Terkko Navigator / Journal of business and economic statistics

Stochastic Spanning

Estimation of Models With Multiple-Valued Explanatory Variables

Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models

Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs

Estimating and Testing Nonlinear Local Dependence Between Two Time Series

Extreme Quantile Estimation for Autoregressive Models

Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t-Statistic

R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability

A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model

Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery

Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters

Including Covariates in the Regression Discontinuity Design

Testing for Slope Heterogeneity Bias in Panel Data Models

Robust Likelihood Cross-Validation for Kernel Density Estimation

Editorial Collaborators

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

Forecast Error Variance Decompositions with Local Projections

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

GMM Estimation of Non-Gaussian Structural Vector Autoregression

Multi-Horizon Forecast Comparison

Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density*

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

Causal Interpretations of Black-Box Models

Measurement Error Without the Proxy Exclusion Restriction

Disentangling Sources of High Frequency Market Microstructure Noise

Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance

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

A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations

Bayesian Forecasting of Many Count-Valued Time Series

Matching Using Sufficient Dimension Reduction for Causal Inference

Nonparametric Estimation of Search Costs for Differentiated Products: Evidence from Medigap