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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
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Long memory factor model : on estimation of factor memories
Cheung, Ying Lun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
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Job durations with worker- and firm-specific effects : MCMC estimation with longitudinal employer employee data
Horny, Guillaume; Mendes, Rute; Berg, Gerard J. van den - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 468-480
Persistent link: https://www.econbiz.de/10009658336
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Job search and commuting time
Berg, Gerard J. van den - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 2, pp. 269-281
Persistent link: https://www.econbiz.de/10001335356
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Forecasting the distribution of economic variables in a data-rich environment
Manzan, Sebastiano - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 144-164
Persistent link: https://www.econbiz.de/10011389997
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Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
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The PCDID approach : difference-in-differences when trends are potentially unparallel and stochastic
Chan, Marc K.; Kwok, Simon Sai Man - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1216-1233
Persistent link: https://www.econbiz.de/10013539493
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State-varying factor models of large dimensions
Pelger, Markus; Xiong, Ruoxuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1315-1333
Persistent link: https://www.econbiz.de/10013539523
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Interpretable sparse proximate factors for large dimensions
Pelger, Markus; Xiong, Ruoxuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1642-1664
Persistent link: https://www.econbiz.de/10013540407
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Simultaneous spatial panel data models with common shocks
Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 608-623
Persistent link: https://www.econbiz.de/10014448377