abbreviation
- J BUS ECON STAT
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Journal
Overview
publication venue for
- Identification and estimation of structural VARMA models using higher order dynamics. 41:819-832. 2023
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series. 40:629-650. 2021
- Measuring asset market linkages: nonlinear dependence and tail risk. 39:453-465. 2019
- Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model. 35:202-217. 2017
- Semiparametric estimation of risk-return relationships. 35:40-52. 2017
- Fractional cointegration rank estimation. 33:241-254. 2014
- Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models. 31:426-437. 2013
- Conditional stochastic dominance testing. 31:16-28. 2013
- Regime-specific predictability in predictive regressions. 30:229-241. 2012
- Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality. 30:275-287. 2012
- The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection. 28:559-571. 2010
International Standard Serial Number (ISSN)
- 0735-0015
Electronic International Standard Serial Number (EISSN)
- 1537-2707