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
Research Output
- 2022
- 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 journal › peer-review
- 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 journal › peer-review
Scopus citations: 2 - 2021
- 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 journal › peer-review
- 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. 1-17Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3 - 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: 5 - 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. 24-46Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 8 - 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: 5 - 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: 29 - 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: 27 - 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: 55 - 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: 18