Journal of Business & Economic Statistics, Volume 38, Issue 4 (2020)

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Journal of Business & Economic Statistics, Volume 38, Issue 4 (2020)

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Discussion
Transparency in Structural Research
Isaiah Andrews, Matthew Gentzkow & Jesse M. Shapiro
Pages: 711-722
Published online: 25 Aug 2020
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Discussion
Discussion of “Transparency in Structural Research” by Isaiah Andrews, Matthew Gentzkow, and Jesse Shapiro
Stéphane Bonhomme
Pages: 723-725
Published online: 28 Sep 2020
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Discussion
Thoughts on “Transparency in Structural Research”
Christopher Taber
Pages: 726-727
Published online: 28 Sep 2020
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Discussion
Discussion on “ Transparency in Structural Research” by I. Andrews, M. Gentkow and J. Shapiro
Elie Tamer
Pages: 728-730
Published online: 28 Sep 2020
AbstractforDiscussion on “ Transparency in Structural Research” by I. Andrews, M. Gentkow and J. Shapiro | Full Text | References | PDF (111.8 KB) | EPUB
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Rejoinder

Article
Rejoinder
Isaiah Andrews, Matthew Gentzkow & Jesse M. Shapiro
Page: 731
Published online: 28 Sep 2020
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Articles

Article
Partial Identification of Economic Mobility: With an Application to the United States
Daniel L. Millimet, Hao Li & Punarjit Roychowdhury
Pages: 732-753
Published online: 28 May 2019
AbstractforPartial Identification of Economic Mobility: With an Application to the United States | Full Text | References | PDF (355 KB) | EPUB | Supplemental
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Article
Nonparametric Estimation of Search Costs for Differentiated Products: Evidence from Medigap
Haizhen Lin & Matthijs R. Wildenbeest
Pages: 754-770
Published online: 03 Jun 2019
AbstractforNonparametric Estimation of Search Costs for Differentiated Products: Evidence from Medigap | Full Text | References | PDF (475.9 KB) | EPUB
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Article
Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework
Siddhartha Chib & Xiaming Zeng
Pages: 771-783
Published online: 28 May 2019
AbstractforWhich Factors are Risk Factors in Asset Pricing? A Model Scan Framework | Full Text | References | PDF (214.6 KB) | EPUB | Supplemental
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Article
A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
Jeffrey S. Racine & Ingrid Van Keilegom
Pages: 784-795
Published online: 25 Jun 2019
AbstractforA Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test | Full Text | References | PDF (870.2 KB) | EPUB | Supplemental
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Article
Comparing Possibly Misspecified Forecasts
Andrew J. Patton
Pages: 796-809
Published online: 31 May 2019
AbstractforComparing Possibly Misspecified Forecasts | Full Text | References | PDF (862.7 KB) | EPUB | Supplemental
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Article
Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
Adam McCloskey
Pages: 810-825
Published online: 31 May 2019
AbstractforAsymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model | Full Text | References | PDF (323.7 KB) | EPUB | Supplemental
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Article
Treatment Effects With Heterogeneous Externalities
Tiziano Arduini, Eleonora Patacchini & Edoardo Rainone
Pages: 826-838
Published online: 03 Jun 2019
AbstractforTreatment Effects With Heterogeneous Externalities | Full Text | References | PDF (356.8 KB) | EPUB | Supplemental
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Article
Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations
Yuta Yamauchi & Yasuhiro Omori
Pages: 839-855
Published online: 25 Jun 2019
AbstractforMultivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations | Full Text | References | PDF (1 MB) | EPUB | Supplemental
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Article
A Stochastic Volatility Model With Realized Measures for Option Pricing
Giacomo Bormetti, Roberto Casarin, Fulvio Corsi & Giulia Livieri
Pages: 856-871
Published online: 31 May 2019
AbstractforA Stochastic Volatility Model With Realized Measures for Option Pricing | Full Text | References | PDF (751.8 KB) | EPUB | Supplemental
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Article
Bayesian Forecasting of Many Count-Valued Time Series
Lindsay R. Berry & Mike West
Pages: 872-887
Published online: 25 Jun 2019
AbstractforBayesian Forecasting of Many Count-Valued Time Series | Full Text | References | PDF (637 KB) | EPUB | Supplemental
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Article
Matching Using Sufficient Dimension Reduction for Causal Inference
Wei Luo & Yeying Zhu
Pages: 888-900
Published online: 24 Jun 2019
AbstractforMatching Using Sufficient Dimension Reduction for Causal Inference | Full Text | References | PDF (603.1 KB) | EPUB | Supplemental
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Article
Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance
German Blanco, Xuan Chen, Carlos A. Flores & Alfonso Flores-Lagunes
Pages: 901-920
Published online: 26 Jun 2019
AbstractforBounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance | Full Text | References | PDF (659.2 KB) | EPUB | Supplemental
  • 690 Views
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Article
Forecast Error Variance Decompositions with Local Projections
Yuriy Gorodnichenko & Byoungchan Lee
Pages: 921-933
Published online: 18 Jul 2019
AbstractforForecast Error Variance Decompositions with Local Projections | Full Text | References | PDF (707.9 KB) | EPUB | Supplemental
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Article
Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density*
Jun Ma, Hugo Jales & Zhengfei Yu
Pages: 934-950
Published online: 05 Jul 2019
AbstractforMinimum Contrast Empirical Likelihood Inference of Discontinuity in Density* | Full Text | References | PDF (883.8 KB) | EPUB | Supplemental
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Editorial Collaborators

Editorial
Editorial Collaborators
Pages: 951-954
Published online: 28 Sep 2020
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