Journal of Business & Economic Statistics最新文献

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Nonlinear spatial dynamic panel data models with endogenous dominant units: An application to share data 具有内生主导单位的非线性空间动态面板数据模型:共享数据的应用
Journal of Business & Economic Statistics Pub Date : 2024-03-11 DOI: 10.1080/07350015.2024.2329645
Jiajun Zhang, Chuanmin Zhao, Xi Qu
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引用次数: 0
Panel data cointegration testing with structural instabilities 具有结构不稳定性的面板数据协整检验
Journal of Business & Economic Statistics Pub Date : 2024-03-07 DOI: 10.1080/07350015.2024.2327844
Anindya Banerjee, Josep Lluís Carrion-i-Silvestre
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引用次数: 0
Reduced Rank Spatio-temporal Models 降级时空模型
Journal of Business & Economic Statistics Pub Date : 2024-03-05 DOI: 10.1080/07350015.2024.2326142
Dan Pu, Kuangnan Fang, Wei Lan, Jihai Yu, Qingzhao Zhang
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引用次数: 0
Fully Data-driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score 完全数据驱动的归一化和幂级数核密度估算器与希瓦里宁分数
Journal of Business & Economic Statistics Pub Date : 2024-02-29 DOI: 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}
引用次数: 0
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 多重冲击的最大份额识别:对不确定性和金融条件的应用
Journal of Business & Economic Statistics Pub Date : 2024-02-28 DOI: 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}
引用次数: 1
A statistically identified structural vector autoregression with endogenously switching volatility regime 内生波动机制的统计识别结构向量自回归
Journal of Business & Economic Statistics Pub Date : 2024-02-22 DOI: 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}
引用次数: 2
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 人类应该对机器撒谎吗?Lasso 和 GLM 结构稀疏性估计器的激励兼容性
Journal of Business & Economic Statistics Pub Date : 2024-02-07 DOI: 10.1080/07350015.2024.2316102
Mehmet Caner, K. Eliaz
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引用次数: 0
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 人类应该对机器撒谎吗?Lasso 和 GLM 结构稀疏性估计器的激励兼容性
Journal of Business & Economic Statistics Pub Date : 2024-02-07 DOI: 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}
引用次数: 0
Maximum-Subsampling Test of Equal Predictive Ability 预测能力相等的最大抽样检验
Journal of Business & Economic Statistics Pub Date : 2024-01-29 DOI: 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}
引用次数: 0
An Econometric Analysis of Volatility Discovery 波动发现的计量经济学分析
Journal of Business & Economic Statistics Pub Date : 2023-12-15 DOI: 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}
引用次数: 0
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