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. 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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  9. 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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  10. 2014
  11. 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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  12. 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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  13. 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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  14. 2012
  15. 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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  16. 1997
  17. 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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