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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

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

[5 journals]

Dynamic Network Quantile Regression Model
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  Authors: Xiu Xu, Weining Wang, Yongcheol Shin, Chaowen Zheng
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-07-25T12:31:57Z
  DOI: 10.1080/07350015.2022.2093882
A Robust Approach to Heteroscedasticity, Error Serial Correlation and
Slope Heterogeneity in Linear Models with Interactive Effects for Large
Panel Data
Open Access Article
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  Authors: Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata, Takashi Yamagata
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-07-07T12:31:20Z
  DOI: 10.1080/07350015.2022.2077349
Covariate-Assisted Community Detection in Multi-Layer Networks
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  Authors: Shirong Xu, Yaoming Zhen, Junhui Wang
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-07-05T12:50:41Z
  DOI: 10.1080/07350015.2022.2085726
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel
Density Estimation
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  Authors: Harold D. Chiang, Bing Yang Tan
  Pages: 1 - 9
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-07-05T12:45:35Z
  DOI: 10.1080/07350015.2022.2080684
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series
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  Authors: Anthony C. Davison, Simone A. Padoan, Gilles Stupfler
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-07-05T12:43:58Z
  DOI: 10.1080/07350015.2022.2078332
Large Hybrid Time-Varying Parameter VARs
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  Authors: Joshua C. C. Chan
  Pages: 1 - 16
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-06-28T04:00:08Z
  DOI: 10.1080/07350015.2022.2080683
Singular Conditional Autoregressive Wishart Model for Realized Covariance
Matrices
Open Access Article
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  Authors: Gustav Alfelt, Taras Bodnar, Farrukh Javed, Joanna Tyrcha
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-06-24T03:29:21Z
  DOI: 10.1080/07350015.2022.2075370
Detection of Multiple Structural Breaks in Large Covariance Matrices
Open Access Article
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  Authors: Yu-Ning Li, Degui Li, Piotr Fryzlewicz
  Pages: 1 - 16
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-06-09T07:15:23Z
  DOI: 10.1080/07350015.2022.2076686
Network Gradient Descent Algorithm for Decentralized Federated Learning
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  Authors: Shuyuan Wu, Danyang Huang, Hansheng Wang
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-06-06T12:42:23Z
  DOI: 10.1080/07350015.2022.2074426
Identification and Estimation of Structural VARMA Models Using Higher
Order Dynamics
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  Authors: Carlos Velasco
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-31T12:39:24Z
  DOI: 10.1080/07350015.2022.2075000
Culling the Herd of Moments with Penalized Empirical Likelihood
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  Authors: Jinyuan Chang, Zhentao Shi, Jia Zhang
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-24T12:50:45Z
  DOI: 10.1080/07350015.2022.2071903
Testing for Unobserved Heterogeneity via k-means Clustering
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  Authors: Andrew J. Patton, Brian M. Weller
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-24T12:46:58Z
  DOI: 10.1080/07350015.2022.2061983
Estimation of Panel Data Models with Random Interactive Effects and
Multiple Structural Breaks when T is Fixed
Open Access Article
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  Authors: Yousef Kaddoura, Joakim Westerlund
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-20T05:33:21Z
  DOI: 10.1080/07350015.2022.2067546
Combining p-values for Multivariate Predictive Ability Testing
Open Access Article
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  Authors: Lars Spreng, Giovanni Urga
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-16T12:28:10Z
  DOI: 10.1080/07350015.2022.2067545
Structural Breaks in Grouped Heterogeneity
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  Authors: Simon C. Smith
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-09T12:27:18Z
  DOI: 10.1080/07350015.2022.2063132
Panel Data Quantile Regression for Treatment Effect Models
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  Authors: Takuya Ishihara
  Pages: 1 - 17
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-09T12:27:05Z
  DOI: 10.1080/07350015.2022.2061495
Forecasting with Economic News
Open Access Article
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  Authors: Luca Barbaglia, Sergio Consoli, Sebastiano Manzan
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-09T12:22:13Z
  DOI: 10.1080/07350015.2022.2060988
Identification and Estimation of Multinomial Choice Models with Latent
Special Covariates
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  Authors: Nail Kashaev
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-09T12:21:22Z
  DOI: 10.1080/07350015.2022.2060987
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series
Models
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  Authors: Sílvia Gonçalves, Ulrich Hounyo, Andrew J. Patton, Kevin Sheppard
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-05-09T12:17:07Z
  DOI: 10.1080/07350015.2022.2058949
Using Survey Information for Improving the Density Nowcasting of U.S. GDP
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  Authors: Cem Çakmakl i, Hamza Demircan
  Pages: 1 - 16
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-04-27T01:04:57Z
  DOI: 10.1080/07350015.2022.2058000
Circularly Projected Common Factors for Grouped Data
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  Authors: Mingjing Chen
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-04-11T01:29:39Z
  DOI: 10.1080/07350015.2022.2051520
Post-selection Inference of High-dimensional Logistic Regression Under
Case–Control Design
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  Authors: Yuanyuan Lin, Jinhan Xie, Ruijian Han, Niansheng Tang
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-04-11T01:23:55Z
  DOI: 10.1080/07350015.2022.2050245
Structural Breaks in Interactive Effects Panels and the Stock Market
Reaction to COVID-19
Open Access Article
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  Authors: Yiannis Karavias, Paresh Kumar Narayan, Joakim Westerlund
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-04-08T04:47:56Z
  DOI: 10.1080/07350015.2022.2053690
Simultaneous Spatial Panel Data Models with Common Shocks
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  Authors: Lina Lu
  Pages: 1 - 16
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-04-04T12:20:43Z
  DOI: 10.1080/07350015.2022.2046007
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit
Model with Random Effects
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  Authors: Kerem Tuzcuoglu
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-31T06:28:02Z
  DOI: 10.1080/07350015.2022.2044829
Inference for Nonparametric High-Frequency Estimators with an Application
to Time Variation in Betas
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  Authors: Ilze Kalnina
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-31T06:24:06Z
  DOI: 10.1080/07350015.2022.2040520
Skilled Mutual Fund Selection: False Discovery Control Under Dependence
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  Authors: Lijia Wang, Xu Han, Xin Tong
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-21T12:31:27Z
  DOI: 10.1080/07350015.2022.2044337
Reconciled Estimates of Monthly GDP in the United States
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  Authors: Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-21T12:30:12Z
  DOI: 10.1080/07350015.2022.2044336
Bayesian Dynamic Tensor Regression
Open Access Article
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  Authors: Monica Billio, Roberto Casarin, Matteo Iacopini, Sylvia Kaufmann
  Pages: 1 - 11
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-21T12:26:28Z
  DOI: 10.1080/07350015.2022.2032721
QML and Efficient GMM Estimation of Spatial Autoregressive Models with
Dominant (Popular) Units
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  Authors: Lung-Fei Lee, Chao Yang, Jihai Yu
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-17T06:23:32Z
  DOI: 10.1080/07350015.2022.2041424
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price
of Oil
Open Access Article
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  Authors: Knut Are Aastveit, Jamie L. Cross, Herman K. van Dijk
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-16T07:30:19Z
  DOI: 10.1080/07350015.2022.2039159
Locally Stationary Multiplicative Volatility Modeling
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  Authors: Christopher Walsh, Michael Vogt
  Pages: 1 - 12
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-16T07:24:34Z
  DOI: 10.1080/07350015.2022.2036612
Detecting Unobserved Heterogeneity in Efficient Prices via
Classifier-Lasso
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  Authors: Wenxin Huang, Liangjun Su, Yuan Zhuang
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-15T03:11:16Z
  DOI: 10.1080/07350015.2022.2036613
Estimating Density Ratio of Marginals to Joint: Applications to Causal
Inference
Open Access Article
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  Authors: Yukitoshi Matsushita, Taisuke Otsu, Keisuke Takahata
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-15T03:07:32Z
  DOI: 10.1080/07350015.2022.2035228
Predicting the Global Minimum Variance Portfolio
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  Authors: Laura Reh, Fabian Krüger, Roman Liesenfeld
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-15T03:02:37Z
  DOI: 10.1080/07350015.2022.2035226
Testing for Trend Specifications in Panel Data Models
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  Authors: Jilin Wu, Xiaojun Song, Zhijie Xiao
  Pages: 1 - 14
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-14T12:22:04Z
  DOI: 10.1080/07350015.2022.2035227
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss
Functions
Open Access Article
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  Authors: Matteo Iacopini, Francesco Ravazzolo, Luca Rossini
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-03-11T07:42:24Z
  DOI: 10.1080/07350015.2022.2035229
A Statistical Recurrent Stochastic Volatility Model for Stock Markets
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  Authors: Trong-Nghia Nguyen, Minh-Ngoc Tran, David Gunawan, Robert Kohn
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-02-28T01:31:17Z
  DOI: 10.1080/07350015.2022.2028631
A Novel Estimation Method in Generalized Single Index Models
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  Authors: Dixin Zhang, Yulin Wang, Hua Liang
  Pages: 1 - 15
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-02-15T01:21:58Z
  DOI: 10.1080/07350015.2022.2027777
Learning Human Activity Patterns Using Clustered Point Processes With
Active and Inactive States
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  Authors: Jingfei Zhang, Biao Cai, Xuening Zhu, Hansheng Wang, Ganggang Xu, Yongtao Guan
  Pages: 1 - 11
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-02-11T08:50:35Z
  DOI: 10.1080/07350015.2021.2025065
Density Forecasts in Panel Data Models: A Semiparametric Bayesian
Perspective
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  Authors: Laura Liu
  Pages: 1 - 15
  Abstract: .
  
  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
  Pages: 1 - 11
  Abstract: .
  
  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
Open Access Article
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  Authors: Yannick Hoga, Timo Dimitriadis
  Pages: 1 - 13
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-02-03T05:10:06Z
  DOI: 10.1080/07350015.2021.2021923
Monitoring Network Changes in Social Media
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  Authors: Cathy Yi-Hsuan Chen, Yarema Okhrin, Tengyao Wang
  Pages: 1 - 16
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-02-02T06:08:07Z
  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
  Pages: 1 - 18
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-02-02T05:25:15Z
  DOI: 10.1080/07350015.2021.2019046
Modeling Functional Time Series and Mixed-Type Predictors With Partially
Functional Autoregressions
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  Authors: Xiaofei Xu, Ying Chen, Ge Zhang, Thorsten Koch
  Pages: 1 - 18
  Abstract: .
  
  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-02-02T05:10:59Z
  DOI: 10.1080/07350015.2021.2011299
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
  Pages: 1 - 10
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  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-28T01:32:32Z
  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
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  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
Evidence
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  Authors: Sonja C. de New, Stefanie Schurer
  Pages: 1 - 16
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  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
Possibly Nonstrong Factors
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  Authors: Jad Beyhum, Eric Gautier
  Pages: 1 - 12
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  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
Open Access Article
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  Authors: Rong Jiang, Keming Yu
  Pages: 1 - 12
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  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
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  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-26T08:22:42Z
  DOI: 10.1080/07350015.2021.2008407
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: 1 - 13
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  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-26T08:16:35Z
  DOI: 10.1080/07350015.2021.2008406
-Penalized Pairwise Difference Estimation for a High-Dimensional Censored
Regression Model
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  Authors: Zhewen Pan, Jianhui Xie
  Pages: 1 - 15
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  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-24T01:26:16Z
  DOI: 10.1080/07350015.2021.2013243
Estimation of Sparsity-Induced Weak Factor Models
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  Authors: Yoshimasa Uematsu, Takashi Yamagata
  Pages: 1 - 15
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  Citation: Journal of Business & Economic Statistics
  PubDate: 2022-01-10T04:18:57Z
  DOI: 10.1080/07350015.2021.2008405