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Showing 1 - 20 results of 6,828 for search '"Journal of business & economic statistics"', query time: 1.32s Narrow search
  • 1
    Cover Image eJournal
    Journal of business & economic statistics: JBES ; a publication of the American Statistical Association
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    Exemplare Uni Bonn from 1983
  • 2
    Cover Image Journal Article
    Journal of business and economic statistics [electronic resource]
    by American Statistical Association
    Published in Journal of business & economic statistics
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  • 3
    Cover Image Journal Article
    Robust Inference With Multiway Clustering
    by Cameron, A. Colin   Gelbach, Jonah B   Miller, Douglas L Published in Journal of business & economic statistics (01.04.2011)
    “...In this article we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM. This variance...”
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  • 4
    Cover Image Journal Article
    Bias-Corrected Matching Estimators for Average Treatment Effects
    by Abadie, Alberto   Imbens, Guido W Published in Journal of business & economic statistics (01.01.2011)
    “...In Abadie and Imbens (2006), it was shown that simple nearest-neighbor matching estimators include a conditional bias term that converges to zero at a rate...”
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  • 5
    Cover Image Journal Article
    Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
    by Gabaix, Xavier   Ibragimov, Rustam Published in Journal of business & economic statistics (01.01.2011)
    “...Despite the availability of more sophisticated methods, a popular way to estimate a Pareto exponent is still to run an OLS regression: log(Rank) = a − b...”
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  • 6
    Cover Image Journal Article
    Real-Time Measurement of Business Conditions
    by Aruoba, S. Borağan   Diebold, Francis X   Scotti, Chiara Published in Journal of business & economic statistics (01.10.2009)
    “...We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety of stock and flow data observed at mixed...”
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  • 7
    Cover Image Journal Article
    Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
    by Gneiting, Tilmann   Ranjan, Roopesh Published in Journal of business & economic statistics (01.07.2011)
    “...We propose a method for comparing density forecasts that is based on weighted versions of the continuous ranked probability score. The weighting emphasizes...”
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  • 8
    Cover Image Journal Article
    Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
    by Clark, Todd E Published in Journal of business & economic statistics (01.07.2011)
    “...Central banks and other forecasters are increasingly interested in various aspects of density forecasts. However, recent sharp changes in macroeconomic...”
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  • 9
    Cover Image Journal Article
    A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
    by Creal, Drew   Koopman, Siem Jan   Lucas, André Published in Journal of business & economic statistics (01.10.2011)
    “...We propose a new class of observation-driven time-varying parameter models for dynamic volatilities and correlations to handle time series from heavy-tailed...”
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  • 10
    Cover Image Journal Article
    Testing for Shifts in Trend With an Integrated or Stationary Noise Component
    by Perron, Pierre   Yabu, Tomoyoshi Published in Journal of business & economic statistics (01.07.2009)
    “...We consider testing for structural changes in the trend function of a time series without any prior knowledge of whether the noise component is stationary or...”
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  • 11
    Cover Image Journal Article
    Volatility Jumps
    by Todorov, Viktor   Tauchen, George Published in Journal of business & economic statistics (01.07.2011)
    “...The article undertakes a nonparametric analysis of the high-frequency movements in stock market volatility using very finely sampled data on the VIX volatility...”
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  • 12
    Cover Image Journal Article
    Rounding Probabilistic Expectations in Surveys
    by Manski, Charles F   Molinari, Francesca Published in Journal of business & economic statistics (01.04.2010)
    “...Rounding is the familiar practice of reporting one value whenever a real number lies in an interval. Uncertainty about the extent of rounding is common when...”
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  • 13
    Cover Image Journal Article
    t-Statistic Based Correlation and Heterogeneity Robust Inference
    by Ibragimov, Rustam   Müller, Ulrich K Published in Journal of business & economic statistics (01.10.2010)
    “...We develop a general approach to robust inference about a scalar parameter of interest when the data is potentially heterogeneous and correlated in a largely...”
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  • 14
    Cover Image Journal Article
    Testing for Multiple Structural Changes in Cointegrated Regression Models
    by Kejriwal, Mohitosh   Perron, Pierre Published in Journal of business & economic statistics (01.10.2010)
    “...We consider testing for multiple structural changes in cointegrated systems and derive the limiting distribution of the sup-Wald test under mild conditions on...”
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  • 15
    Cover Image Journal Article
    Count Models Based on Weibull Interarrival Times
    by McShane, Blake   Adrian, Moshe   Bradlow, Eric T   Fader, Peter S Published in Journal of business & economic statistics (01.07.2008)
    “...The widespread popularity and use of both the Poisson and the negative binomial models for count data arise, in part, from their derivation as the number of...”
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  • 16
    Cover Image Journal Article
    A Test Against Spurious Long Memory
    by Qu, Zhongjun Published in Journal of business & economic statistics (01.07.2011)
    “...This paper proposes a test statistic for the null hypothesis that a given time series is a stationary long-memory process against the alternative hypothesis...”
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  • 17
    Cover Image Journal Article
    Evaluating Value-at-Risk Models via Quantile Regression
    by Gaglianone, Wagner Piazza   Lima, Luiz Renato   Linton, Oliver   Smith, Daniel R Published in Journal of business & economic statistics (01.01.2011)
    “...This article is concerned with evaluating Value-at-Risk estimates. It is well known that using only binary variables, such as whether or not there was an...”
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  • 18
    Cover Image Journal Article
    Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
    by Perron, Pierre   Qu, Zhongjun Published in Journal of business & economic statistics (01.04.2010)
    “...There has been interest in the possibility of confusing long memory and structural changes in level, and studies showed that when a short-memory process is...”
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  • 19
    Cover Image Journal Article
    Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
    by Hendry, David F   Hubrich, Kirstin Published in Journal of business & economic statistics (01.04.2011)
    “...To forecast an aggregate, we propose adding disaggregate variables, instead of combining forecasts of those disaggregates or forecasting by a univariate...”
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  • 20
    Cover Image Journal Article
    Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data
    by Li, Qi   Racine, Jeffrey S Published in Journal of business & economic statistics (01.10.2008)
    “...We propose a new nonparametric conditional cumulative distribution function kernel estimator that admits a mix of discrete and categorical data along with an...”
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