Journal of Business & Economic Statistics, Volume 41, Issue 1 (2023)

Browse this journal
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Journal of Business & Economic Statistics, Volume 41, Issue 1 (2023)

See all volumes and issues
Vol 42, 2024 Volume 41, 2023 Vol 40, 2022 Vol 39, 2021 Vol 38, 2020 Vol 37, 2019 Vol 36, 2018 Vol 35, 2017 Vol 34, 2016 Vol 33, 2015 Vol 32, 2014 Vol 31, 2013 Vol 30, 2012 Vol 29, 2011 Vol 28, 2010 Vol 27, 2009 Vol 26, 2008 Vol 25, 2007 Vol 24, 2006 Vol 23, 2005 Vol 22, 2004 Vol 21, 2003 Vol 20, 2002 Vol 19, 2001 Vol 18, 2000 Vol 17, 1999 Vol 16, 1998 Vol 15, 1997 Vol 14, 1996 Vol 13, 1995 Vol 12, 1994 Vol 11, 1993 Vol 10, 1992 Vol 9, 1991 Vol 8, 1990 Vol 7, 1989 Vol 6, 1988 Vol 5, 1987 Vol 4, 1986 Vol 3, 1985 Vol 2, 1984 Vol 1, 1983
Download citations Download PDFs Download issue

SPECIAL SECTION ON U.S. EARNINGS VOLATILITY

Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data
Robert Moffitt, John Abowd, Christopher Bollinger, Michael Carr, Charles Hokayem, Kevin McKinney, Emily Wiemers, Sisi Zhang & James Ziliak
Pages: 1-11
Published online: 16 Sep 2022
AbstractforReconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data | Full Text | References | PDF (2 MB) | EPUB | Supplemental
  • 542 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Trends in Earnings Volatility Using Linked Administrative and Survey Data
James P. Ziliak, Charles Hokayem & Christopher R. Bollinger
Pages: 12-19
Published online: 16 Sep 2022
AbstractforTrends in Earnings Volatility Using Linked Administrative and Survey Data | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 332 Views
  • 2 CrossRef citations
  • 0Altmetric
Article
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics
Robert Moffitt & Sisi Zhang
Pages: 20-25
Published online: 16 Sep 2022
AbstractforEstimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics | Full Text | References | PDF (868.8 KB) | EPUB | Supplemental
  • 502 Views
  • 2 CrossRef citations
  • 0Altmetric
Article
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data
Michael D. Carr, Robert A. Moffitt & Emily E. Wiemers
Pages: 26-32
Published online: 27 Oct 2022
AbstractforReconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 530 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Male Earnings Volatility in LEHD Before, During, and After the Great Recession
Kevin L. McKinney & John M. Abowd
Pages: 33-39
Published online: 27 Oct 2022
AbstractforMale Earnings Volatility in LEHD Before, During, and After the Great Recession | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 230 Views
  • 1 CrossRef citations
  • 0Altmetric

ARTICLES

Article
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
Carlos Trucíos, João H. G. Mazzeu, Marc Hallin, Luiz K. Hotta, Pedro L. Valls Pereira & Mauricio Zevallos
Pages: 40-52
Published online: 23 Dec 2021
AbstractforForecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 995 Views
  • 4 CrossRef citations
  • 0Altmetric
Article
Volatility Estimation When the Zero-Process is Nonstationary
Christian Francq & Genaro Sucarrat
Pages: 53-66
Published online: 17 Dec 2021
AbstractforVolatility Estimation When the Zero-Process is Nonstationary | Full Text | References | PDF (2.5 MB) | EPUB | Supplemental
  • 569 Views
  • 6 CrossRef citations
  • 0Altmetric
Article
Composite Index Construction with Expert Opinion
Rong Chen, Yuanyuan Ji, Guolin Jiang, Han Xiao, Ruoqing Xie & Pingfang Zhu
Pages: 67-79
Published online: 21 Dec 2021
AbstractforComposite Index Construction with Expert Opinion | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 539 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components
Lai Hung-pin & Subal C. Kumbhakar
Pages: 80-96
Published online: 17 Dec 2021
AbstractforPanel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components | Full Text | References | PDF (2.1 MB) | EPUB
  • 3276 Views
  • 1 CrossRef citations
  • 0Altmetric
Open Access
Article
Optimal Covariate Balancing Conditions in Propensity Score Estimation
Jianqing Fan, Kosuke Imai, Inbeom Lee, Han Liu, Yang Ning & Xiaolin Yang
Pages: 97-110
Published online: 21 Dec 2021
AbstractforOptimal Covariate Balancing Conditions in Propensity Score Estimation | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 1433 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
Donghang Luo, Ke Zhu, Huan Gong & Dong Li
Pages: 111-125
Published online: 21 Dec 2021
AbstractforTesting Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 510 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Inference in Sparsity-Induced Weak Factor Models
Yoshimasa Uematsu & Takashi Yamagata
Pages: 126-139
Published online: 27 Dec 2021
AbstractforInference in Sparsity-Induced Weak Factor Models | Full Text | References | PDF (2.7 MB) | EPUB | Supplemental
  • 1369 Views
  • 4 CrossRef citations
  • 0Altmetric
Article
Optimal Shrinkage-Based Portfolio Selection in High Dimensions
Taras Bodnar, Yarema Okhrin & Nestor Parolya
Pages: 140-156
Published online: 21 Dec 2021
AbstractforOptimal Shrinkage-Based Portfolio Selection in High Dimensions | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 9627 Views
  • 7 CrossRef citations
  • 0Altmetric
Open Access
Article
Kernel Averaging Estimators
Rong Zhu, Xinyu Zhang, Alan T. K. Wan & Guohua Zou
Pages: 157-169
Published online: 28 Dec 2021
AbstractforKernel Averaging Estimators | Full Text | References | PDF (2.6 MB) | EPUB | Supplemental
  • 1179 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Time Series Approach to the Evolution of Networks: Prediction and Estimation
Anna Bykhovskaya
Pages: 170-183
Published online: 21 Dec 2021
AbstractforTime Series Approach to the Evolution of Networks: Prediction and Estimation | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 835 Views
  • 2 CrossRef citations
  • 0Altmetric
Article
Test for Market Timing Using Daily Fund Returns
Lei Jiang, Weimin Liu & Liang Peng
Pages: 184-196
Published online: 21 Dec 2021
AbstractforTest for Market Timing Using Daily Fund Returns | Full Text | References | PDF (1.5 MB) | EPUB
  • 487 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence
Sonja C. de New & Stefanie Schurer
Pages: 197-212
Published online: 28 Jan 2022
AbstractforSurvey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence | Full Text | References | PDF (2 MB) | EPUB | Supplemental
  • 419 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Estimation of Sparsity-Induced Weak Factor Models
Yoshimasa Uematsu & Takashi Yamagata
Pages: 213-227
Published online: 10 Jan 2022
AbstractforEstimation of Sparsity-Induced Weak Factor Models | Full Text | References | PDF (2.7 MB) | EPUB | Supplemental
  • 1528 Views
  • 4 CrossRef citations
  • 0Altmetric
Article
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
Fukang Zhu, Mengya Liu, Shiqing Ling & Zongwu Cai
Pages: 228-240
Published online: 26 Jan 2022
AbstractforTesting for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model | Full Text | References | PDF (1.1 MB) | EPUB
  • 741 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
Bootstrap Tests for High-Dimensional White-Noise
Lengyang Wang, Efang Kong & Yingcun Xia
Pages: 241-254
Published online: 26 Jan 2022
AbstractforBootstrap Tests for High-Dimensional White-Noise | Full Text | References | PDF (1.2 MB) | EPUB
  • 606 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Extreme Value Estimation for Heterogeneous Data
John H. J. Einmahl & Yi He
Pages: 255-269
Published online: 26 Jan 2022
AbstractforExtreme Value Estimation for Heterogeneous Data | Full Text | References | PDF (3.1 MB) | EPUB | Supplemental
  • 2860 Views
  • 1 CrossRef citations
  • 0Altmetric
Open Access
Article
Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors
Jad Beyhum & Eric Gautier
Pages: 270-281
Published online: 28 Jan 2022
AbstractforFactor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 644 Views
  • 0 CrossRef citations
  • 0Altmetric

Explore articles

Explore the most recently published articles

Incorporating different sources of information for Bayesian optimal portfolio selection
Olha Bodnar et al.
Article | Published online: 16 Jul 2024
Open Access
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
Lin Deng et al.
Article | Published online: 15 Jul 2024
Open Access
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Daan Opschoor et al.
Article | Published online: 15 Jul 2024
Open Access
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods
Siqi Wei
Article | Published online: 15 Jul 2024
Open Access
View all latest articles