Journal of Business & Economic Statistics

Article	Citations
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	88
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	66
Machine Learning Time Series Regressions With an Application to Nowcasting	43
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	43
Co-citation and Co-authorship Networks of Statisticians	30
Local Polynomial Order in Regression Discontinuity Designs	26
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	26
Forecasting with Economic News	26
Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices	24
Text Selection	20
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	18
State-Varying Factor Models of Large Dimensions	18
Estimation of Sparsity-Induced Weak Factor Models	17
Can GDP Measurement Be Further Improved? Data Revision and Reconciliation	16
Model Averaging for Nonlinear Regression Models	16
Multiway Cluster Robust Double/Debiased Machine Learning	14
Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?	14
A Structural Model of Homophily and Clustering in Social Networks	14
Hedging With Linear Regressions and Neural Networks	13
Large Hybrid Time-Varying Parameter VARs	13
Optimal Covariate Balancing Conditions in Propensity Score Estimation	12
Large Order-Invariant Bayesian VARs with Stochastic Volatility	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Functional Linear Regression: Dependence and Error Contamination	12
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic	11

Structural Equation Model Averaging: Methodology and Application	11
Time Series Approach to the Evolution of Networks: Prediction and Estimation	11
Dynamic Discrete Mixtures for High-Frequency Prices	11
Asymptotically Valid Bootstrap Inference for Proxy SVARs	10
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	10
Modeling Tail Index With Autoregressive Conditional Pareto Model	10
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model	9
Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application	9
Estimation and Inference for Multi-Kink Quantile Regression	9
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating	9
Inference in Sparsity-Induced Weak Factor Models	9
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	9
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	9
Network Gradient Descent Algorithm for Decentralized Federated Learning	9
Covariate-Assisted Community Detection in Multi-Layer Networks	9
Volatility Estimation When the Zero-Process is Nonstationary	9
Bayesian Dynamic Tensor Regression	8
Reconciled Estimates of Monthly GDP in the United States	8
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	8
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
Heteroscedastic Proxy Vector Autoregressions	8
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	8
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	8
The Locally Gaussian Partial Correlation	8
Homogeneity and Structure Identification in Semiparametric Factor Models	8
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	7
Analyzing Subjective Well-Being Data with Misclassification	7
Posterior Average Effects	7
Scalable Bayesian Estimation in the Multinomial Probit Model	7
Testing for Common Trends in Nonstationary Large Datasets	7
A Stochastic Volatility Model With a General Leverage Specification	7
Modeling and Forecasting Macroeconomic Downside Risk	7
On the Combination of Naive and Mean-Variance Portfolio Strategies	7
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators	6
Composite Index Construction with Expert Opinion	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	6
Fast Variational Bayes Methods for Multinomial Probit Models	6
A Robust Generalization of the Rao Test	6
Matrix Factor Analysis: From Least Squares to Iterative Projection	6
Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors	6
LATE With Missing or Mismeasured Treatment	6
Efficient Covariate Balancing for the Local Average Treatment Effect	6
Inward and Outward Network Influence Analysis	6
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Can a Machine Correct Option Pricing Models?	6
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines	5
A Time-Varying Network for Cryptocurrencies	5
Multifrequency-Band Tests for White Noise Under Heteroscedasticity	5

Nonparametric Instrumental Regression With Right Censored Duration Outcomes	5
High-Dimensional Interaction Detection With False Sign Rate Control	5
Overnight GARCH-Itô Volatility Models	5
No-Crossing Single-Index Quantile Regression Curve Estimation	5
Nonparametric Copula Estimation for Mixed Insurance Claim Data	5
On Testing Equal Conditional Predictive Ability Under Measurement Error	5
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	5
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data	5
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models	5
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	5
Assessing Sensitivity to Unconfoundedness: Estimation and Inference	5
Fixed-k Inference for Conditional Extremal Quantiles	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
Local Composite Quantile Regression for Regression Discontinuity	5
A Synthetic Regression Model for Large Portfolio Allocation	5
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	5
Bagged Pretested Portfolio Selection	5
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	5
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models	5
Realized Quantiles*	5
Risk Analysis via Generalized Pareto Distributions	5
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes	5
Locally Stationary Quantile Regression for Inflation and Interest Rates	4
Circularly Projected Common Factors for Grouped Data	4
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach	4
Instrument Validity Tests With Causal Forests	4
Large Spillover Networks of Nonstationary Systems	4
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	4
Direct and Indirect Effects based on Changes-in-Changes	4
Feature Screening for Massive Data Analysis by Subsampling	4
A Statistical Recurrent Stochastic Volatility Model for Stock Markets	4
Extreme Value Estimation for Heterogeneous Data	4
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	4
Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach	4
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	4
High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions	4
Measuring Social Interaction Effects When Instruments Are Weak	4
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	4
A Two-Step Method for Testing Many Moment Inequalities	4
Dynamic Peer Groups of Arbitrage Characteristics	4
Bayesian Approach to Lorenz Curve Using Time Series Grouped Data	4
Dynamic Network Quantile Regression Model	4
Transformed Estimation for Panel Interactive Effects Models	4
Identification of a Triangular Two Equation System Without Instruments	3
Trends in Earnings Volatility Using Linked Administrative and Survey Data	3
Corporate Probability of Default: A Single-Index Hazard Model Approach	3
LASSO for Stochastic Frontier Models with Many Efficient Firms	3
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	3
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	3
Teacher-to-Classroom Assignment and Student Achievement	3
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds	3
Generalized Covariance Estimator	3
Neural Networks for Partially Linear Quantile Regression	3
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	3
A Projective Approach to Conditional Independence Test for Dependent Processes	3
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	3
Dynamic Score-Driven Independent Component Analysis	3
Jumps or Staleness?	3
Powerful Backtests for Historical Simulation Expected Shortfall Models	3
SVARs Identification Through Bounds on the Forecast Error Variance	3
Monitoring Network Changes in Social Media	3
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models	3
Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components	3
Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data	3
Binary Conditional Forecasts	3
Predicting the Global Minimum Variance Portfolio	3
Spatial Correlation Robust Inference in Linear Regression and Panel Models	3
Estimation of Leverage Effect: Kernel Function and Efficiency	3
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter	3
Risk Preference Types, Limited Consideration, and Welfare	3
Testing for Unobserved Heterogeneity via k-means Clustering	3
On Bivariate Time-Varying Price Staleness	3
A Design-Based Perspective on Synthetic Control Methods	3
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	2
Spectral Estimation of Large Stochastic Blockmodels with Discrete Nodal Covariates	2
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	2
Getting the ROC into Sync	2
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	2
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	2
Asset Pricing via the Conditional Quantile Variational Autoencoder	2

Sequential Scaled Sparse Factor Regression	2
Probabilistic Forecast Reconciliation under the Gaussian Framework	2
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	2
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	2
Structural Breaks in Grouped Heterogeneity	2
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	2
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2
Estimation of a Structural Break Point in Linear Regression Models	2
Optimal Subsampling Bootstrap for Massive Data	2
Reduced-Rank Envelope Vector Autoregressive Model	2
Uniform Nonparametric Inference for Spatially Dependent Panel Data	2
Simultaneous Spatial Panel Data Models with Common Shocks	2
High-Dimensional Censored Regression via the Penalized Tobit Likelihood	2
Narrative Restrictions and Proxies	2
High-Dimensional Mixed-Frequency IV Regression	2
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	2
Quantile Correlation-based Variable Selection	2
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects	2
Multi-Threshold Structural Equation Model	2
A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations	2
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	2
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	2
Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests	2
Assessing Causal Effects in a Longitudinal Observational Study With “Truncated” Outcomes Due to Unemployment and Nonignorable Missing Data	2
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation	2
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	2
Kernel Averaging Estimators	2
Detection of Multiple Structural Breaks in Large Covariance Matrices	2
Adaptive Testing for Cointegration With Nonstationary Volatility	2
Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis	2
Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula	2
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	1
Collaborative Filtering With Awareness of Social Networks	1
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso	1
Double Machine Learning for Sample Selection Models	1
A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime	1
Variational Inference for Large Bayesian Vector Autoregressions	1
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read	1
Narrative Restrictions and Proxies: Rejoinder	1
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	1
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	1
Links and Legibility: Making Sense of Historical U.S. Census Automated Linking Methods	1
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	1
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	1
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior	1
Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data	1
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	1
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	1
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints	1
Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours	1
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	1
Bayesian Nonparametric Panel Markov-Switching GARCH Models	1
Rejoinder: “Co-citation and Co-authorship Networks of Statisticians”	1
Extremal Dependence-Based Specification Testing of Time Series	1
Identification-Robust Inference With Simulation-Based Pseudo-Matching	1
Forecasting Inflation Using Economic Narratives	1
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
An Empirical Bayes Approach to Controlling the False Discovery Exceedance	1
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	1
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	1
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	1
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	1
Generalizing the Results from Social Experiments: Theory and Evidence from India	1
News-Driven Uncertainty Fluctuations	1
Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders	1
Panel Data Quantile Regression for Treatment Effect Models	1
Quasi-Bayesian Inference for Production Frontiers	1
Nonignorable Missing Data, Single Index Propensity Score and Profile Synthetic Distribution Function	1
Covariance Model with General Linear Structure and Divergent Parameters	1
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	1
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	1
Identification of Time-Varying Factor Models	1
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors	1
Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous	1
A Scalable Frequentist Model Averaging Method	1
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty	1
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	1
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	1
Inference on Consensus Ranking of Distributions	1
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks	1
Culling the Herd of Moments with Penalized Empirical Likelihood	1
Identification and Estimation of Multinomial Choice Models with Latent Special Covariates	1
Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments	1
Discussion of “Cocitation and Coauthorship Networks of Statisticians”	1
Nonparametric Specification Testing of Conditional Asset Pricing Models	1
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	1
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models	1
Dynamic Autoregressive Liquidity (DArLiQ)	1
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	1
Long Memory Factor Model: On Estimation of Factor Memories	1
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read	1
Estimation and Inference on Time-Varying FAVAR Models	1
Male Earnings Volatility in LEHD Before, During, and After the Great Recession	1
Efficient Estimation for Models With Nonlinear Heteroscedasticity	1
Bootstrap Tests for High-Dimensional White-Noise	1