Journal of Business and Economic Statistics

Journal of Business and Economic Statistics

ISSNs: 0735-0015

Additional searchable ISSN (Electronic): 1537-2707

Taylor & Francis Inc., United States

Scopus rating (2021): CiteScore 7.1

Journal

Journal Metrics
1 - 18 out of 18Page size: 20

Research Output

  1. 2021
  2. Published

    Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

    Han, X., Jan 2021, In: Journal of Business and Economic Statistics. 39, 1, p. 1-17

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  3. 2020
  4. Online published

    High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure

    Ke, Y., Lian, H. & Zhang, W., 28 Jul 2020, (Online published) In: Journal of Business and Economic Statistics. 15 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
    Check@CityULib
  5. 2019
  6. Online published

    Homogeneity Pursuit in Single Index Models based Panel Data Analysis

    Lian, H., Qiao, X. & Zhang, W., 15 Oct 2019, (Online published) In: Journal of Business and Economic Statistics.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  7. 2018

  8. Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments

    Hahn, P. R., He, J. & Lopes, H., Apr 2018, In: Journal of Business and Economic Statistics. 36, 2, p. 278-287

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 3
    Check@CityULib
  9. Published

    Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection

    CANER, M., HAN, X. & LEE, Y., Jan 2018, In: Journal of Business and Economic Statistics. 36, 1, p. 24-46

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 4
    Check@CityULib
  10. Published

    Asymptotic Inference for Performance Fees and the Predictability of Asset Returns

    McCracken, M. W. & Valente, G., 2018, In: Journal of Business and Economic Statistics. 36, 3, p. 426-437

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 3
    Check@CityULib
  11. 2014
  12. Published

    A Varying-Coefficient Expectile Model for Estimating Value at Risk

    Xie, S., Zhou, Y. & Wan, A. T. K., Oct 2014, In: Journal of Business and Economic Statistics. 32, 4, p. 576-592

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 24
    Check@CityULib
  13. Published

    Selecting the Correct Number of Factors in Approximate FactorModels: The Large Panel Case with Group Bridge Estimator

    CANER, M. & HAN, X., 28 Jul 2014, In: Journal of Business and Economic Statistics. 32, 3, p. 359 - 374

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Check@CityULib
  14. Published

    Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators

    Caner, M. & Han, X., Jul 2014, In: Journal of Business and Economic Statistics. 32, 3, p. 359-374

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 25
    Check@CityULib
  15. 2012
  16. Published

    Focused information criteria, model selection, and model averaging in a Tobit model with a nonzero threshold

    Zhang, X., Wan, A. T. K. & Zhou, S. Z., Jan 2012, In: Journal of Business and Economic Statistics. 30, 1, p. 132-142

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 53
    Check@CityULib

  17. Semiparametric estimation of additive quantile regression models by two-fold penalty

    Lian, H., 2012, In: Journal of Business and Economic Statistics. 30, 3, p. 337-350

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 29
    Check@CityULib
  18. 2005

  19. Exchange rates and markov switching dynamics

    Cheung, Y. & Erlandsson, U. G., Jul 2005, In: Journal of Business and Economic Statistics. 23, 3, p. 314-320

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 49
    Check@CityULib
  20. 1997
  21. Published

    Common predictable components in regional stock markets

    Cheung, Y., He, J. & Ng, L. K., Jan 1997, In: Journal of Business and Economic Statistics. 15, 1, p. 35-42

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 16
    Check@CityULib

  22. Further investigation of the uncertain unit root in GNP

    Cheung, Y. & Chinn, M. D., Jan 1997, In: Journal of Business and Economic Statistics. 15, 1, p. 68-73

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 35
    Check@CityULib
  23. 1995

  24. Lag order and critical values of the augmented dickey-fuller test

    CHEUNG, Y. & La, K. S., Jul 1995, In: Journal of Business and Economic Statistics. 13, 3, p. 277-280

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 236
    Check@CityULib
  25. 1994

  26. A markov model of switching-regime arch

    Cai, J., Jul 1994, In: Journal of Business and Economic Statistics. 12, 3, p. 309-316

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 393
    Check@CityULib
  27. 1993

  28. A fractional cointegration analysis of purchasing power parity

    CHEUNG, Y. & Lai, K. S., Jan 1993, In: Journal of Business and Economic Statistics. 11, 1, p. 103-112

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 288
    Check@CityULib

  29. Long memory in foreign-exchange rates

    CHEUNG, Y., Jan 1993, In: Journal of Business and Economic Statistics. 11, 1, p. 93-101

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Comment/debate

    Scopus citations: 206
    Check@CityULib