Independence Test for Dependent
Processes- Authors: Yeqing Zhou, Yaowu Zhang, Liping Zhu
Pages: 1 - 10 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-09T02:20:53Z DOI: 10.1080/07350015.2020.1826952
- Modeling Tail Index With Autoregressive Conditional Pareto Model
- Authors: Zhouyu Shen, Yu Chen, Ruxin Shi
Pages: 1 - 9 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-05T04:15:54Z DOI: 10.1080/07350015.2020.1832504
- Direct and Indirect Effects based on Changes-in-Changes
- Authors: Martin Huber, Mark Schelker, Anthony Strittmatter
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-11-05T04:13:59Z DOI: 10.1080/07350015.2020.1831929
- Nonlinear Predictability of Stock Returns' Parametric Versus
Nonparametric Inference in Predictive Regressions- Authors: Matei Demetrescu, Benjamin Hillmann
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-10-19T12:22:50Z DOI: 10.1080/07350015.2020.1819821
- Prediction in Locally Stationary Time Series
- Authors: Holger Dette, Weich Wu
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-10-12T12:40:10Z DOI: 10.1080/07350015.2020.1819296
- Nonparametric Estimation and Conformal Inference of the Sufficient
Forecasting With a Diverging Number of Factors- Authors: Xiufan Yu, Jiawei Yao, Lingzhou Xue
Pages: 1 - 13 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-10-12T12:36:06Z DOI: 10.1080/07350015.2020.1813589
- Identification of Structural Vector Autoregressions by Stochastic
Volatility- Authors: Dominik Bertsche, Robin Braun
Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-10-12T12:34:02Z DOI: 10.1080/07350015.2020.1813588
- Substitution Bias in Multilateral Methods for CPI Construction
- Authors: W. Erwin Diewert, Kevin J. Fox
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-10-12T01:14:12Z DOI: 10.1080/07350015.2020.1816176
- On the Sources of Information in the Moment Structure of Dynamic
Macroeconomic Models- Authors: Nikolay Iskrev
Pages: 1 - 13 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-09-14T01:12:21Z DOI: 10.1080/07350015.2020.1803079
- Estimation of Conditional Average Treatment Effects With High-Dimensional
Data- Authors: Qingliang Fan, Yu-Chin Hsu, Robert P. Lieli, Yichong Zhang
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-09-14T01:04:04Z DOI: 10.1080/07350015.2020.1811102
- Large-Dimensional Factor Analysis Without Moment Constraints
- Authors: Yong He, Xinbing Kong, Long Yu, Xinsheng Zhang
Pages: 1 - 11 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-09-14T01:02:04Z DOI: 10.1080/07350015.2020.1811101
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor
Stochastic Volatility Model- Authors: Mengheng Li, Marcel Scharth
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-09-14T01:00:07Z DOI: 10.1080/07350015.2020.1806853
- Latent Dirichlet Analysis of Categorical Survey Responses
- Authors: Evan Munro, Serena Ng
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-09-08T12:56:56Z DOI: 10.1080/07350015.2020.1802285
- Counterfactual Treatment Effects: Estimation and Inference
- Authors: Yu-Chin Hsu, Tsung-Chih Lai, Robert P. Lieli
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-09-08T12:55:25Z DOI: 10.1080/07350015.2020.1800479
- Counterfactual Analysis and Inference With Nonstationary Data
- Authors: Ricardo Masini, Marcelo C. Medeiros
Pages: 1 - 13 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-09-08T12:51:13Z DOI: 10.1080/07350015.2020.1799814
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
Open Access Article Authors: Kin Wai Chan Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-08-20T02:03:28Z DOI: 10.1080/07350015.2020.1796397
- Community Detection in Partial Correlation Network Models
- Authors: Christian Brownlees, Guðmundur Stefán Guðmundsson, Gábor Lugosi
Pages: 1 - 11 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-08-19T03:51:36Z DOI: 10.1080/07350015.2020.1798241
- In Search of a Job: Forecasting Employment Growth Using Google Trends
- Authors: Daniel Borup, Erik Christian Montes Schütte
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-08-03T02:46:20Z DOI: 10.1080/07350015.2020.1791133
- Semiparametric Estimation of a Censored Regression Model Subject to
Nonparametric Sample Selection- Authors: Zhewen Pan, Xianbo Zhou, Yahong Zhou
Pages: 1 - 11 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-08-03T02:40:08Z DOI: 10.1080/07350015.2020.1784746
- Treatment Versus Regime Effects of Carrots and Sticks
- Authors: Patrick Arni, Gerard J. van den Berg, Rafael Lalive
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-08-03T02:36:09Z DOI: 10.1080/07350015.2020.1784744
- Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton
Filter- Authors: Josefine Quast, Maik H. Wolters
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-29T01:42:12Z DOI: 10.1080/07350015.2020.1784747
- A Nonparametric Nonclassical Measurement Error Approach to Estimating
Intergenerational Mobility Elasticities- Authors: Yonghong An, Le Wang, Ruli Xiao
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-28T12:47:33Z DOI: 10.1080/07350015.2020.1787176
- High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure
- Authors: Yuan Ke, Heng Lian, Wenyang Zhang
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-28T12:43:46Z DOI: 10.1080/07350015.2020.1779079
- Estimating Jump Activity Using Multipower Variation
- Authors: Aleksey Kolokolov
Pages: 1 - 13 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-28T12:43:42Z DOI: 10.1080/07350015.2020.1784745
- Network Competition and Team Chemistry in the NBA
- Authors: William C. Horrace, Hyunseok Jung, Shane Sanders
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-14T06:49:07Z DOI: 10.1080/07350015.2020.1773273
- Semiparametric Tail Index Regression
- Authors: Rui Li, Chenlei Leng, Jinhong You
Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-01T06:16:01Z DOI: 10.1080/07350015.2020.1775616
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous
Regressors Open Access Article Authors: Artūras Juodis, Vasilis Sarafidis Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-01T05:27:58Z DOI: 10.1080/07350015.2020.1766469
- A New Approach to Dating the Reference Cycle
- Authors: Maximo Camacho, María Dolores Gadea, Ana Gómez Loscos
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-07-01T05:01:52Z DOI: 10.1080/07350015.2020.1773834
- Adaptive Inference in Heteroscedastic Fractional Time Series Models
- Authors: Giuseppe Cavaliere, Morten Ørregaard Nielsen, A. M. Robert Taylor
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-06-29T04:35:56Z DOI: 10.1080/07350015.2020.1773275
- A Bayesian Quantile Time Series Model for Asset Returns
- Authors: Jim E. Griffin, Gelly Mitrodima
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-06-10T09:48:04Z DOI: 10.1080/07350015.2020.1766470
- Autoregressive Model With Spatial Dependence and Missing Data
- Authors: Jing Zhou, Jin Liu, Feifei Wang, Hansheng Wang
Pages: 1 - 7 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-06-08T12:37:15Z DOI: 10.1080/07350015.2020.1766471
- Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State
Space Model- Authors: Davide Delle Monache, Ivan Petrella, Fabrizio Venditti
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-06-02T04:27:20Z DOI: 10.1080/07350015.2020.1763805
- Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic
Factor Loadings Open Access Article Authors: Anne Opschoor, André Lucas, István Barra, Dick van Dijk Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-06-01T01:15:22Z DOI: 10.1080/07350015.2020.1763806
- Discerning Solution Concepts for Discrete Games
- Authors: Nail Kashaev, Bruno Salcedo
Pages: 1 - 94 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-05-19T12:31:06Z DOI: 10.1080/07350015.2020.1753525
- Randomization Tests for Equality in Dependence Structure
- Authors: Juwon Seo
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-05-18T08:02:51Z DOI: 10.1080/07350015.2020.1753527
- Inference in Additively Separable Models With a High-Dimensional Set of
Conditioning Variables- Authors: Damian Kozbur
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-05-14T01:43:17Z DOI: 10.1080/07350015.2020.1753524
- A Framework for Eliciting, Incorporating, and Disciplining Identification
Beliefs in Linear Models- Authors: Francis J. DiTraglia, Camilo García-Jimeno
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-05-13T10:40:21Z DOI: 10.1080/07350015.2020.1753528
- Generalized Jump Regressions for Local Moments
- Authors: Tim Bollerslev, Jia Li, Leonardo Salim Saker Chaves
Pages: 1 - 11 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-05-12T08:49:21Z DOI: 10.1080/07350015.2020.1753526
- Measuring Granger Causality in Quantiles
- Authors: Xiaojun Song, Abderrahim Taamouti
Pages: 1 - 42 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-17T01:49:33Z DOI: 10.1080/07350015.2020.1739531
- Testing the Multivariate Regular Variation Model
Open Access Article Authors: John H. J. Einmahl, Fan Yang, Chen Zhou Pages: 1 - 13 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-15T06:16:25Z DOI: 10.1080/07350015.2020.1737533
- Threshold Regression With a Threshold Boundary
- Authors: Ping Yu, Xiaodong Fan
Pages: 1 - 19 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-14T02:23:57Z DOI: 10.1080/07350015.2020.1740712
- Generic Conditions for Forecast Dominance
- Authors: Fabian Krüger, Johanna F. Ziegel
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-07T07:52:48Z DOI: 10.1080/07350015.2020.1741376
- A Score-Driven Conditional Correlation Model for Noisy and Asynchronous
Data: An Application to High-Frequency Covariance Dynamics- Authors: Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, Fabrizio Lillo
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-07T07:49:11Z DOI: 10.1080/07350015.2020.1739530
- A Correction for Regression Discontinuity Designs With Group-Specific
Mismeasurement of the Running Variable- Authors: Otávio Bartalotti, Quentin Brummet, Steven Dieterle
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-02T07:46:27Z DOI: 10.1080/07350015.2020.1737081
- Who is the Key Player' A Network Analysis of Juvenile Delinquency
- Authors: Lung-Fei Lee, Xiaodong Liu, Eleonora Patacchini, Yves Zenou
Pages: 1 - 9 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-01T03:20:23Z DOI: 10.1080/07350015.2020.1737082
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration
Outcomes- Authors: Pedro H. C. Sant’Anna
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-04-01T02:32:10Z DOI: 10.1080/07350015.2020.1737080
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics
of Financial Markets- Authors: Zifeng Zhao
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-30T02:50:31Z DOI: 10.1080/07350015.2020.1737083
- An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data
- Authors: Long Feng, Binghui Liu, Yanyuan Ma
Pages: 1 - 9 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-30T02:38:20Z DOI: 10.1080/07350015.2020.1736084
- Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated
Volatility Functionals with Small and Large Bandwidths- Authors: Xiye Yang
Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-30T02:34:37Z DOI: 10.1080/07350015.2020.1733583
- Multidimensional Economic Dispersion Index and Application
- Authors: Yifan Xia, Ling Zhang, Iris L. Li
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-30T02:28:41Z DOI: 10.1080/07350015.2020.1730185
- Incorporating Graphical Structure of Predictors in Sparse Quantile
Regression- Authors: Zhanfeng Wang, Xianhui Liu, Wenlu Tang, Yuanyuan Lin
Pages: 1 - 10 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-30T02:23:10Z DOI: 10.1080/07350015.2020.1730859
- Dynamic Semiparametric Factor Model With Structural Breaks
- Authors: Likai Chen, Weining Wang, Wei Biao Wu
Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-19T06:08:13Z DOI: 10.1080/07350015.2020.1730857
- A Generalized Method of Moments Estimator for Structural Vector
Autoregressions Based on Higher Moments- Authors: Sascha Alexander Keweloh
Pages: 1 - 11 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-17T06:22:37Z DOI: 10.1080/07350015.2020.1730858
- Nonparametric Quantile Regression Estimation With Mixed Discrete and
Continuous Data- Authors: Degui Li, Qi Li, Zheng Li
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-03-16T12:34:52Z DOI: 10.1080/07350015.2020.1730856
- Bayesian Inference for Regression Copulas
- Authors: Michael Stanley Smith, Nadja Klein
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-02-26T01:32:52Z DOI: 10.1080/07350015.2020.1721295
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially
Observed Factor Structure- Authors: Chaohua Dong, Jiti Gao, Bin Peng
Pages: 1 - 12 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-02-21T07:47:47Z DOI: 10.1080/07350015.2020.1721294
- Unified Tests for a Dynamic Predictive Regression
- Authors: Bingduo Yang, Xiaohui Liu, Liang Peng, Zongwu Cai
Pages: 1 - 40 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-02-18T07:53:37Z DOI: 10.1080/07350015.2020.1714632
- Fitting Vast Dimensional Time-Varying Covariance Models
- Authors: Cavit Pakel, Neil Shephard, Kevin Sheppard, Robert F. Engle
Pages: 1 - 17 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-02-05T07:16:49Z DOI: 10.1080/07350015.2020.1713795
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Open Access Article Authors: Florian Huber, Gary Koop, Luca Onorante Pages: 1 - 15 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-02-04T07:49:32Z DOI: 10.1080/07350015.2020.1713796
- Dynamic Two Stage Modeling for Category-Level and Brand-Level Purchases
Using Potential Outcome Approach With Bayes Inference- Authors: Kei Miyazaki, Takahiro Hoshino, Ulf Böckenholt
Pages: 1 - 14 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-01-29T01:42:54Z DOI: 10.1080/07350015.2019.1702047
- What Happens After an Investment Spike—Investment Events and Firm
Performance- Authors: Michał Gradzewicz
Pages: 1 - 16 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-01-23T02:07:21Z DOI: 10.1080/07350015.2019.1708369
- High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset
Lagged Adjustment Model- Authors: Giuseppe Buccheri, Fulvio Corsi, Stefano Peluso
Pages: 1 - 22 Abstract: .
Citation: Journal of Business & Economic Statistics PubDate: 2020-01-07T04:14:51Z DOI: 10.1080/07350015.2019.1697699
|