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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Regressionsanalyse"
~subject:"Scientific modelling"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Post-selection inference of high-dimensional logistic regression under case-control design
Lin, Yuanyuan
;
Xie, Jinhan
;
Han, Ruijian
;
Tang, Niansheng
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 624-635
Persistent link: https://www.econbiz.de/10014448384
Saved in:
2
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
3
Quantile correlation-based variable selection
Tang, Wenlu
;
Xie, Jinhan
;
Lin, Yuanyuan
;
Tang, Niansheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10013539454
Saved in:
4
Estimation and inference for multi-kink quantile regression
Zhong, Wei
;
Wan, Chuang
;
Zhang, Wenyang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1123-1139
Persistent link: https://www.econbiz.de/10013539465
Saved in:
5
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
6
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
7
Inference with dyadic data : asymptotic behavior of the dyadic-robust t-statistic
Tabord-Meehan, Max
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 671-680
Persistent link: https://www.econbiz.de/10012179005
Saved in:
8
Uniform test for predictive regression with AR errors
Li, Chenxue
;
Li, Deyuan
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
Saved in:
9
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Saved in:
10
Smooth tests of copula specifications
Lin, Juan
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
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