Journal of Business & Economic Statistics, Volume 40, Issue 2 (2022)

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Journal of Business & Economic Statistics, Volume 40, Issue 2 (2022)

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Articles

Article
Co-citation and Co-authorship Networks of Statisticians
Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke & Wanshan Li
Pages: 469-485
Published online: 11 Nov 2021
AbstractforCo-citation and Co-authorship Networks of Statisticians | Full Text | References | PDF (4.2 MB) | EPUB | Supplemental
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Discussions

Discussion
Discussion of “Cocitation and Coauthorship Networks of Statisticians”
Haolei Weng & Yang Feng
Pages: 486-490
Published online: 21 Apr 2022
AbstractforDiscussion of “Cocitation and Coauthorship Networks of Statisticians” | Full Text | References | PDF (1.4 MB) | EPUB
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Discussion
Data Come First: Discussion of “Co-citation and Co-authorship Networks of Statisticians”
David Donoho
Page: 491
Published online: 21 Apr 2022
CitationforData Come First: Discussion of “Co-citation and Co-authorship Networks of Statisticians” | Full Text | PDF (258.4 KB) | EPUB
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Discussion
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li
Peter W. MacDonald, Elizaveta Levina & Ji Zhu
Pages: 492-493
Published online: 21 Apr 2022
CitationforDiscussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li | Full Text | References | PDF (306.6 KB) | EPUB
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Discussion
Discussion of “Co-citation and Co-authorship Networks of Statisticians”
Xiaojing Zhu & Eric D. Kolaczyk
Pages: 494-496
Published online: 21 Apr 2022
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Discussion
Discussion of “Co-citation and Co-authorship Networks of Statisticians”
Joshua Daniel Loyal & Yuguo Chen
Pages: 497-498
Published online: 21 Apr 2022
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Discussion
Rejoinder: “Co-citation and Co-authorship Networks of Statisticians”
Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke & Wanshan Li
Pages: 499-504
Published online: 21 Apr 2022
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Articles

Article
A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
Xuexin Wang & Yixiao Sun
Pages: 505-521
Published online: 25 Nov 2020
AbstractforA Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 290 Views
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Article
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
Wen Xu, Yanxi Hou & Deyuan Li
Pages: 522-536
Published online: 20 Nov 2020
AbstractforPrediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes | Full Text | References | PDF (2.6 MB) | EPUB | Supplemental
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Article
Nonparametric Copula Estimation for Mixed Insurance Claim Data
Lu Yang
Pages: 537-546
Published online: 20 Nov 2020
AbstractforNonparametric Copula Estimation for Mixed Insurance Claim Data | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 3474 Views
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Article
Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices
Nicolas Debarsy & James P. LeSage
Pages: 547-558
Published online: 25 Nov 2020
AbstractforBayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices | Full Text | References | PDF (1 MB) | EPUB | Supplemental
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Article
Dynamic Discrete Mixtures for High-Frequency Prices
Leopoldo Catania, Roberto Di Mari & Paolo Santucci de Magistris
Pages: 559-577
Published online: 01 Dec 2020
AbstractforDynamic Discrete Mixtures for High-Frequency Prices | Full Text | References | PDF (3.2 MB) | EPUB | Supplemental
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Article
Network-Based Clustering for Varying Coefficient Panel Data Models
Youquan Pei, Tao Huang, Heng Peng & Jinhong You
Pages: 578-594
Published online: 01 Dec 2020
AbstractforNetwork-Based Clustering for Varying Coefficient Panel Data Models | Full Text | References | PDF (4 MB) | EPUB | Supplemental
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Article
Sequential Scaled Sparse Factor Regression
Zemin Zheng, Yang Li, Jie Wu & Yuchen Wang
Pages: 595-604
Published online: 01 Dec 2020
AbstractforSequential Scaled Sparse Factor Regression | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 905 Views
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Article
Instrument Validity Tests With Causal Forests
Helmut Farbmacher, Raphael Guber & Sven Klaassen
Pages: 605-614
Published online: 23 Dec 2020
AbstractforInstrument Validity Tests With Causal Forests | Full Text | References | PDF (1 MB) | EPUB | Supplemental
  • 3990 Views
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Article
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
Yan Fang, Lan Xue, Carlos Martins-Filho & Lijian Yang
Pages: 615-628
Published online: 23 Dec 2020
AbstractforRobust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 355 Views
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Article
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series
Juan J. Dolado, Heiko Rachinger & Carlos Velasco
Pages: 629-650
Published online: 12 Jan 2021
AbstractforLM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 359 Views
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Article
Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous
Wenhao Cui
Pages: 651-663
Published online: 06 Jan 2021
AbstractforLaplace Estimator of Integrated Volatility When Sampling Times Are Endogenous | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 492 Views
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Article
Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
Lu Lu & Sujit K. Ghosh
Pages: 664-677
Published online: 06 Jan 2021
AbstractforNonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 504 Views
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Article
A Stochastic Volatility Model With a General Leverage Specification
Leopoldo Catania
Pages: 678-689
Published online: 04 Jan 2021
AbstractforA Stochastic Volatility Model With a General Leverage Specification | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 988 Views
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Article
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines
Zifeng Zhao, Peng Shi & Zhengjun Zhang
Pages: 690-704
Published online: 22 Jan 2021
AbstractforModeling Multivariate Time Series With Copula-Linked Univariate D-Vines | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 765 Views
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Article
Nonignorable Missing Data, Single Index Propensity Score and Profile Synthetic Distribution Function
Xuerong Chen, Denis Heng-Yan Leung & Jing Qin
Pages: 705-717
Published online: 19 Jan 2021
AbstractforNonignorable Missing Data, Single Index Propensity Score and Profile Synthetic Distribution Function | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 596 Views
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Article
Assessing Causal Effects in a Longitudinal Observational Study With “Truncated” Outcomes Due to Unemployment and Nonignorable Missing Data
Michela Bia, Alessandra Mattei & Andrea Mercatanti
Pages: 718-729
Published online: 04 Feb 2021
AbstractforAssessing Causal Effects in a Longitudinal Observational Study With “Truncated” Outcomes Due to Unemployment and Nonignorable Missing Data | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 575 Views
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Article
Analyzing Subjective Well-Being Data with Misclassification
Ekaterina Oparina & Sorawoot Srisuma
Pages: 730-743
Published online: 04 Feb 2021
AbstractforAnalyzing Subjective Well-Being Data with Misclassification | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 2744 Views
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Open Access
Article
Adaptive Testing for Cointegration With Nonstationary Volatility
H. Peter Boswijk & Yang Zu
Pages: 744-755
Published online: 03 Feb 2021
AbstractforAdaptive Testing for Cointegration With Nonstationary Volatility | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 2263 Views
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Article
Long Memory Factor Model: On Estimation of Factor Memories
Ying Lun Cheung
Pages: 756-769
Published online: 04 Feb 2021
AbstractforLong Memory Factor Model: On Estimation of Factor Memories | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 655 Views
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Article
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data
Yucheng Sun & Wen Xu
Pages: 770-784
Published online: 03 Feb 2021
AbstractforA Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 537 Views
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Article
Model Averaging for Nonlinear Regression Models
Yang Feng, Qingfeng Liu, Qingsong Yao & Guoqing Zhao
Pages: 785-798
Published online: 09 Feb 2021
AbstractforModel Averaging for Nonlinear Regression Models | Full Text | References | PDF (2.6 MB) | EPUB | Supplemental
  • 1366 Views
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Article
Multifrequency-Band Tests for White Noise Under Heteroscedasticity
Mengya Liu, Fukang Zhu & Ke Zhu
Pages: 799-814
Published online: 11 Feb 2021
AbstractforMultifrequency-Band Tests for White Noise Under Heteroscedasticity | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 324 Views
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Article
Structural Equation Model Averaging: Methodology and Application
Loraine Seng & Jialiang Li
Pages: 815-828
Published online: 11 Feb 2021
AbstractforStructural Equation Model Averaging: Methodology and Application | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 919 Views
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Article
Fixed-k Inference for Conditional Extremal Quantiles
Yuya Sasaki & Yulong Wang
Pages: 829-837
Published online: 04 Feb 2021
AbstractforFixed-k Inference for Conditional Extremal Quantiles | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 538 Views
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Article
Locally Stationary Quantile Regression for Inflation and Interest Rates
Zhuying Xu, Seonjin Kim & Zhibiao Zhao
Pages: 838-851
Published online: 16 Feb 2021
AbstractforLocally Stationary Quantile Regression for Inflation and Interest Rates | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
  • 591 Views
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Article
Risk Analysis via Generalized Pareto Distributions
Yi He, Liang Peng, Dabao Zhang & Zifeng Zhao
Pages: 852-867
Published online: 03 Mar 2021
AbstractforRisk Analysis via Generalized Pareto Distributions | Full Text | References | PDF (2.4 MB) | EPUB | Supplemental
  • 6174 Views
  • 2 CrossRef citations
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Open Access
Article
A Robust Generalization of the Rao Test
Ayanendranath Basu, Abhik Ghosh, Nirian Martin & Leandro Pardo
Pages: 868-879
Published online: 03 Mar 2021
AbstractforA Robust Generalization of the Rao Test | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 279 Views
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Article
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks
Fabrizio Iacone, Morten Ørregaard Nielsen & A. M. Robert Taylor
Pages: 880-896
Published online: 11 Mar 2021
AbstractforSemiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks | Full Text | References | PDF (2.3 MB) | EPUB | Supplemental
  • 1452 Views
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Article
Bayesian Approach to Lorenz Curve Using Time Series Grouped Data
Genya Kobayashi, Yuta Yamauchi, Kazuhiko Kakamu, Yuki Kawakubo & Shonosuke Sugasawa
Pages: 897-912
Published online: 04 Mar 2021
AbstractforBayesian Approach to Lorenz Curve Using Time Series Grouped Data | Full Text | References | PDF (3.9 MB) | EPUB | Supplemental
  • 655 Views
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Article
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
Jone Ascorbebeitia, Eva Ferreira & Susan Orbe
Pages: 913-923
Published online: 08 Mar 2021
AbstractforThe Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach | Full Text | References | PDF (2.3 MB) | EPUB | Supplemental
  • 750 Views
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Article
The Locally Gaussian Partial Correlation
Håkon Otneim & Dag Tjøstheim
Pages: 924-936
Published online: 15 Mar 2021
AbstractforThe Locally Gaussian Partial Correlation | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
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