Journal of Business & Economic Statistics, Volume 40, Issue 4 (2022)

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Journal of Business & Economic Statistics, Volume 40, Issue 4 (2022)

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Article
Narrative Restrictions and Proxies
Raffaella Giacomini, Toru Kitagawa & Matthew Read
Pages: 1415-1425
Published online: 04 Oct 2022
AbstractforNarrative Restrictions and Proxies | Full Text | References | PDF (1.2 MB) | EPUB
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Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read
Juan Rubio-Ramírez
Pages: 1426-1428
Published online: 04 Oct 2022
AbstractforComments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read | Full Text | References | PDF (812.9 KB) | EPUB
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Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”
Lutz Kilian
Pages: 1429-1433
Published online: 04 Oct 2022
First Page PreviewforComment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” | Full Text | References | PDF (702.8 KB) | EPUB
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Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read
Mikkel Plagborg-Møller
Pages: 1434-1437
Published online: 04 Oct 2022
First Page PreviewforDiscussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read | Full Text | References | PDF (553.2 KB) | EPUB | Supplemental
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Reply
Narrative Restrictions and Proxies: Rejoinder
Raffaella Giacomini, Toru Kitagawa & Matthew Read
Pages: 1438-1441
Published online: 04 Oct 2022
AbstractforNarrative Restrictions and Proxies: Rejoinder | Full Text | References | PDF (514 KB) | EPUB
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Articles

Article
Hedging With Linear Regressions and Neural Networks
Johannes Ruf & Weiguan Wang
Pages: 1442-1454
Published online: 30 Jun 2021
AbstractforHedging With Linear Regressions and Neural Networks | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
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Article
Nonparametric Specification Testing of Conditional Asset Pricing Models
Francisco Peñaranda, Juan M. Rodríguez-Poo & Stefan Sperlich
Pages: 1455-1469
Published online: 14 Jul 2021
AbstractforNonparametric Specification Testing of Conditional Asset Pricing Models | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 537 Views
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High-Dimensional Mixed-Frequency IV Regression
Andrii Babii
Pages: 1470-1483
Published online: 21 Jul 2021
AbstractforHigh-Dimensional Mixed-Frequency IV Regression | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 678 Views
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Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling
Hang Qian
Pages: 1484-1497
Published online: 12 Jul 2021
AbstractforBayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling | Full Text | References | PDF (3.9 MB) | EPUB | Supplemental
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Efficient Estimation for Models With Nonlinear Heteroscedasticity
Zhanxiong Xu & Zhibiao Zhao
Pages: 1498-1508
Published online: 12 Jul 2021
AbstractforEfficient Estimation for Models With Nonlinear Heteroscedasticity | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
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Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters
Thomas Stringham
Pages: 1509-1522
Published online: 12 Jul 2021
AbstractforFast Bayesian Record Linkage With Record-Specific Disagreement Parameters | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 380 Views
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Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency
Haozhe Zhang & Yehua Li
Pages: 1523-1537
Published online: 12 Jul 2021
AbstractforUnified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency | Full Text | References | PDF (2.8 MB) | EPUB | Supplemental
  • 733 Views
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Using Triples to Assess Symmetry Under Weak Dependence
Zacharias Psaradakis & Marián Vávra
Pages: 1538-1551
Published online: 26 Jul 2021
AbstractforUsing Triples to Assess Symmetry Under Weak Dependence | Full Text | References | PDF (1.4 MB) | EPUB
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Multiple Testing and the Distributional Effects of Accountability Incentives in Education
Steven F. Lehrer, R. Vincent Pohl & Kyungchul Song
Pages: 1552-1568
Published online: 26 Jul 2021
AbstractforMultiple Testing and the Distributional Effects of Accountability Incentives in Education | Full Text | References | PDF (2.3 MB) | EPUB
  • 386 Views
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Efficient Covariate Balancing for the Local Average Treatment Effect
Phillip Heiler
Pages: 1569-1582
Published online: 11 Aug 2021
AbstractforEfficient Covariate Balancing for the Local Average Treatment Effect | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 905 Views
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A Unified Framework for Estimation in Lognormal Models
Fengqing Zhang & Jiangtao Gou
Pages: 1583-1595
Published online: 11 Aug 2021
AbstractforA Unified Framework for Estimation in Lognormal Models | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 353 Views
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Article
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
Sébastien Fries
Pages: 1596-1616
Published online: 25 Aug 2021
AbstractforConditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds | Full Text | References | PDF (4.1 MB) | EPUB | Supplemental
  • 1837 Views
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Article
Inward and Outward Network Influence Analysis
Yujia Wu, Wei Lan, Tao Zou & Chih-Ling Tsai
Pages: 1617-1628
Published online: 16 Aug 2021
AbstractforInward and Outward Network Influence Analysis | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 791 Views
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Article
Collaborative Filtering With Awareness of Social Networks
Xianshi Yu, Ting Li, Ningchen Ying & Bing-Yi Jing
Pages: 1629-1641
Published online: 18 Aug 2021
AbstractforCollaborative Filtering With Awareness of Social Networks | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 489 Views
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Article
Interpretable Sparse Proximate Factors for Large Dimensions
Markus Pelger & Ruoxuan Xiong
Pages: 1642-1664
Published online: 31 Aug 2021
AbstractforInterpretable Sparse Proximate Factors for Large Dimensions | Full Text | References | PDF (4.4 MB) | EPUB | Supplemental
  • 795 Views
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A Synthetic Regression Model for Large Portfolio Allocation
Gaorong Li, Lei Huang, Jin Yang & Wenyang Zhang
Pages: 1665-1677
Published online: 31 Aug 2021
AbstractforA Synthetic Regression Model for Large Portfolio Allocation | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
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Article
Scalable Bayesian Estimation in the Multinomial Probit Model
Rubén Loaiza-Maya & Didier Nibbering
Pages: 1678-1690
Published online: 31 Aug 2021
AbstractforScalable Bayesian Estimation in the Multinomial Probit Model | Full Text | References | PDF (2.6 MB) | EPUB | Supplemental
  • 549 Views
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A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
Rui Pan, Tunan Ren, Baishan Guo, Feng Li, Guodong Li & Hansheng Wang
Pages: 1691-1700
Published online: 22 Sep 2021
AbstractforA Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating | Full Text | References | PDF (3.7 MB) | EPUB
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LATE With Missing or Mismeasured Treatment
Rossella Calvi, Arthur Lewbel & Denni Tommasi
Pages: 1701-1717
Published online: 23 Sep 2021
AbstractforLATE With Missing or Mismeasured Treatment | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
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Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures
Shouxia Wang, Tao Huang, Jinhong You & Ming-Yen Cheng
Pages: 1718-1731
Published online: 22 Sep 2021
AbstractforRobust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
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High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables
Baoluo Sun & Zhiqiang Tan
Pages: 1732-1744
Published online: 27 Sep 2021
AbstractforHigh-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 605 Views
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Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
Ovidijus Stauskas & Joakim Westerlund
Pages: 1745-1758
Published online: 04 Oct 2021
AbstractforTests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 1876 Views
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Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data
Yujie Liao, Jingyuan Liu, Donna L. Coffman & Runze Li
Pages: 1759-1771
Published online: 27 Sep 2021
AbstractforVarying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data | Full Text | References | PDF (1.7 MB) | EPUB
  • 820 Views
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Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic
Maddalena Cavicchioli
Pages: 1772-1783
Published online: 11 Oct 2021
AbstractforMarkov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic | Full Text | References | PDF (1.5 MB) | EPUB
  • 501 Views
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Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
Xuan Liang, Jiti Gao & Xiaodong Gong
Pages: 1784-1802
Published online: 15 Nov 2021
AbstractforSemiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients | Full Text | References | PDF (2.7 MB) | EPUB | Supplemental
  • 954 Views
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Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours
Erhao Xie
Pages: 1803-1816
Published online: 22 Nov 2021
AbstractforInference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 462 Views
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A Unified Framework for Specification Tests of Continuous Treatment Effect Models
Wei Huang, Oliver Linton & Zheng Zhang
Pages: 1817-1830
Published online: 29 Nov 2021
AbstractforA Unified Framework for Specification Tests of Continuous Treatment Effect Models | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 556 Views
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Transformed Estimation for Panel Interactive Effects Models
Cheng Hsiao, Zhentao Shi & Qiankun Zhou
Pages: 1831-1848
Published online: 22 Nov 2021
AbstractforTransformed Estimation for Panel Interactive Effects Models | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 740 Views
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Posterior Average Effects
Stéphane Bonhomme & Martin Weidner
Pages: 1849-1862
Published online: 18 Nov 2021
AbstractforPosterior Average Effects | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 1836 Views
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Local Composite Quantile Regression for Regression Discontinuity
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Pages: 1863-1875
Published online: 29 Nov 2021
AbstractforLocal Composite Quantile Regression for Regression Discontinuity | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 2199 Views
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Asymptotically Valid Bootstrap Inference for Proxy SVARs
Carsten Jentsch & Kurt G. Lunsford
Pages: 1876-1891
Published online: 29 Nov 2021
AbstractforAsymptotically Valid Bootstrap Inference for Proxy SVARs | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 937 Views
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Feature Screening for Massive Data Analysis by Subsampling
Xuening Zhu, Rui Pan, Shuyuan Wu & Hansheng Wang
Pages: 1892-1903
Published online: 29 Nov 2021
AbstractforFeature Screening for Massive Data Analysis by Subsampling | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 1582 Views
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Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
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Pages: 1904-1918
Published online: 30 Nov 2021
AbstractforFast and Flexible Bayesian Inference in Time-varying Parameter Regression Models | Full Text | References | PDF (2.7 MB) | EPUB | Supplemental
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