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JOURNAL OF BUSINESS & ECONOMIC STATISTICS

IF2.5
Papers119
Citations
Journal Papers 119
Publication Date
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High-Dimensional Sliced Inverse Kendall’s Tau Estimation for Heavy-Tailed Data
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-10-05
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PREAI
deleteJiaqi Li; Shuaida He; Xin Chen
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Fast and Efficient Estimation of Macromodels with Large Shocks
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-26
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PREAI
deleteLuisa Corrado; Stefano Grassi; Aldo Paolillo
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A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-22
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deleteOAAI
deleteTodd E. Clark; Florian Huber; Gary Koop
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From Rotational to Scalar Invariance: Enhancing Identifiability in Score-Driven Factor Models
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-22
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PREAI
deleteGiuseppe Buccheri; Fulvio Corsi; Emilija Dzuverovic
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Matrix Quantile Factor Model
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-22
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PREAI
deleteXinbing Kong; Yongxin Liu; Long Yu; Peng Zhao
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Asymptotic Distributions of Nonlinear Least Squares Estimators for Panel-MIDAS Models
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-22
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deleteOAAI
deleteMin Lin; Han Lin
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Estimating Unobserved Cross-Sectional Network Links with Large-T Panel Data
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-22
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deletePeter H. Egger; Jiaqing Zhu
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A Family of Coherent Risk Measures: An Infinite Weighted Average of Value-at-Risk
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-22
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deleteOAAI
deleteRong Jiang; M.C. Jones; Jiangfeng Wang; Keming Yu
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Testing High-Dimensional Effects in Quantile Regression with High-Dimensional Confounding: A Decorrelated Approach
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-19
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PREAI
deleteBowen Zhou; Heng Peng; Peirong Xu
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Robust Estimation of Double Autoregressive Models via Normal Mixture QMLE
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-17
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deleteZhao Chen; Chen Shi; Christina Dan Wang
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Post-Lasso Inference for Multiple Threshold Regressions with an Application to Return Predictability
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-17
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PREAI
deleteChenchen Ma; Yundong Tu
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Approximate Factor Models for Functional Time Series
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-17
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PREAI
deleteSven Otto; Nazarii Salish
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Model-Free and Distributionally Robust Feature Screening with False Discovery Control for High-Dimensional Heterogeneous Data
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-14
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PREAI
deleteCong Cheng; Runze Li; Yuan Ke
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Testing Alphas in Linear Factor Models: A Portfolio Approach
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-14
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PREAI
deleteJun Zhang; Dan Pu; Wei Lan; Guanhao Feng
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A Recentered Method of Moments Estimator for Spatial Dynamic Panels
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-14
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PREAI
deleteYong Bao; Jihai Yu
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Changes-in-Changes for Ordered Choice Models with Underreporting
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-09
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deleteOAAI
deleteDaniel Gutknecht; Cenchen Liu
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Specification LASSO and a Flexible Characteristics-Based Asset Pricing Model
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-09-03
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PREAI
deleteChaohua Dong; Shuyi Ge; Shaoran Li; Wen Su
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STRAP: Smooth Tests for Multivariate Homogeneity using Random Projections*
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-08-12
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PREAI
deleteShiyao Huang; Xiaojun Song
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Multi-Matrix Autoregressive Models with an Application to Multi-Modal Network
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-08-10
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PREAI
deleteShiqi Ye; Tingguo Zheng; Han Xiao; Yongmiao Hong
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Bias Correction in Factor-Augmented Regression Models with Weak Factors
deleteJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
delete2026-08-07
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deleteOAAI
deletePeiyun Jiang; Yoshimasa Uematsu; Takashi Yamagata
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