Aim & Scope
The Journal of Business & Economic Statistics (JBES) has been published quarterly since 1983 by the American Statistical Association. It serves as a unique meeting place for applied economists, econometricians, and statisticians developing appropriate empirical methodologies for a broad range of topics in business and economics. It has been consistently ranked among the top ten of all economics journals in recent surveys. The coverage includes forecasting, data quality, policy evaluation, all topics in empirical economics, finance, marketing, etc. Publication typically requires a significant methodological contribution and a substantive practical application. However, JBES will also publish within the areas of computation, simulation, networking and graphics as long as the intended applications are closely related to general topics of interest for the journal. [1]
2024
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility
F Mendes , W Barreto-Souza , S Ndreca
Journal of Business and Economic Statistics (JBES) , 2024 , pp 1-13.
GDP Solera: The Ideal Vintage Mix
No authors listed.
Journal of Business and Economic Statistics (JBES) , 2024 , pp 1-14.
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets
No authors listed.
Journal of Business and Economic Statistics (JBES) , 2024 , pp 1-18.
Simultaneous Confidence Intervals for Partially Identified Parameters
Journal of Business and Economic Statistics (JBES) , 2024 , pp 1-20.
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions
No authors listed.
Journal of Business and Economic Statistics (JBES) , 2024 , pp 1-20.
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring
H Wu , T Schafer , D Matteson
Journal of Business and Economic Statistics (JBES) , 2024 , pp 1-21.
Reduced Rank Spatio-temporal Models
D Pu , K Fang , W Lan , ... , Q Zhang
Journal of Business and Economic Statistics (JBES) , 2024 , pp 1-21.