Journal of Business & Economic Statistics

Article	Citations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	75
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	51
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	47
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	38
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	29
Kernel Averaging Estimators	26
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	21
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	20
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	19
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	19
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	19
LASSO for Stochastic Frontier Models with Many Efficient Firms	18
Robust Estimation for Threshold Autoregressive Moving-Average Models	17
Estimation of Leverage Effect: Kernel Function and Efficiency	16
Dynamic Score-Driven Independent Component Analysis	16
Posterior Average Effects	16
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	14
Large Order-Invariant Bayesian VARs with Stochastic Volatility	14
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	14
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	14
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	13
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	13
Bonferroni Type Tests for Return Predictability and the Initial Condition	13
Getting the ROC into Sync	13
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	13

A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
Panel Quantile GARCH Models under Homogeneity	12
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	11
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition *	11
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
Associate Editors	11
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	10
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	10
Rejoinder	10
Multi-Threshold Structural Equation Model	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
A Design-Based Perspective on Synthetic Control Methods	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	9
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	9
A Scalable Frequentist Model Averaging Method	9
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	8
Correcting for Endogeneity in Models with Bunching	8
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	8
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Forecasting Inflation Using Economic Narratives	7
Reconciled Estimates of Monthly GDP in the United States	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Tests for Jumps in Yield Spreads	7
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	7
Model Checking in Partially Linear Spatial Autoregressive Models	7
Factor Modelling for High-dimensional Functional Time Series	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	7
Circularly Projected Common Factors for Grouped Data	7
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	7
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Corporate Probability of Default: A Single-Index Hazard Model Approach	6
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6

Reduced Rank Spatio-Temporal Models	6
Transformed Estimation for Panel Interactive Effects Models	6
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
A Neural Phillips Curve and a Deep Output Gap	6
Least squares estimation in nonstationary nonlinear cohort panels with learning from experience*	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	6
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	6
Factor Network Autoregressions	5
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Extreme Changes in Changes	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	5
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Inference on Consensus Ranking of Distributions	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	5
News-Driven Uncertainty Fluctuations	5
Bayesian Dynamic Matrix Factor Models	5
A Modified Randomization Test for the Level of Clustering	5
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference	4
Regressions under Adverse Conditions	4
Nonparametric Causal Inference with Functional Covariates	4
Discussion on “Text Selection”	4
Distinguishing Time-Varying Factor Models	4
Another Look at Dependence: The Most Predictable Aspects of Time Series	4
Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments	4
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	4
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	4
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	4
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure	4
The Effects of Temporal Aggregation on MIDAS Regressions	4
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	4
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	4
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	4
Testing for Asset Price Bubbles Using Options Data	4
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound	4
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	4
On Bivariate Time-Varying Price Staleness	4
Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models	4
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	4
Two-Directional Simultaneous Inference for High-Dimensional Models	4
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder	3
Social Interactions with Endogeneity*	3
Test for Market Timing Using Daily Fund Returns	3
Estimation and Inference for a Semiparametric Time–Varying Panel Data Model	3
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring	3
Estimation and Inference on Time-Varying FAVAR Models	3
Linking Frequentist and Bayesian Change-Point Methods	3
Rerandomization and Covariate Adjustment in Split-Plot Designs	3
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng	3
Asset Pricing via the Conditional Quantile Variational Autoencoder	3
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	3
Inference in semiparametric formation models for directed networks	3
Estimation of a Structural Break Point in Linear Regression Models	3
Predicting the Global Minimum Variance Portfolio	3
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	3
Correction	3
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median	3
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	3
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	3
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators	3
Endogenous Kink Threshold Regression	3
Panel Data Quantile Regression for Treatment Effect Models	3
Likelihood Ratio Tests for Lorenz Dominance	3
Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity	3
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	2
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	2
Dynamic Network Quantile Regression Model	2
Double Machine Learning for Sample Selection Models	2
Positive-Definite Converging Kernel Estimation of Long-Run Variance	2
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	2
Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components	2
Change-Point Detection for Object-valued Time Series	2
Forecasting with Economic News	2
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	2

LATE With Missing or Mismeasured Treatment	2
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	2
Narrative Restrictions and Proxies: Rejoinder	2
Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments	2
Rejoinder: “Co-citation and Co-authorship Networks of Statisticians”	2
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	2
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2
Unconditional Quantile Regression for Streaming Datasets	2
Probabilistic Quantile Factor Analysis	2
Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours	2
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated	2
Detecting Weak Distribution Shifts via Displacement Interpolation	2
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	2
Instability of Factor Strength in Asset Returns	2
Optimal Covariate Balancing Conditions in Propensity Score Estimation	2
Extreme Value Estimation for Heterogeneous Data	2
A Revealed Preference Approach to Identification and Inference in Producer-Consumer Models	2
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	2
Causal Machine Learning for Moderation Effects	2
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	2
Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets	2
-Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model	2
A Unified Framework for Estimation in Lognormal Models	2
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector	2
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks	2
Teacher-to-Classroom Assignment and Student Achievement	2
Can a Machine Correct Option Pricing Models?	2
Leveraging Unlabeled Data for Superior ROC Curve Estimation via a Semiparametric Approach	1
Identification of a Triangular Two Equation System Without Instruments	1
Variational Inference for Large Bayesian Vector Autoregressions	1
Covariate-Assisted Community Detection in Multi-Layer Networks	1
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	1
Robust trend estimation for strongly persistent data with unobserved memory	1
Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data	1
Estimation of the Local Conditional Tail Average Treatment Effect	1
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	1
Estimating State Price Densities Implied by American Options*	1
A Time-Varying Network for Cryptocurrencies	1
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	1
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence	1
Group Sparse β -Model for Network	1
Nonparametric Quantile Regression and Uniform Inference with Unknown Error Distribution	1
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	1
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r *	1
Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures	1
Trending Time-Varying Coefficient Spatial Panel Data Models	1
Dynamic Realized Minimum Variance Portfolio Models	1
Combining Instrumental Variable Estimators for a Panel Data Model with Factors	1
Generalized Autoregressive Conditional Betas: Longitudinal Feedback in Multifactor Asset Pricing	1
Inward and Outward Network Influence Analysis	1
Efficient and Robust Estimation of the Generalized LATE Model	1
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors	1
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances	1
Systemic Contagion	1
Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions	1
Constrained Polynomial Likelihood	1
Identification and Estimation of Multinomial Choice Models with Latent Special Covariates	1
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	1
An Oracle Inequality for Multivariate Dynamic Quantile Forecasting	1
Bayesian Dynamic Tensor Regression	1
GDP Solera: The Ideal Vintage Mix	1
Testing Quantile Forecast Optimality	1
Detecting Multiple Level Shifts in Bounded Time Series	1
Precision Least Squares: Estimation and Inference in High-Dimensions	1
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects	1
A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market	1
Consistent Estimation of Multiple Breakpoints in Dependence Measures	1
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	1
Corrigendum: Small Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models	1
Uniform Nonparametric Inference for Spatially Dependent Panel Data	1
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance	1
Scalable Bayesian Estimation in the Multinomial Probit Model	1
Estimation of Sparsity-Induced Weak Factor Models	1
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	1
Large Hybrid Time-Varying Parameter VARs	1
Correcting for Misclassified Binary Regressors Using Instrumental Variables	1
Co-citation and Co-authorship Networks of Statisticians	1
Structural Breaks in Grouped Heterogeneity	1
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data	1
Fully Data-Driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score	1