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 (2020), Scopus (2020), Scopus (2020), Scopus (2020), Scopus rating (2021)

Journal

Journal Metrics

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 journalpeer-review

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  3. 2020
  4. Online published

    High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure

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

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

    Scopus citations: 1
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  5. 2019
  6. Online published

    Homogeneity Pursuit in Single Index Models based Panel Data Analysis

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

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

    Scopus citations: 1
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  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 journalpeer-review

    Scopus citations: 3
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  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 journalpeer-review

    Scopus citations: 2
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  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 journalpeer-review

    Scopus citations: 2
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  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 journalpeer-review

    Scopus citations: 21
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  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 journalpeer-review

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  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 journalpeer-review

    Scopus citations: 24
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  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 journalpeer-review

    Scopus citations: 51
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  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 journalpeer-review

    Scopus citations: 25
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  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 journalpeer-review

    Scopus citations: 47
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  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 journalpeer-review

    Scopus citations: 16
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  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 journalpeer-review

    Scopus citations: 35
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  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 journalpeer-review

    Scopus citations: 204
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  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 journalpeer-review

    Scopus citations: 381
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  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 journalpeer-review

    Scopus citations: 284
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  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: 201
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