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
1 - 10 out of 10Page 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

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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 journal › peer-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 journal › peer-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 journal › peer-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 journal › peer-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 journal › peer-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 journal › peer-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 journal › peer-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 journal › peer-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 journal › peer-review

    Scopus citations: 16
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