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
Research Output
- 2020
- 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 journal › peer-review
Scopus citations: 1 - 2019
- 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 journal › peer-review
Scopus citations: 2 - Online published
Shrinkage Estimation of Factor Models with Global and Group-Specific Factors
Han, X., 20 May 2019, In : Journal of Business and Economic Statistics.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 2018
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. 278-287Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3- 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. 24-46Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 2 - 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. 426-437Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 2 - 2014
- 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. 576-592Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 21 - 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 - 374Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 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. 359-374Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 24 - 2012
- 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. 132-142Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 50 Semiparametric estimation of additive quantile regression models by two-fold penalty
Lian, H., 2012, In : Journal of Business and Economic Statistics. 30, 3, p. 337-350Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 25- 2005
Exchange rates and markov switching dynamics
Cheung, Y. & Erlandsson, U. G., Jul 2005, In : Journal of Business and Economic Statistics. 23, 3, p. 314-320Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 47- 1997
- 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. 35-42Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 16 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. 68-73Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 35- 1995
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. 277-280Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 201- 1994
A markov model of switching-regime arch
Cai, J., Jul 1994, In : Journal of Business and Economic Statistics. 12, 3, p. 309-316Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 380- 1993
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. 103-112Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 283Long memory in foreign-exchange rates
CHEUNG, Y., Jan 1993, In : Journal of Business and Economic Statistics. 11, 1, p. 93-101Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Comment/debate
Scopus citations: 201