Journal of Business & Economic Statistics, Volume 35, Issue 4 (2017)

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Journal of Business & Economic Statistics, Volume 35, Issue 4 (2017)

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Original Articles

Article
Risk Measure Inference
Christophe Hurlin, Sébastien Laurent, Rogier Quaedvlieg & Stephan Smeekes
Pages: 499-512
Published online: 27 Apr 2017
AbstractforRisk Measure Inference | Full Text | References | PDF (826.2 KB) | Supplemental
  • 2687 Views
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Open Access
Article
The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility
Philip L. H. Yu, W. K. Li & F. C. Ng
Pages: 513-527
Published online: 20 Apr 2017
AbstractforThe Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility | Full Text | References | PDF (1.5 MB)
  • 728 Views
  • 16 CrossRef citations
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Article
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
Ke Zhu, Wai Keung Li & Philip L. H. Yu
Pages: 528-542
Published online: 25 Apr 2017
AbstractforBuffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates | Full Text | References | PDF (620 KB)
  • 582 Views
  • 19 CrossRef citations
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Article
Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
Bo E. Honoré & Michaela Kesina
Pages: 543-558
Published online: 27 Apr 2017
AbstractforEstimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables | Full Text | References | PDF (223.7 KB)
  • 1212 Views
  • 9 CrossRef citations
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Article
Root-N Consistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
Songnian Chen, Jichun Si, Hanghui Zhang & Yahong Zhou
Pages: 559-571
Published online: 27 Apr 2017
AbstractforRoot-N Consistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects | Full Text | References | PDF (220.4 KB)
  • 906 Views
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Article
Specification Test for Spatial Autoregressive Models
Liangjun Su & Xi Qu
Pages: 572-584
Published online: 20 Apr 2017
AbstractforSpecification Test for Spatial Autoregressive Models | Full Text | References | PDF (265.5 KB) | Supplemental
  • 982 Views
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Article
A Class of Non-Gaussian State Space Models With Exact Likelihood Inference
Drew D. Creal
Pages: 585-597
Published online: 20 Apr 2017
AbstractforA Class of Non-Gaussian State Space Models With Exact Likelihood Inference | Full Text | References | PDF (691.3 KB) | Supplemental
  • 741 Views
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Article
Parameter Estimation Robust to Low-Frequency Contamination
Adam McCloskey & Jonathan B. Hill
Pages: 598-610
Published online: 20 Apr 2017
AbstractforParameter Estimation Robust to Low-Frequency Contamination | Full Text | References | PDF (550.2 KB) | Supplemental
  • 426 Views
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Article
Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy
Tucker McElroy
Pages: 611-625
Published online: 28 Apr 2017
AbstractforMultivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy | Full Text | References | PDF (2.8 MB) | Supplemental
  • 463 Views
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Article
Search With Learning for Differentiated Products: Evidence from E-Commerce
Babur De Los Santos, Ali Hortaçsu & Matthijs R. Wildenbeest
Pages: 626-641
Published online: 27 Apr 2017
AbstractforSearch With Learning for Differentiated Products: Evidence from E-Commerce | Full Text | References | PDF (1.2 MB)
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List of Reviewers

Editorial Collaborators
Pages: 642-645
Published online: 22 Sep 2017
First Page PreviewforEditorial Collaborators | Full Text | PDF (55 KB)
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Free Access

Miscellaneous

Article
Editorial Board EOV
Page: ebi
Published online: 22 Sep 2017
CitationforEditorial Board EOV | Full Text | PDF (40.2 KB)
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