Journal of Business & Economic Statistics

Article	Citations
Quasi-Bayesian Inference for Production Frontiers	141
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	83
Kernel Averaging Estimators	67
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	45
High-Dimensional Mixed-Frequency IV Regression	39
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	33
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	29
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	26
SVARs Identification Through Bounds on the Forecast Error Variance	23
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	21
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	21
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	20
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	20
Estimation of Leverage Effect: Kernel Function and Efficiency	19
LASSO for Stochastic Frontier Models with Many Efficient Firms	18
Efficient Estimation for Models With Nonlinear Heteroscedasticity	18
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	18
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	17
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	14
Robust Estimation for Threshold Autoregressive Moving-Average Models	14
Large Order-Invariant Bayesian VARs with Stochastic Volatility	14
Dynamic Score-Driven Independent Component Analysis	13
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach*	13
On the Combination of Naive and Mean-Variance Portfolio Strategies	13
Posterior Average Effects	13

Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	13
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	12
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	12
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Bonferroni Type Tests for Return Predictability and the Initial Condition	12
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Associate Editors	11
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	11
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	11
Getting the ROC into Sync	11
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	11
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Rejoinder	10
Correcting for Endogeneity in Models with Bunching	10
A Scalable Frequentist Model Averaging Method	10
Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices	9
A Design-Based Perspective on Synthetic Control Methods	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
Text Selection	8
Multi-Threshold Structural Equation Model	8
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic	8
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	8
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Nonparametric Option Pricing with Generalized Entropic Estimators	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Multiple-Attribute Lorenz Functions and Gini Indices: a measure transportation approach	7
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	7
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Model Checking in Partially Linear Spatial Autoregressive Models	6
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	6
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Forecasting Inflation Using Economic Narratives	6
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	6
Tests for Jumps in Yield Spreads	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
A Neural Phillips Curve and a Deep Output Gap	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Circularly Projected Common Factors for Grouped Data	6
Fast Variational Bayes Methods for Multinomial Probit Models	6

Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Reconciled Estimates of Monthly GDP in the United States	6
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Reduced Rank Spatio-Temporal Models	5
Transformed Estimation for Panel Interactive Effects Models	5
Extreme Changes in Changes	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	5
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
Reduced-Rank Envelope Vector Autoregressive Model	5
News-Driven Uncertainty Fluctuations	5
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
Bayesian Dynamic Matrix Factor Models	5
Corporate Probability of Default: A Single-Index Hazard Model Approach	5
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	4
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure	4
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	4
Discussion on “Text Selection”	4
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	4
From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference	4
On Bivariate Time-Varying Price Staleness	4
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	4
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	4
Inference on Consensus Ranking of Distributions	4
Factor Network Autoregressions	4
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling	4
Testing for Asset Price Bubbles Using Options Data	4
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	4
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound	4
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	4
A Modified Randomization Test for the Level of Clustering	4
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	4
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	4
Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models	4
The Grid Bootstrap for Continuous Time Models	4
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	3
Distinguishing Time-Varying Factor Models	3
Two-Directional Simultaneous Inference for High-Dimensional Models	3
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	3
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	3
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng	3
Estimation and Inference on Time-Varying FAVAR Models	3
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	3
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	3
Test for Market Timing Using Daily Fund Returns	3
Estimation of a Structural Break Point in Linear Regression Models	3
Predicting the Global Minimum Variance Portfolio	3
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder	3
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring	3
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	3
Another Look at Dependence: The Most Predictable Aspects of Time Series	3
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	3
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	3
Asset Pricing via the Conditional Quantile Variational Autoencoder	3
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators	3
Estimation and Inference for a Semiparametric Time–Varying Panel Data Model	3
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median	3
Unconditional Quantile Regression for Streaming Datasets	2
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2
Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?	2
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	2
Probabilistic Quantile Factor Analysis	2
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	2
Dynamic Network Quantile Regression Model	2
Linking Frequentist and Bayesian Change-Point Methods	2
Correction	2
Positive-Definite Converging Kernel Estimation of Long-Run Variance	2
Rejoinder: “Co-citation and Co-authorship Networks of Statisticians”	2
Nonparametric Specification Testing of Conditional Asset Pricing Models	2
Optimal Covariate Balancing Conditions in Propensity Score Estimation	2
Causal Machine Learning for Moderation Effects	2
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2
Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours	2

Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components	2
Double Machine Learning for Sample Selection Models	2
Forecasting with Economic News	2
Rerandomization and Covariate Adjustment in Split-Plot Designs	2
Likelihood Ratio Tests for Lorenz Dominance	2
Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity	2
Panel Data Quantile Regression for Treatment Effect Models	2
A Revealed Preference Approach to Identification and Inference in Producer-Consumer Models	2
Extreme Value Estimation for Heterogeneous Data	2
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	2
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	2
Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets	2
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	2
Local Polynomial Order in Regression Discontinuity Designs	2
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	2
-Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model	2
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	2
Endogenous Kink Threshold Regression	2
A Unified Framework for Estimation in Lognormal Models	2
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	2
Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters	2
Narrative Restrictions and Proxies: Rejoinder	2
Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments	2
Identification and Estimation of Multinomial Choice Models with Latent Special Covariates	1
An Oracle Inequality for Multivariate Dynamic Quantile Forecasting	1
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	1
Covariate-Assisted Community Detection in Multi-Layer Networks	1
Scalable Bayesian Estimation in the Multinomial Probit Model	1
Efficient and Robust Estimation of the Generalized LATE Model	1
Systemic Contagion	1
Estimation of Sparsity-Induced Weak Factor Models	1
A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market	1
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks	1
Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution*	1
Detecting Weak Distribution Shifts via Displacement Interpolation	1
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors	1
Can a Machine Correct Option Pricing Models?	1
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data	1
Constrained Polynomial Likelihood	1
Group Sparse β -Model for Network	1
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence	1
Generalized Autoregressive Conditional Betas: Longitudinal Feedback in Multifactor Asset Pricing	1
Realized Quantiles*	1
Co-citation and Co-authorship Networks of Statisticians	1
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r *	1
Testing Quantile Forecast Optimality	1
Fully Data-Driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score	1
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	1
Trending Time-Varying Coefficient Spatial Panel Data Models	1
Combining Instrumental Variable Estimators for a Panel Data Model with Factors	1
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	1
Precision Least Squares: Estimation and Inference in High-Dimensions	1
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated	1
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	1
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	1
Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures	1
Teacher-to-Classroom Assignment and Student Achievement	1
Identification of a Triangular Two Equation System Without Instruments	1
Binary Conditional Forecasts	1
Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data	1
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	1
Estimation of the Local Conditional Tail Average Treatment Effect	1
Uniform Nonparametric Inference for Spatially Dependent Panel Data	1
GDP Solera: The Ideal Vintage Mix	1
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	1
Bootstrap Inference for Panel Data Quantile Regression	1
Large Hybrid Time-Varying Parameter VARs	1
Detecting Multiple Level Shifts in Bounded Time Series	1
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances	1
Correcting for Misclassified Binary Regressors Using Instrumental Variables	1
Instability of Factor Strength in Asset Returns	1
Consistent Estimation of Multiple Breakpoints in Dependence Measures	1
Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application	1
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	1
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
A Time-Varying Network for Cryptocurrencies	1
Leveraging Unlabeled Data for Superior ROC Curve Estimation via a Semiparametric Approach	1
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	1
Corrigendum: Small Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models	1
LATE With Missing or Mismeasured Treatment	1
Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance	1
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects	1
Dynamic Realized Minimum Variance Portfolio Models	1
Inward and Outward Network Influence Analysis	1
Bayesian Dynamic Tensor Regression	1
Testing for Unobserved Heterogeneity via k-means Clustering	1
Variational Inference for Large Bayesian Vector Autoregressions	1
Structural Breaks in Grouped Heterogeneity	1