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1
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
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2
Narrative restrictions and proxies
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1415-1425
Persistent link: https://www.econbiz.de/10013539555
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3
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
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4
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
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5
Bayesian inference in common microeconometric models with massive datasets by double marginalized subsampling
Qian, Hang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1484-1497
Persistent link: https://www.econbiz.de/10013540347
Saved in:
6
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
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7
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
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8
Bayesian inference for regression copulas
Smith, Michael S.
;
Klein, Nadja
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 712-728
Persistent link: https://www.econbiz.de/10012587971
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9
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
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10
The finite sample performance of inference methods for propensity score matching and weighting estimators
Bodory, Hugo
;
Camponovo, Lorenzo
;
Huber, Martin
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10012179542
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11
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
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12
A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco
;
DeSarbo, Wayne
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
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13
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
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14
A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
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15
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
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16
Inequality constrained state-space models
Qian, Hang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 350-362
Persistent link: https://www.econbiz.de/10012177369
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17
Modeling endogenous mobility in earnings determination
Abowd, John M.
;
McKinney, Kevin L.
;
Schmutte, Ian M.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 405-418
Persistent link: https://www.econbiz.de/10012178184
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18
Stochastic volatility models based on OU-Gamma time change : theory and estimation
James, Lancelot F.
;
Müller, Gernot
;
Zhang, Zhiyuan
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011894398
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19
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
20
Bayesian inference for assessing effects of email marketing campaigns
Wu, Jiexing
;
Li, Kate J.
;
Liu, Jun S.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 253-266
Persistent link: https://www.econbiz.de/10011894700
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21
Minimum distance estimation of search costs using price distribution
Sanches, Fábio Miessi
;
Junior, Daniel Silva
;
Srisuma, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 658-671
Persistent link: https://www.econbiz.de/10012249230
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22
The finite sample performance of estimators for mediation analysis under sequential conditional independence
Huber, Martin
;
Lechner, Michael
;
Mellace, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10011691243
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23
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
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24
Sample selection and treatment effect estimation of lender of last resort policies
Vossmeyer, Angela
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 197-212
Persistent link: https://www.econbiz.de/10011691275
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25
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
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26
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
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27
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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28
Density-tempered marginalized sequential Monte Carlo samplers
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 192-202
Persistent link: https://www.econbiz.de/10011390012
Saved in:
29
Bayesian nonparametric instrumental variables regression based on penalized splines and Dirichlet process mixtures
Wiesenfarth, Manuel
;
Hisgen, Carlos Matías
;
Kneib, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 468-482
Persistent link: https://www.econbiz.de/10010488460
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30
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
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31
Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
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32
Modeling the conditional distribution of daily stock index returns : an alternative Bayesian semiparametric model
Kalli, Maria
;
Walker, Stephen G.
;
Damien, Paul
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 371-383
Persistent link: https://www.econbiz.de/10010337864
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33
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
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34
Multivariate stochastic volatility via Wishart processes: a comment
Rinnergschwentner, Wolfgang
;
Tappeiner, Gottfried
; …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 164
Persistent link: https://www.econbiz.de/10009558917
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35
Job durations with worker- and firm-specific effects : MCMC estimation with longitudinal employer employee data
Horny, Guillaume
;
Mendes, Rute
;
Berg, Gerard J. van den
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 468-480
Persistent link: https://www.econbiz.de/10009658336
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36
Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey
;
McDonald, James B.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10003992787
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37
Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
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38
A penalty function approach to bias reduction in nonlinear panel models with fixed effects
Bester, C. Alan
;
Hansen, Christian Bailey
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003885737
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39
On the specification of propensity scores, with applications to the analysis of trade policies
Millimet, Daniel L.
;
Tchernis, Rusty
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10003893885
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40
Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia
;
Kaufmann, Sylvia
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
1
,
pp. 78-89
Persistent link: https://www.econbiz.de/10003625239
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41
Improved errors-in-variables estimators for grouped data
Devereux, Paul J.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
3
,
pp. 278-287
Persistent link: https://www.econbiz.de/10003496977
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42
Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
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43
Local Whittle analysis of stationary fractional cointegration and the implied-realized volatility relation
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10003566055
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44
Confidence intervals for half-life deviations from purchasing power parity
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 432-442
Persistent link: https://www.econbiz.de/10003193465
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45
Bayesian analysis of the heterogeneity model
Frühwirth-Schnatter, Sylvia
;
Tüchler, Regina
;
Otter, …
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 2-15
Persistent link: https://www.econbiz.de/10001891376
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46
Asset returns and state-dependent risk preferences
Gordon, Stephen F.
;
St.-Amour, Pascal
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 241-252
Persistent link: https://www.econbiz.de/10002135486
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47
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
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48
Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo
;
Kapetanios, George
;
Smith, …
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
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49
Tests for unit roots : a Monte Carlo investigation
Schwert, George William
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 5-17
Persistent link: https://www.econbiz.de/10001639864
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50
Structural estimates of the US sacrifice ratio
Cecchetti, Stephen G.
;
Rich, Robert W.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 416-427
Persistent link: https://www.econbiz.de/10001646355
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