JournalTOCs

Publisher: American Statistical Association (Total: 5 journals) [Sort by number of followers]

Showing 1 - 5 of 5 Journals sorted alphabetically
	J. of Business & Economic Statistics (Followers: 40, SJR: 3.664, CiteScore: 2)
	J. of Statistical Software (Followers: 17, SJR: 13.802, CiteScore: 16)
	J. of the American Statistical Association (Followers: 74, SJR: 3.746, CiteScore: 2)
	Statistics in Biopharmaceutical Research (Followers: 15, SJR: 1.187, CiteScore: 1)
	Technometrics (Followers: 8, SJR: 1.546, CiteScore: 2)

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Journal of Business & Economic Statistics
Journal Prestige (SJR): 3.664

Citation Impact (citeScore): 2
Number of Followers: 40

Full-text available via subscription

Subscription journal
ISSN (Print) 0735-0015 - ISSN (Online) 1537-2707
Published by American Statistical Association

[5 journals]

High-Dimensional Censored Regression via the Penalized Tobit Likelihood
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  Authors: Tate Jacobson, Hui Zou
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-03-15T12:41:35Z
  DOI: 10.1080/07350015.2023.2182309
Probabilistic Forecast Reconciliation under the Gaussian Framework
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  Authors: Shanika L. Wickramasuriya
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-03-15T12:39:55Z
  DOI: 10.1080/07350015.2023.2181176
A One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual
Fund Selection
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  Authors: Long Feng, Binghui Liu, Yanyuan Ma
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-03-03T07:07:39Z
  DOI: 10.1080/07350015.2023.2174549
Estimations and Tests for Generalized Mediation Models with
High-Dimensional Potential Mediators
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  Authors: Xu Guo, Runze Li, Jingyuan Liu, Mudong Zeng
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-03-03T07:04:14Z
  DOI: 10.1080/07350015.2023.2174548
On Bivariate Time-Varying Price Staleness
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  Authors: Haibin Zhu, Zhi Liu
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-03-03T02:14:53Z
  DOI: 10.1080/07350015.2023.2174547
Specification Tests for GARCH Processes with Nuisance Parameters on the
Boundary
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  Authors: Giuseppe Cavaliere, Indeewara Perera, Anders Rahbek
  Pages: 1 - 18
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-24T01:39:08Z
  DOI: 10.1080/07350015.2023.2173206
On the Least Squares Estimation of Multiple-Threshold-Variable
Autoregressive Models
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  Authors: Xinyu Zhang, Dong Li, Howell Tong
  Pages: 1 - 29
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-23T01:24:46Z
  DOI: 10.1080/07350015.2023.2174124
Corrigendum: Small Sample Methods for Cluster-Robust Variance Estimation
and Hypothesis Testing in Fixed Effects Models
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  Pages: 1 - 3
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-22T06:52:34Z
  DOI: 10.1080/07350015.2023.2174123
Prediction Using Many Samples with Models Possibly Containing Partially
Shared Parameters
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  Authors: Xinyu Zhang, Huihang Liu, Yizheng Wei, Yanyuan Ma
  Pages: 1 - 10
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-14T03:45:53Z
  DOI: 10.1080/07350015.2023.2166515
Optimal Subsampling Bootstrap for Massive Data
Open Access Article
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  Authors: Yingying Ma, Chenlei Leng, Hansheng Wang
  Pages: 1 - 26
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-14T03:45:23Z
  DOI: 10.1080/07350015.2023.2166514
Low Frequency Cointegrating Regression with Local to Unity Regressors and
Unknown Form of Serial Dependence
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  Authors: Jungbin Hwang, Gonzalo Valdés
  Pages: 1 - 29
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-14T03:45:22Z
  DOI: 10.1080/07350015.2023.2166513
Bayesian Nonparametric Panel Markov-Switching GARCH Models
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  Authors: Roberto Casarin, Mauro Costantini, Anthony Osuntuyi
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-14T03:38:45Z
  DOI: 10.1080/07350015.2023.2166049
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and
Nonstationary Factors as Predictors
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  Authors: Sium Bodha Hannadige, Jiti Gao, Mervyn J. Silvapulle, Param Silvapulle
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-14T03:33:26Z
  DOI: 10.1080/07350015.2023.2166048
Identification of a Triangular Two Equation System Without Instruments
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  Authors: Arthur Lewbel, Susanne M. Schennach, Linqi Zhang
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-06T01:18:07Z
  DOI: 10.1080/07350015.2023.2166052
Two-Sample Testing for Tail Copulas with an Application to Equity Indices
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  Authors: Sami Umut Can, John H. J. Einmahl, Roger J. A. Laeven
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-02-06T01:16:06Z
  DOI: 10.1080/07350015.2023.2166050
Identification of Time-Varying Factor Models
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  Authors: Ying Lun Cheung
  Pages: 1 - 19
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-01-05T08:55:16Z
  DOI: 10.1080/07350015.2022.2151449
Getting the ROC into Sync
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  Authors: Liu Yang, Kajal Lahiri, Adrian Pagan
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-01-03T01:27:34Z
  DOI: 10.1080/07350015.2022.2154778
Estimation of a Structural Break Point in Linear Regression Models
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  Authors: Yaein Baek
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2023-01-03T01:22:23Z
  DOI: 10.1080/07350015.2022.2154777
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey
and Administrative Data
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  Authors: Robert Moffitt, John Abowd, Christopher Bollinger, Michael Carr, Charles Hokayem, Kevin McKinney, Emily Wiemers, Sisi Zhang, James Ziliak
  Pages: 1 - 11
  Abstract: Volume 41, Issue 1, January 2023, Page 1-11
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-09-16T06:24:03Z
  DOI: 10.1080/07350015.2022.2102020
  Issue No: Vol. 41, No. 1 (2022)
Trends in Earnings Volatility Using Linked Administrative and Survey Data
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  Authors: James P. Ziliak, Charles Hokayem, Christopher R. Bollinger
  Pages: 12 - 19
  Abstract: Volume 41, Issue 1, January 2023, Page 12-19
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-09-16T06:25:51Z
  DOI: 10.1080/07350015.2022.2102023
  Issue No: Vol. 41, No. 1 (2022)
Estimating Trends in Male Earnings Volatility with the Panel Study of
Income Dynamics
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  Authors: Robert Moffitt, Sisi Zhang
  Pages: 20 - 25
  Abstract: Volume 41, Issue 1, January 2023, Page 20-25
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-09-16T06:28:50Z
  DOI: 10.1080/07350015.2022.2102024
  Issue No: Vol. 41, No. 1 (2022)
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP
Survey and Administrative Data
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  Authors: Michael D. Carr, Robert A. Moffitt, Emily E. Wiemers
  Pages: 26 - 32
  Abstract: Volume 41, Issue 1, January 2023, Page 26-32
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-10-27T02:15:41Z
  DOI: 10.1080/07350015.2022.2126845
  Issue No: Vol. 41, No. 1 (2022)
Male Earnings Volatility in LEHD Before, During, and After the Great
Recession
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  Authors: Kevin L. McKinney, John M. Abowd
  Pages: 33 - 39
  Abstract: Volume 41, Issue 1, January 2023, Page 33-39
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-10-27T02:08:22Z
  DOI: 10.1080/07350015.2022.2126479
  Issue No: Vol. 41, No. 1 (2022)
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and
Evidence
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  Authors: Sonja C. de New, Stefanie Schurer
  Pages: 197 - 212
  Abstract: Volume 41, Issue 1, January 2023, Page 197-212
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-28T01:20:35Z
  DOI: 10.1080/07350015.2021.2008404
  Issue No: Vol. 41, No. 1 (2022)
Estimation of Sparsity-Induced Weak Factor Models
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  Authors: Yoshimasa Uematsu, Takashi Yamagata
  Pages: 213 - 227
  Abstract: Volume 41, Issue 1, January 2023, Page 213-227
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-10T04:18:57Z
  DOI: 10.1080/07350015.2021.2008405
  Issue No: Vol. 41, No. 1 (2022)
Testing for Structural Change of Predictive Regression Model to Threshold
Predictive Regression Model
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  Authors: Fukang Zhu, Mengya Liu, Shiqing Ling, Zongwu Cai
  Pages: 228 - 240
  Abstract: Volume 41, Issue 1, January 2023, Page 228-240
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-26T08:16:35Z
  DOI: 10.1080/07350015.2021.2008406
  Issue No: Vol. 41, No. 1 (2022)
Bootstrap Tests for High-Dimensional White-Noise
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  Authors: Lengyang Wang, Efang Kong, Yingcun Xia
  Pages: 241 - 254
  Abstract: Volume 41, Issue 1, January 2023, Page 241-254
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-26T08:22:42Z
  DOI: 10.1080/07350015.2021.2008407
  Issue No: Vol. 41, No. 1 (2022)
Extreme Value Estimation for Heterogeneous Data
Open Access Article
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  Authors: John H. J. Einmahl, Yi He
  Pages: 255 - 269
  Abstract: Volume 41, Issue 1, January 2023, Page 255-269
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-26T08:25:54Z
  DOI: 10.1080/07350015.2021.2008408
  Issue No: Vol. 41, No. 1 (2022)
Factor and Factor Loading Augmented Estimators for Panel Regression With
Possibly Nonstrong Factors
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  Authors: Jad Beyhum, Eric Gautier
  Pages: 270 - 281
  Abstract: Volume 41, Issue 1, January 2023, Page 270-281
  .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-28T01:17:23Z
  DOI: 10.1080/07350015.2021.2011300
  Issue No: Vol. 41, No. 1 (2022)
Likelihood Ratio Tests for Lorenz Dominance
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  Authors: Shen-Da Chang, Philip E. Cheng, Michelle Liou
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-12-21T05:22:11Z
  DOI: 10.1080/07350015.2022.2146696
A Time-Varying Network for Cryptocurrencies
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  Authors: Li Guo, Wolfgang Karl Härdle, Yubo Tao
  Pages: 1 - 20
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-12-12T01:15:29Z
  DOI: 10.1080/07350015.2022.2146695
Graphical Assistant Grouped Network Autoregression Model: A Bayesian
Nonparametric Recourse
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  Authors: Yimeng Ren, Xuening Zhu, Xiaoling Lu, Guanyu Hu
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-11-28T01:41:57Z
  DOI: 10.1080/07350015.2022.2143784
Covariance Model with General Linear Structure and Divergent Parameters
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  Authors: Xinyan Fan, Wei Lan, Tao Zou, Chih-Ling Tsai
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-11-28T01:37:32Z
  DOI: 10.1080/07350015.2022.2142593
Fast Variational Bayes Methods for Multinomial Probit Models
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  Authors: Rubén Loaiza-Maya, Didier Nibbering
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-11-18T03:11:03Z
  DOI: 10.1080/07350015.2022.2139267
From Conditional Quantile Regression to Marginal Quantile Estimation with
Applications to Missing Data and Causal Inference
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  Authors: Huijuan Ma, Jing Qin, Yong Zhou
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-11-15T02:02:10Z
  DOI: 10.1080/07350015.2022.2140158
Spectral Estimation of Large Stochastic Blockmodels with Discrete Nodal
Covariates
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  Authors: Angelo Mele, Lingxin Hao, Joshua Cape, Carey E. Priebe
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-11-15T01:58:27Z
  DOI: 10.1080/07350015.2022.2139709
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models
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  Authors: Wu Wang, Zhongyi Zhu
  Pages: 1 - 10
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-11-14T01:16:03Z
  DOI: 10.1080/07350015.2022.2140667
Identifying Structural Vector Autoregression via Leptokurtic Economic
Shocks
Open Access Article
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  Authors: Markku Lanne, Keyan Liu, Jani Luoto
  Pages: 1 - 11
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-11-04T02:09:03Z
  DOI: 10.1080/07350015.2022.2134872
Spatial Correlation Robust Inference in Linear Regression and Panel Models
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  Authors: Ulrich K. Müller, Mark W. Watson
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-10-27T07:42:51Z
  DOI: 10.1080/07350015.2022.2127737
Teacher-to-Classroom Assignment and Student Achievement
Open Access Article
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  Authors: Bryan S. Graham, Geert Ridder, Petra Thiemann, Gema Zamarro
  Pages: 1 - 27
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-10-27T02:14:04Z
  DOI: 10.1080/07350015.2022.2126480
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive
Models
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  Authors: Lajos Horváth, Lorenzo Trapani
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-10-11T12:28:01Z
  DOI: 10.1080/07350015.2022.2120485
Corporate Probability of Default: A Single-Index Hazard Model Approach
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  Authors: Shaobo Li, Shaonan Tian, Yan Yu, Xiaorui Zhu, Heng Lian
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-10-11T12:25:14Z
  DOI: 10.1080/07350015.2022.2120484
Extremal Dependence-Based Specification Testing of Time Series
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Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data
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When are Google Data Useful to Nowcast GDP' An Approach via
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Generalized Covariance Estimator
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Testing Stability in Functional Event Observations with an Application to
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Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
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Overnight GARCH-Itô Volatility Models
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Nonparametric Option Pricing with Generalized Entropic Estimators
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Nonparametric Prediction Distribution from Resolution-Wise Regression with
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Consistent Estimation of Distribution Functions under Increasing Concave
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LASSO for Stochastic Frontier Models with Many Efficient Firms
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Bagged Pretested Portfolio Selection
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Procurements with Bidder Asymmetry in Cost and Risk-Aversion
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A Scalable Frequentist Model Averaging Method
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Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs
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Specification Testing of Regression Models with Mixed Discrete and
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Identification of SVAR Models by Combining Sign Restrictions With External
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Robust Covariance Matrix Estimation for High-Dimensional Compositional
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Large Spillover Networks of Nonstationary Systems
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Synthetic Control with Time Varying Coefficients A State Space Approach
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Estimation of Leverage Effect: Kernel Function and Efficiency
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Inference in a Class of Optimization Problems: Confidence Regions and
Finite Sample Bounds on Errors in Coverage Probabilities
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Large-Scale Generalized Linear Models for Longitudinal Data with Grouped
Patterns of Unobserved Heterogeneity
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News-Driven Uncertainty Fluctuations
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Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models
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Can a Machine Correct Option Pricing Models'
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  Authors: Caio Almeida, Jianqing Fan, Gustavo Freire, Francesca Tang
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Dynamic Network Quantile Regression Model
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  Authors: Xiu Xu, Weining Wang, Yongcheol Shin, Chaowen Zheng
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A Robust Approach to Heteroscedasticity, Error Serial Correlation and
Slope Heterogeneity in Linear Models with Interactive Effects for Large
Panel Data
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  Authors: Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata, Takashi Yamagata
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Covariate-Assisted Community Detection in Multi-Layer Networks
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  Authors: Shirong Xu, Yaoming Zhen, Junhui Wang
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Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel
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  Authors: Harold D. Chiang, Bing Yang Tan
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Tail Risk Inference via Expectiles in Heavy-Tailed Time Series
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  Authors: Anthony C. Davison, Simone A. Padoan, Gilles Stupfler
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Large Hybrid Time-Varying Parameter VARs
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  Authors: Joshua C. C. Chan
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Singular Conditional Autoregressive Wishart Model for Realized Covariance
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  Authors: Gustav Alfelt, Taras Bodnar, Farrukh Javed, Joanna Tyrcha
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Detection of Multiple Structural Breaks in Large Covariance Matrices
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  Authors: Yu-Ning Li, Degui Li, Piotr Fryzlewicz
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Network Gradient Descent Algorithm for Decentralized Federated Learning
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  Authors: Shuyuan Wu, Danyang Huang, Hansheng Wang
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Identification and Estimation of Structural VARMA Models Using Higher
Order Dynamics
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  Authors: Carlos Velasco
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Culling the Herd of Moments with Penalized Empirical Likelihood
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  Authors: Jinyuan Chang, Zhentao Shi, Jia Zhang
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Testing for Unobserved Heterogeneity via k-means Clustering
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Estimation of Panel Data Models with Random Interactive Effects and
Multiple Structural Breaks when T is Fixed
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  Authors: Yousef Kaddoura, Joakim Westerlund
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Combining p-values for Multivariate Predictive Ability Testing
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  Authors: Lars Spreng, Giovanni Urga
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Structural Breaks in Grouped Heterogeneity
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  Authors: Simon C. Smith
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Panel Data Quantile Regression for Treatment Effect Models
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  Authors: Takuya Ishihara
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Forecasting with Economic News
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  Authors: Luca Barbaglia, Sergio Consoli, Sebastiano Manzan
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Identification and Estimation of Multinomial Choice Models with Latent
Special Covariates
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  Authors: Nail Kashaev
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Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series
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  Authors: Sílvia Gonçalves, Ulrich Hounyo, Andrew J. Patton, Kevin Sheppard
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Using Survey Information for Improving the Density Nowcasting of U.S. GDP
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  Authors: Cem Çakmakl i, Hamza Demircan
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Circularly Projected Common Factors for Grouped Data
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  Authors: Mingjing Chen
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Post-selection Inference of High-dimensional Logistic Regression Under
Case–Control Design
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Structural Breaks in Interactive Effects Panels and the Stock Market
Reaction to COVID-19
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Simultaneous Spatial Panel Data Models with Common Shocks
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Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit
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Inference for Nonparametric High-Frequency Estimators with an Application
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Skilled Mutual Fund Selection: False Discovery Control Under Dependence
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Reconciled Estimates of Monthly GDP in the United States
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Bayesian Dynamic Tensor Regression
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  Authors: Monica Billio, Roberto Casarin, Matteo Iacopini, Sylvia Kaufmann
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QML and Efficient GMM Estimation of Spatial Autoregressive Models with
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  Authors: Lung-Fei Lee, Chao Yang, Jihai Yu
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Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price
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  Authors: Knut Are Aastveit, Jamie L. Cross, Herman K. van Dijk
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Locally Stationary Multiplicative Volatility Modeling
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Detecting Unobserved Heterogeneity in Efficient Prices via
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  Authors: Wenxin Huang, Liangjun Su, Yuan Zhuang
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Estimating Density Ratio of Marginals to Joint: Applications to Causal
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  Authors: Yukitoshi Matsushita, Taisuke Otsu, Keisuke Takahata
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Predicting the Global Minimum Variance Portfolio
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  Authors: Laura Reh, Fabian Krüger, Roman Liesenfeld
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Testing for Trend Specifications in Panel Data Models
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Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss
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  Authors: Matteo Iacopini, Francesco Ravazzolo, Luca Rossini
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A Statistical Recurrent Stochastic Volatility Model for Stock Markets
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A Novel Estimation Method in Generalized Single Index Models
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  Authors: Dixin Zhang, Yulin Wang, Hua Liang
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Learning Human Activity Patterns Using Clustered Point Processes With
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  Authors: Jingfei Zhang, Biao Cai, Xuening Zhu, Hansheng Wang, Ganggang Xu, Yongtao Guan
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Density Forecasts in Panel Data Models: A Semiparametric Bayesian
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Multi-Threshold Structural Equation Model
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  Authors: Jingli Wang, Jialiang Li
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On Testing Equal Conditional Predictive Ability Under Measurement Error
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  Authors: Yannick Hoga, Timo Dimitriadis
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Monitoring Network Changes in Social Media
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  Authors: Cathy Yi-Hsuan Chen, Yarema Okhrin, Tengyao Wang
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Identification-Robust Inference With Simulation-Based Pseudo-Matching
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  Authors: Bertille Antoine, Lynda Khalaf, Maral Kichian, Zhenjiang Lin
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Modeling Functional Time Series and Mixed-Type Predictors With Partially
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  Authors: Xiaofei Xu, Ying Chen, Ge Zhang, Thorsten Koch
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Diagnostic Testing of Finite Moment Conditions for the Consistency and
Root-N Asymptotic Normality of the GMM and M Estimators
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  Authors: Yuya Sasaki, Yulong Wang
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Dynamic Score-Driven Independent Component Analysis
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  Authors: Christian M. Hafner, Helmut Herwartz
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Dynamic Peer Groups of Arbitrage Characteristics
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  Authors: Shuyi Ge, Shaoran Li, Oliver Linton
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No-Crossing Single-Index Quantile Regression Curve Estimation
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  Authors: Rong Jiang, Keming Yu
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-Penalized Pairwise Difference Estimation for a High-Dimensional Censored
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  Authors: Zhewen Pan, Jianhui Xie
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  DOI: 10.1080/07350015.2021.2013243