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A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand; Tokpavi, Sessi - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
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Estimating a continuous treatment model with spillovers : a control function approach
Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 591-602
Persistent link: https://www.econbiz.de/10015053430
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A framework for separating individual-level treatment effects from spillover effects
Huber, Martin; Steinmayr, Andreas - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 422-436
Persistent link: https://www.econbiz.de/10012499089
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The role of jumps in volatility spillovers in foreign exchange markets : meteor shower and heat waves revisited
Lahaye, Jérôme; Neely, Christopher J. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 410-427
Persistent link: https://www.econbiz.de/10012262484
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Exploring encouragement, treatment, and spillover effects using principal stratification, with application to a field experiment on teens' museum attendance
Forastiere, Laura; Lattarulo, Patrizia; Mariani, Marco; … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 244-258
Persistent link: https://www.econbiz.de/10012424512
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Large spillover networks of nonstationary systems
Chen, Shi; Schienle, Melanie - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 422-436
Persistent link: https://www.econbiz.de/10015053412
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A multivariate GARCH model of international transmissions of stock returns and volatility : the case of the United States and Canada
Karolyi, G. Andrew - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10001177129
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Dynamic treatment assignment : the consequences for evaluations using observational data
Fredriksson, Peter; Johansson, Per-Olov - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 435-445
Persistent link: https://www.econbiz.de/10003772281
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Testing cross-section correlation in panel date using spacings
Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 12-23
Persistent link: https://www.econbiz.de/10003279765
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Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10003279768