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Journal of Business & Economic Statistics

Taylor & Francis

AJG 4ABDC A*
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Bootstrap Model Averaging
Minghui Song et al.
20260 citations
High dimensional threshold factor models with common stochastic trends
Daniele Massacci & Lorenzo Trapani
20260 citations
CCE Estimation of Heterogeneous Panel Quantile Regression Models with Relatively Small T
Minyuan Zhang & Lan Su
20260 citations
Joint Extreme Value-at-Risk and Expected Shortfall Dynamics with a Single Integrated Tail Shape Parameter
Enzo D’Innocenzo et al.
20260 citations
Life-Cycle Bias Adjustment and Intergenerational Association in Crime
Yu‐Wei Luke Chu & Lorena Di Bono
20260 citations
Testing for nontrivial cointegration
Javier Hualde & José Olmo
20260 citations
Design of Bayesian A/B Tests Controlling False Discovery Rates and Power
Luke Hagar & Nathaniel T. Stevens
20260 citations
Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference
Zhaonan Qu et al.
20260 citations
Regime-Specific Return Predictability in Quantiles
Xinling Xie & Yundong Tu
20260 citations
A Panel Data Estimator for the Distribution and Quantiles of Marginal Effects in Nonlinear Structural Models with an Application to the Demand for Junk Food
Joe Cooprider et al.
20260 citations
How to Compare Copula Forecasts?
Tobias Fissler & Yannick Hoga
20260 citations
Distribution-free shrinkage of high-dimensional mean vector*
Vali Asimit et al.
20260 citations
Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction
Hao Zeng et al.
20260 citations
Design of Bayesian A/B Tests Controlling False Discovery Rates and Power
Luke Hagar & Nathaniel T. Stevens
20260 citations
Deep Orthogonal Learner for Conditional Quantile Treatment Effect Estimation
Qixian Zhong
20260 citations
Bayesian Methodology for Adaptive Sparsity and Shrinkage in Regression
Ziqian Yang et al.
20260 citations
A Network View on Portfolio Risk
Wolfgang Karl Härdle et al.
20260 citations
A Dantzig-type Large Portfolio Optimization Model and Its Efficient Fitting Algorithm*
Zikang Gou et al.
20260 citations
Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression
Karim Moussa et al.
20260 citations
Causal Inference Using Antidotal Variables
Tirthatanmoy Das & Solomon W. Polachek
20260 citations

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