Journal of Business & Economic Statistics

Article	Citations
A Discussion of “Text Selection”	133
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	81
On “Imputation of Counterfactual Outcomes when the Errors are Predictable”: Discussions on Misspecification and Suggestions of Sensitivity Analyses	65
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	57
Bayesian Inference of Vector Autoregressions with Tensor Decompositions	45
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling	31
High-Dimensional Mixed-Frequency IV Regression	30
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models	29
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read	25
Instability of Factor Strength in Asset Returns	23
Teacher-to-Classroom Assignment and Student Achievement	21
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	20
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	20
Probabilistic Forecast Reconciliation under the Gaussian Framework	19
Nonparametric Specification Testing of Conditional Asset Pricing Models	19
Tie-Break Bootstrap for Nonparametric Rank Statistics	18
Generalizing the Results from Social Experiments: Theory and Evidence from India	18
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	17
Extreme Value Estimation for Heterogeneous Data	16
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	15
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	14
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	14
Narrative Restrictions and Proxies	13
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior	13
Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders	12

Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	12
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	12
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	11
Another Look at Dependence: The Most Predictable Aspects of Time Series	11
Forecasting Inflation Using Economic Narratives	11
Transformation Models in High Dimensions	11
Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data	11
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	11
Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment	11
Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage	11
Male Earnings Volatility in LEHD Before, During, and After the Great Recession	11
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	11
Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability	11
Powerful Backtests for Historical Simulation Expected Shortfall Models	11
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	11
Identification and Auto-Debiased Machine Learning for Outcome-Conditioned Average Structural Derivatives	10
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models	10
Model Checking in Partially Linear Spatial Autoregressive Models	10
An Empirical Bayes Approach to Controlling the False Discovery Exceedance	10
SVARs Identification Through Bounds on the Forecast Error Variance	9
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	9
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	9
A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime	9
Two-Directional Simultaneous Inference for High-Dimensional Models	8
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	8
Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments	8
A Two-Step Method for Testing Many Moment Inequalities	8
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	8
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	8
Nonparametric Instrumental Regression With Right Censored Duration Outcomes	7
Circularly Projected Common Factors for Grouped Data	7
Risk Preference Types, Limited Consideration, and Welfare	7
Quasi-Bayesian Inference for Production Frontiers	7
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	6
Kernel Averaging Estimators	6
Can a Machine Correct Option Pricing Models?	6
A Statistical Recurrent Stochastic Volatility Model for Stock Markets	6
Distinguishing Time-Varying Factor Models	6
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	6
Multiway Cluster Robust Double/Debiased Machine Learning	6
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso	6
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter	6
Detection of Multiple Structural Breaks in Large Covariance Matrices	6
Narrative Restrictions and Proxies: Rejoinder	6
Inference with High-dimensional Weak Instruments and the New Keynesian Phillips Curve	5
Estimation and Inference for Extreme Continuous Treatment Effects	5
LATE With Missing or Mismeasured Treatment	5
Fast Variational Bayes Methods for Multinomial Probit Models	5
Detecting Weak Distribution Shifts via Displacement Interpolation	5
Matrix-factor-augmented regression	5

Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	5
A Neural Phillips Curve and a Deep Output Gap	5
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	5
Covariance Model with General Linear Structure and Divergent Parameters	5
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	5
High-Dimensional Censored Regression via the Penalized Tobit Likelihood	5
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	5
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	5
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	5
Test for Market Timing Using Daily Fund Returns	5
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	5
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	5
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models	5
Estimation of Leverage Effect: Kernel Function and Efficiency	5
Extremal Dependence-Based Specification Testing of Time Series	4
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	4
Posterior Average Effects	4
Tests for Jumps in Yield Spreads	4
Bayesian Nonparametric Panel Markov-Switching GARCH Models	4
LASSO for Stochastic Frontier Models with Many Efficient Firms	4
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	4
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	4
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	4
Spatial Correlation Robust Inference in Linear Regression and Panel Models	4
On Testing Equal Conditional Predictive Ability Under Measurement Error	4
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	4
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	4
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	4
Simultaneous Spatial Panel Data Models with Common Shocks	4
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated	4
Robust Estimation for Threshold Autoregressive Moving-Average Models	4
Quasi-Experimental Evaluation of Alternative Sample Selection Corrections	4
Feature Screening for Massive Data Analysis by Subsampling	4
Asset Pricing via the Conditional Quantile Variational Autoencoder	4
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	4
A Time-Varying Network for Cryptocurrencies	4
The Block-Correlated Pseudo Marginal Sampler for State Space Models	4
Efficient Estimation for Models With Nonlinear Heteroscedasticity	4
Bagged Pretested Portfolio Selection	4
Large Order-Invariant Bayesian VARs with Stochastic Volatility	3
Dynamic Score-Driven Independent Component Analysis	3
Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables	3
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks	3
Getting the ROC into Sync	3
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	3
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	3
Reconciled Estimates of Monthly GDP in the United States	3
A Synthetic Regression Model for Large Portfolio Allocation	3
Identification of Time-Varying Factor Models	3
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	3
Bonferroni Type Tests for Return Predictability and the Initial Condition	3
Estimation of a Structural Break Point in Linear Regression Models	3
Generalized Autoregressive Positive-valued Processes	3
Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance	3
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty	3
Estimation of Sparsity-Induced Weak Factor Models	3
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median	3
Jumps or Staleness?	3
Introduction to the Special Issue on Statistics of Dynamic Networks	3
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	3
Interpretable Sparse Proximate Factors for Large Dimensions	3
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	3
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation	3
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	3
Calibrated Equilibrium Estimation and Double Selection for High-dimensional Partially Linear Measurement Error Models	2
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	2
Estimation and Inference for Multi-Kink Quantile Regression	2
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder	2
Inference in Experiments with Matched Pairs and Imperfect Compliance	2
Local Composite Quantile Regression for Regression Discontinuity	2
Efficient and Robust Estimation of the Generalized LATE Model	2
Transformed Estimation for Panel Interactive Effects Models	2
Locally Stationary Multiplicative Volatility Modeling	2
Dynamic Realized Minimum Variance Portfolio Models	2
Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data	2
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances	2
Measuring Social Interaction Effects When Instruments Are Weak	2
Group Sparse β -Model for Network	2
High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions	2
Corporate Probability of Default: A Single-Index Hazard Model Approach	2

Estimation and Inference for a Semiparametric Time–Varying Panel Data Model	2
Heteroscedastic Proxy Vector Autoregressions	2
Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors	2
Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect	2
Volatility Estimation When the Zero-Process is Nonstationary	2
A One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual Fund Selection	2
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators	2
Estimation and Inference on Time-Varying FAVAR Models	2
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	2
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng	2
Nonparametric Identification and Inference of First-Price Auctions with Heterogeneous Bidders	2
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	2
An Econometric Analysis of Volatility Discovery	2
Co-citation and Co-authorship Networks of Statisticians	2
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	2
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	2
Uniform Nonparametric Inference for Spatially Dependent Panel Data	2
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	2
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	1
Reduced-Rank Envelope Vector Autoregressive Model	1
Large Hybrid Time-Varying Parameter VARs	1
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	1
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	1
Model Selection for Multivalued-Treatment Policy Learning in Observational Studies	1
Tests for Almost Stochastic Dominance	1
Optimal Subsampling Bootstrap for Massive Data	1
Shapley Curves: A Smoothing Perspective	1
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	1
On the Combination of Naive and Mean-Variance Portfolio Strategies	1
Composite Index Construction with Expert Opinion	1
Machine Learning Time Series Regressions With an Application to Nowcasting	1
Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures	1
Leveraging Unlabeled Data for Superior ROC Curve Estimation via a Semiparametric Approach	1
Associate Editors	1
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	1
Variational Inference for Large Bayesian Vector Autoregressions	1
Likelihood Ratio Tests for Lorenz Dominance	1
Extreme Changes in Changes	1
Causal Inference Under Outcome-Based Sampling with Monotonicity Assumptions	1
Inference on Consensus Ranking of Distributions	1
Linking Frequentist and Bayesian Change-Point Methods	1
Links and Legibility: Making Sense of Historical U.S. Census Automated Linking Methods	1
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	1
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	1
Generalized Autoregressive Conditional Betas: longitudinal feedback in multifactor asset pricing	1
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	1
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	1
Dynamic Network Quantile Regression Model	1
Endogenous Kink Threshold Regression	1
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	1
Predicting the Global Minimum Variance Portfolio	1
A Structural Model of Homophily and Clustering in Social Networks	1
Hedging With Linear Regressions and Neural Networks	1
Reduced Rank Spatio-Temporal Models	1
Inward and Outward Network Influence Analysis	1
Penalized Sparse Covariance Regression with High Dimensional Covariates	1
Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models	1
Trends in Earnings Volatility Using Linked Administrative and Survey Data	1
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	1
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	1
Using Triples to Assess Symmetry Under Weak Dependence	1
Testing Quantile Forecast Optimality	1
A Modified Randomization Test for the Level of Clustering	1
Rerandomization and Covariate Adjustment in Split-Plot Designs	1
Testing for Common Trends in Nonstationary Large Datasets	1
Bayesian Dynamic Tensor Regression	1
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	1
Efficient Importance Variational Approximations for State Space Models	1
Estimating Density Ratio of Marginals to Joint: Applications to Causal Inference	1
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary	1
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	1
A Novel Estimation Method in Generalized Single Index Models	1
Flexible Bayesian MIDAS: time-variation, group-shrinkage and sparsity*	1
Discussion of “Cocitation and Coauthorship Networks of Statisticians”	1
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	1
No-Crossing Single-Index Quantile Regression Curve Estimation	1
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring	1
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data	1
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	1
Asymptotically Valid Bootstrap Inference for Proxy SVARs	1
State-Varying Factor Models of Large Dimensions	1
Maximum-Subsampling Test of Equal Predictive Ability	1
A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market	1
Spectral Estimation of Large Stochastic Blockmodels with Discrete Nodal Covariates	1
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets	1
Quantile Policy Effects: An Application to U.S. Macroprudential Policy	1