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 (2023): CiteScore 5 SJR 3.385 SNIP 2.123

Journal

Journal Metrics
1 - 20 out of 25Page size: 20

Research Output

  1. 2023

  2. Skilled Mutual Fund Selection: False Discovery Control Under Dependence

    Wang, L., Han, X. & Tong, X., Apr 2023, In: Journal of Business and Economic Statistics. 41, 2, p. 578–592

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  3. Published

    Corporate Probability of Default: A Single-Index Hazard Model Approach

    Li, S., Tian, S., Yu, Y., Zhu, X. & Lian, H., 2023, In: Journal of Business and Economic Statistics. 41, 4, p. 1288–1299

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  4. Published

    Covariate-assisted community detection in multi-layer networks

    Xu, S., Zhen, Y. & Wang, J., 2023, In: Journal of Business & Economic Statistics . 41, 3, p. 915–926 12 p.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 11
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  5. Published

    Kernel Averaging Estimators

    Zhu, R., Zhang, X., Wan, A. T. K. & Zou, G., 2023, In: Journal of Business and Economic Statistics. 41, 1, p. 157–169

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 3
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  6. Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States

    Zhang, J., Cai, B., Zhu, X., Wang, H., Xu, G. & Guan, Y., 2023, In: Journal of Business and Economic Statistics. 41, 2, p. 388-398

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  7. 2022
  8. Online published

    Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models

    Zhang, X., Wang, D., Lian, H. & Li, G., 10 Oct 2022, (Online published) In: Journal of Business & Economic Statistics .

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  9. Published

    High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure

    Ke, Y., Lian, H. & Zhang, W., 2022, In: Journal of Business & Economic Statistics . 40, 1, p. 96–110 15 p.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 9
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  10. 2021
  11. 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 - Publication in refereed journal › peer-review

    Scopus citations: 8
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  12. 2019
  13. 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 - Publication in refereed journal › peer-review

    Scopus citations: 19
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  14. A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection

    Lan, W. & Du, L., Jan 2019, In: Journal of Business & Economic Statistics . 37, 1, p. 147-157

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 7
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  15. 2018

  16. 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 - Publication in refereed journal › peer-review

    Scopus citations: 8
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  17. 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 - Publication in refereed journal › peer-review

    Scopus citations: 16
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  18. 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 - Publication in refereed journal › peer-review

    Scopus citations: 6
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  19. 2017

  20. Threshold Estimation via Group Orthogonal Greedy Algorithm

    CHAN, N. H., ING, C., LI, Y. & YAU, C. Y., Apr 2017, In: Journal of Business & Economic Statistics . 35, 2, p. 334-345

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 11
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  21. 2014
  22. 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 - Publication in refereed journal › peer-review

    Scopus citations: 39
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  23. 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 & Economic Statistics . 32, 3, p. 359-374

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 34
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  24. 2012
  25. 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 - Publication in refereed journal › peer-review

    Scopus citations: 65
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  26. 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 - Publication in refereed journal › peer-review

    Scopus citations: 37
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  27. 2005

  28. 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 - Publication in refereed journal › peer-review

    Scopus citations: 52
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  29. 1997
  30. 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 - Publication in refereed journal › peer-review

    Scopus citations: 19
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