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Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye; Gerlach, Richard H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
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Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
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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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Bayesian factor model shrinkage for linear IV regression with many instruments
Hahn, P. Richard; He, Jingyu; Lopes, Hedibert Freitas - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 278-287
Persistent link: https://www.econbiz.de/10011894982
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Covariance matrix estimation via network structure
Lan, Wei; Fang, Zheng; Wang, Hansheng; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
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Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients
Han, Xiaoyi; Lee, Lung-fei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 642-660
Persistent link: https://www.econbiz.de/10011692445
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Inference in high-dimensional panel models with an application to gun control
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 590-605
Persistent link: https://www.econbiz.de/10011692431
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Statistical inference on panel data models : a kernel ridge regression method
Zhao, Shunan; Liu, Ruiqi; Shang, Zuofeng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 325-337
Persistent link: https://www.econbiz.de/10012424525
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Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.; Watson, Mark W. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
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A Bayesian nonparametric approach to inference for quantile regression
Taddy, Matthew A.; Kottas, Athanasios - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 357-369
Persistent link: https://www.econbiz.de/10008736209