Pages that link to "Item:Q109368"

The following pages link to Journal of Business & Economic Statistics (Q109368):

Displaying 50 items.

• Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
• Clustering of Auto Supplier Plants in the United States (Q109371) (← links)
• Machine Learning Time Series Regressions With an Application to Nowcasting (Q110048) (← links)
• Robust Likelihood Cross-Validation for Kernel Density Estimation (Q113528) (← links)
• Robust Inference With Multiway Clustering (Q114264) (← links)
• Regression Analysis with Individual-Specific Patterns of Missing Covariates (Q115638) (← links)
• Optimal Covariate Balancing Conditions in Propensity Score Estimation (Q116203) (← links)
• Dynamic Conditional Correlation (Q117426) (← links)
• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models (Q117951) (← links)
• Unobservable Selection and Coefficient Stability: Theory and Evidence (Q124644) (← links)
• t-Statistic Based Correlation and Heterogeneity Robust Inference (Q128240) (← links)
• Duration Dependence in Stock Prices (Q128318) (← links)
• Dynamic Conditional Correlation: On Properties and Estimation (Q128849) (← links)
• Dynamic Equicorrelation (Q128859) (← links)
• Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
• Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective (Q139642) (← links)
• Bayesian Estimates for Vector Autoregressive Models (Q143157) (← links)
• Bayesian Analysis of Latent Threshold Dynamic Models (Q144329) (← links)
• Modeling Nonignorable Nonresponse in Categorical Panel Data with an Example in Estimating Gross Labor-Force Flows (Q149292) (← links)
• Large Dynamic Covariance Matrices (Q149565) (← links)
• Modeling Multivariate Volatilities via Latent Common Factors (Q154356) (← links)
• Matrix Factor Analysis: From Least Squares to Iterative Projection (Q159937) (← links)
• <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference (Q3062997) (← links)
• Estimating Static Models of Strategic Interactions (Q3062998) (← links)
• Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001) (← links)
• Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002) (← links)
• The Common-Scaling Social Cost-of-Living Index (Q3063003) (← links)
• A Pure-Jump Transaction-Level Price Model Yielding Cointegration (Q3063005) (← links)
• The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection (Q3063006) (← links)
• Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (Q3089151) (← links)
• Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search (Q3089153) (← links)
• Volatility Jumps (Q3089154) (← links)
• Bayesian Inference in Structural Second-Price Common Value Auctions (Q3089156) (← links)
• Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach (Q3089157) (← links)
• Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (Q3089158) (← links)
• A Test Against Spurious Long Memory (Q3089159) (← links)
• Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods (Q3089160) (← links)
• Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions (Q3160928) (← links)
• Instrumental Variables Estimation With Flexible Distributions (Q3160929) (← links)
• Backtesting Parametric Value-at-Risk With Estimation Risk (Q3160930) (← links)
• Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-<i>t</i>Distributions (Q3160931) (← links)
• Missing Treatments (Q3160932) (← links)
• Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (Q3160933) (← links)
• A Prior for Impulse Responses in Bayesian Structural VAR Models (Q3160935) (← links)
• Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
• Estimating Panel Models With Internal and External Habit Formation (Q3160938) (← links)
• Structural Vector Autoregressions With Nonnormal Residuals (Q3160939) (← links)
• Testing for Stochastic Dominance Efficiency (Q3160940) (← links)
• Glass Ceilings or Glass Doors? Wage Disparity Within and Between Firms (Q3160941) (← links)
• Another Look at the Identification of Dynamic Discrete Decision Processes: An Application to Retirement Behavior (Q3160942) (← links)