Journal of Business & Economic Statistics

2011 - 2025

Continuation of Journal of Business & Economic Statistics.

Current editor(s): Eric Sampson, Rong Chen and Shakeeb Khan

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Volume 43, issue 3, 2025

Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks pp. 495-507

Qian Chen, Amal Agarwal, Duncan K. H. Fong, Wayne S. DeSarbo and Lingzhou Xue

Distinguishing Time-Varying Factor Models pp. 508-519

Zhonghao Fu, Liangjun Su and Xia Wang

An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation pp. 520-529

Zhengtian Zhu and Liping Zhu

Probabilistic Quantile Factor Analysis pp. 530-543

Dimitris Korobilis and Maximilian Schröder

Design-Based Theory for Lasso Adjustment in Randomized Block Experiments and Rerandomized Experiments pp. 544-555

Ke Zhu, Hanzhong Liu and Yuehan Yang

Endogenous Kink Threshold Regression pp. 556-567

Jianhan Zhang, Chaoyi Chen, Yiguo Sun and Thanasis Stengos

Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables pp. 568-578

Christopher R. Dobronyi, Fu Ouyang and Thomas Tao Yang

Robust Estimation for Threshold Autoregressive Moving-Average Models pp. 579-591

Greta Goracci, Davide Ferrari, Simone Giannerini and Francesco Ravazzolo

Correcting for Misclassified Binary Regressors Using Instrumental Variables pp. 592-602

Steven Haider and Melvin Stephens

An Oracle Inequality for Multivariate Dynamic Quantile Forecasting pp. 603-614

Jordi Llorens-Terrazas

Penalized Sparse Covariance Regression with High Dimensional Covariates pp. 615-626

Yuan Gao, Zhiyuan Zhang, Zhanrui Cai, Xuening Zhu, Tao Zou and Hansheng Wang

Inference in Experiments with Matched Pairs and Imperfect Compliance pp. 627-642

Yuehao Bai, Hongchang Guo, Azeem Shaikh and Max Tabord-Meehan

Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments pp. 643-656

David I. Harvey, Stephen J. Leybourne and Yang Zu

Group Sparse β-Model for Network pp. 657-668

Zhonghan Wang and Junlong Zhao

A Neural Phillips Curve and a Deep Output Gap pp. 669-683

Philippe Goulet Coulombe

Combining Instrumental Variable Estimators for a Panel Data Model with Factors pp. 684-695

Matthew Harding, Carlos Lamarche and Chris Muris

An Adaptive Kernel-Based Structural Change Test for Copulas pp. 696-709

Xiaohui Lu and Yahong Zhou

Calibrated Equilibrium Estimation and Double Selection for High-dimensional Partially Linear Measurement Error Models pp. 710-722

Jingxuan Luo, Gaorong Li, Heng Peng and Lili Yue

Another Look at Dependence: The Most Predictable Aspects of Time Series pp. 723-736

Tommaso Proietti

Volume 43, issue 2, 2025

Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns pp. 269-285

Lin Deng, Michael Stanley Smith and Worapree Maneesoonthorn

Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring pp. 286-297

Haoxuan Wu, Toryn L. J. Schafer and David S. Matteson

A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound pp. 298-311

Daan Opschoor and Michel van der Wel

Shapley Curves: A Smoothing Perspective pp. 312-323

Ratmir Miftachov, Georg Keilbar and Wolfgang Karl Härdle

Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods pp. 324-337

Siqi Wei

Tests for Almost Stochastic Dominance pp. 338-350

Amparo Baíllo, Javier Cárcamo and Carlos Mora-Corral

Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability pp. 351-364

Wenfeng He, Xiaoling Mei, Wei Zhong and Huanjun Zhu

Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection pp. 365-377

Olha Bodnar, Taras Bodnar and Vilhelm Niklasson

Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap pp. 378-390

Santiago Pereda-Fernández

Probability of Causation with Sample Selection: A Reanalysis of the Impacts of Jóvenes en Acción on Formality pp. 391-400

Vitor Possebom and Flavio Riva

Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated pp. 401-412

Doosoo Kim and Jeffrey Wooldridge

A Heteroscedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates pp. 413-422

Qingliang Fan, Zijian Guo and Ziwei Mei

Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market pp. 423-438

Christian M. Hafner, Helmut Herwartz and Shu Wang

Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models pp. 439-453

Sainan Xu, Chaofeng Yuan and Jianhua Guo

Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment pp. 454-467

Akanksha Negi and Jeffrey Wooldridge

Systemic Contagion pp. 468-481

Soon Heng Leong

Constrained Polynomial Likelihood pp. 482-493

Caio Almeida, Ricardo Masini and Paul Schneider

Volume 43, issue 1, 2025

Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions pp. 1-13

Andrea Carriero and Alessio Volpicella

Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility pp. 14-26

Fernanda G. B. Mendes, Wagner Barreto-Souza and Sokol Ndreca

Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty pp. 27-43

Niko Hauzenberger, Florian Huber, Massimiliano Marcellino and Nico Petz

A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime pp. 44-54

Savi Virolainen

Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting pp. 55-67

Jonathan B. Hill

Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances pp. 68-80

Jhordano Aguilar Loyo and Tom Boot

Quantile Policy Effects: An Application to U.S. Macroprudential Policy pp. 81-97

Hsin-Yi Lin, Yu-Hsiang Hsiao and Yu-Chin Hsu

Reduced Rank Spatio-Temporal Models pp. 98-109

Dan Pu, Kuangnan Fang, Wei Lan, Jihai Yu and Qingzhao Zhang

Fully Data-Driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score pp. 110-121

Shunsuke Imai, Takuya Koriyama, Shouto Yonekura, Shonosuke Sugasawa and Yoshihiko Nishiyama

Panel Data Cointegration Testing with Structural Instabilities pp. 122-133

Anindya Banerjee and Josep Lluís Carrion-i-Silvestre

Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions pp. 134-149

Liana Jacobi, Dan Zhu and Mark Joshi

Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data pp. 150-163

Jiajun Zhang, Chuanmin Zhao and Xi Qu

Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect pp. 164-177

Tymon Słoczyński, S. Derya Uysal and Jeffrey Wooldridge

Detecting Weak Distribution Shifts via Displacement Interpolation pp. 178-190

YoonHaeng Hur and Tengyuan Liang

Trending Time-Varying Coefficient Spatial Panel Data Models pp. 191-203

Hsuan-Yu Chang, Xiaojun Song and Jihai Yu

Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets pp. 204-215

Victor Aguiar and Nail Kashaev

Forecasting Inflation Using Economic Narratives pp. 216-231

Yongmiao Hong, Fuwei Jiang, Lingchao Meng and Bowen Xue

Simultaneous Confidence Intervals for Partially Identified Parameters pp. 232-240

Brigham R. Frandsen and Zachari A. Pond

Estimation of the Local Conditional Tail Average Treatment Effect pp. 241-255

Le-Yu Chen and Yu-Min Yen

Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments pp. 256-268

Kosuke Imai and Michael Lingzhi Li