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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 52)
Applied Categorical Structures     Hybrid Journal   (Followers: 4)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 8)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Biometrical Journal     Hybrid Journal   (Followers: 9)
Biometrics     Hybrid Journal   (Followers: 51)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 17)
Building Simulation     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 11)
Computational Statistics     Hybrid Journal   (Followers: 15)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 35)
Current Research in Biostatistics     Open Access   (Followers: 8)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 12)
Demographic Research     Open Access   (Followers: 14)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 8)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 11)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 5)
Handbook of Statistics     Full-text available via subscription   (Followers: 7)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 17)
International Journal of Stochastic Analysis     Open Access   (Followers: 2)
International Statistical Review     Hybrid Journal   (Followers: 12)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 23)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 38, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Econometrics     Hybrid Journal   (Followers: 82)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 7)
Journal of Forecasting     Hybrid Journal   (Followers: 19)
Journal of Global Optimization     Hybrid Journal   (Followers: 6)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 6)
Journal of Probability and Statistics     Open Access   (Followers: 10)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 34)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 3)
Journal of Statistical Physics     Hybrid Journal   (Followers: 13)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 7)
Journal of Statistical Software     Open Access   (Followers: 16, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 72, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal  
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 36)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 28)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 41)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 16)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 23)
Law, Probability and Risk     Hybrid Journal   (Followers: 6)
Lifetime Data Analysis     Hybrid Journal   (Followers: 7)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 3)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 8)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 6)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 33)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 16)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 7)
Review of Economics and Statistics     Hybrid Journal   (Followers: 138)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 17)
Sankhya A     Hybrid Journal   (Followers: 3)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal  
Significance     Hybrid Journal   (Followers: 7)
Sociological Methods & Research     Hybrid Journal   (Followers: 40)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 8)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methods and Applications     Hybrid Journal   (Followers: 6)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 27)
Statistical Modelling     Hybrid Journal   (Followers: 18)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics and Computing     Hybrid Journal   (Followers: 13)
Statistics and Economics     Open Access  
Statistics in Medicine     Hybrid Journal   (Followers: 122)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 12)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 11)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 2)
The American Statistician     Full-text available via subscription   (Followers: 25)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

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Similar Journals
Journal Cover
Journal of Business & Economic Statistics
Journal Prestige (SJR): 3.664
Citation Impact (citeScore): 2
Number of Followers: 38  
 
  Full-text available via subscription Subscription journal
ISSN (Print) 0735-0015 - ISSN (Online) 1537-2707
Published by American Statistical Association Homepage  [5 journals]
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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2022.2037432
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  • Data Come First: Discussion of “Co-citation and Co-authorship
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  • Discussion of “Co-citation and Co-authorship Networks of
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      Authors: Peter W. MacDonald, Elizaveta Levina, Ji Zhu
      Pages: 492 - 493
      Abstract: Volume 40, Issue 2, April 2022, Page 492-493
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      Citation: Journal of Business & Economic Statistics
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      Citation: Journal of Business & Economic Statistics
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      Issue No: Vol. 40, No. 2 (2022)
       
  • Discussion of “Co-citation and Co-authorship Networks of
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      Pages: 497 - 498
      Abstract: Volume 40, Issue 2, April 2022, Page 497-498
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      Citation: Journal of Business & Economic Statistics
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  • Rejoinder: “Co-citation and Co-authorship Networks of
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      Authors: Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, Wanshan Li
      Pages: 499 - 504
      Abstract: Volume 40, Issue 2, April 2022, Page 499-504
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-04-21T08:30:52Z
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  • Combining p-values for Multivariate Predictive Ability Testing
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  • Structural Breaks in Grouped Heterogeneity

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      Authors: Simon C. Smith
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-05-09T12:27:18Z
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  • Panel Data Quantile Regression for Treatment Effect Models

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      Authors: Takuya Ishihara
      Pages: 1 - 17
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-05-09T12:27:05Z
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  • Forecasting with Economic News
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      Citation: Journal of Business & Economic Statistics
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  • Identification and Estimation of Multinomial Choice Models with Latent
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      Citation: Journal of Business & Economic Statistics
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  • Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series
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  • Using Survey Information for Improving the Density Nowcasting of U.S. GDP

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      Citation: Journal of Business & Economic Statistics
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  • Circularly Projected Common Factors for Grouped Data

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  • Post-selection Inference of High-dimensional Logistic Regression Under
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      Citation: Journal of Business & Economic Statistics
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  • Structural Breaks in Interactive Effects Panels and the Stock Market
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      Citation: Journal of Business & Economic Statistics
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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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      Citation: Journal of Business & Economic Statistics
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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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  • QML and Efficient GMM Estimation of Spatial Autoregressive Models with
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      Citation: Journal of Business & Economic Statistics
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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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      Citation: Journal of Business & Economic Statistics
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  • Detecting Unobserved Heterogeneity in Efficient Prices via
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  • Estimating Density Ratio of Marginals to Joint: Applications to Causal
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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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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-03-15T03:02:37Z
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  • Testing for Trend Specifications in Panel Data Models

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      Authors: Jilin Wu, Xiaojun Song, Zhijie Xiao
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-03-14T12:22:04Z
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  • Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss
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  • A Statistical Recurrent Stochastic Volatility Model for Stock Markets

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      Citation: Journal of Business & Economic Statistics
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  • A Novel Estimation Method in Generalized Single Index Models

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2022.2027777
       
  • Learning Human Activity Patterns Using Clustered Point Processes With
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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.2025065
       
  • Density Forecasts in Panel Data Models: A Semiparametric Bayesian
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      Authors: Laura Liu
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-02-11T08:48:19Z
      DOI: 10.1080/07350015.2021.2021922
       
  • Multi-Threshold Structural Equation Model

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      Authors: Jingli Wang, Jialiang Li
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-02-03T05:13:47Z
      DOI: 10.1080/07350015.2021.2023553
       
  • On Testing Equal Conditional Predictive Ability Under Measurement Error
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      Citation: Journal of Business & Economic Statistics
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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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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.2016425
       
  • 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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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.2019046
       
  • Modeling Functional Time Series and Mixed-Type Predictors With Partially
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      Authors: Xiaofei Xu, Ying Chen, Ge Zhang, Thorsten Koch
      Pages: 1 - 18
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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.2011299
       
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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.2019047
       
  • Dynamic Score-Driven Independent Component Analysis

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      Authors: Christian M. Hafner, Helmut Herwartz
      Pages: 1 - 11
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-01-28T01:30:39Z
      DOI: 10.1080/07350015.2021.2013244
       
  • Dynamic Peer Groups of Arbitrage Characteristics

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      Authors: Shuyi Ge, Shaoran Li, Oliver Linton
      Pages: 1 - 24
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-01-28T01:25:41Z
      DOI: 10.1080/07350015.2021.2011736
       
  • Survey Response Behavior as a Proxy for Unobserved Ability: Theory and
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      Authors: Sonja C. de New, Stefanie Schurer
      Pages: 1 - 16
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-01-28T01:20:35Z
      DOI: 10.1080/07350015.2021.2008404
       
  • Factor and Factor Loading Augmented Estimators for Panel Regression With
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      Authors: Jad Beyhum, Eric Gautier
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-01-28T01:17:23Z
      DOI: 10.1080/07350015.2021.2011300
       
  • No-Crossing Single-Index Quantile Regression Curve Estimation
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      Authors: Rong Jiang, Keming Yu
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-01-26T08:32:15Z
      DOI: 10.1080/07350015.2021.2013245
       
  • Extreme Value Estimation for Heterogeneous Data
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      Authors: John H. J. Einmahl, Yi He
      Pages: 1 - 15
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-01-26T08:25:54Z
      DOI: 10.1080/07350015.2021.2008408
       
  • Bootstrap Tests for High-Dimensional White-Noise

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      Authors: Lengyang Wang, Efang Kong, Yingcun Xia
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-01-26T08:22:42Z
      DOI: 10.1080/07350015.2021.2008407
       
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           Predictive Regression Model

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      DOI: 10.1080/07350015.2021.2008406
       
  • -Penalized Pairwise Difference Estimation for a High-Dimensional Censored
           Regression Model

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      DOI: 10.1080/07350015.2021.2013243
       
  • Estimation of Sparsity-Induced Weak Factor Models

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      DOI: 10.1080/07350015.2021.2008405
       
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      Abstract: Volume 40, Issue 2, April 2022, Page 469-485
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      DOI: 10.1080/07350015.2021.1978469
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  • LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time
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      DOI: 10.1080/07350015.2020.1855184
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  • Laplace Estimator of Integrated Volatility When Sampling Times Are
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      DOI: 10.1080/07350015.2020.1855185
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  • Nonparametric Estimation and Testing for Positive Quadrant Dependent
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  • A Stochastic Volatility Model With a General Leverage Specification

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  • Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines

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      DOI: 10.1080/07350015.2020.1859381
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  • Nonignorable Missing Data, Single Index Propensity Score and Profile
           Synthetic Distribution Function

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      DOI: 10.1080/07350015.2020.1860065
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  • Assessing Causal Effects in a Longitudinal Observational Study With
           “Truncated” Outcomes Due to Unemployment and Nonignorable Missing Data
           

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      DOI: 10.1080/07350015.2020.1862672
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  • Analyzing Subjective Well-Being Data with Misclassification
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      DOI: 10.1080/07350015.2020.1865169
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  • Adaptive Testing for Cointegration With Nonstationary Volatility
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  • Long Memory Factor Model: On Estimation of Factor Memories

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      DOI: 10.1080/07350015.2020.1867559
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  • A Factor-Based Estimation of Integrated Covariance Matrix With Noisy
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  • Model Averaging for Nonlinear Regression Models

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  • Multifrequency-Band Tests for White Noise Under Heteroscedasticity

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  • Structural Equation Model Averaging: Methodology and Application

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  • Fixed-k Inference for Conditional Extremal Quantiles

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  • Locally Stationary Quantile Regression for Inflation and Interest Rates

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      DOI: 10.1080/07350015.2021.1874389
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  • Risk Analysis via Generalized Pareto Distributions
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  • A Robust Generalization of the Rao Test

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  • Semiparametric Tests for the Order of Integration in the Possible Presence
           of Level Breaks

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  • Bayesian Approach to Lorenz Curve Using Time Series Grouped Data

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  • The Effect of Dependence on European Market Risk. A Nonparametric Time
           Varying Approach

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  • The Locally Gaussian Partial Correlation

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      PubDate: 2021-03-15T12:41:12Z
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  • Kernel Averaging Estimators

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      Citation: Journal of Business & Economic Statistics
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  • Inference in Sparsity-Induced Weak Factor Models

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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-12-27T01:29:53Z
      DOI: 10.1080/07350015.2021.2003203
       
  • Forecasting Conditional Covariance Matrices in High-Dimensional Time
           Series: A General Dynamic Factor Approach

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      Citation: Journal of Business & Economic Statistics
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  • Test for Market Timing Using Daily Fund Returns

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      Citation: Journal of Business & Economic Statistics
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  • Time Series Approach to the Evolution of Networks: Prediction and
           Estimation

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  • Optimal Shrinkage-Based Portfolio Selection in High Dimensions
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  • Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate
           Time Series Models

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      DOI: 10.1080/07350015.2021.2002160
       
  • Optimal Covariate Balancing Conditions in Propensity Score Estimation

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      DOI: 10.1080/07350015.2021.2002159
       
  • Composite Index Construction with Expert Opinion

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.2000418
       
  • Volatility Estimation When the Zero-Process is Nonstationary

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1999821
       
  • Panel Stochastic Frontier Model With Endogenous Inputs and Correlated
           Random Components

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      DOI: 10.1080/07350015.2021.2001341
       
  • Fast and Flexible Bayesian Inference in Time-varying Parameter Regression
           Models

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  • Feature Screening for Massive Data Analysis by Subsampling

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      Citation: Journal of Business & Economic Statistics
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  • Asymptotically Valid Bootstrap Inference for Proxy SVARs

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  • Local Composite Quantile Regression for Regression Discontinuity
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  • A Unified Framework for Specification Tests of Continuous Treatment Effect
           Models

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1981915
       
  • Transformed Estimation for Panel Interactive Effects Models

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      DOI: 10.1080/07350015.2021.1983438
       
  • Inference in Games Without Equilibrium Restriction: An Application to
           Restaurant Competition in Opening Hours

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1981914
       
  • Posterior Average Effects
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      DOI: 10.1080/07350015.2021.1984928
       
  • Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects
           and Time-Varying Coefficients

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      DOI: 10.1080/07350015.2021.1979564
       
  • Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures,
           and Volatility Evaluation in Recessions and Pandemic

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      DOI: 10.1080/07350015.2021.1974459
       
  • Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE
           Factors*

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      DOI: 10.1080/07350015.2021.1970576
       
  • High-Dimensional Model-Assisted Inference for Local Average Treatment
           Effects With Instrumental Variables

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1970575
       
  • Varying Coefficient Mediation Model and Application to Analysis of
           Behavioral Economics Data

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1971089
       
  • LATE With Missing or Mismeasured Treatment

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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-09-23T02:15:28Z
      DOI: 10.1080/07350015.2021.1970573
       
  • Robust Inference for Nonstationary Time Series with Possibly Multiple
           Changing Periodic Structures

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      PubDate: 2021-09-22T07:40:17Z
      DOI: 10.1080/07350015.2021.1970574
       
  • A Note on Distributed Quantile Regression by Pilot Sampling and One-Step
           Updating

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1961789
       
  • Scalable Bayesian Estimation in the Multinomial Probit Model

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1961788
       
  • A Synthetic Regression Model for Large Portfolio Allocation
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      DOI: 10.1080/07350015.2021.1961787
       
  • Interpretable Sparse Proximate Factors for Large Dimensions

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      PubDate: 2021-08-31T02:21:55Z
      DOI: 10.1080/07350015.2021.1961786
       
  • Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction
           of Bubble Crash Odds

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1953508
       
  • Collaborative Filtering With Awareness of Social Networks

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1954527
       
  • Inward and Outward Network Influence Analysis

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      Citation: Journal of Business & Economic Statistics
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      DOI: 10.1080/07350015.2021.1953509
       
  • A Unified Framework for Estimation in Lognormal Models

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      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-08-11T07:35:26Z
      DOI: 10.1080/07350015.2021.1952878
       
  • Efficient Covariate Balancing for the Local Average Treatment Effect

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      Authors: Phillip Heiler
      Pages: 1 - 14
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-08-11T07:31:30Z
      DOI: 10.1080/07350015.2021.1946067
       
  • Multiple Testing and the Distributional Effects of Accountability
           Incentives in Education

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      Authors: Steven F. Lehrer, R. Vincent Pohl, Kyungchul Song
      Pages: 1 - 17
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-26T12:43:40Z
      DOI: 10.1080/07350015.2021.1941055
       
  • Using Triples to Assess Symmetry Under Weak Dependence

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      Authors: Zacharias Psaradakis, Marián Vávra
      Pages: 1 - 14
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-26T12:38:35Z
      DOI: 10.1080/07350015.2021.1939037
       
  • High-Dimensional Mixed-Frequency IV Regression

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      Authors: Andrii Babii
      Pages: 1 - 14
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-21T03:46:49Z
      DOI: 10.1080/07350015.2021.1933501
       
  • Nonparametric Specification Testing of Conditional Asset Pricing Models

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      Authors: Francisco Peñaranda, Juan M. Rodríguez-Poo, Stefan Sperlich
      Pages: 1 - 15
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-14T01:13:07Z
      DOI: 10.1080/07350015.2021.1933500
       
  • Efficient Estimation for Models With Nonlinear Heteroscedasticity

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      Authors: Zhanxiong Xu, Zhibiao Zhao
      Pages: 1 - 11
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-12T08:36:11Z
      DOI: 10.1080/07350015.2021.1933991
       
  • Bayesian Inference in Common Microeconometric Models With Massive Datasets
           by Double Marginalized Subsampling

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      Authors: Hang Qian
      Pages: 1 - 14
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-12T08:36:03Z
      DOI: 10.1080/07350015.2021.1933502
       
  • Unified Principal Component Analysis for Sparse and Dense Functional Data
           under Spatial Dependency

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      Authors: Haozhe Zhang, Yehua Li
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-12T08:28:58Z
      DOI: 10.1080/07350015.2021.1938085
       
  • Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters

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      Authors: Thomas Stringham
      Pages: 1 - 14
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-12T08:28:42Z
      DOI: 10.1080/07350015.2021.1934478
       
  • The Grid Bootstrap for Continuous Time Models

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      Authors: Yiu Lim Lui, Weilin Xiao, Jun Yu
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-06T03:54:52Z
      DOI: 10.1080/07350015.2021.1930014
       
  • Standard Synthetic Control Methods: The Case Of Using All Preintervention
           Outcomes Together With Covariates

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      Authors: Ashok Kaul, Stefan Klößner, Gregor Pfeifer, Manuel Schieler
      Pages: 1 - 15
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-07-06T03:50:36Z
      DOI: 10.1080/07350015.2021.1930012
       
  • Hedging With Linear Regressions and Neural Networks
         This is an Open Access Article Open Access Article

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      Authors: Johannes Ruf, Weiguan Wang
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-30T04:28:59Z
      DOI: 10.1080/07350015.2021.1931241
       
  • Estimating Monotone Concave Stochastic Production Frontiers
         This is an Open Access Article Open Access Article

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      Authors: Mike G. Tsionas
      Pages: 1 - 12
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-30T04:27:30Z
      DOI: 10.1080/07350015.2021.1931240
       
  • Realized Quantiles*
         This is an Open Access Article Open Access Article

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      Authors: Timo Dimitriadis, Roxana Halbleib
      Pages: 1 - 16
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-30T04:23:18Z
      DOI: 10.1080/07350015.2021.1929249
       
  • A Structural Model of Homophily and Clustering in Social Networks

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      Authors: Angelo Mele
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-17T01:48:30Z
      DOI: 10.1080/07350015.2021.1930013
       
  • Quasi-Bayesian Inference for Production Frontiers

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      Authors: Xiaobin Liu, Thomas Tao Yang, Yichong Zhang
      Pages: 1 - 12
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-17T01:42:33Z
      DOI: 10.1080/07350015.2021.1927745
       
  • State-Varying Factor Models of Large Dimensions

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      Authors: Markus Pelger, Ruoxuan Xiong
      Pages: 1 - 19
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-17T01:41:08Z
      DOI: 10.1080/07350015.2021.1927744
       
  • Synthetic Control Estimation Beyond Comparative Case Studies: Does the
           Minimum Wage Reduce Employment'

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      Authors: David Powell
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-17T01:38:15Z
      DOI: 10.1080/07350015.2021.1927743
       
  • SVARs Identification Through Bounds on the Forecast Error Variance
         This is an Open Access Article Open Access Article

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      Authors: Alessio Volpicella
      Pages: 1 - 11
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-17T01:34:34Z
      DOI: 10.1080/07350015.2021.1927742
       
  • Imputations for High Missing Rate Data in Covariates Via Semi-supervised
           Learning Approach

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      Authors: Wei Lan, Xuerong Chen, Tao Zou, Chih-Ling Tsai
      Pages: 1 - 9
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-01T12:56:09Z
      DOI: 10.1080/07350015.2021.1922120
       
  • Heteroscedastic Proxy Vector Autoregressions

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      Authors: Helmut Lütkepohl, Thore Schlaak
      Pages: 1 - 14
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-01T12:52:32Z
      DOI: 10.1080/07350015.2021.1920962
       
  • Local Polynomial Order in Regression Discontinuity Designs
         This is an Open Access Article Open Access Article

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      Authors: Zhuan Pei, David S. Lee, David Card, Andrea Weber
      Pages: 1 - 9
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-01T12:50:05Z
      DOI: 10.1080/07350015.2021.1920961
       
  • Binary Conditional Forecasts

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      Authors: Michael W. McCracken, Joseph T. McGillicuddy, Michael T. Owyang
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-06-01T12:46:29Z
      DOI: 10.1080/07350015.2021.1920960
       
  • High-Dimensional Interaction Detection With False Sign Rate Control

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      Authors: Daoji Li, Yinfei Kong, Yingying Fan, Jinchi Lv
      Pages: 1 - 12
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-20T02:13:37Z
      DOI: 10.1080/07350015.2021.1917419
       
  • Transformation Models in High Dimensions

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      Authors: Sven Klaassen, Jannis Kueck, Martin Spindler
      Pages: 1 - 11
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-14T07:03:11Z
      DOI: 10.1080/07350015.2021.1906259
       
  • The PCDID Approach: Difference-in-Differences When Trends Are Potentially
           Unparallel and Stochastic

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      Authors: Marc K. Chan, Simon S. Kwok
      Pages: 1 - 18
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-12T01:27:23Z
      DOI: 10.1080/07350015.2021.1914636
       
  • High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian
           Distributions

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      Authors: Xin Chen, Jia Zhang, Wang Zhou
      Pages: 1 - 12
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-04T07:05:03Z
      DOI: 10.1080/07350015.2021.1910041
       
  • The Incidental Parameters Problem in Testing for Remaining Cross-Section
           Correlation

         This is an Open Access Article Open Access Article

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      Authors: Artūras Juodis, Simon Reese
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-04T06:54:28Z
      DOI: 10.1080/07350015.2021.1906687
       
  • Direct Semi-Parametric Estimation of the State Price Density Implied in
           Option Prices

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      Authors: Gianluca Frasso, Paul H.C. Eilers
      Pages: 1 - 12
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-04T06:47:45Z
      DOI: 10.1080/07350015.2021.1906686
       
  • Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally
           Dependent Data

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      Authors: Min Seong Kim
      Pages: 1 - 15
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-04T06:23:16Z
      DOI: 10.1080/07350015.2021.1906258
       
  • Practical Methods for Modeling Weak VARMA Processes: Identification,
           Estimation and Specification With a Macroeconomic Application

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      Authors: Jean-Marie Dufour, Denis Pelletier
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-05-04T06:20:43Z
      DOI: 10.1080/07350015.2021.1904960
       
  • Estimation and Inference for Multi-Kink Quantile Regression

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      Authors: Wei Zhong, Chuang Wan, Wenyang Zhang
      Pages: 1 - 17
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-22T06:40:05Z
      DOI: 10.1080/07350015.2021.1901720
       
  • Targeting Predictors Via Partial Distance Correlation With Applications to
           Financial Forecasting

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      Authors: Kashif Yousuf, Yang Feng
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-22T05:08:12Z
      DOI: 10.1080/07350015.2021.1895812
       
  • Testing for Common Trends in Nonstationary Large Datasets

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      Authors: Matteo Barigozzi, Lorenzo Trapani
      Pages: 1 - 16
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-21T02:05:55Z
      DOI: 10.1080/07350015.2021.1901719
       
  • Machine Learning Time Series Regressions With an Application to Nowcasting

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      Authors: Andrii Babii, Eric Ghysels, Jonas Striaukas
      Pages: 1 - 23
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-21T01:57:25Z
      DOI: 10.1080/07350015.2021.1899933
       
  • Quantile Correlation-based Variable Selection

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      Authors: Wenlu Tang, Jinhan Xie, Yuanyuan Lin, Niansheng Tang
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-21T01:51:38Z
      DOI: 10.1080/07350015.2021.1899932
       
  • A Two-Step Method for Testing Many Moment Inequalities

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      Authors: Yuehao Bai, Andres Santos, Azeem M. Shaikh
      Pages: 1 - 11
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-20T12:45:57Z
      DOI: 10.1080/07350015.2021.1897016
       
  • Comparing Predictive Accuracy in the Presence of a Loss Function Shape
           Parameter

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      Authors: Sander Barendse, Andrew J. Patton
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-20T12:41:37Z
      DOI: 10.1080/07350015.2021.1896527
       
  • Multiway Cluster Robust Double/Debiased Machine Learning

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      Authors: Harold D. Chiang, Kengo Kato, Yukun Ma, Yuya Sasaki
      Pages: 1 - 11
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-19T12:46:04Z
      DOI: 10.1080/07350015.2021.1895815
       
  • Nonparametric Instrumental Regression With Right Censored Duration
           Outcomes

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      Authors: Jad Beyhum, Jean-Pierre Florens, Ingrid Van Keilegom
      Pages: 1 - 12
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-19T12:41:52Z
      DOI: 10.1080/07350015.2021.1895814
       
  • Measuring Social Interaction Effects When Instruments Are Weak

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      Authors: Stephen L. Ross, Zhentao Shi
      Pages: 1 - 12
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-16T01:16:56Z
      DOI: 10.1080/07350015.2021.1895811
       
  • Quasi-Experimental Evaluation of Alternative Sample Selection Corrections

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      Authors: Robert Garlick, Joshua Hyman
      Pages: 1 - 15
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-16T01:15:08Z
      DOI: 10.1080/07350015.2021.1889566
       
  • Semiparametric Quantile Models for Ascending Auctions With Asymmetric
           Bidders

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      Authors: Jayeeta Bhattacharya, Nathalie Gimenes, Emmanuel Guerre
      Pages: 1 - 14
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-04-16T01:09:56Z
      DOI: 10.1080/07350015.2021.1895813
       
  • Testing for the Martingale Difference Hypothesis in Multivariate Time
           Series Models

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      Authors: Guochang Wang, Ke Zhu, Xiaofeng Shao
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-03-22T12:50:20Z
      DOI: 10.1080/07350015.2021.1889568
       
  • Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance
           Tests

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      Authors: Sofia Anyfantaki, Esfandiar Maasoumi, Jue Ren, Nikolas Topaloglou
      Pages: 1 - 13
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-03-22T12:50:07Z
      DOI: 10.1080/07350015.2021.1888741
       
  • Estimation of Impulse Response Functions When Shocks Are Observed at a
           Higher Frequency Than Outcome Variables

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      Authors: Alexander Chudik, Georgios Georgiadis
      Pages: 1 - 15
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2021-03-22T12:46:41Z
      DOI: 10.1080/07350015.2021.1889567
       
 
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