Terkko Navigator / Journal of business and economic statistics

Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data

Debiased Inference of Average Partial Effects in Single-Index Models: Comment on Wooldridge and Zhu

Rejoinder

Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements

Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries

Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure

Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility

Identifying Demand Shocks From Production Data

Testing Nowcast Monotonicity with Estimated Factors

Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models

Mixed Marginal Copula Modeling

Transformation-Kernel Estimation of Copula Densities

The Estimation of Compensating Wage Differentials: Lessons From the Deadliest Catch

The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators

Conditional Extremes in Asymmetric Financial Markets

Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets

High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model

Exponential-Type GARCH Models With Linear-in-Variance Risk Premium

Copula-Based Random Effects Models for Clustered Data

Equality-Minded Treatment Choice

Wild Bootstrap and Asymptotic Inference With Multiway Clustering

A Nodewise Regression Approach to Estimating Large Portfolios

Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects

The Impact of Food Prices on Conflict Revisited

High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms

Semiparametric GARCH via Bayesian Model Averaging

The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty

Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions

A Framework for Separating Individual-Level Treatment Effects From Spillover Effects

Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk

Gaussian Processes and Bayesian Moment Estimation

Semiparametric Estimation of First-Price Auction Models

Homogeneity Pursuit in Single Index Models based Panel Data Analysis

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

Smoothing Quantile Regressions

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

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

Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels

Dealing With Endogeneity in Threshold Models Using Copulas

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

Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions

Spatial Modeling Approach for Dynamic Network Formation and Interactions

Improved Nonparametric Bootstrap Tests of Lorenz Dominance

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

Regression Analysis with Individual-Specific Patterns of Missing Covariates

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

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

Testing for Changes in Forecasting Performance

Sequential Text-Term Selection in Vector Space Models