Journal of Business & Economic Statistics, Volume 42, Issue 1 (2024)

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Journal of Business & Economic Statistics, Volume 42, Issue 1 (2024)

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Articles

Article
Assessing Sensitivity to Unconfoundedness: Estimation and Inference
Matthew A. Masten, Alexandre Poirier & Linqi Zhang
Pages: 1-13
Published online: 07 Apr 2023
AbstractforAssessing Sensitivity to Unconfoundedness: Estimation and Inference | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
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Article
Identification of a Triangular Two Equation System Without Instruments
Arthur Lewbel, Susanne M. Schennach & Linqi Zhang
Pages: 14-25
Published online: 06 Feb 2023
AbstractforIdentification of a Triangular Two Equation System Without Instruments | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 487 Views
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Article
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models
Wu Wang & Zhongyi Zhu
Pages: 26-35
Published online: 14 Nov 2022
AbstractforHomogeneity and Sparsity Analysis for High-Dimensional Panel Data Models | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 944 Views
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Article
Covariance Model with General Linear Structure and Divergent Parameters
Xinyan Fan, Wei Lan, Tao Zou & Chih-Ling Tsai
Pages: 36-48
Published online: 28 Nov 2022
AbstractforCovariance Model with General Linear Structure and Divergent Parameters | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 479 Views
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Article
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse
Yimeng Ren, Xuening Zhu, Xiaoling Lu & Guanyu Hu
Pages: 49-63
Published online: 28 Nov 2022
AbstractforGraphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse | Full Text | References | PDF (2.7 MB) | EPUB | Supplemental
  • 771 Views
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Article
Likelihood Ratio Tests for Lorenz Dominance
Shen-Da Chang, Philip E. Cheng & Michelle Liou
Pages: 64-75
Published online: 21 Dec 2022
AbstractforLikelihood Ratio Tests for Lorenz Dominance | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 267 Views
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Article
Identification of Time-Varying Factor Models
Ying Lun Cheung
Pages: 76-94
Published online: 05 Jan 2023
AbstractforIdentification of Time-Varying Factor Models | Full Text | References | PDF (2.7 MB) | EPUB | Supplemental
  • 737 Views
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Article
Estimation of a Structural Break Point in Linear Regression Models
Yaein Baek
Pages: 95-108
Published online: 03 Jan 2023
AbstractforEstimation of a Structural Break Point in Linear Regression Models | Full Text | References | PDF (3 MB) | EPUB | Supplemental
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Article
Getting the ROC into Sync
Liu Yang, Kajal Lahiri & Adrian Pagan
Pages: 109-121
Published online: 03 Jan 2023
AbstractforGetting the ROC into Sync | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 467 Views
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Article
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors
Sium Bodha Hannadige, Jiti Gao, Mervyn J. Silvapulle & Param Silvapulle
Pages: 122-134
Published online: 14 Feb 2023
AbstractforForecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
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Open Access
Article
Bayesian Nonparametric Panel Markov-Switching GARCH Models
Roberto Casarin, Mauro Costantini & Anthony Osuntuyi
Pages: 135-146
Published online: 14 Feb 2023
AbstractforBayesian Nonparametric Panel Markov-Switching GARCH Models | Full Text | References | PDF (10.7 MB) | EPUB | Supplemental
  • 2077 Views
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Open Access
Article
Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Sami Umut Can, John H. J. Einmahl & Roger J. A. Laeven
Pages: 147-159
Published online: 06 Feb 2023
AbstractforTwo-Sample Testing for Tail Copulas with an Application to Equity Indices | Full Text | References | PDF (6.3 MB) | EPUB | Supplemental
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Open Access
Article
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence
Jungbin Hwang & Gonzalo Valdés
Pages: 160-173
Published online: 14 Feb 2023
AbstractforLow Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
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Article
Optimal Subsampling Bootstrap for Massive Data
Yingying Ma, Chenlei Leng & Hansheng Wang
Pages: 174-186
Published online: 14 Feb 2023
AbstractforOptimal Subsampling Bootstrap for Massive Data | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 3413 Views
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Open Access
Article
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters
Xinyu Zhang, Huihang Liu, Yizheng Wei & Yanyuan Ma
Pages: 187-196
Published online: 14 Feb 2023
AbstractforPrediction Using Many Samples with Models Possibly Containing Partially Shared Parameters | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 792 Views
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Article
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
Giuseppe Cavaliere, Indeewara Perera & Anders Rahbek
Pages: 197-214
Published online: 24 Feb 2023
AbstractforSpecification Tests for GARCH Processes with Nuisance Parameters on the Boundary | Full Text | References | PDF (2.5 MB) | EPUB | Supplemental
  • 367 Views
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Article
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
Xinyu Zhang, Dong Li & Howell Tong
Pages: 215-228
Published online: 23 Feb 2023
AbstractforOn the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
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Article
On Bivariate Time-Varying Price Staleness
Haibin Zhu & Zhi Liu
Pages: 229-242
Published online: 03 Mar 2023
AbstractforOn Bivariate Time-Varying Price Staleness | Full Text | References | PDF (5.7 MB) | EPUB | Supplemental
  • 392 Views
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Article
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators
Xu Guo, Runze Li, Jingyuan Liu & Mudong Zeng
Pages: 243-256
Published online: 03 Mar 2023
AbstractforEstimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators | Full Text | References | PDF (1.3 MB) | EPUB
  • 589 Views
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Article
A One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual Fund Selection
Long Feng, Binghui Liu & Yanyuan Ma
Pages: 257-271
Published online: 03 Mar 2023
AbstractforA One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual Fund Selection | Full Text | References | PDF (3.3 MB) | EPUB | Supplemental
  • 310 Views
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Article
Probabilistic Forecast Reconciliation under the Gaussian Framework
Shanika L. Wickramasuriya
Pages: 272-285
Published online: 15 Mar 2023
AbstractforProbabilistic Forecast Reconciliation under the Gaussian Framework | Full Text | References | PDF (2.8 MB) | EPUB | Supplemental
  • 781 Views
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Open Access
Article
High-Dimensional Censored Regression via the Penalized Tobit Likelihood
Tate Jacobson & Hui Zou
Pages: 286-297
Published online: 15 Mar 2023
AbstractforHigh-Dimensional Censored Regression via the Penalized Tobit Likelihood | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 590 Views
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Article
Two-Directional Simultaneous Inference for High-Dimensional Models
Wei Liu, Huazhen Lin, Jin Liu & Shurong Zheng
Pages: 298-309
Published online: 14 Apr 2023
AbstractforTwo-Directional Simultaneous Inference for High-Dimensional Models | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 366 Views
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Article
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models
Jiti Gao, Bin Peng & Yayi Yan
Pages: 310-321
Published online: 17 Apr 2023
AbstractforEstimation, Inference, and Empirical Analysis for Time-Varying VAR Models | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 1012 Views
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Article
Matrix Factor Analysis: From Least Squares to Iterative Projection
Yong He, Xinbing Kong, Long Yu, Xinsheng Zhang & Changwei Zhao
Pages: 322-334
Published online: 14 Apr 2023
AbstractforMatrix Factor Analysis: From Least Squares to Iterative Projection | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 1078 Views
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Article
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior
Zhongfang He
Pages: 335-346
Published online: 04 May 2023
AbstractforA Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
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Back Matter

Associate Editors
Page: i
Published online: 03 Jan 2024
CitationforAssociate Editors | Full Text | PDF (142.2 KB) | EPUB
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