Journal of Business & Economic Statistics, Volume 41, Issue 4 (2023)

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Journal of Business & Economic Statistics, Volume 41, Issue 4 (2023)

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JBES Discussion

Discussion
Risk Preference Types, Limited Consideration, and Welfare
Levon Barseghyan & Francesca Molinari
Pages: 1011-1029
Published online: 05 Oct 2023
AbstractforRisk Preference Types, Limited Consideration, and Welfare | Full Text | References | PDF (2.2 MB) | EPUB
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Article Commentary
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
Matias D. Cattaneo, Xinwei Ma & Yusufcan Masatlioglu
Pages: 1030-1034
Published online: 05 Oct 2023
AbstractforContext-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023) | Full Text | References | PDF (849 KB) | EPUB
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Article Commentary
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari
Cristina Gualdani
Pages: 1035-1038
Published online: 05 Oct 2023
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Article Commentary
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari
Elisabeth Honka
Pages: 1039-1041
Published online: 05 Oct 2023
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Article Commentary
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”
Julie Holland Mortimer
Pages: 1042-1045
Published online: 05 Oct 2023
First Page PreviewforDiscussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare” | Full Text | References | PDF (608.9 KB) | EPUB
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Reply
Rejoinder
Levon Barseghyan & Francesca Molinari
Pages: 1046-1049
Published online: 05 Oct 2023
First Page PreviewforRejoinder | Full Text | References | PDF (650.8 KB) | EPUB
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Articles

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Ulrich K. Müller & Mark W. Watson
Pages: 1050-1064
Published online: 27 Oct 2022
AbstractforSpatial Correlation Robust Inference in Linear Regression and Panel Models | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
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Danny Klinenberg
Pages: 1065-1076
Published online: 13 Sep 2022
AbstractforSynthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
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Robin Braun & Ralf Brüggemann
Pages: 1077-1089
Published online: 23 Sep 2022
AbstractforIdentification of SVAR Models by Combining Sign Restrictions With External Instruments | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
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Pages: 1090-1100
Published online: 21 Sep 2022
AbstractforRobust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis | Full Text | References | PDF (2.8 MB) | EPUB | Supplemental
  • 690 Views
  • 1 CrossRef citations
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Xuehu Zhu, Qiming Zhang, Lixing Zhu, Jun Zhang & Luoyao Yu
Pages: 1101-1115
Published online: 27 Sep 2022
AbstractforSpecification Testing of Regression Models with Mixed Discrete and Continuous Predictors | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
  • 514 Views
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Ekaterina Kazak & Winfried Pohlmeier
Pages: 1116-1131
Published online: 03 Oct 2022
AbstractforBagged Pretested Portfolio Selection | Full Text | References | PDF (2.3 MB) | EPUB | Supplemental
  • 497 Views
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LASSO for Stochastic Frontier Models with Many Efficient Firms
William C. Horrace, Hyunseok Jung & Yoonseok Lee
Pages: 1132-1142
Published online: 03 Oct 2022
AbstractforLASSO for Stochastic Frontier Models with Many Efficient Firms | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 440 Views
  • 1 CrossRef citations
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Procurements with Bidder Asymmetry in Cost and Risk-Aversion
Gaurab Aryal, Hanna Charankevich, Seungwon Jeong & Dong-Hyuk Kim
Pages: 1143-1156
Published online: 03 Oct 2022
AbstractforProcurements with Bidder Asymmetry in Cost and Risk-Aversion | Full Text | References | PDF (2 MB) | EPUB | Supplemental
  • 357 Views
  • 2 CrossRef citations
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Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data
Jialu Li, Wan Zhang, Peiyao Wang, Qizhai Li, Kai Zhang & Yufeng Liu
Pages: 1157-1172
Published online: 06 Oct 2022
AbstractforNonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data | Full Text | References | PDF (4.2 MB) | EPUB | Supplemental
  • 513 Views
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Nonparametric Option Pricing with Generalized Entropic Estimators
Caio Almeida, Gustavo Freire, Rafael Azevedo & Kym Ardison
Pages: 1173-1187
Published online: 06 Oct 2022
AbstractforNonparametric Option Pricing with Generalized Entropic Estimators | Full Text | References | PDF (2 MB) | EPUB | Supplemental
  • 375 Views
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When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
Laurent Ferrara & Anna Simoni
Pages: 1188-1202
Published online: 10 Oct 2022
AbstractforWhen are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 1145 Views
  • 3 CrossRef citations
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Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering
Alexander Henzi
Pages: 1203-1214
Published online: 03 Oct 2022
AbstractforConsistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering | Full Text | References | PDF (4.6 MB) | EPUB | Supplemental
  • 197 Views
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Overnight GARCH-Itô Volatility Models
Donggyu Kim, Minseok Shin & Yazhen Wang
Pages: 1215-1227
Published online: 06 Oct 2022
AbstractforOvernight GARCH-Itô Volatility Models | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 536 Views
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A Scalable Frequentist Model Averaging Method
Rong Zhu, Haiying Wang, Xinyu Zhang & Hua Liang
Pages: 1228-1237
Published online: 03 Oct 2022
AbstractforA Scalable Frequentist Model Averaging Method | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 639 Views
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Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
Xiaoyu Zhang, Di Wang, Heng Lian & Guodong Li
Pages: 1238-1250
Published online: 10 Oct 2022
AbstractforNonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models | Full Text | References | PDF (2.4 MB) | EPUB | Supplemental
  • 593 Views
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Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
Jeffrey S. Racine, Qi Li, Dalei Yu & Li Zheng
Pages: 1251-1261
Published online: 07 Oct 2022
AbstractforOptimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 670 Views
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Testing Stability in Functional Event Observations with an Application to IPO Performance
Lajos Horváth, Zhenya Liu, Gregory Rice, Shixuan Wang & Yaosong Zhan
Pages: 1262-1273
Published online: 07 Oct 2022
AbstractforTesting Stability in Functional Event Observations with an Application to IPO Performance | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 401 Views
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Extremal Dependence-Based Specification Testing of Time Series
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Pages: 1274-1287
Published online: 11 Oct 2022
AbstractforExtremal Dependence-Based Specification Testing of Time Series | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 321 Views
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Corporate Probability of Default: A Single-Index Hazard Model Approach
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Pages: 1288-1299
Published online: 11 Oct 2022
AbstractforCorporate Probability of Default: A Single-Index Hazard Model Approach | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 505 Views
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Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
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Pages: 1300-1314
Published online: 11 Oct 2022
AbstractforChangepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 542 Views
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Christian Gourieroux & Joann Jasiak
Pages: 1315-1327
Published online: 07 Oct 2022
AbstractforGeneralized Covariance Estimator | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 447 Views
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Bryan S. Graham, Geert Ridder, Petra Thiemann & Gema Zamarro
Pages: 1328-1340
Published online: 27 Oct 2022
AbstractforTeacher-to-Classroom Assignment and Student Achievement | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 2558 Views
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Open Access
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Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
Markku Lanne, Keyan Liu & Jani Luoto
Pages: 1341-1351
Published online: 03 Nov 2022
AbstractforIdentifying Structural Vector Autoregression via Leptokurtic Economic Shocks | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 1911 Views
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Pages: 1352-1363
Published online: 18 Nov 2022
AbstractforFast Variational Bayes Methods for Multinomial Probit Models | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 416 Views
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Angelo Mele, Lingxin Hao, Joshua Cape & Carey E. Priebe
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Published online: 15 Nov 2022
AbstractforSpectral Estimation of Large Stochastic Blockmodels with Discrete Nodal Covariates | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
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Huijuan Ma, Jing Qin & Yong Zhou
Pages: 1377-1390
Published online: 15 Nov 2022
AbstractforFrom Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
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Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs
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Published online: 03 Oct 2022
AbstractforNonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
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