Correction to: “Multiway cluster robust double/debiased machine learning”. (English) Zbl 07925264 J. Bus. Econ. Stat. 39, No. 4, 1080 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Opschoor, Anne; Lucas, André; Barra, István; van Dijk, Dick Closed-form multi-factor copula models with observation-driven dynamic factor loadings. (English) Zbl 07925263 J. Bus. Econ. Stat. 39, No. 4, 1066-1079 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio Price dividend ratio and long-run stock returns: a score-driven state space model. (English) Zbl 07925262 J. Bus. Econ. Stat. 39, No. 4, 1054-1065 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
DiTraglia, Francis J.; García-Jimeno, Camilo A framework for eliciting, incorporating, and disciplining identification beliefs in linear models. (English) Zbl 07925261 J. Bus. Econ. Stat. 39, No. 4, 1038-1053 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Seo, Juwon Randomization tests for equality in dependence structure. (English) Zbl 07925260 J. Bus. Econ. Stat. 39, No. 4, 1026-1037 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bollerslev, Tim; Li, Jia; Chaves, Leonardo Salim Saker Generalized jump regressions for local moments. (English) Zbl 07925259 J. Bus. Econ. Stat. 39, No. 4, 1015-1025 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Kashaev, Nail; Salcedo, Bruno Discerning solution concepts for discrete games. (English) Zbl 07925258 J. Bus. Econ. Stat. 39, No. 4, 1001-1014 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Kozbur, Damian Inference in additively separable models with a high-dimensional set of conditioning variables. (English) Zbl 07925257 J. Bus. Econ. Stat. 39, No. 4, 984-1000 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Krüger, Fabian; Ziegel, Johanna F. Generic conditions for forecast dominance. (English) Zbl 07925256 J. Bus. Econ. Stat. 39, No. 4, 972-983 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yu, Ping; Fan, Xiaodong Threshold regression with a threshold boundary. (English) Zbl 07925255 J. Bus. Econ. Stat. 39, No. 4, 953-971 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Xiaojun; Taamouti, Abderrahim Measuring Granger causality in quantiles. (English) Zbl 07925254 J. Bus. Econ. Stat. 39, No. 4, 937-952 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio A score-driven conditional correlation model for noisy and asynchronous data: an application to high-frequency covariance dynamics. (English) Zbl 07925253 J. Bus. Econ. Stat. 39, No. 4, 920-936 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Einmahl, John H. J.; Yang, Fan; Zhou, Chen Testing the multivariate regular variation model. (English) Zbl 07925252 J. Bus. Econ. Stat. 39, No. 4, 907-919 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Zhao, Zifeng Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets. (English) Zbl 07925251 J. Bus. Econ. Stat. 39, No. 4, 892-906 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Sinha, Nitish Ranjan A discussion of “Text selection”. (English) Zbl 07925250 J. Bus. Econ. Stat. 39, No. 4, 888-891 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Xiaofei; Chen, Ying; Kou, Steven Discussion on “Text selection”. (English) Zbl 07925249 J. Bus. Econ. Stat. 39, No. 4, 883-887 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Pelger, Markus Discussion of “Text selection” by Bryan Kelly, Asaf Manela, and Alan Moreira. (English) Zbl 07925248 J. Bus. Econ. Stat. 39, No. 4, 880-882 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Kelly, Bryan; Manela, Asaf; Moreira, Alan Text selection. (English) Zbl 07925247 J. Bus. Econ. Stat. 39, No. 4, 859-879 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI