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The Journal of Business and Economic Statistics (JBES) serves as an outlet for high-quality methodological contributions oriented towards applications in microeconomics, macroeconomics, business, and finance. The innovations in methodology include the development and improvement of statistical methods; adapting methods from other fields, including machine learning and data science more broadly; as well as computational improvements. Theoretical contributions should have clear empirical relevance. Articles published in JBES feature excellent exposition, clear motivation, and often include a substantive empirical application.
Stochastic VolatilityTime SeriesPanel DataGeneralized Method of MomentsSemiparametric EstimationVector AutoregressionSeasonal AdjustmentStock ReturnsVariable SelectionNull HypothesisEconomic StatisticsGeneralized Autoregressive Conditional HeteroscedasticityMaximum LikelihoodEfficient EstimationAsymptotic NormalityUnobserved HeterogeneityFactor ModelModel SelectionMarkov Chain Monte CarloTest Statistics
The Journal of Business and Economic Statistics (JBES) serves as an outlet for high-quality methodological contributions oriented towards applications in microeconomics, macroeconomics, business, and finance. The innovations in methodology include the development and improvement of statistical methods; adapting methods from other fields, including machine learning and data science more broadly; as well as computational improvements. Theoretical contributions should have clear empirical relevance. Articles published in JBES feature excellent exposition, clear motivation, and often include a substantive empirical application.