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Diffusion indexes with sparse loadings
Kristensen, Johannes Tang - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 434-451
Persistent link: https://www.econbiz.de/10011705952
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Factor and factor loading augmented estimators for panel regression with possibly nonstrong factors
Beyhum, Jad; Gautier, Eric - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 270-281
Persistent link: https://www.econbiz.de/10013540841
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M-estimators of U-processes with a change-point due to a covariate threshold
Tan, Lili; Zhang, Yichong - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 248-259
Persistent link: https://www.econbiz.de/10012176619
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Rank tests at jump events
Li, Jia; Todorov, Viktor; Tauchen, George Eugene; Lin, Huidi - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
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Are overall journal rankings a good mapping for article quality in specialty fields?
Lo, Melody; Bao, Yong - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 62-67
Persistent link: https://www.econbiz.de/10011691192
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Risk measure inference
Hurlin, Christophe; Laurent, Sébastien; Quaedvlieg, Rogier - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
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Pairwise-difference rank estimation of the transformation model
Abrevaya, Jason - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10001785808
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Marginal comparisons with the best and the efficiency measurement problem
Kim, Yangseon; Schmidt, Peter - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 253-260
Persistent link: https://www.econbiz.de/10003675739
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Co-breaking : recent advances and a synopsis of the literature
Hendry, David F.; Massmann, Michael - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10003410141
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Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing; Tsay, Ruey S.; Yang, Yaxing - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 136-147
Persistent link: https://www.econbiz.de/10012424504