Works in Journal of Business & Economic Statistics, 2024, Vol 42, Issue 2

Results: 35

Introduction to the Special Issue on Statistics of Dynamic Networks.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 347, doi. 10.1080/07350015.2024.2326778

By:

Härdle, Wolfgang;
Schienled, Melanie

Publication type:

Article

Testing For Global Covariate Effects in Dynamic Interaction Event Networks.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 457, doi. 10.1080/07350015.2023.2263537

By:

Kreiss, Alexander;
Mammen, Enno;
Polonik, Wolfgang

Publication type:

Article

Large Order-Invariant Bayesian VARs with Stochastic Volatility.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 825, doi. 10.1080/07350015.2023.2252039

By:

Chan, Joshua C. C.;
Koop, Gary;
Yu, Xuewen

Publication type:

Article

Extreme Changes in Changes.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 812, doi. 10.1080/07350015.2023.2249509

By:

Sasaki, Yuya;
Wang, Yulong

Publication type:

Article

Generalizing the Results from Social Experiments: Theory and Evidence from India.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 801, doi. 10.1080/07350015.2023.2241529

By:

Gechter, Michael

Publication type:

Article

Generalized Autoregressive Positive-valued Processes.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 786, doi. 10.1080/07350015.2023.2239869

By:

Feunou, Bruno

Publication type:

Article

Dynamic Autoregressive Liquidity (DArLiQ).

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 774, doi. 10.1080/07350015.2023.2238790

By:

Hafner, Christian M.;
Linton, Oliver B.;
Wang, Linqi

Publication type:

Article

A Design-Based Perspective on Synthetic Control Methods.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 762, doi. 10.1080/07350015.2023.2238788

By:

Bottmer, Lea;
Imbens, Guido W.;
Spiess, Jann;
Warnick, Merrill

Publication type:

Article

An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 743, doi. 10.1080/07350015.2023.2238774

By:

Kapetanios, George;
Serlenga, Laura;
Shin, Yongcheol

Publication type:

Article

Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 732, doi. 10.1080/07350015.2023.2231053

By:

Beyhum, Jad;
Centorrino, Samuele;
Florens, Jean-Pierre;
Van Keilegom, Ingrid

Publication type:

Article

A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 719, doi. 10.1080/07350015.2023.2231041

By:

Cheng, Cheuk Hin;
Chan, Kin Wai

Publication type:

Article

Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 707, doi. 10.1080/07350015.2023.2224851

By:

Ren, Jiyang

Publication type:

Article

Consistent Estimation of Multiple Breakpoints in Dependence Measures.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 695, doi. 10.1080/07350015.2023.2224850

By:

Borsch, Marvin;
Mayer, Alexander;
Wied, Dominik

Publication type:

Article

Asset Pricing via the Conditional Quantile Variational Autoencoder.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 681, doi. 10.1080/07350015.2023.2223683

By:

Yang, Xuanling;
Zhu, Zhoufan;
Li, Dong;
Zhu, Ke

Publication type:

Article

A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 665, doi. 10.1080/07350015.2023.2221974

By:

Morley, James;
Tran, Trung Duc;
Wong, Benjamin

Publication type:

Article

Uniform Nonparametric Inference for Spatially Dependent Panel Data.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 654, doi. 10.1080/07350015.2023.2219283

By:

Li, Jia;
Liao, Zhipeng;
Zhou, Wenyu

Publication type:

Article

Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 640, doi. 10.1080/07350015.2023.2217871

By:

Xia, Qiang;
Zhang, Xianyang

Publication type:

Article

Bootstrap Inference for Panel Data Quantile Regression.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 628, doi. 10.1080/07350015.2023.2210189

By:

Galvao, Antonio F.;
Parker, Thomas;
Xiao, Zhijie

Publication type:

Article

Tie-Break Bootstrap for Nonparametric Rank Statistics.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 615, doi. 10.1080/07350015.2023.2210181

By:

Seo, Juwon

Publication type:

Article

Neural Networks for Partially Linear Quantile Regression.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 603, doi. 10.1080/07350015.2023.2208183

By:

Zhong, Qixian;
Wang, Jane-Ling

Publication type:

Article

Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 591, doi. 10.1080/07350015.2023.2207617

By:

Hoshino, Tadao

Publication type:

Article

Links and Legibility: Making Sense of Historical U.S. Census Automated Linking Methods.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 579, doi. 10.1080/07350015.2023.2205918

By:

Ghosh, Arkadev;
Hwang, Sam Il Myoung;
Squires, Munir

Publication type:

Article

Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 563, doi. 10.1080/07350015.2023.2203768

By:

Cho, JoonHwan;
Russell, Thomas M.

Publication type:

Article

The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 548, doi. 10.1080/07350015.2023.2203756

By:

Chen, Dachuan;
Li, Chenxu;
Tang, Cheng Yong;
Yan, Jun

Publication type:

Article

Estimation and Inference on Time-Varying FAVAR Models.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 533, doi. 10.1080/07350015.2023.2203726

By:

Fu, Zhonghao;
Su, Liangjun;
Wang, Xia

Publication type:

Article

Jumps or Staleness?

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 516, doi. 10.1080/07350015.2023.2203207

By:

Kolokolov, Aleksey;
Renò, Roberto

Publication type:

Article

Bonferroni Type Tests for Return Predictability and the Initial Condition.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 499, doi. 10.1080/07350015.2023.2201313

By:

Astill, Sam;
Harvey, David I.;
Leybourne, Stephen J.;
Taylor, A. M. Robert

Publication type:

Article

Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 485, doi. 10.1080/07350015.2023.2200514

By:

Fissler, Tobias;
Hoga, Yannick

Publication type:

Article

Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 469, doi. 10.1080/07350015.2023.2200486

By:

Yang, Ye;
Doğan, Osman;
Inar, Süleyman Taşp

Publication type:

Article

A Time-Varying Network for Cryptocurrencies.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 437, doi. 10.1080/07350015.2022.2146695

By:

Guo, Li;
Härdle, Wolfgang Karl;
Tao, Yubo

Publication type:

Article

Large Spillover Networks of Nonstationary Systems.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 422, doi. 10.1080/07350015.2022.2099870

By:

Chen, Shi;
Schienle, Melanie

Publication type:

Article

Dynamic Network Quantile Regression Model.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 407, doi. 10.1080/07350015.2022.2093882

By:

Xu, Xiu;
Wang, Weining;
Shin, Yongcheol;
Zheng, Chaowen

Publication type:

Article

Monitoring Network Changes in Social Media.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 391, doi. 10.1080/07350015.2021.2016425

By:

Chen, Cathy Yi-Hsuan;
Okhrin, Yarema;
Wang, Tengyao

Publication type:

Article

Dynamic Peer Groups of Arbitrage Characteristics.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 367, doi. 10.1080/07350015.2021.2011736

By:

Ge, Shuyi;
Li, Shaoran;
Linton, Oliver

Publication type:

Article

Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions.

Published in:

Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 349, doi. 10.1080/07350015.2021.2011299

By:

Xu, Xiaofei;
Chen, Ying;
Zhang, Ge;
Koch, Thorsten

Publication type:

Article