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Journal of business & economic statistics

SCI

中文名称：商业与经济统计杂志

ISSN：0735-0015
出版周期：Quarterly

发文量：748

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1.Heterogeneity and Unemployment Dynamics

机译：异质性和失业动态
- 作者：Ahn Hie Joo;Hamilton James D.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- Business cycles;
- Duration dependence;
- Extended Kalman filter;
- Great Recession;
- Unemployment duration;
- Unobserved heterogeneity;
2.A New Class of Change Point Test Statistics of Renyi Type

机译：仁义类型的新一类变更点测试统计
- 作者：Horvath Lajos;Miller Curtis;Rice Gregory
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- Time series;
- Linear;
- Nonlinear;
- Stochastic processes;
3.A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity

机译：一种平滑的过渡有限混合物模型，可容纳不观察到的异质性
- 作者：Kappe Eelco;DeSarbo Wayne S.;Medeiros Marcelo C.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- Latent class;
- Major League Baseball;
- Markov chain Monte Carlo;
- Model selection;
- Regime-switching;
4.External Validity in Fuzzy Regression Discontinuity Designs

机译：模糊回归不连续设计的外部有效性
- 作者：Bertanha Marinho;Imbens Guido W.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- key words;
- Exogeneity;
- External validity;
- Fuzzy regression discontinuity designs;
- Potential outcomes;
- Treatment effects;
5.The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications

机译：差异差异的承诺和陷阱：对16名和怀孕等申请的思考
- 作者：Kahn-Lang Ariella;Lang Kevin
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- Experimental design;
- Natural experiments;
- Preexisting trends;
6.Empirical Likelihood for High Frequency Data

机译：高频数据的经验可能性
- 作者：Camponovo Lorenzo;Matsushita Yukitoshi;Otsu Taisuke
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
7.Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle

机译：期望，风险耐受性和家庭股票股份中的异质性：衰减拼图
- 作者：Ameriks John;Kezdi Gabor;Lee Minjoon;Shapiro Matthew D.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- Household portfolio choice;
- Risk preference;
- Subjective stock returns distribution;
- Survey measurement;
8.Dynamic Vector Mode Regression

机译：动态矢量模式回归
- 作者：Kemp Gordon C. R.;Parente Paulo M. D. C.;Silva J. M. C. Santos
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
9.The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets

机译：尾部风险和股权溢价的定价：来自国际期权市场的证据
- 作者：Andersen Torben G.;Fusari Nicola;Todorov Viktor
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
10.Local Parametric Estimation in High Frequency Data

机译：高频数据中的局部参数估计
- 作者：Potiron Yoann;Mykland Per
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- Integrated volatility;
- Market microstructure noise;
- Powers of volatility;
- Quasi-maximum likelihood estimator;
11.Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model

机译：空间滞后模型中空间重量矩阵的估计与选择
- 作者：Lam Clifford;Souza Pedro C. L.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第3期
- Adaptive LASSO;
- Oracle property;
- Partial sign consistency;
- Sparse adjustment;
- Spatial fixed effects;
- Spatial weight matrix;
12.Thoughts on 'Transparency in Structural Research'

机译：关于“结构研究透明度”的思考
- 作者：Taber Christopher
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
13.Discussion on 'Transparency in Structural Research' by I. Andrews, M. Gentkow, and J. Shapiro

机译：关于I. Andrews，M. Gentkow和J. Shapiro的“结构研究”透明度探讨
- 作者：Tamer Elie
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- econometrics;
- Sensitivity Analysis;
- Robust Procedures;
14.Transparency in Structural Research

机译：结构研究透明度
- 作者：Andrews Isaiah;Gentzkow Matthew;Shapiro Jesse M.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Exploratory data analysis;
- Multivariate analysis;
- Sensitivity analysis;
15.Discussion of 'Transparency in Structural Research' by Isaiah Andrews, Matthew Gentzkow, and Jesse Shapiro

机译：浅谈ISAIAH Andrews，Matthew Gentzkow和Jesse Shapiro的“结构研究透明度”
- 作者：Bonhomme Stephane
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
16.Partial Identification of Economic Mobility: With an Application to the United States

机译：部分识别经济流动性：在美国的申请
- 作者：Millimet Daniel L.;Li Hao;Roychowdhury Punarjit
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Measurement error;
- Mobility;
- Partial identification;
- Poverty;
- Transition matrices;
17.Nonparametric Estimation of Search Costs for Differentiated Products: Evidence from Medigap

机译：不同产品的搜索成本的非参数估计：来自Medigap的证据
- 作者：Lin Haizhen;Wildenbeest Matthijs R.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Consumer search;
- Health insurance;
- Price dispersion;
- Product differentiation;
18.Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework

机译：哪些因素是资产定价的危险因素？模型扫描框架
- 作者：Chib Siddhartha;Zeng Xiaming
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Bayes inference;
- Marginal likelihood;
- MCMC sampling;
- Metropolis-Hastings;
- Pricing kernel;
- Stochastic discount factor;
19.A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

机译：平滑的非参数，多变量，混合数据定位测试
- 作者：Racine Jeffrey S.;Van Keilegom Ingrid
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Inference;
- Kernel smoothing;
- Kolmogorov-Smirnov;
20.Comparing Possibly Misspecified Forecasts

机译：比较可能的错过预测
- 作者：Patton Andrew J.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
21.Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model

机译：在线性回归模型中一致的模型选择后渐近均匀的测试
- 作者：McCloskey Adam
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Asymptotic size;
- Hypothesis testing;
- Local asymptotics;
- Model selection;
- Uniform inference;
22.Treatment Effects With Heterogeneous Externalities

机译：与异质外部的治疗效果
- 作者：Arduini Tiziano;Patacchini Eleonora;Rainone Edoardo
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Indirect treatment effect;
- Program evaluation;
- Two-stage least squares;
23.A Stochastic Volatility Model With Realized Measures for Option Pricing

机译：一种随机波动性模型，具有期权定价的实现措施
- 作者：Bormetti Giacomo;Casarin Roberto;Corsi Fulvio;Livieri Giulia
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Bayesian inference;
- High-frequency data;
- Monte Carlo Markov chain;
- Option pricing;
- Realized volatility;
24.Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations

机译：实现易变性和成对实现相关性的多变量随机波动率模型
- 作者：Yamauchi Yuta;Omori Yasuhiro
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Markov chain Monte Carlo;
- Multivariate asset returns;
- Realized covariances;
- Realized volatility;
- Stochastic volatility;
25.Bayesian Forecasting of Many Count-Valued Time Series

机译：贝叶斯预测许多计数时间序列
- 作者：Berry Lindsay R.;West Mike
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Decouple;
- recouple;
- Forecast assessment;
- Multiscale dynamic model;
- Multistep forecast;
- State-space model;
- Supermarket sales forecasting;
26.Matching Using Sufficient Dimension Reduction for Causal Inference

机译：匹配使用足够的尺寸减少因果推理
- 作者：Luo Wei;Zhu Yeying
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Causal inference;
- Central subspace;
- Common support condition;
- Dimension reduction;
- Matching;
27.Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance

机译：平均和定量治疗的界限对审查，选择和不合规下的持续时间结果
- 作者：Blanco German;Chen Xuan;Flores Carlos A.;Flores-Lagunes Alfonso
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Duration outcomes;
- Independent censoring;
- Job corps;
- Partial identification;
- Principal stratification;
28.Forecast Error Variance Decompositions with Local Projections

机译：预测本地投影的错误方差分解
- 作者：Gorodnichenko Yuriy;Lee Byoungchan
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
29.Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density

机译：密度不连续性的最小对比度似然推理
- 作者：Ma Jun;Jales Hugo;Yu Zhengfei
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
- Bandwidth selection;
- Discontinuity in density;
- Empirical likelihood;
30.Rejoinder

机译：rejoinder.
- 作者：Andrews Isaiah;Gentzkow Matthew;Shapiro Jesse M.
- 期刊名称：《Journal of business & economic statistics》 | 2020年第4期
31.Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

机译：预测数据丰富的环境中的通货膨胀：机器学习方法的好处
- 作者：Medeiros Marcelo C.;Vasconcelos Gabriel F. R.;Veiga Alvaro;Zilberman Eduardo
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Big data;
- Inflation forecasting;
- LASSO;
- Machine learning;
- Random forests;
32.Spatial Modeling Approach for Dynamic Network Formation and Interactions

机译：动态网络形成与交互的空间建模方法
- 作者：Han Xiaoyi;Hsieh Chih-Sheng;Ko Stanley I. M.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Bayesian;
- Dynamic network formation;
- Latent variable;
- Peer effects;
- Spatial dynamic panel data model;
33.Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

机译：全球和群体特定因素因子模型的收缩估计
- 作者：Han Xu
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Group lasso;
- Model identification;
- Multi-level factor models;
- Selection consistency;
- Shrinkage estimation;
34.Disentangling Sources of High Frequency Market Microstructure Noise

机译：解开高频市场微观结构噪声的光源
- 作者：Clinet Simon;Potiron Yoann
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Efficient price;
- High frequency data;
- Market microstructure noise;
- Mid price;
- Trade direction;
35.Multi-Horizon Forecast Comparison

机译：多地平线预测比较
- 作者：Quaedvlieg Rogier
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Forecasting;
- Long-Horizon;
- Multiple Testing;
- Path Forecasts;
- Superior Predictive Ability;
- JEL;
- C22;
- C52;
- C53;
- C58;
36.Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure

机译：具有多因素误差结构的大面板的聚焦信息标准和模型平均
- 作者：Yin Shou-Yung;Liu Chu-An;Lin Chang-Ching
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Common correlated effects;
- Cross-sectional dependence;
- Model selection;
- Plug-in estimators;
37.Regression Analysis With Individual-Specific Patterns of Missing Covariates

机译：回归分析与缺少协变量的个别特定模式
- 作者：Lin Huazhen;Liu Wei;Lan Wei
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- High missing rate;
- Individual-specific missing;
- Iterative least squares;
- Missing covariates;
38.From Local to Global: External Validity in a Fertility Natural Experiment

机译：从地方到全球：生育自然实验中的外部有效性
- 作者：Dehejia Rajeev;Pop-Eleches Cristian;Samii Cyrus
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Experiments;
- Extrapolation;
- Prediction;
39.Exploring Encouragement, Treatment, and Spillover Effects Using Principal Stratification, With Application to a Field Experiment on Teens' Museum Attendance

机译：利用主要分层探索鼓励，治疗和溢出效应，应用于青少年博物馆出席的田野实验
- 作者：Forastiere Laura;Lattarulo Patrizia;Mariani Marco;Mealli Fabrizia;Razzolini Laura
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
40.A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program

机译：疫苗遵守的动态模型：假新闻如何破坏丹麦HPV疫苗计划
- 作者：Hansen Peter Reinhard;Schmidtblaicher Matthias
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Fake news;
- Media;
- Public health;
- Score-driven model;
- Vaccine uptake;
41.Causal Interpretations of Black-Box Models

机译：黑盒式模型的因果解释
- 作者：Zhao Qingyuan;Hastie Trevor
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Back-door adjustment;
- Data visualization;
- Machine learning;
- Mediation analysis;
- Partial dependence plot;
42.Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data

机译：测试高维时间序列数据的串行相关性和拱效
- 作者：Ling Shiqing;Tsay Ruey S.;Yang Yaxing
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- ARCH effect;
- High-dimensional time series;
- Ljung-Box test;
- Rank correlation;
- Rank test;
- Serial correlation;
43.Testing for Changes in Forecasting Performance

机译：测试预测性能的变化
- 作者：Perron Pierre;Yamamoto Yohei
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Forecast breakdown;
- Nonmonotonic power;
- Out-of-sample forecast;
- Structural change;
44.Dealing With Endogeneity in Threshold Models Using Copulas

机译：使用Copulas处理阈值模型中的内部性性
- 作者：Christopoulos Dimitris;McAdam Peter;Tzavalis Elias
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Bootstrap;
- Copulas;
- Foreign trade multiplier;
- Structural threshold model;
45.Improved Nonparametric Bootstrap Tests of Lorenz Dominance

机译：改善了Lorenz Dominance的非参数举止测试
- 作者：Sun Zhenting;Beare Brendan K.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Bootstrap;
- resampling;
- Contact set;
- Lorenz dominance;
46.Measurement Error Without the Proxy Exclusion Restriction

机译：没有代理排除限制的测量误差
- 作者：Chalak Karim;Kim Daniel
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- College characteristics;
- Differential measurement error;
- Exclusion restriction;
- Partial identification;
- Proxy;
- Sensitivity analysis;
47.GMM Estimation of Non-Gaussian Structural Vector Autoregression

机译：GMM估计非高斯结构矢量自动增加
- 作者：Lanne Markku;Luoto Jani
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Generalized method of moments;
- Non-Gaussian time series;
- Structural vector autoregression;
48.Sequential Text-Term Selection in Vector Space Models

机译：矢量空间模型中的顺序文本选择
- 作者：Wang Feifei;Liu Jingyuan;Wang Hansheng
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Screening consistency;
- Term selection;
- Text mining;
- Vector space models;
49.Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions

机译：有条件时刻限制的经验似然比与未知功能的限制
- 作者：Tao Jing
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
50.Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels

机译：偏置校正的常规相关效果动态面板中的池估计
- 作者：De Vos Ignace;Everaert Gerdie
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Common correlated effects;
- Dynamic panel bias;
- Factor augmented regression;
- Multifactor error structure;
51.Confidence Intervals for Bias and Size Distortion in Ⅳ and Local Projections-Ⅳ Models

机译：b和局部投影中偏置和尺寸畸变的置信区间 - ⅳ模型
- 作者：Ganics Gergely;Inoue Atsushi;Rossi Barbara
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Concentration parameter;
- Instrumental variables;
- Local projections;
- Weak identification;
- Weak instruments;
52.Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method

机译：面板数据模型的统计推断：内核脊回归方法
- 作者：Zhao Shunan;Liu Ruiqi;Shang Zuofeng
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
- Empirical processlt;
- boldgt;
- lt;
- /boldgt;
- Functional Bahadur representationlt;
- boldgt;
- lt;
- /boldgt;
- Interactive fixed effectlt;
- boldgt;
- lt;
- /boldgt;
- Joint asymptotic distribution;
53.Smoothing Quantile Regressions

机译：平滑分数回归
- 作者：Fernandes Marcelo;Guerre Emmanuel;Horta Eduardo
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
54.Multivalued Treatments and Decomposition Analysis: An Application to the WIA Program

机译：多增种治疗和分解分析：WIA计划的应用
- 作者：Ao Wallice;Calonico Sebastian;Lee Ying-Ying
- 期刊名称：《Journal of business & economic statistics》 | 2021年第1期
55.Semiparametric Estimation of First-Price Auction Models

机译：半价格拍卖模型的Semiparametric估算
- 作者：Aryal Gaurab;Gabrielli Maria F.;Quang Vuong
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Empirical auctions;
- GMM;
- Local polynomial;
- Semiparametric estimator;
56.Homogeneity Pursuit in Single Index Models Based Panel Data Analysis

机译：基于单索引模型的面板数据分析中的同质性追求
- 作者：Lian Heng;Qiao Xinghao;Zhang Wenyang
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Binary segmentation;
- B-Spline;
- homogeneity pursuit;
- single index models;
57.Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions

机译：在没有偏好相似性限制的情况下识别集体家庭中的随机资源股份
- 作者：Dunbar Geoffrey R.;Lewbel Arthur;Pendakur Krishna
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Bargaining power;
- Collective household model;
- Cost of children;
- Demand systems;
- Engel curves;
- Sharing rule;
58.A Framework for Separating Individual-Level Treatment Effects From Spillover Effects

机译：分离溢出效应的个体级治疗效果的框架
- 作者：Huber Martin;Steinmayr Andreas
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
59.Semiparametric GARCH via Bayesian Model Averaging

机译：通过贝叶斯型号平均半运动加速器
- 作者：Chen Wilson Ye;Gerlach Richard H.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Functional coefficient;
- Heavy tail;
- Markov chain Monte Carlo;
- News impact function;
- Regression spline;
- Volatility;
60.Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk

机译：测量资产市场联系：非线性依赖和尾风险
- 作者：Escanciano Juan Carlos;Hualde Javier
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Expected shortfall;
- Market crashes;
- Nonlinear dependence;
- Tail risk;
61.The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty

机译：全球，地区特定和国家特定的不确定性的不断发展影响
- 作者：Mumtaz Haroon;Musso Alberto
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Dynamic factor model;
- Global uncertainty;
- Stochastic volatility;
- Time-varying parameters;
- Uncertainty shocks;
62.Gaussian Processes and Bayesian Moment Estimation

机译：高斯过程和贝叶斯时刻估计
- 作者：Florens Jean-Pierre;Simoni Anna
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Invariance;
- Moment restrictions;
- Overidentification;
- Posterior consistency;
63.High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms

机译：使用消息传递算法的高维宏观经济预测
- 作者：Korobilis Dimitris
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Bayesian shrinkage;
- Belief propagation;
- Factor graph;
- High-dimensional inference;
- Time-varying parameter model;
64.Wild Bootstrap and Asymptotic Inference With Multiway Clustering

机译：野生自注和渐近推断与多道聚类
- 作者：MacKinnon James G.;Nielsen Morten Orregaard;Webb Matthew D.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Clustered data;
- Cluster-robust variance estimator;
- CRVE;
- Grouped data;
- Robust inference;
- Wild cluster bootstrap;
65.A Nodewise Regression Approach to Estimating Large Portfolios

机译：估计大型投资组合的多元回归方法
- 作者：Callot Laurent;Caner Mehmet;Onder A. Ozlem;Ulasan Esra
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- High-dimensionality;
- Penalized regression;
- Portfolio optimization;
- Precision matrix;
66.Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects

机译：在分析治疗效果中关节分布功能的尖锐界限
- 作者：Russell Thomas M.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Convex optimization;
- Linear programming;
- Optimal transport;
- Partial identification;
- Random set theory;
67.The Impact of Food Prices on Conflict Revisited

机译：食品价格对重新发生冲突的影响
- 作者：Winne Jasmien De;Peersman Gert
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Conflict;
- Food prices;
- Instrumental variables;
68.Equality-Minded Treatment Choice

机译：平等的治疗选择
- 作者：Kitagawa Toru;Tetenov Aleksey
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Gini coefficient;
- Inequality index;
- Program evaluation;
- Social welfare;
- Treatment choice;
69.Copula-Based Random Effects Models for Clustered Data

机译：基于Copula的随机效应模型用于集群数据
- 作者：Pereda-Fernandez Santiago
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- Assortative mating;
- Copula;
- Female labor supply;
- High-dimensional integration;
- Nonlinear panel data;
70.Exponential-Type GARCH Models With Linear-in-Variance Risk Premium

机译：具有线性缺陷风险溢价的指数式加码模型
- 作者：Hafner Christian M.;Kyriakopoulou Dimitra
- 期刊名称：《Journal of business & economic statistics》 | 2021年第2期
- EGARCH;
- GARCH-in-mean;
- Log-GARCH;
- Maximum likelihood;
- Risk premium;
- Stochastic recurrence equation;
71.Fitting Vast Dimensional Time-Varying Covariance Models

机译：拟合庞大的尺寸变化的协方差模型
- 作者：Pakel Cavit;Shephard Neil;Sheppard Kevin;Engle Robert F.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Composite likelihood;
- Dynamic conditional correlations;
- Multivariate ARCH models;
- Volatility;
72.Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths

机译：连续时间的半脉印估计：具有小型和大带宽的集成波动函数的渐近学
- 作者：Yang Xiye
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Bias correction;
- Integrated volatility functionals;
- Matrix calculus;
- Semiparametric two-step estimation;
73.An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data

机译：高维数据位置参数的逆规范符号测试
- 作者：Feng Long;Liu Binghui;Ma Yanyuan
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Asymptotic normality;
- Elliptically symmetric density;
- High-dimensional tests;
- Local power analysis;
- Spatial sign tests;
74.Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure

机译：不同系数面板数据模型，具有非间转性和部分观察到的因子结构
- 作者：Dong Chaohua;Gao Jiti;Peng Bin
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Asymptotic theory;
- Nonstationary panel data;
- Orthogonal series method;
- Return to scale;
75.Dynamic Semiparametric Factor Model With Structural Breaks

机译：具有结构突破的动态半导体因子模型
- 作者：Chen Likai;Wang Weining;Wu Wei Biao
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
76.Bayesian Inference for Regression Copulas

机译：贝叶斯推论回归金融
- 作者：Michael Stanley;Nadja Klein
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Distributional regression;
- Hamiltonian Monte Carlo;
- Implicit copula;
- P-splines;
- Radial basis functions;
- Variational Bayes;
77.Multidimensional Economic Dispersion Index and Application

机译：多维经济分散指数及应用
- 作者：Xia Yifan;Zhang Ling;Li Iris L.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Gini index;
- Implicit population proportion function;
- Inequality of social resources;
78.A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments

机译：基于较高时刻的结构矢量自回归的时刻估算器的广义方法
- 作者：Sascha Alexander Keweloh
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Identification;
- Independence;
- Non-Gaussian;
- Oil prices;
- Stock returns;
79.Incorporating Graphical Structure of Predictors in Sparse Quantile Regression

机译：在稀疏量子回归中的预测器的图形结构
- 作者：Wang Zhanfeng;Liu Xianhui;Tang Wenlu;Lin Yuanyuan
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- ADMM algorithm;
- Graphical structure;
- Quantile regression;
- Sparse regression;
80.Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes

机译：具有持续时间结果的治疗效果异质性的非参数试验
- 作者：SantAnna Pedro H. C.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Causal inference;
- Duration data;
- Empirical process;
- Kaplan-Meier;
- Survival analysis;
81.A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable

机译：回归不连续设计与运行变量的群体特定性的不连续性设计校正
- 作者：Bartalotti Otavio;Brummet Quentin;Dieterle Steven
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Heterogeneous measurement error;
- Nonclassical measurement error;
- Regression discontinuity;
82.Who is the Key Player? A Network Analysis of Juvenile Delinquency

机译：谁是关键球员？少年犯犯罪的网络分析
- 作者：Lee Lung-Fei;Liu Xiaodong;Patacchini Eleonora;Zenou Yves
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Key player policies;
- Linear social interaction models;
- Network centrality measures;
- Network endogeneity;
- Network formation;
83.Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

机译：在时变参数模型中诱导稀疏性和收缩
- 作者：Huber Florian;Koop Gary;Onorante Luca
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Hierarchical priors;
- Shrinkage;
- Sparsity;
- Time-varying parameter regression;
- Vector autoregressions;
84.Unified Tests for a Dynamic Predictive Regression

机译：动态预测回归的统一测试
- 作者：Yang Bingduo;Liu Xiaohui;Peng Liang;Cai Zongwu
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Autoregressive errors;
- Empirical likelihood;
- IVX test procedure;
- Predictive regression;
- Weighted score;
85.High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model

机译：高频引导效果和交叉资产键：多资产滞后调整模型
- 作者：Buccheri Giuseppe;Corsi Fulvio;Peluso Stefano
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Asynchronous trading;
- Cross-asset trading;
- Granger causality;
- Microstructure noise;
- Price discovery;
86.Dynamic Two Stage Modeling for Category-Level and Brand-Level Purchases Using Potential Outcome Approach With Bayes Inference

机译：使用潜在结果与贝叶斯推断使用潜在结果的动态两级建模
- 作者：Miyazaki Kei;Hoshino Takahiro;Bockenholt Ulf
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Bayes estimation;
- Missing data;
- Multiple-brand purchase;
- Potential outcomes;
- Product-category purchase;
87.What Happens After an Investment Spike-Investment Events and Firm Performance

机译：投资飙升 - 投资活动和公司性能后会发生什么
- 作者：Gradzewicz Michal
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Difference-in-difference;
- Investment spike;
- Matching;
- Productivity;
- TFP;
88.Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data

机译：混合离散和连续数据的非参数分位数回归估计
- 作者：Li Degui;Li Qi;Li Zheng
- 期刊名称：《Journal of business & economic statistics》 | 2021年第3期
- Bandwidth selection;
- Discrete regressors;
- Local linear smoothing;
- Nonparametric estimation;
- Quantile regression;
89.Discussion of 'Text Selection' by Bryan Kelly, Asaf Manela, and Alan Moreira

机译：Bryan Kelly，Asaf Manela和Alan Moreira的“文本选择”讨论
- 作者：Pelger Markus
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
90.Discussion on 'Text Selection'

机译：讨论“文本选择”
- 作者：Xu Xiaofei;Chen Ying;Kou Steven
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- Time Domain;
- Nonlinear;
- Massive Data Sets;
91.Correction

机译：更正
- 作者：Chiang Harold D.;Kato Kengo;Ma Yukun;Sasaki Yuya
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
92.A Discussion of 'Text Selection'

机译：讨论“文本选择”
- 作者：Sinha Nitish Ranjan
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- DMR;
- HDMR;
- Macroeconomic forecasting;
- Text analysis;
- Text selection;
93.Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets

机译：金融市场联合尾风险动态阈值模型的动态二变峰值
- 作者：Zhao Zifeng
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
94.Testing the Multivariate Regular Variation Model

机译：测试多变量常规变化模型
- 作者：Einmahl John H. J.;Yang Fan;Zhou Chen
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- Extreme value statistics;
- Hill estimator;
- Local empirical process;
95.A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics

机译：噪声和异步数据的分数驱动条件相关模型：高频协方差动态的应用
- 作者：Buccheri Giuseppe;Bormetti Giacomo;Corsi Fulvio;Lillo Fabrizio
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- Asynchronicity;
- Dynamic dependencies;
- Intraday correlations;
- Microstructure noise;
96.Measuring Granger Causality in Quantiles

机译：测量法量值的格兰杰因果关系
- 作者：Song Xiaojun;Taamouti Abderrahim
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- Conditional quantiles;
- Local linear estimator;
- Measures of Granger causality;
- Smoothed local bootstrap;
97.Threshold Regression With a Threshold Boundary

机译：具有阈值边界的阈值回归
- 作者：Yu Ping;Fan Xiaodong
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- Compound Poisson field;
- Epi-convergence;
- Poisson point process;
- Score test;
- Threshold boundary;
- Two-sided Brownian field;
98.Generic Conditions for Forecast Dominance

机译：预测统治的通用条件
- 作者：Krueger Fabian;Ziegel Johanna F.
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- Loss function;
- Model comparison;
- Prediction;
99.Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables

机译：具有高维调节变量的含有高尺寸分离模型的推理
- 作者：Kozbur Damian
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
100.Discerning Solution Concepts for Discrete Games

机译：辨别离散游戏的解决方案概念
- 作者：Kashaev Nail;Salcedo Bruno
- 期刊名称：《Journal of business & economic statistics》 | 2021年第4期
- Discrete games;
- Identification;
- Incomplete models;
- Market entry;
- Testability;

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