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 (2021): CiteScore 7.9 SJR 5.241 SNIP 4.389

Journal

Journal Metrics

Research Output

  1. 2022
  2. Online published

    Covariate-assisted community detection in multi-layer networks

    Xu, S., Zhen, Y. & Wang, J., 2 Jun 2022, (Online published) In: Journal of Business & Economic Statistics . 31 p.

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

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  3. 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, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  4. 2021
  5. Online published

    Kernel Averaging Estimators

    Zhu, R., Zhang, X., Wan, A. T. K. & Zou, G., 30 Nov 2021, (Online published) In: Journal of Business and Economic Statistics.

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

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  6. 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

    Scopus citations: 3
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  7. 2019
  8. 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, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 5
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  9. 2018
  10. 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: 8
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  11. 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: 5
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  12. 2014
  13. 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: 29
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  14. 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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  15. 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: 27
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  16. 2012
  17. 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: 55
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  18. 1997
  19. 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: 18
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