Terkko Navigator / Journal of business and economic statistics

Text Selection

Discussion of“Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira

Discussion on“Text Selection”

A Discussion of“Text Selection”

Text Selection

Discussion of“Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira

Discussion on“Text Selection”

A Discussion of“Text Selection”

Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

Disentangling Sources of High Frequency Market Microstructure Noise

Multi-Horizon Forecast Comparison

Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure

GMM Estimation of Non-Gaussian Structural Vector Autoregression

Sequential Text-Term Selection in Vector Space Models

Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Spatial Modeling Approach for Dynamic Network Formation and Interactions

Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data

Testing for Changes in Forecasting Performance

Dealing With Endogeneity in Threshold Models Using Copulas

Regression Analysis with Individual-Specific Patterns of Missing Covariates

Improved Nonparametric Bootstrap Tests of Lorenz Dominance

Measurement Error Without the Proxy Exclusion Restriction

From Local to Global: External Validity in a Fertility Natural Experiment

Exploring Encouragement, Treatment, and Spillover Effects Using Principal Stratification, With Application to a Field Experiment on Teens’ Museum Attendance

A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program

Causal Interpretations of Black-Box Models

Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions

Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels

Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models

Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method

Smoothing Quantile Regressions

Multivalued Treatments and Decomposition Analysis: An Application to the WIA Program

Dynamic Discrete Mixtures for High-Frequency Prices

Network-Based Clustering for Varying Coefficient Panel Data Models

Sequential Scaled Sparse Factor Regression

A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations

Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices

Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes

Nonparametric Copula Estimation for Mixed Insurance Claim Data

Homogeneity and Structure Identification in Semiparametric Factor Models

Can GDP Measurement Be Further Improved? Data Revision and Reconciliation

Functional Linear Regression: Dependence and Error Contamination

A Projective Approach to Conditional Independence Test for Dependent Processes

Direct and Indirect Effects based on Changes-in-Changes

Modeling Tail Index With Autoregressive Conditional Pareto Model

Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions

Identification of Structural Vector Autoregressions by Stochastic Volatility

Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors

Substitution Bias in Multilateral Methods for CPI Construction

Prediction in Locally Stationary Time Series