Journal of Business & Economic Statistics, Volume 37, Issue 4 (2019)

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Journal of Business & Economic Statistics, Volume 37, Issue 4 (2019)

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Original Articles

Article
Stochastic Spanning
Stelios Arvanitis, Mark Hallam, Thierry Post & Nikolas Topaloglou
Pages: 573-585
Published online: 14 Jun 2018
AbstractforStochastic Spanning | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 690 Views
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Article
Estimation of Models With Multiple-Valued Explanatory Variables
Alexandre Poirier & Nicolas L. Ziebarth
Pages: 586-597
Published online: 31 May 2018
AbstractforEstimation of Models With Multiple-Valued Explanatory Variables | Full Text | References | PDF (643.5 KB) | EPUB | Supplemental
  • 595 Views
  • 1 CrossRef citations
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Article
Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection
Tadao Hoshino
Pages: 598-612
Published online: 29 Oct 2018
AbstractforTwo-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection | Full Text | References | PDF (751.4 KB) | EPUB | Supplemental
  • 796 Views
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Article
Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models
Yannick Hoga
Pages: 613-624
Published online: 14 Jun 2018
AbstractforConfidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models | Full Text | References | PDF (1 MB) | EPUB | Supplemental
  • 1412 Views
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Article
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs
Zhongjun Qu & Jungmo Yoon
Pages: 625-647
Published online: 04 Jun 2018
AbstractforUniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 813 Views
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Article
Estimating and Testing Nonlinear Local Dependence Between Two Time Series
Virginia Lacal & Dag Tjøstheim
Pages: 648-660
Published online: 29 Oct 2018
AbstractforEstimating and Testing Nonlinear Local Dependence Between Two Time Series | Full Text | References | PDF (2.8 MB) | EPUB | Supplemental
  • 887 Views
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Article
Extreme Quantile Estimation for Autoregressive Models
Deyuan Li & Huixia Judy Wang
Pages: 661-670
Published online: 05 Nov 2018
AbstractforExtreme Quantile Estimation for Autoregressive Models | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 1372 Views
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Article
Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t-Statistic
Max Tabord-Meehan
Pages: 671-680
Published online: 04 Jun 2018
AbstractforInference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t-Statistic | Full Text | References | PDF (921.5 KB) | EPUB | Supplemental
  • 1185 Views
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Article
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
James Mitchell, Donald Robertson & Stephen Wright
Pages: 681-695
Published online: 31 May 2018
AbstractforR2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability | Full Text | References | PDF (804.3 KB) | EPUB | Supplemental
  • 707 Views
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Article
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model
Maciej Augustyniak, Luc Bauwens & Arnaud Dufays
Pages: 696-709
Published online: 04 Jun 2018
AbstractforA New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model | Full Text | References | PDF (1 MB) | EPUB | Supplemental
  • 1129 Views
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Article
Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery
Eva Deuchert, Martin Huber & Mark Schelker
Pages: 710-720
Published online: 04 Jun 2018
AbstractforDirect and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery | Full Text | References | PDF (498.7 KB) | EPUB | Supplemental
  • 2182 Views
  • 12 CrossRef citations
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Article
Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters
Scott Cederburg & Michael S. O’Doherty
Pages: 721-735
Published online: 31 May 2018
AbstractforUnderstanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 533 Views
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Article
Including Covariates in the Regression Discontinuity Design
Markus Frölich & Martin Huber
Pages: 736-748
Published online: 05 Sep 2018
AbstractforIncluding Covariates in the Regression Discontinuity Design | Full Text | References | PDF (754 KB) | EPUB | Supplemental
  • 2675 Views
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Article
Testing for Slope Heterogeneity Bias in Panel Data Models
Murillo Campello, Antonio F. Galvao & Ted Juhl
Pages: 749-760
Published online: 18 Jun 2018
AbstractforTesting for Slope Heterogeneity Bias in Panel Data Models | Full Text | References | PDF (781 KB) | EPUB | Supplemental
  • 1459 Views
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Article
Robust Likelihood Cross-Validation for Kernel Density Estimation
Ximing Wu
Pages: 761-770
Published online: 06 Jun 2018
AbstractforRobust Likelihood Cross-Validation for Kernel Density Estimation | Full Text | References | PDF (1 MB) | EPUB
  • 945 Views
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Editorial Collaborators

Editorial
Editorial Collaborators
Pages: 771-774
Published online: 07 Oct 2019
First Page PreviewforEditorial Collaborators | Full Text | PDF (100.9 KB) | EPUB
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