Journal of Business & Economic Statistics, Volume 38, Issue 1 (2020)

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Journal of Business & Economic Statistics, Volume 38, Issue 1 (2020)

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Comment

Discussion
Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
Jeffrey M. Wooldridge & Ying Zhu
Pages: 1-18
Published online: 20 Dec 2019
AbstractforInference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data | Full Text | References | PDF (341.5 KB) | EPUB
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Discussion
Debiased Inference of Average Partial Effects in Single-Index Models: Comment on Wooldridge and Zhu
David A. Hirshberg & Stefan Wager
Pages: 19-24
Published online: 20 Dec 2019
First Page PreviewforDebiased Inference of Average Partial Effects in Single-Index Models: Comment on Wooldridge and Zhu | Full Text | References | PDF (258.9 KB) | EPUB
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Reply
Rejoinder
Jeffrey M. Wooldridge & Ying Zhu
Pages: 25-26
Published online: 20 Dec 2019
CitationforRejoinder | Full Text | References | PDF (95.2 KB) | EPUB
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Original Articles

Article
Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements
Peter Hördahl, Eli M. Remolona & Giorgio Valente
Pages: 27-42
Published online: 06 Sep 2018
AbstractforExpectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
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Article
Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
Daisuke Yagi, Yining Chen, Andrew L. Johnson & Timo Kuosmanen
Pages: 43-54
Published online: 11 Jul 2018
AbstractforShape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
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Article
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
Giuseppe Cavaliere, Heino Bohn Nielsen & Anders Rahbek
Pages: 55-67
Published online: 18 Jun 2018
AbstractforBootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 898 Views
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Article
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure
Joshua C. C. Chan
Pages: 68-79
Published online: 18 Jun 2018
AbstractforLarge Bayesian VARs: A Flexible Kronecker Error Covariance Structure | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
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Article
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
Chung Eun Lee & Xiaofeng Shao
Pages: 80-92
Published online: 18 Jun 2018
AbstractforVolatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility | Full Text | References | PDF (966.6 KB) | EPUB | Supplemental
  • 666 Views
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Article
Identifying Demand Shocks From Production Data
Carlos Daniel Santos
Pages: 93-106
Published online: 03 Jul 2018
AbstractforIdentifying Demand Shocks From Production Data | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 756 Views
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Article
Testing Nowcast Monotonicity with Estimated Factors
Jack Fosten & Daniel Gutknecht
Pages: 107-123
Published online: 18 Jun 2018
AbstractforTesting Nowcast Monotonicity with Estimated Factors | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 841 Views
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Article
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models
Pooyan Amir-Ahmadi, Christian Matthes & Mu-Chun Wang
Pages: 124-136
Published online: 18 Jun 2018
AbstractforChoosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models | Full Text | References | PDF (3 MB) | EPUB | Supplemental
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Article
Mixed Marginal Copula Modeling
David Gunawan, Mohamad A. Khaled & Robert Kohn
Pages: 137-147
Published online: 11 Jul 2018
AbstractforMixed Marginal Copula Modeling | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 1147 Views
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Article
Transformation-Kernel Estimation of Copula Densities
Kuangyu Wen & Ximing Wu
Pages: 148-164
Published online: 11 Jul 2018
AbstractforTransformation-Kernel Estimation of Copula Densities | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 741 Views
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Article
The Estimation of Compensating Wage Differentials: Lessons From the Deadliest Catch
Kurt Lavetti
Pages: 165-182
Published online: 09 Jul 2018
AbstractforThe Estimation of Compensating Wage Differentials: Lessons From the Deadliest Catch | Full Text | References | PDF (2 MB) | EPUB | Supplemental
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Article
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators
Hugo Bodory, Lorenzo Camponovo, Martin Huber & Michael Lechner
Pages: 183-200
Published online: 16 Oct 2018
AbstractforThe Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators | Full Text | References | PDF (1 MB) | EPUB | Supplemental
  • 2079 Views
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Article
Conditional Extremes in Asymmetric Financial Markets
Natalia Nolde & Jinyuan Zhang
Pages: 201-213
Published online: 31 Jul 2018
AbstractforConditional Extremes in Asymmetric Financial Markets | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 1042 Views
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Article
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
Shujie Ma, Wei Lan, Liangjun Su & Chih-Ling Tsai
Pages: 214-227
Published online: 15 Aug 2018
AbstractforTesting Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets | Full Text | References | PDF (995.9 KB) | EPUB | Supplemental
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