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Search: isPartOf:"Journal of Business & Economic Statistics"
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876
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Ghysels, Eric
51
Koop, Gary
40
Koopman, Siem Jan
25
Su, Liangjun
24
Tsay, Ruey S.
24
Li, Qi
23
Lucas, André
23
Timmermann, Allan
23
Engle, Robert F.
21
Ng, Serena
21
Tauchen, George
20
Wang, Hansheng
20
Diebold, Francis X.
19
Watson, Mark W.
19
Franses, Philip Hans
18
Kilian, Lutz
18
Bollerslev, Tim
17
Cheung, Yin-Wong
17
Stock, James H.
17
Urga, Giovanni
17
Imbens, Guido
16
Kapetanios, George
16
Rossi, Barbara
16
Wright, Jonathan H.
16
Geweke, John
15
Perron, Pierre
15
Lechner, Michael
14
Pesaran, M. Hashem
14
Ullah, Aman
14
Clark, Todd E.
13
Hansen, Bruce E.
13
Lewbel, Arthur
13
Molinari, Francesca
13
Patton, Andrew J.
13
Sentana, Enrique
13
Swanson, Norman R.
13
Trivedi, Pravin K.
13
Zivot, Eric
13
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12
Paap, Richard
12
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Conference on the Topic of Measurement Error: Theory and Practice <2007, Birmingham>
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3,063
Journal of Business & Economic Statistics
1,689
Structural estimation in applied microeconomics
12
JBES symposium on program and policy evaluation
9
Special section on small-sample properties of generalized method of moments (GMM)
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Journal of Business & Economic Statistics (JBES) - An Official Journal of the American Statistical Association
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
4
Optimal subsampling bootstrap for massive data
Ma, Yingying
;
Leng, Chenlei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 174-186
Persistent link: https://www.econbiz.de/10014449880
Saved in:
5
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
6
Dynamic network quantile regression model
Xu, Xiu
;
Wang, Weining
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 407-421
Persistent link: https://www.econbiz.de/10015053411
Saved in:
7
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
8
Estimating a continuous treatment model with spillovers : a control function approach
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 591-602
Persistent link: https://www.econbiz.de/10015053430
Saved in:
9
A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 665-680
Persistent link: https://www.econbiz.de/10015053441
Saved in:
10
A general framework for constructing locally self-normalized multiple-change-point tests
Cheng, Cheuk Hin
;
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 719-731
Persistent link: https://www.econbiz.de/10015053448
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