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Tie-break Bootstrap for Nonparametric Rank Statistics 非参数秩统计的平局Bootstrap
Journal of Business & Economic Statistics Pub Date : 2023-05-05 DOI: 10.1080/07350015.2023.2210181
Juwon Seo
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引用次数: 0
Links and legibility: Making sense of historical US Census automated linking methods * 链接和易读性:使历史美国人口普查自动链接方法的意义*
Journal of Business & Economic Statistics Pub Date : 2023-04-24 DOI: 10.1080/07350015.2023.2205918
Arkadev Ghosh, S. Hwang, Munir Squires
{"title":"Links and legibility: Making sense of historical US Census automated linking methods *","authors":"Arkadev Ghosh, S. Hwang, Munir Squires","doi":"10.1080/07350015.2023.2205918","DOIUrl":"https://doi.org/10.1080/07350015.2023.2205918","url":null,"abstract":"How does handwriting legibility affect the performance of algorithms that link individuals across census rounds? We propose a measure of legibility, which we implement at scale for the 1940 US Census, and find strikingly wide variation in enumeration-district-level legibility. Using boundary discontinuities in enumeration districts, we estimate the causal effect of low legibility on the quality of linked samples, measured by linkage rates and share of validated links. Our estimates imply that, across eight linking algorithms, perfect legibility would increase the linkage rate by 5 to 10 percentage points. Improvements in transcription could substantially increase the quality of linked samples. *We thank Santiago Pérez and seminar participants at Midwest Economic Association conference, Western Economic Association virtual international conference, and UBC Econometrics lunch for their valuable comments. This research was undertaken thanks to funding from the Canada Excellence Research Chairs program awarded to Dr. Erik Snowberg in Data-Intensive Methods in Economics. Correspondence can be addressed to hwangii@mail.ubc.ca †briq: Institute on Behavior and Inequality ‡University of British Columbia §University of British Columbia 1","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115896970","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
Estimation and Inference on Time-Varying FAVAR Models * 时变FAVAR模型的估计与推断*
Journal of Business & Economic Statistics Pub Date : 2023-04-19 DOI: 10.1080/07350015.2023.2203726
Zhonghao Fu, Liangjun Su, Xia Wang
{"title":"Estimation and Inference on Time-Varying FAVAR Models *","authors":"Zhonghao Fu, Liangjun Su, Xia Wang","doi":"10.1080/07350015.2023.2203726","DOIUrl":"https://doi.org/10.1080/07350015.2023.2203726","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128456199","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
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models 半非参数随机波动模型下的杠杆效应难题
Journal of Business & Economic Statistics Pub Date : 2023-04-19 DOI: 10.1080/07350015.2023.2203756
Dachuan Chen, Chenxu Li, C. Tang, Jun Yan
{"title":"The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models","authors":"Dachuan Chen, Chenxu Li, C. Tang, Jun Yan","doi":"10.1080/07350015.2023.2203756","DOIUrl":"https://doi.org/10.1080/07350015.2023.2203756","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"98 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116787559","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
Bonferroni Type Tests for Return Predictability and the Initial Condition* 回报可预测性和初始条件的Bonferroni型检验*
Journal of Business & Economic Statistics Pub Date : 2023-04-13 DOI: 10.1080/07350015.2023.2201313
Sam Astill, David I. Harvey, S. Leybourne, A. Taylor
{"title":"Bonferroni Type Tests for Return Predictability and the Initial Condition*","authors":"Sam Astill, David I. Harvey, S. Leybourne, A. Taylor","doi":"10.1080/07350015.2023.2201313","DOIUrl":"https://doi.org/10.1080/07350015.2023.2201313","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133092827","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
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock 具有固定效应的矩阵指数非平衡面板数据模型的估计:美国对外直接投资存量的应用
Journal of Business & Economic Statistics Pub Date : 2023-04-07 DOI: 10.1080/07350015.2023.2200486
Ye Yang, Osman Doğan, Suleyman Taspinar
{"title":"Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock","authors":"Ye Yang, Osman Doğan, Suleyman Taspinar","doi":"10.1080/07350015.2023.2200486","DOIUrl":"https://doi.org/10.1080/07350015.2023.2200486","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126945739","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 Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior* 具有时变参数和先验收缩的动态二元概率模型*
Journal of Business & Economic Statistics Pub Date : 2023-04-07 DOI: 10.1080/07350015.2023.2200458
Zhongfang He
{"title":"A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior*","authors":"Zhongfang He","doi":"10.1080/07350015.2023.2200458","DOIUrl":"https://doi.org/10.1080/07350015.2023.2200458","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127152537","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
Estimation, Inference and Empirical Analysis for Time–Varying VAR Models 时变VAR模型的估计、推断与实证分析
Journal of Business & Economic Statistics Pub Date : 2023-03-15 DOI: 10.1080/07350015.2023.2191673
Jiti Gao, B. Peng, Yayi Yan
{"title":"Estimation, Inference and Empirical Analysis for Time–Varying VAR Models","authors":"Jiti Gao, B. Peng, Yayi Yan","doi":"10.1080/07350015.2023.2191673","DOIUrl":"https://doi.org/10.1080/07350015.2023.2191673","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"330 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123600161","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
On bivariate time-varying price staleness 二元时变价格过期问题
Journal of Business & Economic Statistics Pub Date : 2023-02-01 DOI: 10.1080/07350015.2023.2174547
Haibin Zhu, Liu Zhi
{"title":"On bivariate time-varying price staleness","authors":"Haibin Zhu, Liu Zhi","doi":"10.1080/07350015.2023.2174547","DOIUrl":"https://doi.org/10.1080/07350015.2023.2174547","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"169 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134484944","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
Specification tests for GARCH processes with nuisance parameters on the boundary 边界上有干扰参数的GARCH过程的规范测试
Journal of Business & Economic Statistics Pub Date : 2023-02-01 DOI: 10.1080/07350015.2023.2173206
Giuseppe Cavaliere, Indeewara Perera, Anders Rahbek
{"title":"Specification tests for GARCH processes with nuisance parameters on the boundary","authors":"Giuseppe Cavaliere, Indeewara Perera, Anders Rahbek","doi":"10.1080/07350015.2023.2173206","DOIUrl":"https://doi.org/10.1080/07350015.2023.2173206","url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"196 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121472351","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
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