Overview

Journal of Business and Economic Statistics

ISSNs: 0735-0015

Additional searchable ISSN (Electronic): 1537-2707

Taylor & Francis Inc., United States

Scopus rating (2021): CiteScore 6.8

Journal

Journal Metrics

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Research Output

2021
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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2020
Online published
High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure
Ke, Y., Lian, H. & Zhang, W., 28 Jul 2020, (Online published) 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: 2
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2019
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 journal › peer-review
Scopus citations: 1
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2018
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: 4
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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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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. 576-592
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 23
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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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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: 25
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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. 132-142
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 53
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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. 35-42
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 16
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