Journal of Business & Economic Statistics

Article	Citations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	84
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	72
High-Dimensional Mixed-Frequency IV Regression	51
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	43
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	36
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	29
Kernel Averaging Estimators	25
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	21
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	19
Efficient Estimation for Models With Nonlinear Heteroscedasticity	18
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	18
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	18
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	18
Large Order-Invariant Bayesian VARs with Stochastic Volatility	17
Posterior Average Effects	16
Dynamic Score-Driven Independent Component Analysis	15
LASSO for Stochastic Frontier Models with Many Efficient Firms	15
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network*	14
Getting the ROC into Sync	14
Estimation of Leverage Effect: Kernel Function and Efficiency	14
Robust Estimation for Threshold Autoregressive Moving-Average Models	14
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	14
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	13
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	13
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	13

Discussion of “Co-citation and Co-authorship Networks of Statisticians”	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
Bonferroni Type Tests for Return Predictability and the Initial Condition	12
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	12
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	12
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	11
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
Associate Editors	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	11
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	10
Correcting for Endogeneity in Models with Bunching	9
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	9
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	9
Rejoinder	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
A Design-Based Perspective on Synthetic Control Methods	8
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	8
Multi-Threshold Structural Equation Model	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
A Scalable Frequentist Model Averaging Method	8
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	7
Circularly Projected Common Factors for Grouped Data	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Model Checking in Partially Linear Spatial Autoregressive Models	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Factor Modelling for High-dimensional Functional Time Series	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Text Selection	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	7
Forecasting Inflation Using Economic Narratives	7
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	7
Transformed Estimation for Panel Interactive Effects Models	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Reconciled Estimates of Monthly GDP in the United States	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Corporate Probability of Default: A Single-Index Hazard Model Approach	6
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	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
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Reduced Rank Spatio-Temporal Models	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
A Neural Phillips Curve and a Deep Output Gap	6
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	5
Inference on Consensus Ranking of Distributions	5
News-Driven Uncertainty Fluctuations	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	5
Bayesian Dynamic Matrix Factor Models	5
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	5
Extreme Changes in Changes	5
A Modified Randomization Test for the Level of Clustering	5
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	4
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure	4
On Bivariate Time-Varying Price Staleness	4
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	4
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	4
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	4
Nonparametric Causal Inference with Functional Covariates	4
From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference	4
Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models	4
Regressions under Adverse Conditions	4
Testing for Asset Price Bubbles Using Options Data	4
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	4
Factor Network Autoregressions	4
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound	4
Discussion on “Text Selection”	4
The Effects of Temporal Aggregation on MIDAS Regressions	4
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	4
The Grid Bootstrap for Continuous Time Models	4
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling	3
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	3
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	3
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	3
Estimation and Inference for a Semiparametric Time–Varying Panel Data Model	3
Inference in semiparametric formation models for directed networks	3
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder	3
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	3
Another Look at Dependence: The Most Predictable Aspects of Time Series	3
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	3
Two-Directional Simultaneous Inference for High-Dimensional Models	3
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	3
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	3
Asset Pricing via the Conditional Quantile Variational Autoencoder	3
Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity	3
Distinguishing Time-Varying Factor Models	3
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng	3
Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments	3
Test for Market Timing Using Daily Fund Returns	3
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median	3
Social Interactions with Endogeneity*	3
Estimation of a Structural Break Point in Linear Regression Models	3
Probabilistic Quantile Factor Analysis	2
Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components	2
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	2
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	2
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators	2
Endogenous Kink Threshold Regression	2
Correction	2
A Revealed Preference Approach to Identification and Inference in Producer-Consumer Models	2
Double Machine Learning for Sample Selection Models	2
Can a Machine Correct Option Pricing Models?	2
Nonparametric Specification Testing of Conditional Asset Pricing Models	2
Forecasting with Economic News	2
Change-Point Detection for Object-valued Time Series	2
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2
A Unified Framework for Estimation in Lognormal Models	2
Dynamic Network Quantile Regression Model	2

Optimal Covariate Balancing Conditions in Propensity Score Estimation	2
Rerandomization and Covariate Adjustment in Split-Plot Designs	2
Linking Frequentist and Bayesian Change-Point Methods	2
Estimation and Inference on Time-Varying FAVAR Models	2
Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters	2
Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours	2
-Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model	2
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	2
Extreme Value Estimation for Heterogeneous Data	2
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	2
Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments	2
Causal Machine Learning for Moderation Effects	2
Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets	2
Rejoinder: “Co-citation and Co-authorship Networks of Statisticians”	2
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	2
Predicting the Global Minimum Variance Portfolio	2
Positive-Definite Converging Kernel Estimation of Long-Run Variance	2
Panel Data Quantile Regression for Treatment Effect Models	2
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring	2
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2
Likelihood Ratio Tests for Lorenz Dominance	2
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	2
Instability of Factor Strength in Asset Returns	2
Teacher-to-Classroom Assignment and Student Achievement	2
Narrative Restrictions and Proxies: Rejoinder	2
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	2
Unconditional Quantile Regression for Streaming Datasets	2
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance	1
A Time-Varying Network for Cryptocurrencies	1
Nonparametric Quantile Regression and Uniform Inference with Unknown Error Distribution	1
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	1
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors	1
LATE With Missing or Mismeasured Treatment	1
Systemic Contagion	1
Precision Least Squares: Estimation and Inference in High-Dimensions	1
Correcting for Misclassified Binary Regressors Using Instrumental Variables	1
Generalized Autoregressive Conditional Betas: Longitudinal Feedback in Multifactor Asset Pricing	1
Testing for Unobserved Heterogeneity via k-means Clustering	1
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	1
Detecting Multiple Level Shifts in Bounded Time Series	1
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects	1
Testing Quantile Forecast Optimality	1
Trending Time-Varying Coefficient Spatial Panel Data Models	1
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data	1
Scalable Bayesian Estimation in the Multinomial Probit Model	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
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	1
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	1
Large Hybrid Time-Varying Parameter VARs	1
Detecting Weak Distribution Shifts via Displacement Interpolation	1
Constrained Polynomial Likelihood	1
Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures	1
Corrigendum: Small Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models	1
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks	1
Efficient and Robust Estimation of the Generalized LATE Model	1
Combining Instrumental Variable Estimators for a Panel Data Model with Factors	1
Dynamic Realized Minimum Variance Portfolio Models	1
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r *	1
Fully Data-Driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score	1
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	1
Consistent Estimation of Multiple Breakpoints in Dependence Measures	1
Variational Inference for Large Bayesian Vector Autoregressions	1
Covariate-Assisted Community Detection in Multi-Layer Networks	1
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	1
Identification of a Triangular Two Equation System Without Instruments	1
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	1
Inward and Outward Network Influence Analysis	1
Estimation of Sparsity-Induced Weak Factor Models	1
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	1
Identification and Estimation of Multinomial Choice Models with Latent Special Covariates	1
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	1
Estimation of the Local Conditional Tail Average Treatment Effect	1
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances	1
A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market	1
Co-citation and Co-authorship Networks of Statisticians	1
GDP Solera: The Ideal Vintage Mix	1
Group Sparse β -Model for Network	1
Leveraging Unlabeled Data for Superior ROC Curve Estimation via a Semiparametric Approach	1
Robust trend estimation for strongly persistent data with unobserved memory	1
Bayesian Dynamic Tensor Regression	1
Estimating State Price Densities Implied by American Options*	1
Uniform Nonparametric Inference for Spatially Dependent Panel Data	1
Structural Breaks in Grouped Heterogeneity	1
Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data	1