Journal of Business & Economic Statistics

Article	Citations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	85
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	64
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	55
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	45
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin	33
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	31
Kernel Averaging Estimators	27
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	26
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	25
Dynamic Score-Driven Independent Component Analysis	23
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	23
LASSO for Stochastic Frontier Models with Many Efficient Firms	21
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	20
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	20
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	17
Robust Reproducible Network Exploration	17
Posterior Average Effects	17
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	16
Robust Estimation for Threshold Autoregressive Moving-Average Models	16
Estimation of Leverage Effect: Kernel Function and Efficiency	16
Large Order-Invariant Bayesian VARs with Stochastic Volatility	16
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	15
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	15
Getting the ROC into Sync	15
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	15

Bonferroni Type Tests for Return Predictability and the Initial Condition	14
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	14
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	14
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	14
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	13
Panel Quantile GARCH Models under Homogeneity	13
On the Combination of Naive and Mean-Variance Portfolio Strategies	13
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	12
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	12
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	12
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition	12
Associate Editors	12
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	12
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	11
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Multi-Threshold Structural Equation Model	10
Correcting for Endogeneity in Models with Bunching	10
A Scalable Frequentist Model Averaging Method	10
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	10
Rejoinder	10
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	9
Nonparametric Option Pricing with Generalized Entropic Estimators	9
A Design-Based Perspective on Synthetic Control Methods	9
High-dimensional Quantile Vector Autoregression with Influencers and Communities	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	9
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods	8
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	8
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	8
Model Checking in Partially Linear Spatial Autoregressive Models	8
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	8
Factor Modeling for High-Dimensional Functional Time Series	8
Circularly Projected Common Factors for Grouped Data	8
Fast Variational Bayes Methods for Multinomial Probit Models	8
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Determination of the effective cointegration rank in high-dimensional time-series predictive regressions	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Reconciled Estimates of Monthly GDP in the United States	7
Theory Coherent Shrinkage of Time-Varying Parameters in VARs	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Tests for Jumps in Yield Spreads	7
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	7
Binary Outcomes and Linear Interactions †	7
Forecasting Inflation Using Economic Narratives	7
Spatial Correlation Robust Inference in Linear Regression and Panel Models	7
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6

Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Transformed Estimation for Panel Interactive Effects Models	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	6
A Neural Phillips Curve and a Deep Output Gap	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Inference on Consensus Ranking of Distributions	6
Reduced Rank Spatio-Temporal Models	6
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	6
Corporate Probability of Default: A Single-Index Hazard Model Approach	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Bayesian Dynamic Matrix Factor Models	6
Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity*	6
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
News-Driven Uncertainty Fluctuations	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
A Modified Randomization Test for the Level of Clustering	5
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	5
Extreme Changes in Changes	5
Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure	4
Nonparametric Causal Inference with Functional Covariates	4
On smooth transition interval autoregressive models	4
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	4
Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments	4
Testing for Asset Price Bubbles Using Options Data	4
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	4
The Effects of Temporal Aggregation on MIDAS Regressions	4
Factor Network Autoregressions	4
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	4
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix	4
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound	4
From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference	4
Extreme Quantile Treatment Effects under Endogeneity	4
On Bivariate Time-Varying Price Staleness	4
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	4
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	4
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	4
Inflation Measurement with High-Frequency Data	4
Regressions under Adverse Conditions	4
Two-Directional Simultaneous Inference for High-Dimensional Models	4
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	4
Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models	4
Asset Pricing via the Conditional Quantile Variational Autoencoder	3
Social Interactions with Endogeneity*	3
Distinguishing Time-Varying Factor Models	3
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	3
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	3
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators	3
Linking Frequentist and Bayesian Change-Point Methods	3
The permanent and temporary effects of stock splits on liquidity in a dynamic semiparametric model	3
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring	3
Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity	3
Inference in Semiparametric Formation Models for Directed Networks	3
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	3
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	3
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	3
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng	3
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder	3
Panel Data Quantile Regression for Treatment Effect Models	3
Likelihood Ratio Tests for Lorenz Dominance	3
Estimation and Inference on Time-Varying FAVAR Models	3
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median	3
Test for Market Timing Using Daily Fund Returns	3
Another Look at Dependence: The Most Predictable Aspects of Time Series	3
Estimation and Inference for a Semiparametric Time–Varying Panel Data Model	3
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	3
Rerandomization and Covariate Adjustment in Split-Plot Designs	3
Endogenous Kink Threshold Regression	3
Estimation of a Structural Break Point in Linear Regression Models	3
Predicting the Global Minimum Variance Portfolio	3
Forecasting with Economic News	2

Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets	2
Rejoinder: “Co-citation and Co-authorship Networks of Statisticians”	2
Network-Assisted High-Dimensional Factor Model Estimation	2
-Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model	2
Optimal Covariate Balancing Conditions in Propensity Score Estimation	2
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	2
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	2
Dynamic Network Quantile Regression Model	2
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks	2
Detecting Weak Distribution Shifts via Displacement Interpolation	2
Can a Machine Correct Option Pricing Models?	2
Narrative Restrictions and Proxies: Rejoinder	2
Positive-Definite Converging Kernel Estimation of Long-Run Variance	2
Unconditional Quantile Regression for Streaming Datasets	2
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	2
A Revealed Preference Approach to Identification and Inference in Producer-Consumer Models	2
Probabilistic Quantile Factor Analysis	2
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector	2
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2
Causal Machine Learning for Moderation Effects	2
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	2
Estimation of Sparsity-Induced Weak Factor Models	2
Change-Point Detection for Object-Valued Time Series	2
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	2
Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions	2
Teacher-to-Classroom Assignment and Student Achievement	2
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	2
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	2
Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments	2
Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components	2
Double Machine Learning for Sample Selection Models	2
Dynamic Realized Minimum Variance Portfolio Models	2
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	2
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated	2
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	2
A Time-Varying Network for Cryptocurrencies	2
Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours	2
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	2
Extreme Value Estimation for Heterogeneous Data	2
Instability of Factor Strength in Asset Returns	2