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  Subjects -> STATISTICS (Total: 130 journals)
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Journal of Business & Economic Statistics
Journal Prestige (SJR): 3.664
Citation Impact (citeScore): 2
Number of Followers: 40  
 
  Full-text available via subscription Subscription journal
ISSN (Print) 0735-0015 - ISSN (Online) 1537-2707
Published by American Statistical Association Homepage  [5 journals]
  • Identification of SVAR Models by Combining Sign Restrictions With External
           Instruments

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      Authors: Robin Braun, Ralf Brüggemann
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-23T06:08:52Z
      DOI: 10.1080/07350015.2022.2104857
       
  • Robust Covariance Matrix Estimation for High-Dimensional Compositional
           Data with Application to Sales Data Analysis

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      Authors: Danning Li, Arun Srinivasan, Qian Chen, Lingzhou Xue
      Pages: 1 - 11
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-21T12:42:31Z
      DOI: 10.1080/07350015.2022.2106990
       
  • Estimating Trends in Male Earnings Volatility with the Panel Study of
           Income Dynamics

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      Authors: Robert Moffitt, Sisi Zhang
      Pages: 1 - 6
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-16T06:28:50Z
      DOI: 10.1080/07350015.2022.2102024
       
  • Trends in Earnings Volatility Using Linked Administrative and Survey Data

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      Authors: James P. Ziliak, Charles Hokayem, Christopher R. Bollinger
      Pages: 1 - 8
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-16T06:25:51Z
      DOI: 10.1080/07350015.2022.2102023
       
  • Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey
           and Administrative Data

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      Authors: Robert Moffitt, John Abowd, Christopher Bollinger, Michael Carr, Charles Hokayem, Kevin McKinney, Emily Wiemers, Sisi Zhang, James Ziliak
      Pages: 1 - 11
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-16T06:24:03Z
      DOI: 10.1080/07350015.2022.2102020
       
  • Large Spillover Networks of Nonstationary Systems

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      Authors: Shi Chen, Melanie Schienle
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-16T06:22:42Z
      DOI: 10.1080/07350015.2022.2099870
       
  • Synthetic Control with Time Varying Coefficients A State Space Approach
           with Bayesian Shrinkage

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      Authors: Danny Klinenberg
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-13T12:39:45Z
      DOI: 10.1080/07350015.2022.2102025
       
  • Estimation of Leverage Effect: Kernel Function and Efficiency

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      Authors: Xiye Yang
      Pages: 1 - 18
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-13T12:24:12Z
      DOI: 10.1080/07350015.2022.2097910
       
  • Inference in a Class of Optimization Problems: Confidence Regions and
           Finite Sample Bounds on Errors in Coverage Probabilities

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      Authors: Joel L. Horowitz, Sokbae Lee
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-13T12:21:02Z
      DOI: 10.1080/07350015.2022.2093883
       
  • Large-Scale Generalized Linear Models for Longitudinal Data with Grouped
           Patterns of Unobserved Heterogeneity

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      Authors: Tomohiro Ando, Jushan Bai
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-13T03:49:56Z
      DOI: 10.1080/07350015.2022.2097913
       
  • News-Driven Uncertainty Fluctuations

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      Authors: Dongho Song, Jenny Tang
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-13T03:49:10Z
      DOI: 10.1080/07350015.2022.2097912
       
  • Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models
           with Compositional Covariates

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      Authors: Dongxiao Han, Jian Huang, Yuanyuan Lin, Lei Liu, Lianqiang Qu, Liuquan Sun
      Pages: 1 - 11
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-13T03:45:02Z
      DOI: 10.1080/07350015.2022.2097911
       
  • Can a Machine Correct Option Pricing Models'

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      Authors: Caio Almeida, Jianqing Fan, Gustavo Freire, Francesca Tang
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-06T12:24:22Z
      DOI: 10.1080/07350015.2022.2099871
       
  • 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

         This is an Open Access Article 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

         This is an Open Access Article 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
         This is an Open Access Article 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

         This is an Open Access Article 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
         This is an Open Access Article 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
         This is an Open Access Article 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

         This is an Open Access Article 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
         This is an Open Access Article 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

         This is an Open Access Article 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

         This is an Open Access Article 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

         This is an Open Access Article 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
         This is an Open Access Article 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
      Abstract: .

      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
      Abstract: .

      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
           Evidence

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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
           Possibly Nonstrong Factors

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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
         This is an Open Access Article Open Access Article

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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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