Journal of Business & Economic Statistics, Volume 37, Issue 1 (2019)

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Journal of Business & Economic Statistics, Volume 37, Issue 1 (2019)

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Articles

Article
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
Tingting Cheng, Jiti Gao & Xibin Zhang
Pages: 1-12
Published online: 12 Jun 2017
AbstractforBayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models | Full Text | References | PDF (815.6 KB) | EPUB | Supplemental
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Article
System Estimation of Panel Data Models Under Long-Range Dependence
Yunus Emre Ergemen
Pages: 13-26
Published online: 27 Apr 2017
AbstractforSystem Estimation of Panel Data Models Under Long-Range Dependence | Full Text | References | PDF (733.4 KB) | EPUB | Supplemental
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Original Articles

Article
Adaptive Shrinkage in Bayesian Vector Autoregressive Models
Florian Huber & Martin Feldkircher
Pages: 27-39
Published online: 27 Apr 2017
AbstractforAdaptive Shrinkage in Bayesian Vector Autoregressive Models | Full Text | References | PDF (3 MB) | EPUB | Supplemental
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Articles

Article
Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
Lore Dirick, Tony Bellotti, Gerda Claeskens & Bart Baesens
Pages: 40-53
Published online: 27 Apr 2017
AbstractforMacro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models | Full Text | References | PDF (554.8 KB) | EPUB
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Article
Estimation and Inference of Distributional Partial Effects: Theory and Application
Shu Shen
Pages: 54-66
Published online: 28 Apr 2017
AbstractforEstimation and Inference of Distributional Partial Effects: Theory and Application | Full Text | References | PDF (609.8 KB) | EPUB | Supplemental
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Article
Too Connected to Fail? Inferring Network Ties From Price Co-Movements
Jakob J. Bosma, Michael Koetter & Michael Wedow
Pages: 67-80
Published online: 16 May 2017
AbstractforToo Connected to Fail? Inferring Network Ties From Price Co-Movements | Full Text | References | PDF (528.2 KB) | EPUB | Supplemental
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Open Access

Original Articles

Article
Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S.
John M. Clapp, Stephen L. Ross & Tingyu Zhou
Pages: 81-96
Published online: 08 Dec 2017
AbstractforRetail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S. | Full Text | References | PDF (585.6 KB) | EPUB | Supplemental
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Articles

Article
Functional Autoregression for Sparsely Sampled Data
Daniel R. Kowal, David S. Matteson & David Ruppert
Pages: 97-109
Published online: 19 May 2017
AbstractforFunctional Autoregression for Sparsely Sampled Data | Full Text | References | PDF (756.2 KB) | EPUB | Supplemental
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Article
Perceived Inflation Persistence
Monica Jain
Pages: 110-120
Published online: 19 May 2017
AbstractforPerceived Inflation Persistence | Full Text | References | PDF (792.2 KB) | EPUB | Supplemental
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Article
Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution
James W. Taylor
Pages: 121-133
Published online: 19 May 2017
AbstractforForecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution | Full Text | References | PDF (542.7 KB) | EPUB | Supplemental
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Article
On the Identification of Fractionally Cointegrated VAR Models With the F(d) Condition
Federico Carlini & Paolo Santucci de Magistris
Pages: 134-146
Published online: 12 Jun 2017
AbstractforOn the Identification of Fractionally Cointegrated VAR Models With the F(d) Condition | Full Text | References | PDF (956.4 KB) | EPUB | Supplemental
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Original Articles

Article
A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
Wei Lan & Lilun Du
Pages: 147-157
Published online: 31 Jul 2018
AbstractforA Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
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Articles

Article
Inferences for a Partially Varying Coefficient Model With Endogenous Regressors
Zongwu Cai, Ying Fang, Ming Lin & Jia Su
Pages: 158-170
Published online: 12 Jun 2017
AbstractforInferences for a Partially Varying Coefficient Model With Endogenous Regressors | Full Text | References | PDF (522.3 KB) | EPUB | Supplemental
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Article
Regression Discontinuity Designs With Sample Selection
Yingying Dong
Pages: 171-186
Published online: 08 Aug 2017
AbstractforRegression Discontinuity Designs With Sample Selection | Full Text | References | PDF (962.4 KB) | EPUB | Supplemental
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