Journal of Business & Economic Statistics

Article	Citations
Fast Variational Bayes Methods for Multinomial Probit Models	106
A Discussion of “Text Selection”	66
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	57
On “Imputation of Counterfactual Outcomes when the Errors are Predictable”: Discussions on Misspecification and Suggestions of Sensitivity Analyses	52
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	30
Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment	26
High-Dimensional Mixed-Frequency IV Regression	26
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling	26
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read	21
Instability of Factor Strength in Asset Returns	20
Teacher-to-Classroom Assignment and Student Achievement	19
LATE With Missing or Mismeasured Treatment	19
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	18
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	18
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	17
Nonparametric Specification Testing of Conditional Asset Pricing Models	15
Probabilistic Forecast Reconciliation under the Gaussian Framework	15
Tie-Break Bootstrap for Nonparametric Rank Statistics	13
Generalizing the Results from Social Experiments: Theory and Evidence from India	13
Extreme Value Estimation for Heterogeneous Data	12
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	12
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	11
Narrative Restrictions and Proxies	11
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	11
Transformation Models in High Dimensions	11

Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	11
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior	11
Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders	11
Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage	10
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	10
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	10
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	10
Male Earnings Volatility in LEHD Before, During, and After the Great Recession	10
Another Look at Dependence: The Most Predictable Aspects of Time Series	10
Covariance Model with General Linear Structure and Divergent Parameters	9
Identification and Auto-Debiased Machine Learning for Outcome-Conditioned Average Structural Derivatives	9
Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability	9
An Empirical Bayes Approach to Controlling the False Discovery Exceedance	9
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models	9
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	8
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso	8
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	8
Kernel Averaging Estimators	8
Can a Machine Correct Option Pricing Models?	8
Model Checking in Partially Linear Spatial Autoregressive Models	8
A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime	8
Multiway Cluster Robust Double/Debiased Machine Learning	8
Detection of Multiple Structural Breaks in Large Covariance Matrices	8
Nonparametric Instrumental Regression With Right Censored Duration Outcomes	7
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	7
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach	7
SVARs Identification Through Bounds on the Forecast Error Variance	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Circularly Projected Common Factors for Grouped Data	7
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	7
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter	6
Two-Directional Simultaneous Inference for High-Dimensional Models	6
Powerful Backtests for Historical Simulation Expected Shortfall Models	6
Quasi-Bayesian Inference for Production Frontiers	6
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models	6
Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments	6
Forecasting Inflation Using Economic Narratives	6
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks	6
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	6
Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data	6
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models	6
Risk Preference Types, Limited Consideration, and Welfare	6
A Two-Step Method for Testing Many Moment Inequalities	6
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	5
Distinguishing Time-Varying Factor Models	5
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	5
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	5
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	5
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	5

Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	5
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	5
Narrative Restrictions and Proxies: Rejoinder	5
Test for Market Timing Using Daily Fund Returns	5
LASSO for Stochastic Frontier Models with Many Efficient Firms	5
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	5
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	5
A Statistical Recurrent Stochastic Volatility Model for Stock Markets	5
Bayesian Inference of Vector Autoregressions with Tensor Decompositions	5
Estimation of Leverage Effect: Kernel Function and Efficiency	5
Efficient Estimation for Models With Nonlinear Heteroscedasticity	5
Bayesian Nonparametric Panel Markov-Switching GARCH Models	4
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	4
Detecting Weak Distribution Shifts via Displacement Interpolation	4
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	4
Dynamic Score-Driven Independent Component Analysis	4
Asset Pricing via the Conditional Quantile Variational Autoencoder	4
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	4
Estimation of Sparsity-Induced Weak Factor Models	4
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	4
High-Dimensional Censored Regression via the Penalized Tobit Likelihood	4
Estimation and Inference for Extreme Continuous Treatment Effects	4
A Neural Phillips Curve and a Deep Output Gap	4
On Testing Equal Conditional Predictive Ability Under Measurement Error	4
A Synthetic Regression Model for Large Portfolio Allocation	4
The Block-Correlated Pseudo Marginal Sampler for State Space Models	4
Reconciled Estimates of Monthly GDP in the United States	4
Jumps or Staleness?	4
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	4
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	4
Posterior Average Effects	4
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	4
Feature Screening for Massive Data Analysis by Subsampling	4
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation	4
Simultaneous Spatial Panel Data Models with Common Shocks	4
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	4
A Time-Varying Network for Cryptocurrencies	3
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median	3
Identification of Time-Varying Factor Models	3
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	3
Generalized Autoregressive Positive-valued Processes	3
Endogenous Kink Threshold Regression	3
The Locally Gaussian Partial Correlation	3
Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation	3
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated	3
Robust Estimation for Threshold Autoregressive Moving-Average Models	3
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty	3
Large Order-Invariant Bayesian VARs with Stochastic Volatility	3
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	3
Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables	3
Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance	3
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	3
Model Selection for Multivalued-Treatment Policy Learning in Observational Studies	3
Local Composite Quantile Regression for Regression Discontinuity	3
Spatial Correlation Robust Inference in Linear Regression and Panel Models	3
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks	3
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	3
Tests for Jumps in Yield Spreads	3
Quasi-Experimental Evaluation of Alternative Sample Selection Corrections	3
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	3
Estimation of a Structural Break Point in Linear Regression Models	3
Getting the ROC into Sync	3
Reduced Rank Spatio-Temporal Models	3
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	3
Bagged Pretested Portfolio Selection	3
Extremal Dependence-Based Specification Testing of Time Series	3
Volatility Estimation When the Zero-Process is Nonstationary	2
Group Sparse β -Model for Network	2
Locally Stationary Multiplicative Volatility Modeling	2
Uniform Nonparametric Inference for Spatially Dependent Panel Data	2
Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests	2
Machine Learning Time Series Regressions With an Application to Nowcasting	2
Inference in Experiments with Matched Pairs and Imperfect Compliance	2
Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models	2
Estimation and Inference for Multi-Kink Quantile Regression	2
Bonferroni Type Tests for Return Predictability and the Initial Condition	2
Transformed Estimation for Panel Interactive Effects Models	2
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	2
Bayesian Dynamic Tensor Regression	2
A One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual Fund Selection	2

Shapley Curves: A Smoothing Perspective	2
Dynamic Realized Minimum Variance Portfolio Models	2
Hedging With Linear Regressions and Neural Networks	2
Corporate Probability of Default: A Single-Index Hazard Model Approach	2
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances	2
On the Combination of Naive and Mean-Variance Portfolio Strategies	2
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	2
Tests for Almost Stochastic Dominance	2
High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions	2
Introduction to the Special Issue on Statistics of Dynamic Networks	2
Measuring Social Interaction Effects When Instruments Are Weak	2
Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect	2
Calibrated Equilibrium Estimation and Double Selection for High-dimensional Partially Linear Measurement Error Models	2
Co-citation and Co-authorship Networks of Statisticians	2
Interpretable Sparse Proximate Factors for Large Dimensions	2
Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors	2
Estimation and Inference on Time-Varying FAVAR Models	2
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	2
Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data	2
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators	2
Predicting the Global Minimum Variance Portfolio	2
Reduced-Rank Envelope Vector Autoregressive Model	1
Inference on Consensus Ranking of Distributions	1
Heteroscedastic Proxy Vector Autoregressions	1
Modeling Extreme Events: Time-Varying Extreme Tail Shape	1
Large Hybrid Time-Varying Parameter VARs	1
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators	1
State-Varying Factor Models of Large Dimensions	1
Culling the Herd of Moments with Penalized Empirical Likelihood	1
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	1
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	1
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	1
Inward and Outward Network Influence Analysis	1
Links and Legibility: Making Sense of Historical U.S. Census Automated Linking Methods	1
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics	1
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	1
Associate Editors	1
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	1
Nonparametric Identification and Inference of First-Price Auctions with Heterogeneous Bidders	1
Identification-Robust Inference With Simulation-Based Pseudo-Matching	1
Counterfactual Imputation: Comments on “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Silvia Gonçalves and Serena Ng	1
Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures	1
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects	1
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	1
Efficient and Robust Estimation of the Generalized LATE Model	1
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	1
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	1
Modeling and Forecasting Macroeconomic Downside Risk	1
Extreme Changes in Changes	1
Small Tuning Parameter Selection for the Debiased Lasso	1
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*	1
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	1
A Robust Generalization of the Rao Test	1
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	1
Precision Least Squares: Estimation and Inference in High-Dimensions	1
Penalized Sparse Covariance Regression with High Dimensional Covariates	1
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects	1
Trends in Earnings Volatility Using Linked Administrative and Survey Data	1
Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read	1
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification*	1
Rerandomization and Covariate Adjustment in Split-Plot Designs	1
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	1
Matrix Factor Analysis: From Least Squares to Iterative Projection	1
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring	1
Simultaneous Confidence Intervals for Partially Identified Parameters	1
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	1
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	1
An Econometric Analysis of Volatility Discovery	1
A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market	1
Estimation and Inference for a Semiparametric Time–Varying Panel Data Model	1
Correction	1
Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions	1
A Modified Randomization Test for the Level of Clustering	1
Using Triples to Assess Symmetry Under Weak Dependence	1
Likelihood Ratio Tests for Lorenz Dominance	1
Testing for Common Trends in Nonstationary Large Datasets	1
Dynamic Autoregressive Liquidity (DArLiQ)	1
News-Driven Uncertainty Fluctuations	1
Asymptotically Valid Bootstrap Inference for Proxy SVARs	1
Identification and Estimation of Multinomial Choice Models with Latent Special Covariates	1
Binary Conditional Forecasts	1
Dynamic Network Quantile Regression Model	1
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	1
Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data	1
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder	1
A Structural Model of Homophily and Clustering in Social Networks	1
Estimating Density Ratio of Marginals to Joint: Applications to Causal Inference	1
Panel Data Quantile Regression for Treatment Effect Models	1