{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T22:45:15Z","timestamp":1791931515553,"version":"4.3.4"},"reference-count":26,"publisher":"Informa UK Limited","issue":"4","license":[{"start":{"date-parts":[[2026,4,6]],"date-time":"2026-04-06T00:00:00Z","timestamp":1775433600000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0\/"},{"start":{"date-parts":[[2026,4,6]],"date-time":"2026-04-06T00:00:00Z","timestamp":1775433600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/doi.org\/10.1080\/policies-text-data-mining"}],"funder":[{"name":"National Science Foundation","award":["DMS-2410677"],"award-info":[{"award-number":["DMS-2410677"]}]},{"name":"National Science Foundation","award":["DMS-2319593"],"award-info":[{"award-number":["DMS-2319593"]}]},{"name":"National Science Foundation","award":["DMS-2348640"],"award-info":[{"award-number":["DMS-2348640"]}]}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Journal of Business &amp; Economic Statistics"],"published-print":{"date-parts":[[2026,10,2]]},"DOI":"10.1080\/07350015.2025.2592349","type":"journal-article","created":{"date-parts":[[2026,2,9]],"date-time":"2026-02-09T20:22:03Z","timestamp":1770668523000},"page":"1100-1113","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":0,"title":["Bayesian Methodology for Adaptive Sparsity and Shrinkage in Regression"],"prefix":"10.1080","volume":"44","author":[{"given":"Ziqian","family":"Yang","sequence":"first","affiliation":[{"name":"Department of Statistics, University of Florida","place":["Gainesville"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Kshitij","family":"Khare","sequence":"additional","affiliation":[{"name":"Department of Statistics, University of Florida","place":["Gainesville"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"George","family":"Michailidis","sequence":"additional","affiliation":[{"name":"Department of Statistics & Data Science, University of California at Los Angeles","place":["Los Angeles"]}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"301","published-online":{"date-parts":[[2026,4,6]]},"reference":[{"key":"e_1_3_4_2_1","doi-asserted-by":"publisher","DOI":"10.2307\/2348939"},{"key":"e_1_3_4_3_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2021.1899933"},{"key":"e_1_3_4_4_1","doi-asserted-by":"publisher","DOI":"10.1214\/009053604000000238"},{"key":"e_1_3_4_5_1","doi-asserted-by":"publisher","DOI":"10.1109\/tsp.2018.2887401"},{"key":"e_1_3_4_6_1","doi-asserted-by":"publisher","DOI":"10.1214\/16-ba1028"},{"key":"e_1_3_4_7_1","doi-asserted-by":"publisher","DOI":"10.1111\/jofi.13197"},{"key":"e_1_3_4_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2020.104628"},{"key":"e_1_3_4_9_1","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/asp017"},{"key":"e_1_3_4_10_1","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/asq017"},{"key":"e_1_3_4_11_1","doi-asserted-by":"publisher","DOI":"10.1214\/15-AOS1334"},{"key":"e_1_3_4_12_1","doi-asserted-by":"publisher","DOI":"10.1214\/16-aos1434"},{"key":"e_1_3_4_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ijforecast.2019.10.002"},{"key":"e_1_3_4_14_1","doi-asserted-by":"publisher","DOI":"10.1214\/17-aos1549"},{"key":"e_1_3_4_15_1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2018.1437043"},{"key":"e_1_3_4_16_1","doi-asserted-by":"publisher","DOI":"10.1214\/22-aoas1718"},{"key":"e_1_3_4_17_1","doi-asserted-by":"publisher","DOI":"10.3982\/ecta17842"},{"key":"e_1_3_4_18_1","doi-asserted-by":"crossref","first-page":"173","DOI":"10.66573\/001c.140802","article-title":"The Log-Gamma Distribution and Non-Normal Error","volume":"13","author":"Halliwell L. J.","year":"2021","unstructured":"Halliwell, L. J. (2021), \u201cThe Log-Gamma Distribution and Non-Normal Error,\u201d Variance, 13, 173\u2013189.","journal-title":"Variance,"},{"key":"e_1_3_4_19_1","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.4730259"},{"key":"e_1_3_4_20_1","doi-asserted-by":"publisher","DOI":"10.1214\/009053604000001147"},{"key":"e_1_3_4_21_1","doi-asserted-by":"publisher","DOI":"10.1146\/annurev-financial-102710-144905"},{"key":"e_1_3_4_22_1","unstructured":"Koles\u00e1r M. M\u00fcller U. K. and Roelsgaard S. T. (2023) \u201cThe Fragility of Sparsity \u201d arXiv preprint arXiv:2311.02299."},{"key":"e_1_3_4_23_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2020.07.022"},{"key":"e_1_3_4_24_1","doi-asserted-by":"publisher","DOI":"10.1214\/14-aos1207"},{"key":"e_1_3_4_25_1","doi-asserted-by":"publisher","DOI":"10.4018\/978-1-6684-6859-3.ch009"},{"key":"e_1_3_4_26_1","first-page":"300","volume-title":"Handbook of Empirical Economics and Finance","author":"Pesaran M. H.","year":"2016","unstructured":"Pesaran, M. H. (2016), \u201cPredictability of Asset Returns and the Efficient Market Hypothesis,\u201d in Handbook of Empirical Economics and Finance, pp. 300\u2013331, Chapman and Hall\/CRC."},{"key":"e_1_3_4_27_1","volume-title":"Asset Pricing: Time-Series Predictability","author":"Rapach D. E.","year":"2022","unstructured":"Rapach, D. E. and Zhou, G. (2022), Asset Pricing: Time-Series Predictability, Oxford Research Encyclopedia of Economics and Finance."}],"container-title":["Journal of Business &amp; Economic Statistics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/07350015.2025.2592349","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.tandfonline.com\/doi\/full-xml\/10.1080\/07350015.2025.2592349","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/07350015.2025.2592349","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T21:48:34Z","timestamp":1791928114000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/07350015.2025.2592349"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026,4,6]]},"references-count":26,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2026,10,2]]}},"alternative-id":["10.1080\/07350015.2025.2592349"],"URL":"https:\/\/doi.org\/10.1080\/07350015.2025.2592349","relation":{},"ISSN":["0735-0015","1537-2707"],"issn-type":[{"value":"0735-0015","type":"print"},{"value":"1537-2707","type":"electronic"}],"subject":[],"published":{"date-parts":[[2026,4,6]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=ubes20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=ubes20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2025-01-02","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2025-10-16","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2025-11-07","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2026-04-06","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}