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- Partially Linear Single-Index Models and Functional Principal Component
Analysis of Spatially and Temporally Indexed Point Processes-
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Authors: Kun Huang Xian Chen Yongtao Guan Yehua Li a Department of Statistics; Texas A&M University, College Station, TXb Department of Management Science Engineering, Shanghai University, Shanghai, Chinac School of Data Science, Shenzhen Research Institute of Big Data, The Chinese University of Hong Kong, Shenzhen, Chinad Department of Statistics, University of California, Riverside, CA
Pages: 1 - 15
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2025-04-17T12:23:12Z
DOI: 10.1080/07350015.2025.2475950
- Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive
Analysis-
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Authors: Martin Bruns Helmut Lütkepohl James McNeil a School of Economics; University of East Anglia, Norwich, UKb DIW Berlin Freie Universität Berlin, Berlin, Germanyc Department of Economics, Dalhousie University, Halifax, Nova Scotia, Canada
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-04-17T12:18:31Z
DOI: 10.1080/07350015.2025.2476699
- Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity
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Authors: David Kohns Galina Potjagailo a Computer Science; Aalto University, Aalto, Finlandb Bank of England, London, UK
Pages: 1 - 17
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-04-16T12:24:40Z
DOI: 10.1080/07350015.2025.2467898
- Sectoral Uncertainty: A Hierarchical-Volatility Approach
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Authors: Efrem Castelnuovo Kerem Tuzcuoglu Luis Uzeda a University of Padova; Padova, Italyb Bank of Canada, Ottawa, Canada
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-04-16T12:24:18Z
DOI: 10.1080/07350015.2025.2473907
- Inference with High-Dimensional Weak Instruments and the New Keynesian
Phillips Curve-
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Authors: Max-Sebastian Dovì International Monetary Fund; Washington, DC
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-04-14T12:26:31Z
DOI: 10.1080/07350015.2025.2473914
- A Nonparametric Bayesian Estimator of Copula Density with Applications to
Financial Market-
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Authors: Qiaoyu Wang Ximing Wu a International School of Economics; Business, Beijing, Chinab Department of Agricultural Economimics, Texas A&M University, College Station, TX
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-04-03T12:21:13Z
DOI: 10.1080/07350015.2025.2463942
- Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and
Its Application to Credit Scoring-
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Authors: Jiun-Hua Su Institute of Economics Academia Sinica; Taipei, Taiwan
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-03-27T12:22:12Z
DOI: 10.1080/07350015.2025.2459101
- Investigating Economic Uncertainty Using Stochastic Volatility in Mean
VARs: The Importance of Model Size, Order-Invariance and Classification-
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Authors: Sharada Nia Davidson Chenghan Hou Gary Koop a Department of Economics; University of Strathclyde, Glasgow, UKb Center for Economics, Finance Management Studies, Hunan University, Hunan, China
Pages: 1 - 16
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-03-10T12:19:49Z
DOI: 10.1080/07350015.2025.2455064
- Conditional Score Residuals and Diagnostic Analysis of Serial Dependence
in Time Series Models-
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Authors: F. Blasques P. Gorgi S. J. Koopman a Vrije Universiteit Amsterdam; Amsterdam, The Netherlandsb Tinbergen Institute, Amsterdam, The Netherlands
Pages: 1 - 29
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-27T01:22:06Z
DOI: 10.1080/07350015.2024.2447293
- Leveraging Unlabeled Data for Superior ROC Curve Estimation via a
Semiparametric Approach-
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Authors: Menghua Zhang Mengjiao Peng Yong Zhou Key Laboratory of Advanced Theory; Interdisciplinary Sciences, East China Normal University, Shanghai, China
Pages: 1 - 26
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-26T01:38:26Z
DOI: 10.1080/07350015.2025.2450495
- Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional
Maxima of Financial Time Series Data-
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Authors: Ning Fan Chunming Zhang Zhengjun Zhang a Department of Statistics; University of Wisconsin-Madison, Madison, WI; b School of Economics Policy Simulation, University of Chinese Academy of Sciences; AMSS Center for Forecasting Sciences, Chinese Academy of Sciences, Beijing, China
Pages: 1 - 23
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-26T01:35:06Z
DOI: 10.1080/07350015.2025.2450488
- Estimation and Inference for a Semiparametric Time–Varying Panel
Data Model-
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Authors: Fei Liu School of Finance; Nankai University, Tianjin, China
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-26T01:26:48Z
DOI: 10.1080/07350015.2024.2449391
- Bayesian Inference of Vector Autoregressions with Tensor Decompositions
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Authors: Yiyong Luo Jim E. Griffin Department of Statistical Science; University College London, WC1E 6BT, UK
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-26T01:14:03Z
DOI: 10.1080/07350015.2024.2447302
- Precision Least Squares: Estimation and Inference in High-Dimensions
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Authors: Luca Margaritella Rosnel Sessinou a Department of Economics; Lund University, Lund, Swedenb Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlandsc Tinbergen Institute, Amsterdam, The Netherlands
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-05T01:21:40Z
DOI: 10.1080/07350015.2024.2440573
- Instability of Factor Strength in Asset Returns
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Authors: Daniele Massacci Banking; Finance Department, King’s Business School, King’s College London, London, UK
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-03T01:46:01Z
DOI: 10.1080/07350015.2024.2444344
- Model Selection for Multivalued-Treatment Policy Learning in Observational
Studies-
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Authors: Yue Fang Jin Xi Haitian Xie a School of Management; Systems Science, Center for Forecasting Science, Chinese Academy of Sciences, Beijing, Chinac Guanghua School of Management, Peking University, Beijing, China
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-02-03T01:42:23Z
DOI: 10.1080/07350015.2024.2442672
- Positive-Definite Converging Kernel Estimation of Long-Run Variance
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Authors: Xu Liu Kin Wai Chan Department of Statistics; The Chinese University of Hong Kong, Shatin, Hong Kong
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-01-23T01:20:46Z
DOI: 10.1080/07350015.2024.2432945
- Testing for Asset Price Bubbles Using Options Data
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Authors: Nicola Fusari Robert Jarrow Sujan Lamichhane a Johns Hopkins Carey Business School; Baltimore, MDb S.C. Johnson Graduate School of Management, Cornell University, Ithaca, NYc International Monetary Fund, Washington, DC
Pages: 1 - 15
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2025-01-22T01:40:50Z
DOI: 10.1080/07350015.2024.2429470
- A Revealed Preference Approach to Identification and Inference in
Producer-Consumer Models-
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Authors: Charles Gauthier Department of Economics; KU Leuven, Leuven, Belgium
Pages: 1 - 10
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-01-16T01:21:02Z
DOI: 10.1080/07350015.2024.2436576
- Small Tuning Parameter Selection for the Debiased Lasso
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Authors: Akira Shinkyu Naoya Sueishi a Faculty of Economics; Shiga University, Hikone, Japanb Graduate School of Economics, Kobe University, Kobe, Japan
Pages: 1 - 12
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Citation: Journal of Business & Economic Statistics
PubDate: 2025-01-16T01:18:55Z
DOI: 10.1080/07350015.2024.2439892
- Estimation and Inference for Extreme Continuous Treatment Effects
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Authors: Wei Huang Shuo Li Liuhua Peng a School of Mathematics; Economics, Tianjin, China
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-23T01:38:46Z
DOI: 10.1080/07350015.2024.2430293
- Asymptotic Normality and Finite-Sample Robustness of the Fourier Spot
Volatility Estimator in the Presence of Microstructure Noise-
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Authors: Maria Elvira Mancino Tommaso Mariotti Giacomo Toscano a Department of Economics; Statistics, University of Turin, Torino, Italy
Pages: 1 - 23
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-23T01:34:30Z
DOI: 10.1080/07350015.2024.2435910
- Rerandomization and Covariate Adjustment in Split-Plot Designs
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Authors: Wenqi Shi Anqi Zhao Hanzhong Liu a Department of Statistics; Harvard University, Cambridge, MAb Fuqua School of Business, Duke University, Durham, NCc Department of Statistics Data Science, Tsinghua University, Beijing, China
Pages: 1 - 22
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-23T01:32:22Z
DOI: 10.1080/07350015.2024.2429464
- A Neural Phillips Curve and a Deep Output Gap
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Authors: Philippe Goulet Coulombe Département des Sciences Économiques; Université du Québec à Montréal, Montréal, Canada
Pages: 1 - 22
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-23T01:25:47Z
DOI: 10.1080/07350015.2024.2421279
- Calibrated Equilibrium Estimation and Double Selection for
High-dimensional Partially Linear Measurement Error Models-
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Authors: Jingxuan Luo Gaorong Li Heng Peng Lili Yue a School of Statistics; Beijing Normal University, Beijing, P. R. Chinab Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong, P. R. Chinac School of Statistics Data Science, Nanjing Audit University, Nanjing, P. R. China
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-20T01:26:21Z
DOI: 10.1080/07350015.2024.2422982
- Efficient Importance Variational Approximations for State Space Models
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Authors: Rubén Loaiza-Maya Didier Nibbering Department of Econometrics; Business Statistics, Monash University, Clayton, VIC, Australia
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-19T01:31:22Z
DOI: 10.1080/07350015.2024.2429468
- Another Look at Dependence: The Most Predictable Aspects of Time Series
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Authors: Tommaso Proietti Department of Economics; Finance, University of Rome Tor Vergata, Rome, Italy
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-18T01:25:16Z
DOI: 10.1080/07350015.2024.2424345
- Combining Instrumental Variable Estimators for a Panel Data Model with
Factors-
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Authors: Matthew Harding Carlos Lamarche Chris Muris a Department of Economics; University of California at Irvine, Irvine, CAb Department of Economics, University of Kentucky, Lexington, KYc Department of Economics, McMaster University, Hamilton, Canada
Pages: 1 - 12
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-04T08:19:12Z
DOI: 10.1080/07350015.2024.2421991
- Group Sparse β-Model for Network
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Authors: Zhonghan Wang Junlong Zhao School of Statistics; Beijing Normal University, Beijing, China
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-02T02:00:51Z
DOI: 10.1080/07350015.2024.2418849
- An Adaptive Kernel-Based Structural Change Test for Copulas
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Authors: Xiaohui Lu Yahong Zhou a School of Economics; Shanghai University of Finance Interdisciplinary Sciences, Shanghai, China
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-02T01:57:38Z
DOI: 10.1080/07350015.2024.2422980
- Testing for Equal Average Forecast Accuracy in Possibly Unstable
Environments-
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Authors: David I. Harvey Stephen J. Leybourne Yang Zu a School of Economics; University of Nottingham, Nottingham, UKb Department of Economics, University of Macau, Taipa, Macau
Pages: 1 - 14
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-02T01:53:36Z
DOI: 10.1080/07350015.2024.2418835
- Inference in Experiments with Matched Pairs and Imperfect Compliance
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Authors: Yuehao Bai Hongchang Guo Azeem M. Shaikh Max Tabord-Meehan a Department of Economics; University of Southern California, Los Angeles, CAb Department of Economics, Northwestern University, Evanston, ILc Department of Economics, University of Chicago, Chicago, IL
Pages: 1 - 16
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-02T01:47:07Z
DOI: 10.1080/07350015.2024.2416972
- Correcting for Misclassified Binary Regressors Using Instrumental
Variables-
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Authors: Steven J. Haider Melvin Stephens a Michigan State University; East Lansing, MIb University of Michigan, Ann Arbor, MIc NBER, Cambridge, MA
Pages: 1 - 19
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-12-02T01:41:31Z
DOI: 10.1080/07350015.2024.2415102
- Penalized Sparse Covariance Regression with High Dimensional Covariates
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Authors: Yuan Gao Zhiyuan Zhang Zhanrui Cai Xuening Zhu Tao Zou Hansheng Wang a Guanghua School of Management; Peking University, Beijing Chinab School of Data Science, Fudan University, Shanghai, Chinac Faculty of Business Statistics, Australian National University, Canberra, Australia
Pages: 1 - 12
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-11-19T03:34:54Z
DOI: 10.1080/07350015.2024.2415109
- Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables
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Authors: Christopher R. Dobronyi Fu Ouyang Thomas Tao Yang a Google; Mountain View, CAb School of Economics, University of Queensland, Brisbane, Australiac Research School of Economics, Australian National University, Canberra, Australia
Pages: 1 - 11
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-11-19T03:32:44Z
DOI: 10.1080/07350015.2024.2412006
- An Oracle Inequality for Multivariate Dynamic Quantile Forecasting
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Authors: Jordi Llorens-Terrazas School of Social Sciences; University of Surrey, Guildford, UK
Pages: 1 - 12
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-11-19T03:30:13Z
DOI: 10.1080/07350015.2024.2415107
- Endogenous Kink Threshold Regression
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Authors: Jianhan Zhang Chaoyi Chen Yiguo Sun Thanasis Stengos a School of Statistics; Dongbei University of Finance Finance, University of Guelph, Guelph, Ontario, Canada
Pages: 1 - 12
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-11-19T03:15:36Z
DOI: 10.1080/07350015.2024.2407634
- Robust Estimation for Threshold Autoregressive Moving-Average Models
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Authors: Greta Goracci Davide Ferrari Simone Giannerini Francesco Ravazzolo a Faculty of Economics; Analytics, BI Norwegian Business School, Oslo, Norway
Pages: 1 - 13
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-11-15T01:25:44Z
DOI: 10.1080/07350015.2024.2412011
- Constrained Polynomial Likelihood
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Authors: Caio Almeida Ricardo Masini Paul Schneider a Department of Economics; SFI, Lugano, Switzerland
Pages: 1 - 12
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-10-25T03:47:41Z
DOI: 10.1080/07350015.2024.2394587
- Design-Based Theory for Lasso Adjustment in Randomized Block Experiments
and Rerandomized Experiments-
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Authors: Ke Zhu Hanzhong Liu Yuehan Yang a Center for Statistical Science; Department of Industrial Engineering, Tsinghua University, Beijing, Chinab Central University of Finance Economics, Beijing, China
Pages: 1 - 12
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-10-18T12:18:18Z
DOI: 10.1080/07350015.2024.2403381
- Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale
Online Product Rating Networks-
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Authors: Qian Chen Amal Agarwal Duncan K. H. Fong Wayne S. DeSarbo Lingzhou Xue a The Pennsylvania State University; University Park, PAb eBay Inc, Fremont, CA
Pages: 1 - 13
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Citation: Journal of Business & Economic Statistics
PubDate: 2024-10-15T12:29:52Z
DOI: 10.1080/07350015.2024.2395423
- Distinguishing Time-Varying Factor Models
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Authors: Zhonghao Fu Liangjun Su Xia Wang a School of Economics; Fudan University, Shanghai, Chinab Shanghai Institute of International Finance Management, Tsinghua University, Beijing, Chinad School of Economics, Renmin University of China, Beijing, China
Pages: 1 - 12
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-10-08T12:56:18Z
DOI: 10.1080/07350015.2024.2395424
- Robust and Efficient Estimation of Potential Outcome Means Under Random
Assignment-
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Authors: Akanksha Negi Jeffrey M. Wooldridge a Department of Econometrics; Business Statistics, Monash University, Clayton, Australiab Department of Economics, Michigan State University, East Lansing, MI
Pages: 1 - 14
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-10-08T12:53:08Z
DOI: 10.1080/07350015.2024.2394576
- Probabilistic Quantile Factor Analysis
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Authors: Dimitris Korobilis Maximilian Schröder a University of Glasgow; Glasgow, UKb BI Norwegian Business School, Oslo, Norwayc Norges Bank, Oslo, Norway
Pages: 1 - 14
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-10-07T11:43:47Z
DOI: 10.1080/07350015.2024.2396956
- An Improved Divide-and-Conquer Approach to Estimating Mean Functional,
with Application to Average Treatment Effect Estimation-
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Authors: Zhengtian Zhu Liping Zhu a Academy of Mathematics; Big Data, Renmin University of China, Beijing, China
Pages: 1 - 10
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-25T07:02:47Z
DOI: 10.1080/07350015.2024.2395429
- Systemic Contagion
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Authors: Soon Heng Leong Finance Department; ESCP Business School, London, UK
Pages: 1 - 14
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-23T01:04:39Z
DOI: 10.1080/07350015.2024.2394580
- Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor
Models-
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Authors: Sainan Xu Chaofeng Yuan Jianhua Guo a KLCSTC; Business University, Beijing, China
Pages: 1 - 15
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-23T01:01:56Z
DOI: 10.1080/07350015.2024.2393724
- Statistical Identification of Independent Shocks with Kernel-based Maximum
Likelihood Estimation and an Application to the Global Crude Oil Market-
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Authors: Christian M. Hafner Helmut Herwartz Shu Wang a Louvain Institute for Data Analysis; Statistics (LIDAM), Université catholique de Louvain, Louvain-la-Neuve, Belgiumb Chair of Econometrics, University of Göttingen, Göttingen, Germany
Pages: 1 - 16
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-19T12:30:48Z
DOI: 10.1080/07350015.2024.2388657
- A Heteroscedasticity-Robust Overidentifying Restriction Test with
High-Dimensional Covariates-
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Authors: Qingliang Fan Zijian Guo Ziwei Mei a Department of Economics; The Chinese University of Hong Kong, Shatin, Hong Kongb Department of Statistics, Rutgers University, New Brunswick, NJ
Pages: 1 - 10
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-19T12:28:23Z
DOI: 10.1080/07350015.2024.2388654
- Difference-in-Differences Estimator of Quantile Treatment Effect on the
Treated-
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Authors: Doosoo Kim Jeffrey M. Wooldridge a Department of Economics; Toronto Metropolitan University, Toronto, Canadab Department of Economics, Michigan State University, East Lansing, MI
Pages: 1 - 12
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-19T12:25:37Z
DOI: 10.1080/07350015.2024.2388643
- Probability of Causation with Sample Selection: A Reanalysis of the
Impacts of Jóvenes en Acción on Formality-
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Authors: Vitor Possebom Flavio Riva a Sao Paulo School of Economics - FGV; Sao Paulo, Brazilb Instituto Mobilidade e Desenvolvimento Social - Imds, Rio de Janeiro, Brazil
Pages: 1 - 10
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-19T12:22:26Z
DOI: 10.1080/07350015.2024.2388639
- Decomposition of Differences in Distribution under Sample Selection and
the Gender Wage Gap-
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Authors: Santiago Pereda-Fernández Departamento de Economía; Universidad de Cantabria, Santander, Spain
Pages: 1 - 13
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-19T12:20:33Z
DOI: 10.1080/07350015.2024.2385823
- Incorporating Different Sources of Information for Bayesian Optimal
Portfolio Selection-
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Authors: Olha Bodnar Taras Bodnar Vilhelm Niklasson a Unit of Statistics; School of Business, Örebro University, Örebro, Swedenb Department of Management Engineering, Linköping University, Linköping, Swedenc Department of Mathematics, Stockholm University, Stockholm, Sweden
Pages: 1 - 13
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-19T12:18:39Z
DOI: 10.1080/07350015.2024.2379361
- Shapley Curves: A Smoothing Perspective
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Authors: Ratmir Miftachov Georg Keilbar Wolfgang Karl Härdle a School of Business; Physics, Charles University, Prague, Czech Republicg Institute for Digital Assets, Academy of Economic Sciences, Bucharest, Romania
Pages: 1 - 12
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-17T12:17:12Z
DOI: 10.1080/07350015.2024.2365781
- Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets
Return Predictability-
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Authors: Wenfeng He Xiaoling Mei Wei Zhong Huanjun Zhu a School of Finance; Renmin University of China, Beijing, Chinab Department of Finance, School of Economics, Xiamen University, Xiamen, Fujian, Chinac Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian, Chinad MOE Key Lab of Econometrics, Xiamen University, Xiamen, Fujian, Chinae Department of Statistics & Data Science, School of Economics, Xiamen University, Xiamen, Fujian, Chinaf Paula Gregory Chow Institute for Studies in Economics, Xiamen University, Xiamen, Fujian, China
Pages: 1 - 14
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-09-03T12:32:29Z
DOI: 10.1080/07350015.2024.2374971
- Tests for Almost Stochastic Dominance
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Authors: Amparo Baíllo Javier Cárcamo Carlos Mora-Corral a Departamento de Matemáticas; Universidad Autónoma de Madrid, Madrid, Spainb Departamento de Matemáticas, Universidad del País Vasco, Bilbao, Spainc Instituto de Ciencias Matemáticas, CSIC-UAM-UC3M-UCM, Madrid, Spain
Pages: 1 - 13
Abstract: .
Citation: Journal of Business & Economic Statistics
PubDate: 2024-08-28T06:47:14Z
DOI: 10.1080/07350015.2024.2374274
- 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
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