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Incorporating different sources of information for Bayesian optimal portfolio selection 为贝叶斯最优投资组合选择纳入不同的信息来源
Journal of Business & Economic Statistics Pub Date : 2024-07-16 DOI: 10.1080/07350015.2024.2379361
Olha Bodnar, Taras Bodnar, Vilhelm Niklasson
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引用次数: 0
Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability 多期动态投资组合选择：当高维度遇上回报可预测性
Journal of Business & Economic Statistics Pub Date : 2024-07-03 DOI: 10.1080/07350015.2024.2374971
Wenfeng He, Xiaoling Mei, Wei Zhong, Huanjun Zhu
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引用次数: 0
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods 使用参数扩展的 SEM 方法估计潜变量面板数据模型
Journal of Business & Economic Statistics Pub Date : 2024-07-02 DOI: 10.1080/07350015.2024.2365783
Siqi Wei
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引用次数: 0
Variable selection based testing for parameter changes in regression with autoregressive dependence 基于变量选择的自回归依赖性参数变化测试
Journal of Business & Economic Statistics Pub Date : 2024-01-24 DOI: 10.1080/07350015.2024.2310025
Lajos Horváth, P. Kokoszka, Shanglin Lu
{"title":"Variable selection based testing for parameter changes in regression with autoregressive dependence","authors":"Lajos Horváth, P. Kokoszka, Shanglin Lu","doi":"10.1080/07350015.2024.2310025","DOIUrl":"https://doi.org/10.1080/07350015.2024.2310025","url":null,"abstract":"","PeriodicalId":506033,"journal":{"name":"Journal of Business & Economic Statistics","volume":"30 16","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139600110","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
Detecting multiple level shifts in bounded time series 检测有界时间序列中的多级移动
Journal of Business & Economic Statistics Pub Date : 2024-01-24 DOI: 10.1080/07350015.2024.2308107
Josep Lluís Carrion-i-Silvestre, M. Gadea
{"title":"Detecting multiple level shifts in bounded time series","authors":"Josep Lluís Carrion-i-Silvestre, M. Gadea","doi":"10.1080/07350015.2024.2308107","DOIUrl":"https://doi.org/10.1080/07350015.2024.2308107","url":null,"abstract":"","PeriodicalId":506033,"journal":{"name":"Journal of Business & Economic Statistics","volume":"5 5","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139600497","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
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects 利用带有群体互动固定效应的多层次回归模型进行政策分析
Journal of Business & Economic Statistics Pub Date : 2024-01-22 DOI: 10.1080/07350015.2024.2308108
Zhenhao Gong, Min Seong Kim
{"title":"Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects","authors":"Zhenhao Gong, Min Seong Kim","doi":"10.1080/07350015.2024.2308108","DOIUrl":"https://doi.org/10.1080/07350015.2024.2308108","url":null,"abstract":"","PeriodicalId":506033,"journal":{"name":"Journal of Business & Economic Statistics","volume":"15 12","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139607778","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
Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses 多变量马丁格尔差分假设的广义谱检验
Journal of Business & Economic Statistics Pub Date : 2024-01-11 DOI: 10.1080/07350015.2024.2301954
Xuexin Wang
{"title":"Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses","authors":"Xuexin Wang","doi":"10.1080/07350015.2024.2301954","DOIUrl":"https://doi.org/10.1080/07350015.2024.2301954","url":null,"abstract":"","PeriodicalId":506033,"journal":{"name":"Journal of Business & Economic Statistics","volume":" 34","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139627007","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
Model checking in partially linear spatial autoregressive models 部分线性空间自回归模型的模型检查
Journal of Business & Economic Statistics Pub Date : 2024-01-04 DOI: 10.1080/07350015.2024.2301958
Zixin Yang, Xiaojun Song, Jihai Yu
{"title":"Model checking in partially linear spatial autoregressive models","authors":"Zixin Yang, Xiaojun Song, Jihai Yu","doi":"10.1080/07350015.2024.2301958","DOIUrl":"https://doi.org/10.1080/07350015.2024.2301958","url":null,"abstract":"","PeriodicalId":506033,"journal":{"name":"Journal of Business & Economic Statistics","volume":"42 10","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139387083","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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