Journal of Business & Economic Statistics

2011 - 2025

Continuation of Journal of Business & Economic Statistics.

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

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 37, issue 4, 2019

Stochastic Spanning pp. 573-585

Stelios Arvanitis, Mark Hallam, Thierry Post and Nikolas Topaloglou

Estimation of Models With Multiple-Valued Explanatory Variables pp. 586-597

Alexandre Poirier and Nicolas Ziebarth

Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection pp. 598-612

Tadao Hoshino

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models pp. 613-624

Yannick Hoga

Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs pp. 625-647

Zhongjun Qu and Jungmo Yoon

Estimating and Testing Nonlinear Local Dependence Between Two Time Series pp. 648-660

Virginia Lacal and Dag Tjøstheim

Extreme Quantile Estimation for Autoregressive Models pp. 661-670

Deyuan Li and Huixia Judy Wang

Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t-Statistic pp. 671-680

Max Tabord-Meehan

R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability pp. 681-695

James Mitchell, Donald Robertson and Stephen Wright

A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model pp. 696-709

Maciej Augustyniak, Luc Bauwens and Arnaud Dufays

Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery pp. 710-720

Eva Deuchert, Martin Huber and Mark Schelker

Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters pp. 721-735

Scott Cederburg and Michael S. O’Doherty

Including Covariates in the Regression Discontinuity Design pp. 736-748

Markus Frölich and Martin Huber

Testing for Slope Heterogeneity Bias in Panel Data Models pp. 749-760

Murillo Campello, Antonio Galvao and Ted Juhl

Robust Likelihood Cross-Validation for Kernel Density Estimation pp. 761-770

Ximing Wu

Editorial Collaborators pp. 771-774

The Editors

Volume 37, issue 3, 2019

Nonignorable Attrition in Multi-Period Panels With Refreshment Samples pp. 377-390

Pierre Hoonhout and Geert Ridder

Changing Macroeconomic Dynamics at the Zero Lower Bound pp. 391-404

Philip Liu, Konstantinos Theodoridis, Haroon Mumtaz and Francesco Zanetti

Modeling Endogenous Mobility in Earnings Determination pp. 405-418

John Abowd, Kevin L. McKinney and Ian Schmutte

Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence pp. 419-435

Markus Bibinger, Nikolaus Hautsch, Peter Malec and Markus Reiss

Macroeconomic Uncertainty Through the Lens of Professional Forecasters pp. 436-446

Soojin Jo and Rodrigo Sekkel

Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs pp. 447-456

Andrew Gelman and Guido Imbens

Permutation Tests for Comparing Inequality Measures pp. 457-470

Jean-Marie Dufour, Emmanuel Flachaire and Lynda Khalaf

Collective Labor Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach pp. 471-483

Hans Bloemen

Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models pp. 484-495

Rocio Alvarez, Maximo Camacho and Manuel Ruiz

Testing Censoring Point Independence pp. 496-505

Brigham R. Frandsen

Multiple Regression Model Averaging and the Focused Information Criterion With an Application to Portfolio Choice pp. 506-516

Filip Klimenka and James Lewis Wolter

Model Averaging for Prediction With Fragmentary Data pp. 517-527

Fang Fang, Wei Lan, Jingjing Tong and Jun Shao

A Bootstrap Stationarity Test for Predictive Regression Invalidity pp. 528-541

Iliyan Georgiev, David Harvey, Stephen J. Leybourne and Robert Taylor

Bank Business Models at Zero Interest Rates pp. 542-555

Andre Lucas, Julia Schaumburg and Bernd Schwaab

Semiparametric Smooth Coefficient Stochastic Frontier Model With Panel Data pp. 556-572

Feng Yao, Fan Zhang and Subal Kumbhakar

Volume 37, issue 2, 2019

Unobservable Selection and Coefficient Stability: Theory and Evidence pp. 187-204

Emily Oster

Poorly Measured Confounders are More Useful on the Left than on the Right pp. 205-216

Zhuan Pei, Jorn-Steffen Pischke and Hannes Schwandt

Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” pp. 217-222

Giuseppe De Luca, Jan Magnus and Franco Peracchi

Testing Missing at Random Using Instrumental Variables pp. 223-234

Christoph Breunig

Homothetic Efficiency: Theory and Applications pp. 235-247

Jan Heufer and Per Hjertstrand

M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold pp. 248-259

Lili Tan and Yichong Zhang

Nonparametric Panel Estimation of Labor Supply pp. 260-274

Gaosheng Ju, Li Gan and Qi Li

Goodness-of-Fit Test in Multivariate Jump Diffusion Models pp. 275-287

Shulin Zhang, Qian M. Zhou, Dongming Zhu and Peter X.-K. Song

Behavioral Heterogeneity in U.S. Inflation Dynamics pp. 288-300

Adriana Cornea-Madeira, Cars Hommes and Domenico Massaro

Statistical Inference for a Relative Risk Measure pp. 301-311

Yi He, Yanxi Hou, Liang Peng and Jiliang Sheng

Rank Tests at Jump Events pp. 312-321

Jia Li, Viktor Todorov, George Tauchen and Huidi Lin

Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models pp. 322-333

Wolfgang Härdle and Li-Shan Huang

Sieve Estimation of Time-Varying Panel Data Models With Latent Structures pp. 334-349

Liangjun Su, Xia Wang and Sainan Jin

Inequality Constrained State-Space Models pp. 350-362

Hang Qian

Large Dynamic Covariance Matrices pp. 363-375

Robert Engle, Olivier Ledoit and Michael Wolf

Volume 37, issue 1, 2019

Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models pp. 1-12

Tingting Cheng, Jiti Gao and Xibin Zhang

System Estimation of Panel Data Models Under Long-Range Dependence pp. 13-26

Yunus Emre Ergemen

Adaptive Shrinkage in Bayesian Vector Autoregressive Models pp. 27-39

Florian Huber and Martin Feldkircher

Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models pp. 40-53

Lore Dirick, Tony Bellotti, Gerda Claeskens and Bart Baesens

Estimation and Inference of Distributional Partial Effects: Theory and Application pp. 54-66

Shu Shen

Too Connected to Fail? Inferring Network Ties From Price Co-Movements pp. 67-80

Jakob J. Bosma, Michael Koetter and Michael Wedow

Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S pp. 81-96

John M. Clapp, Stephen Ross and Tingyu Zhou

Functional Autoregression for Sparsely Sampled Data pp. 97-109

Daniel R. Kowal, David S. Matteson and David Ruppert

Perceived Inflation Persistence pp. 110-120

Monica Jain

Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution pp. 121-133

James W. Taylor

On the Identification of Fractionally Cointegrated VAR Models With the Condition pp. 134-146

Federico Carlini and Paolo Santucci de Magistris

A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection pp. 147-157

Wei Lan and Lilun Du

Inferences for a Partially Varying Coefficient Model With Endogenous Regressors pp. 158-170

Zongwu Cai, Ying Fang, Ming Lin and Jia Su

Regression Discontinuity Designs With Sample Selection pp. 171-186

Yingying Dong