Journal of Business & Economic Statistics

Article	Citations
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	55
In Search of a Job: Forecasting Employment Growth Using Google Trends	41
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	40
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	33
Who is the Key Player? A Network Analysis of Juvenile Delinquency	29
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics	27
Machine Learning Time Series Regressions With an Application to Nowcasting	26
Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter	20
Generic Conditions for Forecast Dominance	20
Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices	19
Estimation of Conditional Average Treatment Effects With High-Dimensional Data	18
Identification of Structural Vector Autoregressions by Stochastic Volatility	17
Threshold Regression With a Threshold Boundary	17
Co-citation and Co-authorship Networks of Statisticians	16
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors	16
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	16
State-Varying Factor Models of Large Dimensions	16
Transparency in Structural Research	16
Local Polynomial Order in Regression Discontinuity Designs	15
Forecasting with Economic News	14
Can GDP Measurement Be Further Improved? Data Revision and Reconciliation	13
Large-Dimensional Factor Analysis Without Moment Constraints	13
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	13
Text Selection	13
Measuring Granger Causality in Quantiles	13

A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable	12
Functional Linear Regression: Dependence and Error Contamination	11
Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?	11
Prediction in Locally Stationary Time Series	11
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings	10
Dynamic Discrete Mixtures for High-Frequency Prices	10
Interpretable Sparse Proximate Factors for Large Dimensions	10
Hedging With Linear Regressions and Neural Networks	10
A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments	9
Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets	9
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model	8
Structural Equation Model Averaging: Methodology and Application	8
A Structural Model of Homophily and Clustering in Social Networks	8
Homogeneity and Structure Identification in Semiparametric Factor Models	8
Model Averaging for Nonlinear Regression Models	7
Modeling Tail Index With Autoregressive Conditional Pareto Model	7
Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation	7
Estimation of Sparsity-Induced Weak Factor Models	7
Time Series Approach to the Evolution of Networks: Prediction and Estimation	7
Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application	7
Asymptotically Valid Bootstrap Inference for Proxy SVARs	7
Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data	7
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	7
Volatility Estimation When the Zero-Process is Nonstationary	7
Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes	7
Multiway Cluster Robust Double/Debiased Machine Learning	7
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model	6
Large Hybrid Time-Varying Parameter VARs	6
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	6
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic	6
A Robust Generalization of the Rao Test	6
Reconciled Estimates of Monthly GDP in the United States	6
Analyzing Subjective Well-Being Data with Misclassification	6
Heteroscedastic Proxy Vector Autoregressions	6
Substitution Bias in Multilateral Methods for CPI Construction	6
Optimal Covariate Balancing Conditions in Propensity Score Estimation	5
Covariate-Assisted Community Detection in Multi-Layer Networks	5
The Locally Gaussian Partial Correlation	5
A Stochastic Volatility Model With a General Leverage Specification	5
Counterfactual Analysis and Inference With Nonstationary Data	5
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	5
Scalable Bayesian Estimation in the Multinomial Probit Model	5
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	5
Estimation and Inference for Multi-Kink Quantile Regression	5
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines	5
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	5
Autoregressive Model With Spatial Dependence and Missing Data	5
Inference in Sparsity-Induced Weak Factor Models	5

Overnight GARCH-Itô Volatility Models	5
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes	5
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data	5
A Time-Varying Network for Cryptocurrencies	5
Nonparametric Instrumental Regression With Right Censored Duration Outcomes	5
Multifrequency-Band Tests for White Noise Under Heteroscedasticity	5
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	4
Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach	4
High-Dimensional Interaction Detection With False Sign Rate Control	4
Estimating Jump Activity Using Multipower Variation	4
Testing for Common Trends in Nonstationary Large Datasets	4
Direct and Indirect Effects based on Changes-in-Changes	4
Counterfactual Treatment Effects: Estimation and Inference	4
Large Order-Invariant Bayesian VARs with Stochastic Volatility	4
Can a Machine Correct Option Pricing Models?	4
Treatment Versus Regime Effects of Carrots and Sticks	4
Community Detection in Partial Correlation Network Models	4
Adaptive Inference in Heteroscedastic Fractional Time Series Models	4
Fixed-k Inference for Conditional Extremal Quantiles	4
Composite Index Construction with Expert Opinion	4
Testing the Multivariate Regular Variation Model	4
Posterior Average Effects	4
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	4
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	4
Network Gradient Descent Algorithm for Decentralized Federated Learning	4
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating	4
High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure	4
Inward and Outward Network Influence Analysis	4
Dynamic Semiparametric Factor Model With Structural Breaks	4
A Synthetic Regression Model for Large Portfolio Allocation	4
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	4
LATE With Missing or Mismeasured Treatment	4
Probabilistic Forecast Reconciliation under the Gaussian Framework	3
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	3
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models	3
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach	3
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds	3
Assessing Sensitivity to Unconfoundedness: Estimation and Inference	3
Efficient Covariate Balancing for the Local Average Treatment Effect	3
A New Approach to Dating the Reference Cycle	3
Risk Analysis via Generalized Pareto Distributions	3
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	3
Bayesian Dynamic Tensor Regression	3
Locally Stationary Quantile Regression for Inflation and Interest Rates	3
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	3
Fast Variational Bayes Methods for Multinomial Probit Models	3
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	3
Structural Breaks in Grouped Heterogeneity	3
Extreme Value Estimation for Heterogeneous Data	3
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models	3
Incorporating Graphical Structure of Predictors in Sparse Quantile Regression	3
Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data	3
An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data	3
No-Crossing Single-Index Quantile Regression Curve Estimation	3
Local Composite Quantile Regression for Regression Discontinuity	3
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	3
On Testing Equal Conditional Predictive Ability Under Measurement Error	3
Feature Screening for Massive Data Analysis by Subsampling	3
A Statistical Recurrent Stochastic Volatility Model for Stock Markets	3
Bayesian Approach to Lorenz Curve Using Time Series Grouped Data	3
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter	3
Instrument Validity Tests With Causal Forests	3
Dynamic Peer Groups of Arbitrage Characteristics	3
Realized Quantiles*	3
A Design-Based Perspective on Synthetic Control Methods	3
A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models	3
On the Combination of Naive and Mean-Variance Portfolio Strategies	3
Semiparametric Tail Index Regression	3
A Bayesian Quantile Time Series Model for Asset Returns	3
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	3
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models	2
Trends in Earnings Volatility Using Linked Administrative and Survey Data	2
Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors	2
Getting the ROC into Sync	2
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	2
Quantile Correlation-based Variable Selection	2
Randomization Tests for Equality in Dependence Structure	2
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	2
Simultaneous Spatial Panel Data Models with Common Shocks	2
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	2

Spatial Correlation Robust Inference in Linear Regression and Panel Models	2
A Projective Approach to Conditional Independence Test for Dependent Processes	2
SVARs Identification Through Bounds on the Forecast Error Variance	2
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	2
Kernel Averaging Estimators	2
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	2
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions	2
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	2
Predicting the Global Minimum Variance Portfolio	2
High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions	2
Assessing Causal Effects in a Longitudinal Observational Study With “Truncated” Outcomes Due to Unemployment and Nonignorable Missing Data	2
Large Spillover Networks of Nonstationary Systems	2
Nonparametric Copula Estimation for Mixed Insurance Claim Data	2
Identification of a Triangular Two Equation System Without Instruments	2
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model	2
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	2
LASSO for Stochastic Frontier Models with Many Efficient Firms	2
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators	2
High-Dimensional Mixed-Frequency IV Regression	2
Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula	2
Discerning Solution Concepts for Discrete Games	2
Narrative Restrictions and Proxies	2
Spectral Estimation of Large Stochastic Blockmodels with Discrete Nodal Covariates	2
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	2
Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables	2
Transformed Estimation for Panel Interactive Effects Models	2
Monitoring Network Changes in Social Media	2
Corporate Probability of Default: A Single-Index Hazard Model Approach	2
Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components	2
Estimation of Leverage Effect: Kernel Function and Efficiency	2
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2
Network Competition and Team Chemistry in the NBA	2
Links and Legibility: Making Sense of Historical U.S. Census Automated Linking Methods	2
Risk Preference Types, Limited Consideration, and Welfare	2
A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations	2
A Two-Step Method for Testing Many Moment Inequalities	2
Generalizing the Results from Social Experiments: Theory and Evidence from India	1
Panel Data Quantile Regression for Treatment Effect Models	1
Optimal Subsampling Bootstrap for Massive Data	1
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior	1
Estimation of a Structural Break Point in Linear Regression Models	1
Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders	1
Nonignorable Missing Data, Single Index Propensity Score and Profile Synthetic Distribution Function	1
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints	1
Bayesian Nonparametric Panel Markov-Switching GARCH Models	1
Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous	1
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	1
Extremal Dependence-Based Specification Testing of Time Series	1
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	1
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	1
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	1
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects	1
Narrative Restrictions and Proxies: Rejoinder	1
Dynamic Network Quantile Regression Model	1
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	1
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	1
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	1
Discussion of “Transparency in Structural Research” by Isaiah Andrews, Matthew Gentzkow, and Jesse Shapiro	1
Reduced-Rank Envelope Vector Autoregressive Model	1
Circularly Projected Common Factors for Grouped Data	1
Uniform Nonparametric Inference for Spatially Dependent Panel Data	1
Detection of Multiple Structural Breaks in Large Covariance Matrices	1
Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests	1
Sequential Scaled Sparse Factor Regression	1
Identification of Time-Varying Factor Models	1
Dynamic Score-Driven Independent Component Analysis	1
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	1
Efficient Estimation for Models With Nonlinear Heteroscedasticity	1
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso	1
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	1
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	1
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	1
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models	1
Discussion of “Cocitation and Coauthorship Networks of Statisticians”	1
Nonparametric Specification Testing of Conditional Asset Pricing Models	1
Adaptive Testing for Cointegration With Nonstationary Volatility	1
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models	1
Binary Conditional Forecasts	1
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	1
Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage	1
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	1
Quasi-Bayesian Inference for Production Frontiers	1
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	1
Male Earnings Volatility in LEHD Before, During, and After the Great Recession	1
Jumps or Staleness?	1
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	1
Matrix Factor Analysis: From Least Squares to Iterative Projection	1
A Nonparametric Nonclassical Measurement Error Approach to Estimating Intergenerational Mobility Elasticities	1
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read	1
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	1
Teacher-to-Classroom Assignment and Student Achievement	1
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	1
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	1
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	1