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     Full-text available via subscription   (Followers: 42, SJR: 3.664, CiteScore: 2)
J. of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
J. of the American Statistical Association     Full-text available via subscription   (Followers: 78, SJR: 3.746, CiteScore: 2)
Statistics in Biopharmaceutical Research     Full-text available via subscription   (Followers: 10, SJR: 1.187, CiteScore: 1)
Technometrics     Full-text available via subscription   (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: 42  
 
  Full-text available via subscription Subscription journal
ISSN (Print) 0735-0015 - ISSN (Online) 1537-2707
Published by American Statistical Association Homepage  [5 journals]
  • A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero
           Lower Bound

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      Authors: Daan Opschoor Michel van der Wel a Econometric Institute; Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlandsb Tinbergen Institute, Amsterdam, The Netherlands
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-07-15T03:01:02Z
      DOI: 10.1080/07350015.2024.2365779
       
  • Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity
           Returns

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      Authors: Lin Deng Michael Stanley Smith Worapree Maneesoonthorn a Melbourne Business School; University of Melbourne, Carlton, Australiab Department of Econometrics Business Statistics, Monash University, Clayton, Australia
      Pages: 1 - 17
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-07-15T02:56:43Z
      DOI: 10.1080/07350015.2024.2360592
       
  • Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM
           Methods

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      Authors: Siqi Wei IE University; Madrid, Spain
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-07-15T02:54:36Z
      DOI: 10.1080/07350015.2024.2365783
       
  • Trend and Variance Adaptive Bayesian Changepoint Analysis and Local
           Outlier Scoring

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      Authors: Haoxuan Wu Toryn L. J. Schafer David S. Matteson Department of Statistics; Data Science, Cornell University, Ithaca, NY
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-07-08T12:49:23Z
      DOI: 10.1080/07350015.2024.2362269
       
  • Statistical Inference for Heterogeneous Treatment Effects Discovered by
           Generic Machine Learning in Randomized Experiments

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      Authors: Kosuke Imai Michael Lingzhi Li a Department of Government; Operations Management, Harvard Business School, Boston, MA
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-07-08T12:44:45Z
      DOI: 10.1080/07350015.2024.2358909
       
  • Imputation of Counterfactual Outcomes when the Errors are Predictable

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      Authors: Sílvia Gonçalves Serena Ng a Department of Economics; McGill University, Montreal, Canadab Department of Economics, Columbia University, New York, NYc NBER, Cambridge, MA
      Pages: 1 - 16
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-06-13T12:27:48Z
      DOI: 10.1080/07350015.2024.2358900
       
  • Estimation of the Local Conditional Tail Average Treatment Effect

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      Authors: Le-Yu Chen Yu-Min Yen a Institute of Economics; Academia Sinica, Taipei, Taiwanb Department of International Business, National Chengchi University, Taipei, Taiwan
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-06-13T12:22:24Z
      DOI: 10.1080/07350015.2024.2356731
       
  • Simultaneous Confidence Intervals for Partially Identified Parameters

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      Authors: Brigham R. Frandsen Zachari A. Pond a Department of Economics; Brigham Young University, Provo, UTb Department of Agricultural Resource Economics, University of California, Berkeley, Berkeley, CA
      Pages: 1 - 9
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-06-12T12:36:37Z
      DOI: 10.1080/07350015.2024.2356083
       
  • Identification and Estimation of Discrete Choice Models with Unobserved
           Choice Sets

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      Authors: Victor H. AguiarNail Kashaeva Department of Economics; Simon Fraser University, Burnaby, Canadab Department of Economics, University of Western Ontario, London, Canada
      Pages: 1 - 25
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-05-22T07:04:52Z
      DOI: 10.1080/07350015.2024.2342731
       
  • Trending Time-Varying Coefficient Spatial Panel Data Models

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      Authors: Hsuan-Yu ChangXiaojun SongJihai Yua The Center for Green Economy; Chung-Hua Institution for Economic Researchb Department of Business Statistics Econometrics, Guanghua School of Management, Peking University
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-05-14T12:20:45Z
      DOI: 10.1080/07350015.2024.2340516
       
  • Detecting Weak Distribution Shifts via Displacement Interpolation

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      Authors: YoonHaeng HurTengyuan Lianga Department of Statistics; University of Chicago, Chicago, ILb Booth School of Business, University of Chicago, Chicago, IL
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-05-07T12:29:05Z
      DOI: 10.1080/07350015.2024.2335957
       
  • Estimating Posterior Sensitivities with Application to Structural Analysis
           of Bayesian Vector Autoregressions

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      Authors: Liana JacobiDan ZhuMark Joshia Department of Economics; University of Melbourne, Parkville, VIC, Australiab Department of Business Statistics Econometrics, Monash University, Clayton, VIC, Australia
      Pages: 1 - 16
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-22T12:19:06Z
      DOI: 10.1080/07350015.2024.2329639
       
  • Abadie’s Kappa and Weighting Estimators of the Local Average
           Treatment Effect

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      Authors: Tymon SłoczyńskiS. Derya UysalJeffrey M. Wooldridgea Brandeis University; Waltham, MAb Ludwig Maximilian University of Munich, Munich, Germanyc Michigan State University, East Lansing, MI
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-19T07:40:24Z
      DOI: 10.1080/07350015.2024.2332763
       
  • The Block-Correlated Pseudo Marginal Sampler for State Space Models

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      Authors: David GunawanPratiti ChatterjeeRobert Kohna School of Mathematics; Applied Statistics (SMAS), University of Wollongong, Wollongong, Australiab School of Economics, University of New South Wales Business School, Sydney, Australia
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-17T12:17:39Z
      DOI: 10.1080/07350015.2024.2308109
       
  • Quantile Policy Effects: An Application to U.S. Macroprudential Policy

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      Authors: Hsin-Yi LinYu-Hsiang HsiaoYu-Chin Hsua Department of Economics; National Chengchi University, Taipei, Taiwanb Central Bank of the Republic of China (Taiwan), Taipei, Taiwanc Institute of Economics, Academia Sinica, Taipei, Taiwand Department of Finance, National Central University, Taoyuan, Taiwane CRETA, National Taiwan University, Taipei, Taiwan
      Pages: 1 - 17
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-15T12:15:47Z
      DOI: 10.1080/07350015.2024.2326140
       
  • Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant
           Units: An Application to Share Data

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      Authors: Jiajun ZhangChuanmin ZhaoXi Qua Antai College of Economics; Management, Beijing Jiaotong University, Beijing, China
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-12T12:47:07Z
      DOI: 10.1080/07350015.2024.2329645
       
  • Panel Data Cointegration Testing with Structural Instabilities

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      Authors: Anindya BanerjeeJosep Lluís Carrion-i-Silvestrea Department of Economics; University of Birmingham Edgbaston, Birmingham, UKb University of Barcelona, Barcelona, Spain
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-11T12:18:25Z
      DOI: 10.1080/07350015.2024.2327844
       
  • Reduced Rank Spatio-Temporal Models

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      Authors: Dan PuKuangnan FangWei LanJihai YuQingzhao Zhanga School of Statistics; The Wang Yanan Institute for Studies in Economics, Xiamen University, Fujian, China
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-11T12:15:09Z
      DOI: 10.1080/07350015.2024.2326142
       
  • Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error
           Variances

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      Authors: Jhordano Aguilar LoyoTom BootUniversity of Groningen; Groningen, Netherlands
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-02T12:19:46Z
      DOI: 10.1080/07350015.2024.2325440
       
  • Testing Many Zero Restrictions in a High Dimensional Linear Regression
           Setting

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      Authors: Jonathan B. HillDepartment of Economics; University of North Carolina, Chapel Hill, NC
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-04-02T06:30:19Z
      DOI: 10.1080/07350015.2024.2325436
       
  • Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty

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      Authors: Niko HauzenbergerFlorian HuberMassimiliano MarcellinoNico Petza University of Strathclyde; Glasgow, UKb University of Salzburg, Salzburg, Austriac Bocconi University, IGIER, CEPR, Baffi-Carefin BIDSA, Milan, Italy
      Pages: 1 - 17
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-29T12:19:47Z
      DOI: 10.1080/07350015.2024.2322089
       
  • Fully Data-Driven Normalized and Exponentiated Kernel Density Estimator
           with Hyvärinen Score

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      Authors: Shunsuke ImaiTakuya KoriyamaShouto YonekuraShonosuke SugasawaYoshihiko Nishiyamaa Graduate School of Economics, Kyoto University, Kyoto, Japanb Department of Statistics, Rutgers University, New Brunswick, NJc Kodansha Ltd; Tokyo, Japand Faculty of Economics, Keio University, Tokyo, Japane Institute of Economic Research, Kyoto University, Kyoto, Japan
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-29T12:15:54Z
      DOI: 10.1080/07350015.2024.2326149
       
  • Gamma-Driven Markov Processes and Extensions with Application to Realized
           Volatility

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      Authors: Fernanda G. B. MendesWagner Barreto-SouzaSokol Ndrecaa Departamento de Estatística; Universidade Federal de Minas Gerais, Belo Horizonte, Brazilb School of Mathematics Statistics, University College Dublin, Dublin 4, Republic of Ireland
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-28T12:27:45Z
      DOI: 10.1080/07350015.2024.2321375
       
  • Max Share Identification of Multiple Shocks: An Application to Uncertainty
           and Financial Conditions

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      Authors: Andrea CarrieroAlessio Volpicellaa School of Economics; Finance, Queen Mary University of London, London, UKb School of Economics, University of Surrey, Guildford, UK
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-28T12:25:17Z
      DOI: 10.1080/07350015.2024.2316829
       
  • A Statistically Identified Structural Vector Autoregression with
           Endogenously Switching Volatility Regime

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      Authors: Savi VirolainenFaculty of Social Sciences; University of Helsinki, Helsinki, Finland
      Pages: 1 - 20
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-25T12:29:27Z
      DOI: 10.1080/07350015.2024.2322090
       
  • Robust Narrowest Significance Pursuit: Inference for Multiple
           Change-Points in the Median

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      Authors: Piotr FryzlewiczDepartment of Statistics; London School of Economics, London, UK
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-15T01:48:18Z
      DOI: 10.1080/07350015.2024.2316103
       
  • Dynamic Realized Minimum Variance Portfolio Models

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      Authors: Donggyu KimMinseog OhCollege of Business; Korea Advanced Institute of Science Technology (KAIST), Seoul, South Korea
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-12T01:13:30Z
      DOI: 10.1080/07350015.2024.2308106
       
  • Testing Quantile Forecast Optimality

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      Authors: Jack FostenDaniel GutknechtMarc-Oliver Pohlea King’s Business School; King’s College London, London, UKb Faculty of Economics Business, Goethe University Frankfurt, Frankfurt am Main, Germanyc Heidelberg Institute for Theoretical Studies, Heidelberg, Germany
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-12T01:07:38Z
      DOI: 10.1080/07350015.2024.2316091
       
  • Should Humans Lie to Machines' The Incentive Compatibility of Lasso and
           GLM Structured Sparsity Estimators

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      Authors: Mehmet CanerKfir Eliaza Department of Economics; North Carolina State University, Raleigh, NCb School of Economics, Tel-Aviv University, Tel Aviv, Israelc David Eccles School of Business, The University of Utah, Salt Lake City, UT
      Pages: 1 - 10
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-12T01:03:02Z
      DOI: 10.1080/07350015.2024.2316102
       
  • Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile
           Factor Model

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      Authors: Todd E. ClarkFlorian HuberGary KoopMassimiliano MarcellinoMichael Pfarrhofera Economic Research Department; Federal Reserve Bank of Cleveland, Cleveland, OHb Department of Economics, Paris Lodron University of Salzburg, Salzburg, Austriac Department of Economics, University of Strathclyde, Glasgow, UKd Department of Economics, Bocconi University, IGIER Business, Vienna, Austria
      Pages: 1 - 16
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-07T01:13:46Z
      DOI: 10.1080/07350015.2024.2310020
       
  • Adaptive Testing for Alphas in Conditional Factor Models with High
           Dimensional Assets

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      Authors: Huifang MaLong FengZhaojun WangJigang Baoa School of Statistics; LPMC, Nankai University, Tianjin, Chinab Tsinghua Shenzhen International Graduate School, Tsinghua University, Beijing, Chinac Shenzhen Wukong Investment Management Co. Ltd., Shenzhen, China
      Pages: 1 - 11
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-03-06T01:17:59Z
      DOI: 10.1080/07350015.2024.2313543
       
  • Testing for Equivalence of Pre-Trends in Difference-in-Differences
           Estimation

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      Authors: Holger DetteMartin Schumanna Department of Mathematics; Ruhr University Bochum, Bochum, Germanyb School of Business Economics, Maastricht University, Maastricht, Netherlands
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-02-26T02:31:54Z
      DOI: 10.1080/07350015.2024.2308121
       
  • Identification and Auto-Debiased Machine Learning for Outcome-Conditioned
           Average Structural Derivatives

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      Authors: Zequn JinLihua LinZhengyu Zhanga School of Economics; Shanghai University of Finance Economics, Nanchang, China
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-02-26T02:31:53Z
      DOI: 10.1080/07350015.2024.2310022
       
  • Detecting Multiple Level Shifts in Bounded Time Series

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      Authors: Josep Lluís Carrion-i-SilvestreMaría Dolores Gadeaa AQR-IREA Research Group; Department of Econometrics, Statistics, Applied Economics, University of Barcelona, Barcelona, Spainb Department of Applied Economics, University of Zaragoza, Zaragoza, Spain
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-02-26T02:29:19Z
      DOI: 10.1080/07350015.2024.2308107
       
  • Maximum-Subsampling Test of Equal Predictive Ability

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      Authors: Wei LanBo LeiLong FengChih-Ling Tsaia School of Statistics; LPMC, Nankai University, Tianjin, Chinac Graduate School of Management, University of California, Davis, CA
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-02-26T01:37:56Z
      DOI: 10.1080/07350015.2024.2311196
       
  • Variable Selection Based Testing for Parameter Changes in Regression with
           Autoregressive Dependence

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      Authors: Lajos HorváthPiotr KokoszkaShanglin Lua Department of Mathematics; University of Utah, Salt Lake City, UTb Department of Statistics, Colorado State University, Fort Collins, COc China School of Banking Economics, Beijing, China
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-02-26T01:34:55Z
      DOI: 10.1080/07350015.2024.2310025
       
  • Policy Analysis Using Multilevel Regression Models with Group Interactive
           Fixed Effects

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      Authors: Zhenhao GongMin Seong Kima Shanxi University of Finance; Economics, Taiyuan, Chinab University of Connecticut, Storrs, CT
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-02-26T01:29:28Z
      DOI: 10.1080/07350015.2024.2308108
       
  • Generalized Spectral Tests for Multivariate Martingale Difference
           Hypotheses

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      Authors: Xuexin WangPaula; Gregory Chow Institute for Studies in Economics, The Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China
      Pages: 1 - 27
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-02-13T04:03:54Z
      DOI: 10.1080/07350015.2024.2301954
       
  • GDP Solera: The Ideal Vintage Mix

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      Authors: Martín AlmuzaraDante AmengualGabriele FiorentiniEnrique Sentanaa Federal Reserve Bank of New York; New York, NYb CEMFI, Madrid, Spainc Universitá di Firenze, Firenze, Italyd RCEA, Rimini, Italye CEPR, London, UK
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-01-23T02:16:48Z
      DOI: 10.1080/07350015.2023.2273622
       
  • Model Checking in Partially Linear Spatial Autoregressive Models

    • Free pre-print version: Loading...

      Authors: Zixin YangXiaojun SongJihai Yua Department of Business Statistics; Econometrics, Guanghua School of Management, Peking University, Beijing, Chinab Center for Statistical Science, Peking University, Beijing, China
      Pages: 1 - 26
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-01-04T12:25:54Z
      DOI: 10.1080/07350015.2024.2301958
       
  • Noncommon Breaks

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      Authors: Simon C. SmithFederal Reserve Board; Washington, DC
      Pages: 1 - 24
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2024-01-04T12:24:55Z
      DOI: 10.1080/07350015.2024.2301969
       
  • Nonparametric Identification and Inference of First-Price Auctions with
           Heterogeneous Bidders

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      Authors: Zheng LiDepartment of Agricultural; Resource Economics, North Carolina State University, Raleigh, NC
      Pages: 1 - 9
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2023-12-27T01:16:20Z
      DOI: 10.1080/07350015.2023.2299432
       
  • Linking Frequentist and Bayesian Change-Point Methods

    • Free pre-print version: Loading...

      Authors: David ArdiaArnaud DufaysCarlos Ordás Criadoa GERAD & Department of Decision Sciences; HEC Montréal, Montreal, Canadab Faculty of Data Science, Economics & Finance, EDHEC Business School, Roubaix, Francec Department of Economics, Laval University, Quebec City, Canada
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2023-12-15T06:43:25Z
      DOI: 10.1080/07350015.2023.2293166
       
  • An Econometric Analysis of Volatility Discovery

    • Free pre-print version: Loading...

      Authors: Gustavo Fruet DiasFotis PapailiasCristina Scherrera School of Economics – University of East Anglia (UEA); Norwich, UKb King’s Business School – King’s College London, London, UKc Department of Finance – London School of Economics (LSE), London, UK
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2023-12-15T03:57:10Z
      DOI: 10.1080/07350015.2023.2292178
       
  • Unconditional Quantile Regression for Streaming Datasets

    • Free pre-print version: Loading...

      Authors: Rong JiangKeming Yua Shanghai Polytechnic University; Shanghai, Chinab Brunel University London, UK
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2023-12-14T02:57:54Z
      DOI: 10.1080/07350015.2023.2293162
       
  • A Ridge-Regularized Jackknifed Anderson-Rubin Test

    • Free pre-print version: Loading...

      Authors: Max-Sebastian DovìAnders Bredahl KockSophocles Mavroeidisa International Monetary Fund; Washington, DCb Department of Economics, University of Oxford, Oxford, UK
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2023-12-12T01:30:31Z
      DOI: 10.1080/07350015.2023.2290739
       
  • Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models
           with Interactive Fixed Effects

    • Free pre-print version: Loading...

      Authors: Yiqiu CaoSainan JinXun LuLiangjun Sua School of Economics; Management, Tsinghua University, Beijing, Chinab School of Social Sciences, Tsinghua University, Beijing, Chinac Department of Economics, Chinese University of Hong Kong, Shatin, Hong Kong SAR, China
      Pages: 1 - 16
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2023-12-11T03:13:40Z
      DOI: 10.1080/07350015.2023.2294124
       
  • Variational Inference for Large Bayesian Vector Autoregressions

    • Free pre-print version: Loading...

      Authors: Mauro BernardiDaniele BianchiNicolas Biancoa Department of Statistical Sciences; University of Padua, Padua, Italyb School of Economics Business, Universitat Pompeu Fabra, Barcelona, Spaind Barcelona School of Economics, Barcelona, Spain
      Pages: 1 - 17
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2023-12-05T01:15:32Z
      DOI: 10.1080/07350015.2023.2290716
       
 
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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     Full-text available via subscription   (Followers: 42, SJR: 3.664, CiteScore: 2)
J. of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
J. of the American Statistical Association     Full-text available via subscription   (Followers: 78, SJR: 3.746, CiteScore: 2)
Statistics in Biopharmaceutical Research     Full-text available via subscription   (Followers: 10, SJR: 1.187, CiteScore: 1)
Technometrics     Full-text available via subscription   (Followers: 8, SJR: 1.546, CiteScore: 2)
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