Journal of Business & Economic Statistics, Volume 42, Issue 2 (2024)

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Journal of Business & Economic Statistics, Volume 42, Issue 2 (2024)

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JBES SPECIAL SECTION ON DYNAMIC NETWORKS

Introduction
Introduction to the Special Issue on Statistics of Dynamic Networks
Wolfgang Härdle & Melanie Schienled
Pages: 347-348
Published online: 05 Apr 2024
CitationforIntroduction to the Special Issue on Statistics of Dynamic Networks | Full Text | References | PDF (318.5 KB) | EPUB
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Free Access
Article
Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
Xiaofei Xu, Ying Chen, Ge Zhang & Thorsten Koch
Pages: 349-366
Published online: 02 Feb 2022
AbstractforModeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions | Full Text | References | PDF (3.9 MB) | EPUB | Supplemental
  • 583 Views
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Article
Dynamic Peer Groups of Arbitrage Characteristics
Shuyi Ge, Shaoran Li & Oliver Linton
Pages: 367-390
Published online: 28 Jan 2022
AbstractforDynamic Peer Groups of Arbitrage Characteristics | Full Text | References | PDF (2.9 MB) | EPUB | Supplemental
  • 342 Views
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Article
Monitoring Network Changes in Social Media
Cathy Yi-Hsuan Chen, Yarema Okhrin & Tengyao Wang
Pages: 391-406
Published online: 02 Feb 2022
AbstractforMonitoring Network Changes in Social Media | Full Text | References | PDF (3.5 MB) | EPUB
  • 812 Views
  • 3 CrossRef citations
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Article
Dynamic Network Quantile Regression Model
Xiu Xu, Weining Wang, Yongcheol Shin & Chaowen Zheng
Pages: 407-421
Published online: 25 Jul 2022
AbstractforDynamic Network Quantile Regression Model | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 1298 Views
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Article
Large Spillover Networks of Nonstationary Systems
Shi Chen & Melanie Schienle
Pages: 422-436
Published online: 16 Sep 2022
AbstractforLarge Spillover Networks of Nonstationary Systems | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 462 Views
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Article
A Time-Varying Network for Cryptocurrencies
Li Guo, Wolfgang Karl Härdle & Yubo Tao
Pages: 437-456
Published online: 12 Dec 2022
AbstractforA Time-Varying Network for Cryptocurrencies | Full Text | References | PDF (3.1 MB) | EPUB | Supplemental
  • 802 Views
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Article
Testing For Global Covariate Effects in Dynamic Interaction Event Networks
Alexander Kreiss, Enno Mammen & Wolfgang Polonik
Pages: 457-468
Published online: 15 Nov 2023
AbstractforTesting For Global Covariate Effects in Dynamic Interaction Event Networks | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
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ARTICLES

Article
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
Ye Yang, Osman Doğan & Süleyman Taşp Inar
Pages: 469-484
Published online: 08 May 2023
AbstractforEstimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 425 Views
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Article
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability
Tobias Fissler & Yannick Hoga
Pages: 485-498
Published online: 30 May 2023
AbstractforBacktesting Systemic Risk Forecasts Using Multi-Objective Elicitability | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 654 Views
  • 1 CrossRef citations
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Article
Bonferroni Type Tests for Return Predictability and the Initial Condition
Sam Astill, David I. Harvey, Stephen J. Leybourne & A. M. Robert Taylor
Pages: 499-515
Published online: 30 May 2023
AbstractforBonferroni Type Tests for Return Predictability and the Initial Condition | Full Text | References | PDF (2.4 MB) | EPUB | Supplemental
  • 608 Views
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Open Access
Article
Jumps or Staleness?
Aleksey Kolokolov & Roberto Renò
Pages: 516-532
Published online: 15 Jun 2023
AbstractforJumps or Staleness? | Full Text | References | PDF (6 MB) | EPUB | Supplemental
  • 437 Views
  • 1 CrossRef citations
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Article
Estimation and Inference on Time-Varying FAVAR Models
Zhonghao Fu, Liangjun Su & Xia Wang
Pages: 533-547
Published online: 30 May 2023
AbstractforEstimation and Inference on Time-Varying FAVAR Models | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 696 Views
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Article
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models
Dachuan Chen, Chenxu Li, Cheng Yong Tang & Jun Yan
Pages: 548-562
Published online: 05 Jun 2023
AbstractforThe Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 295 Views
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Article
Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments
JoonHwan Cho & Thomas M. Russell
Pages: 563-578
Published online: 30 May 2023
AbstractforSimple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments | Full Text | References | PDF (2.5 MB) | EPUB | Supplemental
  • 292 Views
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Article
Links and Legibility: Making Sense of Historical U.S. Census Automated Linking Methods
Arkadev Ghosh, Sam Il Myoung Hwang & Munir Squires
Pages: 579-590
Published online: 02 Jun 2023
AbstractforLinks and Legibility: Making Sense of Historical U.S. Census Automated Linking Methods | Full Text | References | PDF (1.8 MB) | EPUB | Supplemental
  • 328 Views
  • 2 CrossRef citations
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Article
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach
Tadao Hoshino
Pages: 591-602
Published online: 02 Jun 2023
AbstractforEstimating a Continuous Treatment Model with Spillovers: A Control Function Approach | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 1338 Views
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Open Access
Article
Neural Networks for Partially Linear Quantile Regression
Qixian Zhong & Jane-Ling Wang
Pages: 603-614
Published online: 02 Jun 2023
AbstractforNeural Networks for Partially Linear Quantile Regression | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 1043 Views
  • 2 CrossRef citations
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Article
Tie-Break Bootstrap for Nonparametric Rank Statistics
Juwon Seo
Pages: 615-627
Published online: 16 Jun 2023
AbstractforTie-Break Bootstrap for Nonparametric Rank Statistics | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 220 Views
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Article
Bootstrap Inference for Panel Data Quantile Regression
Antonio F. Galvao, Thomas Parker & Zhijie Xiao
Pages: 628-639
Published online: 02 Jun 2023
AbstractforBootstrap Inference for Panel Data Quantile Regression | Full Text | References | PDF (1.4 MB) | EPUB | Supplemental
  • 521 Views
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Article
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models
Qiang Xia & Xianyang Zhang
Pages: 640-653
Published online: 29 Jun 2023
AbstractforAdaptive Testing for Alphas in High-Dimensional Factor Pricing Models | Full Text | References | PDF (3.3 MB) | EPUB | Supplemental
  • 306 Views
  • 1 CrossRef citations
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Article
Uniform Nonparametric Inference for Spatially Dependent Panel Data
Jia Li, Zhipeng Liao & Wenyu Zhou
Pages: 654-664
Published online: 11 Jul 2023
AbstractforUniform Nonparametric Inference for Spatially Dependent Panel Data | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 397 Views
  • 2 CrossRef citations
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Article
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*
James Morley, Trung Duc Tran & Benjamin Wong
Pages: 665-680
Published online: 07 Jul 2023
AbstractforA Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 2228 Views
  • 1 CrossRef citations
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Open Access
Article
Asset Pricing via the Conditional Quantile Variational Autoencoder
Xuanling Yang, Zhoufan Zhu, Dong Li & Ke Zhu
Pages: 681-694
Published online: 11 Jul 2023
AbstractforAsset Pricing via the Conditional Quantile Variational Autoencoder | Full Text | References | PDF (2.1 MB) | EPUB | Supplemental
  • 654 Views
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Article
Consistent Estimation of Multiple Breakpoints in Dependence Measures
Marvin Borsch, Alexander Mayer & Dominik Wied
Pages: 695-706
Published online: 12 Jul 2023
AbstractforConsistent Estimation of Multiple Breakpoints in Dependence Measures | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 290 Views
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Article
Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance
Jiyang Ren
Pages: 707-718
Published online: 12 Jul 2023
AbstractforModel-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 298 Views
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Article
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
Cheuk Hin Cheng & Kin Wai Chan
Pages: 719-731
Published online: 24 Jul 2023
AbstractforA General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests | Full Text | References | PDF (1.5 MB) | EPUB | Supplemental
  • 788 Views
  • 1 CrossRef citations
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Open Access
Article
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome
Jad Beyhum, Samuele Centorrino, Jean-Pierre Florens & Ingrid Van Keilegom
Pages: 732-742
Published online: 24 Jul 2023
AbstractforInstrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental
  • 340 Views
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Article
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
George Kapetanios, Laura Serlenga & Yongcheol Shin
Pages: 743-761
Published online: 21 Sep 2023
AbstractforAn LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 842 Views
  • 1 CrossRef citations
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Open Access
Article
A Design-Based Perspective on Synthetic Control Methods
Lea Bottmer, Guido W. Imbens, Jann Spiess & Merrill Warnick
Pages: 762-773
Published online: 21 Sep 2023
AbstractforA Design-Based Perspective on Synthetic Control Methods | Full Text | References | PDF (1.3 MB) | EPUB | Supplemental
  • 1732 Views
  • 3 CrossRef citations
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Open Access
Article
Dynamic Autoregressive Liquidity (DArLiQ)
Christian M. Hafner, Oliver B. Linton & Linqi Wang
Pages: 774-785
Published online: 19 Sep 2023
AbstractforDynamic Autoregressive Liquidity (DArLiQ) | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 268 Views
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Article
Generalized Autoregressive Positive-valued Processes
Bruno Feunou
Pages: 786-800
Published online: 21 Sep 2023
AbstractforGeneralized Autoregressive Positive-valued Processes | Full Text | References | PDF (1.9 MB) | EPUB | Supplemental
  • 365 Views
  • 0 CrossRef citations
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Article
Generalizing the Results from Social Experiments: Theory and Evidence from India
Michael Gechter
Pages: 801-811
Published online: 19 Sep 2023
AbstractforGeneralizing the Results from Social Experiments: Theory and Evidence from India | Full Text | References | PDF (1.1 MB) | EPUB | Supplemental
  • 195 Views
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Article
Extreme Changes in Changes
Yuya Sasaki & Yulong Wang
Pages: 812-824
Published online: 21 Sep 2023
AbstractforExtreme Changes in Changes | Full Text | References | PDF (1.6 MB) | EPUB | Supplemental
  • 305 Views
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Article
Large Order-Invariant Bayesian VARs with Stochastic Volatility
Joshua C. C. Chan, Gary Koop & Xuewen Yu
Pages: 825-837
Published online: 28 Sep 2023
AbstractforLarge Order-Invariant Bayesian VARs with Stochastic Volatility | Full Text | References | PDF (2.7 MB) | EPUB | Supplemental
  • 518 Views
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