Pub Date : 2024-03-11DOI: 10.1080/07350015.2024.2329645
Jiajun Zhang, Chuanmin Zhao, Xi Qu
{"title":"Nonlinear spatial dynamic panel data models with endogenous dominant units: An application to share data","authors":"Jiajun Zhang, Chuanmin Zhao, Xi Qu","doi":"10.1080/07350015.2024.2329645","DOIUrl":"https://doi.org/10.1080/07350015.2024.2329645","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"94 4","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140251950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-07DOI: 10.1080/07350015.2024.2327844
Anindya Banerjee, Josep Lluís Carrion-i-Silvestre
{"title":"Panel data cointegration testing with structural instabilities","authors":"Anindya Banerjee, Josep Lluís Carrion-i-Silvestre","doi":"10.1080/07350015.2024.2327844","DOIUrl":"https://doi.org/10.1080/07350015.2024.2327844","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"11 31","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140258002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-29DOI: 10.1080/07350015.2024.2326149
Shunsuke Imai, Takuya Koriyama, S. Yonekura, S. Sugasawa, Yoshihiko Nishiyama
{"title":"Fully Data-driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score","authors":"Shunsuke Imai, Takuya Koriyama, S. Yonekura, S. Sugasawa, Yoshihiko Nishiyama","doi":"10.1080/07350015.2024.2326149","DOIUrl":"https://doi.org/10.1080/07350015.2024.2326149","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"6 5","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140414756","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-28DOI: 10.1080/07350015.2024.2316829
Andrea Carriero, Alessio Volpicella
{"title":"Max Share\u0000 Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions","authors":"Andrea Carriero, Alessio Volpicella","doi":"10.1080/07350015.2024.2316829","DOIUrl":"https://doi.org/10.1080/07350015.2024.2316829","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"15 5","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140423188","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-22DOI: 10.1080/07350015.2024.2322090
Savi Virolainen
{"title":"A statistically identified structural vector autoregression with endogenously switching volatility regime","authors":"Savi Virolainen","doi":"10.1080/07350015.2024.2322090","DOIUrl":"https://doi.org/10.1080/07350015.2024.2322090","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"8 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140438581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-07DOI: 10.1080/07350015.2024.2316102
Mehmet Caner, K. Eliaz
{"title":"Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators","authors":"Mehmet Caner, K. Eliaz","doi":"10.1080/07350015.2024.2316102","DOIUrl":"https://doi.org/10.1080/07350015.2024.2316102","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"30 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139856712","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-07DOI: 10.1080/07350015.2024.2316102
Mehmet Caner, K. Eliaz
{"title":"Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators","authors":"Mehmet Caner, K. Eliaz","doi":"10.1080/07350015.2024.2316102","DOIUrl":"https://doi.org/10.1080/07350015.2024.2316102","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"65 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139796908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-29DOI: 10.1080/07350015.2024.2311196
Wei Lan, Bo Lei, Long Feng, Chih-Ling Tsai
{"title":"Maximum-Subsampling Test of Equal Predictive Ability","authors":"Wei Lan, Bo Lei, Long Feng, Chih-Ling Tsai","doi":"10.1080/07350015.2024.2311196","DOIUrl":"https://doi.org/10.1080/07350015.2024.2311196","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"27 4","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140488025","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-15DOI: 10.1080/07350015.2023.2292178
Gustavo Fruet Dias, Fotis Papailias, C. Scherrer
{"title":"An Econometric Analysis of Volatility Discovery","authors":"Gustavo Fruet Dias, Fotis Papailias, C. Scherrer","doi":"10.1080/07350015.2023.2292178","DOIUrl":"https://doi.org/10.1080/07350015.2023.2292178","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"86 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138998596","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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