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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]
  • Narrative Restrictions and Proxies
         This is an Open Access Article Open Access Article

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      Authors: Raffaella Giacomini, Toru Kitagawa, Matthew Read
      Pages: 1415 - 1425
      Abstract: Volume 40, Issue 4, October 2022, Page 1415-1425
      .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-04T03:31:26Z
      DOI: 10.1080/07350015.2022.2115496
      Issue No: Vol. 40, No. 4 (2022)
       
  • Comments on “Narrative Restrictions and Proxies” by Giacomini,
           Kitagawa, and Read

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      Authors: Juan Rubio-Ramírez
      Pages: 1426 - 1428
      Abstract: Volume 40, Issue 4, October 2022, Page 1426-1428
      .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-04T03:31:33Z
      DOI: 10.1080/07350015.2022.2102021
      Issue No: Vol. 40, No. 4 (2022)
       
  • Comment on Giacomini, Kitagawa, and Read’s “Narrative
           Restrictions and Proxies”

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      Authors: Lutz Kilian
      Pages: 1429 - 1433
      Abstract: Volume 40, Issue 4, October 2022, Page 1429-1433
      .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-04T03:31:27Z
      DOI: 10.1080/07350015.2022.2102022
      Issue No: Vol. 40, No. 4 (2022)
       
  • Discussion of “Narrative Restrictions and Proxies” by Raffaella
           Giacomini, Toru Kitagawa, and Matthew Read

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      Authors: Mikkel Plagborg-Møller
      Pages: 1434 - 1437
      Abstract: Volume 40, Issue 4, October 2022, Page 1434-1437
      .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-04T03:33:20Z
      DOI: 10.1080/07350015.2022.2096042
      Issue No: Vol. 40, No. 4 (2022)
       
  • Narrative Restrictions and Proxies: Rejoinder
         This is an Open Access Article Open Access Article

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      Authors: Raffaella Giacomini, Toru Kitagawa, Matthew Read
      Pages: 1438 - 1441
      Abstract: Volume 40, Issue 4, October 2022, Page 1438-1441
      .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-04T03:31:26Z
      DOI: 10.1080/07350015.2022.2115710
      Issue No: Vol. 40, No. 4 (2022)
       
  • Graphical Assistant Grouped Network Autoregression Model: A Bayesian
           Nonparametric Recourse

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      Authors: Yimeng Ren, Xuening Zhu, Xiaoling Lu, Guanyu Hu
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-11-28T01:41:57Z
      DOI: 10.1080/07350015.2022.2143784
       
  • Covariance Model with General Linear Structure and Divergent Parameters

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      Authors: Xinyan Fan, Wei Lan, Tao Zou, Chih-Ling Tsai
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-11-28T01:37:32Z
      DOI: 10.1080/07350015.2022.2142593
       
  • Fast Variational Bayes Methods for Multinomial Probit Models

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      Authors: Rubén Loaiza-Maya, Didier Nibbering
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-11-18T03:11:03Z
      DOI: 10.1080/07350015.2022.2139267
       
  • From Conditional Quantile Regression to Marginal Quantile Estimation with
           Applications to Missing Data and Causal Inference

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      Authors: Huijuan Ma, Jing Qin, Yong Zhou
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-11-15T02:02:10Z
      DOI: 10.1080/07350015.2022.2140158
       
  • Spectral Estimation of Large Stochastic Blockmodels with Discrete Nodal
           Covariates

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      Authors: Angelo Mele, Lingxin Hao, Joshua Cape, Carey E. Priebe
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-11-15T01:58:27Z
      DOI: 10.1080/07350015.2022.2139709
       
  • Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models

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      Authors: Wu Wang, Zhongyi Zhu
      Pages: 1 - 10
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-11-14T01:16:03Z
      DOI: 10.1080/07350015.2022.2140667
       
  • Identifying Structural Vector Autoregression via Leptokurtic Economic
           Shocks

         This is an Open Access Article Open Access Article

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      Authors: Markku Lanne, Keyan Liu, Jani Luoto
      Pages: 1 - 11
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-11-04T02:09:03Z
      DOI: 10.1080/07350015.2022.2134872
       
  • Spatial Correlation Robust Inference in Linear Regression and Panel Models

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      Authors: Ulrich K. Müller, Mark W. Watson
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-27T07:42:51Z
      DOI: 10.1080/07350015.2022.2127737
       
  • Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP
           Survey and Administrative Data

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      Authors: Michael D. Carr, Robert A. Moffitt, Emily E. Wiemers
      Pages: 1 - 10
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-27T02:15:41Z
      DOI: 10.1080/07350015.2022.2126845
       
  • Teacher-to-Classroom Assignment and Student Achievement
         This is an Open Access Article Open Access Article

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      Authors: Bryan S. Graham, Geert Ridder, Petra Thiemann, Gema Zamarro
      Pages: 1 - 27
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-27T02:14:04Z
      DOI: 10.1080/07350015.2022.2126480
       
  • Male Earnings Volatility in LEHD Before, During, and After the Great
           Recession

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      Authors: Kevin L. McKinney, John M. Abowd
      Pages: 1 - 8
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-27T02:08:22Z
      DOI: 10.1080/07350015.2022.2126479
       
  • Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive
           Models

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      Authors: Lajos Horváth, Lorenzo Trapani
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-11T12:28:01Z
      DOI: 10.1080/07350015.2022.2120485
       
  • Corporate Probability of Default: A Single-Index Hazard Model Approach

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      Authors: Shaobo Li, Shaonan Tian, Yan Yu, Xiaorui Zhu, Heng Lian
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-11T12:25:14Z
      DOI: 10.1080/07350015.2022.2120484
       
  • Extremal Dependence-Based Specification Testing of Time Series

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      Authors: Yannick Hoga
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-11T12:20:16Z
      DOI: 10.1080/07350015.2022.2120483
       
  • Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data
           Models

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      Authors: Xiaoyu Zhang, Di Wang, Heng Lian, Guodong Li
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-10T07:30:52Z
      DOI: 10.1080/07350015.2022.2118125
       
  • When are Google Data Useful to Nowcast GDP' An Approach via
           Preselection and Shrinkage

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      Authors: Laurent Ferrara, Anna Simoni
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-10T07:26:42Z
      DOI: 10.1080/07350015.2022.2116025
       
  • Generalized Covariance Estimator

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      Authors: Christian Gourieroux, Joann Jasiak
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-07T07:23:57Z
      DOI: 10.1080/07350015.2022.2120486
       
  • Testing Stability in Functional Event Observations with an Application to
           IPO Performance

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      Authors: Lajos Horváth, Zhenya Liu, Gregory Rice, Shixuan Wang, Yaosong Zhan
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-07T07:18:35Z
      DOI: 10.1080/07350015.2022.2118127
       
  • Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions

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      Authors: Jeffrey S. Racine, Qi Li, Dalei Yu, Li Zheng
      Pages: 1 - 11
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-07T07:14:11Z
      DOI: 10.1080/07350015.2022.2118126
       
  • Overnight GARCH-Itô Volatility Models

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      Authors: Donggyu Kim, Minseok Shin, Yazhen Wang
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-06T07:27:34Z
      DOI: 10.1080/07350015.2022.2116027
       
  • Nonparametric Option Pricing with Generalized Entropic Estimators

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      Authors: Caio Almeida, Gustavo Freire, Rafael Azevedo, Kym Ardison
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-06T07:23:05Z
      DOI: 10.1080/07350015.2022.2115499
       
  • Nonparametric Prediction Distribution from Resolution-Wise Regression with
           Heterogeneous Data

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      Authors: Jialu Li, Wan Zhang, Peiyao Wang, Qizhai Li, Kai Zhang, Yufeng Liu
      Pages: 1 - 16
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-06T07:21:52Z
      DOI: 10.1080/07350015.2022.2115498
       
  • Consistent Estimation of Distribution Functions under Increasing Concave
           and Convex Stochastic Ordering

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      Authors: Alexander Henzi
      Pages: 1 - 12
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-03T12:56:06Z
      DOI: 10.1080/07350015.2022.2116026
       
  • LASSO for Stochastic Frontier Models with Many Efficient Firms

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      Authors: William C. Horrace, Hyunseok Jung, Yoonseok Lee
      Pages: 1 - 11
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-03T12:36:54Z
      DOI: 10.1080/07350015.2022.2110881
       
  • Bagged Pretested Portfolio Selection

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      Authors: Ekaterina Kazak, Winfried Pohlmeier
      Pages: 1 - 16
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-03T12:33:01Z
      DOI: 10.1080/07350015.2022.2110880
       
  • Procurements with Bidder Asymmetry in Cost and Risk-Aversion

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      Authors: Gaurab Aryal, Hanna Charankevich, Seungwon Jeong, Dong-Hyuk Kim
      Pages: 1 - 14
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-03T03:50:18Z
      DOI: 10.1080/07350015.2022.2115497
       
  • A Scalable Frequentist Model Averaging Method

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      Authors: Rong Zhu, Haiying Wang, Xinyu Zhang, Hua Liang
      Pages: 1 - 10
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-03T03:23:26Z
      DOI: 10.1080/07350015.2022.2116442
       
  • Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs

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      Authors: Léopold Simar, Paul W. Wilson
      Pages: 1 - 13
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-10-03T02:49:30Z
      DOI: 10.1080/07350015.2022.2110882
       
  • Specification Testing of Regression Models with Mixed Discrete and
           Continuous Predictors

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      Authors: Xuehu Zhu, Qiming Zhang, Lixing Zhu, Jun Zhang, Luoyao Yu
      Pages: 1 - 15
      Abstract: .

      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-09-27T07:54:28Z
      DOI: 10.1080/07350015.2022.2110879
       
  • 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
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      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
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      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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      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
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      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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      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
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      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

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      Authors: Yiannis Karavias, Paresh Kumar Narayan, Joakim Westerlund
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      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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      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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      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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      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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      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
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      Citation: Journal of Business & Economic Statistics
      PubDate: 2022-03-21T12:30:12Z
      DOI: 10.1080/07350015.2022.2044336
       
  • Bayesian Dynamic Tensor Regression
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      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
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      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

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      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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      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
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      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

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      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
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      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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      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

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      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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      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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      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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      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
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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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      Pages: 1 - 11
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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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      Authors: Yannick Hoga, Timo Dimitriadis
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      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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      Pages: 1 - 16
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      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
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      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
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      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
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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
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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
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      Authors: Rong Jiang, Keming Yu
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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
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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
      Abstract: .

      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
       
 
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