Journal of Business & Economic Statistics

Article	Citations
Quasi-Bayesian Inference for Production Frontiers	84
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	70
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	49
High-Dimensional Mixed-Frequency IV Regression	41
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	34
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	33
Kernel Averaging Estimators	27
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	25
SVARs Identification Through Bounds on the Forecast Error Variance	24
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	21
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	21
Efficient Estimation for Models With Nonlinear Heteroscedasticity	20
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	20
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	18
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	18
LASSO for Stochastic Frontier Models with Many Efficient Firms	18
Large Order-Invariant Bayesian VARs with Stochastic Volatility	17
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	17
Estimation of Leverage Effect: Kernel Function and Efficiency	15
Dynamic Score-Driven Independent Component Analysis	15
Posterior Average Effects	15
Robust Estimation for Threshold Autoregressive Moving-Average Models	14
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network*	14
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach*	14
Getting the ROC into Sync	14

Discussion of “Co-citation and Co-authorship Networks of Statisticians”	13
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
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	12
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	12
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
Associate Editors	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	11
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	10
Rejoinder	10
Multi-Threshold Structural Equation Model	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	9
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	8
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
A Design-Based Perspective on Synthetic Control Methods	8
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	8
A Scalable Frequentist Model Averaging Method	8
Correcting for Endogeneity in Models with Bunching	8
Text Selection	7
Circularly Projected Common Factors for Grouped Data	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Model Checking in Partially Linear Spatial Autoregressive Models	7
Forecasting Inflation Using Economic Narratives	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Factor Modelling for High-dimensional Functional Time Series	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	6
Reduced Rank Spatio-Temporal Models	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Tests for Jumps in Yield Spreads	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	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
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Reconciled Estimates of Monthly GDP in the United States	6
A Neural Phillips Curve and a Deep Output Gap	6
Transformed Estimation for Panel Interactive Effects Models	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Bayesian Dynamic Matrix Factor Models	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	5
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	5
Factor Network Autoregressions	5
News-Driven Uncertainty Fluctuations	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
A Modified Randomization Test for the Level of Clustering	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	5
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	5
Extreme Changes in Changes	5
Inference on Consensus Ranking of Distributions	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	5
Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models	4
The Grid Bootstrap for Continuous Time Models	4
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure	4
Discussion on “Text Selection”	4
Two-Directional Simultaneous Inference for High-Dimensional Models	4
Another Look at Dependence: The Most Predictable Aspects of Time Series	4
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	4
Testing for Asset Price Bubbles Using Options Data	4
Nonparametric causal inference with functional covariates	4
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	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
From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference	4
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound	4
On Bivariate Time-Varying Price Staleness	4
The Effects of Temporal Aggregation on MIDAS Regressions	4
Distinguishing Time-Varying Factor Models	4
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	3
Asset Pricing via the Conditional Quantile Variational Autoencoder	3
Estimation of a Structural Break Point in Linear Regression Models	3
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder	3
Endogenous Kink Threshold Regression	3
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	3
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	3
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	3
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	3
Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments	3
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators	3
Estimation and Inference for a Semiparametric Time–Varying Panel Data Model	3
Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity	3
Test for Market Timing Using Daily Fund Returns	3
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring	3
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling	3
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median	3
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng	3
Estimation and Inference on Time-Varying FAVAR Models	3
Predicting the Global Minimum Variance Portfolio	3
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	3
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	3
Panel Data Quantile Regression for Treatment Effect Models	2
A Unified Framework for Estimation in Lognormal Models	2
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	2
Teacher-to-Classroom Assignment and Student Achievement	2
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	2
Probabilistic Quantile Factor Analysis	2
Can a Machine Correct Option Pricing Models?	2
A Revealed Preference Approach to Identification and Inference in Producer-Consumer Models	2
Optimal Covariate Balancing Conditions in Propensity Score Estimation	2
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2
Dynamic Network Quantile Regression Model	2

Forecasting with Economic News	2
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	2
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	2
Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?	2
Rejoinder: “Co-citation and Co-authorship Networks of Statisticians”	2
Detecting Weak Distribution Shifts via Displacement Interpolation	2
LATE With Missing or Mismeasured Treatment	2
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	2
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	2
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	2
-Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model	2
Causal Machine Learning for Moderation Effects	2
Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours	2
Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets	2
Likelihood Ratio Tests for Lorenz Dominance	2
Local Polynomial Order in Regression Discontinuity Designs	2
Correction	2
Linking Frequentist and Bayesian Change-Point Methods	2
Double Machine Learning for Sample Selection Models	2
Nonparametric Specification Testing of Conditional Asset Pricing Models	2
Extreme Value Estimation for Heterogeneous Data	2
Instability of Factor Strength in Asset Returns	2
Narrative Restrictions and Proxies: Rejoinder	2
Positive-Definite Converging Kernel Estimation of Long-Run Variance	2
Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments	2
Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters	2
Unconditional Quantile Regression for Streaming Datasets	2
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	2
Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components	2
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	2
Rerandomization and Covariate Adjustment in Split-Plot Designs	2
Leveraging Unlabeled Data for Superior ROC Curve Estimation via a Semiparametric Approach	1
Covariate-Assisted Community Detection in Multi-Layer Networks	1
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	1
Identification of a Triangular Two Equation System Without Instruments	1
Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data	1
Corrigendum: Small Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models	1
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	1
Nonparametric Quantile Regression and Uniform Inference with Unknown Error Distribution	1
Estimation of Sparsity-Induced Weak Factor Models	1
Consistent Estimation of Multiple Breakpoints in Dependence Measures	1
A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market	1
A Time-Varying Network for Cryptocurrencies	1
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	1
GDP Solera: The Ideal Vintage Mix	1
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	1
Structural Breaks in Grouped Heterogeneity	1
Variational Inference for Large Bayesian Vector Autoregressions	1
Detecting Multiple Level Shifts in Bounded Time Series	1
Precision Least Squares: Estimation and Inference in High-Dimensions	1
Correcting for Misclassified Binary Regressors Using Instrumental Variables	1
Binary Conditional Forecasts	1
Identification and Estimation of Multinomial Choice Models with Latent Special Covariates	1
Uniform Nonparametric Inference for Spatially Dependent Panel Data	1
Large Hybrid Time-Varying Parameter VARs	1
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances	1
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors	1
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	1
Systemic Contagion	1
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated	1
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects	1
Generalized Autoregressive Conditional Betas: Longitudinal Feedback in Multifactor Asset Pricing	1
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	1
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	1
Testing for Unobserved Heterogeneity via k-means Clustering	1
Co-citation and Co-authorship Networks of Statisticians	1
Combining Instrumental Variable Estimators for a Panel Data Model with Factors	1
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data	1
An Oracle Inequality for Multivariate Dynamic Quantile Forecasting	1
Efficient and Robust Estimation of the Generalized LATE Model	1
Estimating State Price Densities Implied by American Options*	1
Dynamic Realized Minimum Variance Portfolio Models	1
Trending Time-Varying Coefficient Spatial Panel Data Models	1
Group Sparse β -Model for Network	1
Inward and Outward Network Influence Analysis	1
Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance	1
Constrained Polynomial Likelihood	1
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks	1
Scalable Bayesian Estimation in the Multinomial Probit Model	1
Estimation of the Local Conditional Tail Average Treatment Effect	1
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	1
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating	1
Bayesian Dynamic Tensor Regression	1
Realized Quantiles*	1
Testing Quantile Forecast Optimality	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
Fully Data-Driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score	1