Journal of Business & Economic Statistics, Volume 42, Issue 3 (2024)

Browse this journal
Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Journal of Business & Economic Statistics, Volume 42, Issue 3 (2024)

See all volumes and issues
Volume 42, 2024 Vol 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

Articles

Article
Inference on Consensus Ranking of Distributions
David M. Kaplan
Pages: 839-850
Published online: 27 Sep 2023
AbstractforInference on Consensus Ranking of Distributions | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 148 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Correcting for Endogeneity in Models with Bunching
Carolina Caetano, Gregorio Caetano & Eric Nielsen
Pages: 851-863
Published online: 27 Sep 2023
AbstractforCorrecting for Endogeneity in Models with Bunching | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 343 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Powerful Backtests for Historical Simulation Expected Shortfall Models
Zaichao Du, Pei Pei, Xuhui Wang & Tao Yang
Pages: 864-874
Published online: 27 Sep 2023
AbstractforPowerful Backtests for Historical Simulation Expected Shortfall Models | Full Text | References | PDF (1.2 MB) | EPUB
  • 472 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
On the Combination of Naive and Mean-Variance Portfolio Strategies
Nathan Lassance, Rodolphe Vanderveken & Frédéric Vrins
Pages: 875-889
Published online: 16 Oct 2023
AbstractforOn the Combination of Naive and Mean-Variance Portfolio Strategies | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 274 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
Matteo Barigozzi, Haeran Cho & Dom Owens
Pages: 890-902
Published online: 04 Oct 2023
AbstractforFNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 1701 Views
  • 2 CrossRef citations
  • 0Altmetric
Open Access
Article
Modeling Extreme Events: Time-Varying Extreme Tail Shape
Enzo D’Innocenzo, André Lucas, Bernd Schwaab & Xin Zhang
Pages: 903-917
Published online: 20 Oct 2023
AbstractforModeling Extreme Events: Time-Varying Extreme Tail Shape | Full Text | References | PDF (4.9 MB) | EPUB | Supplemental
  • 2671 Views
  • 0 CrossRef citations
  • 0Altmetric
Open Access
Article
Reduced-Rank Envelope Vector Autoregressive Model
S. Yaser Samadi & H. M. Wiranthe B. Herath
Pages: 918-932
Published online: 15 Nov 2023
AbstractforReduced-Rank Envelope Vector Autoregressive Model | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 1345 Views
  • 1 CrossRef citations
  • 0Altmetric
Open Access
Article
A Modified Randomization Test for the Level of Clustering
Yong Cai
Pages: 933-945
Published online: 19 Oct 2023
AbstractforA Modified Randomization Test for the Level of Clustering | Full Text | References | PDF (2 MB) | EPUB | Supplemental
  • 234 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Tests for Jumps in Yield Spreads
Lars Winkelmann & Wenying Yao
Pages: 946-957
Published online: 27 Nov 2023
AbstractforTests for Jumps in Yield Spreads | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 186 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Double Machine Learning for Sample Selection Models
Michela Bia, Martin Huber & Lukáš Lafférs
Pages: 958-969
Published online: 27 Nov 2023
AbstractforDouble Machine Learning for Sample Selection Models | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 809 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
Karsten Reichold & Carsten Jentsch
Pages: 970-983
Published online: 05 Dec 2023
AbstractforBootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental
  • 911 Views
  • 1 CrossRef citations
  • 0Altmetric
Open Access
Article
GDP Solera: The Ideal Vintage Mix
Martín Almuzara, Dante Amengual, Gabriele Fiorentini & Enrique Sentana
Pages: 984-997
Published online: 23 Jan 2024
AbstractforGDP Solera: The Ideal Vintage Mix | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 95 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Causal Inference Under Outcome-Based Sampling with Monotonicity Assumptions
Sung Jae Jun & Sokbae Lee
Pages: 998-1009
Published online: 15 Dec 2023
AbstractforCausal Inference Under Outcome-Based Sampling with Monotonicity Assumptions | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 181 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Modeling and Forecasting Macroeconomic Downside Risk
Davide Delle Monache, Andrea De Polis & Ivan Petrella
Pages: 1010-1025
Published online: 15 Dec 2023
AbstractforModeling and Forecasting Macroeconomic Downside Risk | Full Text | References | PDF (3.6 MB) | EPUB | Supplemental
  • 2432 Views
  • 5 CrossRef citations
  • 0Altmetric
Open Access
Article
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
Xiaorong Yang, Jia Chen, Degui Li & Runze Li
Pages: 1026-1040
Published online: 15 Dec 2023
AbstractforFunctional-Coefficient Quantile Regression for Panel Data with Latent Group Structure | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
  • 323 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
An Empirical Bayes Approach to Controlling the False Discovery Exceedance
Pallavi Basu, Luella Fu, Alessio Saretto & Wenguang Sun
Pages: 1041-1052
Published online: 15 Dec 2023
AbstractforAn Empirical Bayes Approach to Controlling the False Discovery Exceedance | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 222 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Efficient and Robust Estimation of the Generalized LATE Model
Haitian Xie
Pages: 1053-1065
Published online: 27 Dec 2023
AbstractforEfficient and Robust Estimation of the Generalized LATE Model | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 442 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Variational Inference for Large Bayesian Vector Autoregressions
Mauro Bernardi, Daniele Bianchi & Nicolas Bianco
Pages: 1066-1082
Published online: 05 Jan 2024
AbstractforVariational Inference for Large Bayesian Vector Autoregressions | Full Text | References | PDF (4.6 MB) | EPUB | Supplemental
  • 1055 Views
  • 1 CrossRef citations
  • 0Altmetric
Open Access
Article
A Ridge-Regularized Jackknifed Anderson-Rubin Test
Max-Sebastian Dovì, Anders Bredahl Kock & Sophocles Mavroeidis
Pages: 1083-1094
Published online: 05 Jan 2024
AbstractforA Ridge-Regularized Jackknifed Anderson-Rubin Test | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 629 Views
  • 0 CrossRef citations
  • 0Altmetric
Open Access
Article
An Econometric Analysis of Volatility Discovery
Gustavo Fruet Dias, Fotis Papailias & Cristina Scherrer
Pages: 1095-1106
Published online: 05 Jan 2024
AbstractforAn Econometric Analysis of Volatility Discovery | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 804 Views
  • 0 CrossRef citations
  • 0Altmetric
Open Access

Explore articles

Explore the most recently published articles

Estimation of the Local Conditional Tail Average Treatment Effect
Le-Yu Chen et al.
Article | Published online: 13 Jun 2024
Imputation of Counterfactual Outcomes when the Errors are Predictable
Sílvia Gonçalves et al.
Discussion | Published online: 13 Jun 2024
Simultaneous Confidence Intervals for Partially Identified Parameters
Brigham R. Frandsen et al.
Article | Published online: 12 Jun 2024
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Daan Opschoor et al.
Article | Published online: 12 Jun 2024
Open Access
View all latest articles