@Preamble{
"\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi"
}
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-ECONOM-J = "The Econometrics Journal"}
@Article{Gallo:1998:SME,
author = "Giampiero M. Gallo and Grayham E. Mizon",
title = "Simulation Methods in Econometrics: {Editors}'
Introduction",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "i--vii",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11001",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 June 2002",
}
@Article{Proietti:1998:SPA,
author = "Tommaso Proietti",
title = "Spurious Periodic Autoregressions",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "1--22",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11002",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Bauwens:1998:BIG,
author = "Luc Bauwens and Michel Lubrano",
title = "{Bayesian} Inference on {GARCH} Models Using the
{Gibbs} Sampler",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "23--46",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11003",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Clements:1998:CFP,
author = "Michael P. Clements and Hans-Martin Krolzig",
title = "A Comparison of the Forecast Performance of
{Markov}-switching and Threshold Autoregressive Models
of {US} {GNP}",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "47--75",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11004",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Bartel:1998:EKI,
author = "Holger Bartel and Helmut L{\"u}tkepohl",
title = "Estimating the {Kronecker} Indices of Cointegrated
Echelon-form {VARMA} Models",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "76--99",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11005",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Calzolari:1998:CVV,
author = "Giorgio Calzolari and Francesca {Di Iorio} and
Gabriele Fiorentini",
title = "Control Variates for Variance Reduction in Indirect
Inference: Interest Rate Models in Continuous Time",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "100--112",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11006",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Monfardini:1998:ESV,
author = "Chiara Monfardini",
title = "Estimating Stochastic Volatility Models Through
Indirect Inference",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "113--128",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11007",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Kamionka:1998:SML,
author = "Thierry Kamionka",
title = "Simulated Maximum Likelihood Estimation in Transition
Models",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "129--153",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11008",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Dufour:1998:SBF,
author = "Jean-Marie Dufour and Abdeljelil Farhat and Lucien
Gardiol and Lynda Khalaf",
title = "Simulation-based Finite Sample Normality Tests in
Linear Regressions",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "154--173",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11009",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Manrique:1998:SBL,
author = "Aurora Manrique and Neil Shephard",
title = "Simulation-based Likelihood Inference for Limited
Dependent Processes",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "174--202",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.11010",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Ericsson:1998:FEF,
author = "Neil R. Ericsson and Jaime Marquez",
title = "A Framework for Economic Forecasting",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "203--227",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00012",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{vanderSluis:1998:CAS,
author = "Pieter J. van der Sluis",
title = "Computationally Attractive Stability Tests for the
Efficient Method of Moments",
journal = j-ECONOM-J,
volume = "1",
number = "1",
pages = "203--227",
month = jun,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00011",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2008",
}
@Article{Hendry:1998:EJR,
author = "David F. Hendry and Neil Shephard",
title = "The Econometrics Journal of the {Royal} Economic
Society: Foreword",
journal = j-ECONOM-J,
volume = "1",
number = "2",
pages = "i--ii",
month = dec,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.12013",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 June 2002",
}
@Article{Sentana:1998:RBC,
author = "Enrique Sentana",
title = "The Relation Between Conditionally Heteroskedastic
Factor Models and Factor {GARCH} Models",
journal = j-ECONOM-J,
volume = "1",
number = "2",
pages = "1--9",
month = dec,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.12014",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 June 2002",
}
@Article{Larsson:1998:DAU,
author = "Rolf Larsson",
title = "Distribution Approximation of Unit Root Tests in
Autoregressive Models",
journal = j-ECONOM-J,
volume = "1",
number = "2",
pages = "10--26",
month = dec,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.12015",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 June 2002",
}
@Article{Xiao:1998:ACT,
author = "Zhijie Xiao and Peter C. B. Phillips",
title = "An {ADF} Coefficient Test for a Unit Root in {ARMA}
Models of Unknown Order with Empirical Applications to
the {US} Economy",
journal = j-ECONOM-J,
volume = "1",
number = "2",
pages = "27--43",
month = dec,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.12016",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 June 2002",
}
@Article{Kiviet:1998:DFA,
author = "Jan F. Kiviet and Garry D. A. Phillips",
title = "Degrees of Freedom Adjustment for Disturbance Variance
Estimators in Dynamic Regression Models",
journal = j-ECONOM-J,
volume = "1",
number = "2",
pages = "44--70",
month = dec,
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.12017",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 June 2002",
}
@Article{Lechner:1999:NBE,
author = "Michael Lechner",
title = "Nonparametric bounds on employment and income effects
of continuous vocational training in {East} {Germany}",
journal = j-ECONOM-J,
volume = "2",
number = "1",
pages = "1--28",
month = jun,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00018",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Munkin:1999:SML,
author = "Murat K. Munkin and Pravin K. Trivedi",
title = "Simulated maximum likelihood estimation of
multivariate mixed-{Poisson} regression models, with
application",
journal = j-ECONOM-J,
volume = "2",
number = "1",
pages = "29--48",
month = jun,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00019",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Dardanoni:1999:ILC,
author = "Valentino Dardanoni and Antonio Forcina",
title = "Inference for {Lorenz} curve orderings",
journal = j-ECONOM-J,
volume = "2",
number = "1",
pages = "49--75",
month = jun,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00020",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Rahbek:1999:CRI,
author = "Anders Rahbek and Rocco Mosconi",
title = "Cointegration rank inference with stationary
regressors in {VAR} models",
journal = j-ECONOM-J,
volume = "2",
number = "1",
pages = "76--91",
month = jun,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00021",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Leybourne:1999:BDF,
author = "Stephen J. Leybourne and Paul Newbold",
title = "The behaviour of {Dickey--Fuller} and
{Phillips-Perron} tests under the alternative
hypothesis",
journal = j-ECONOM-J,
volume = "2",
number = "1",
pages = "92--100",
month = jun,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00022",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Koopman:1999:SAM,
author = "Siem Jan Koopman and Neil Shephard and Jurgen A.
Doornik",
title = "Statistical algorithms for models in state space using
{SsfPack} 2.2",
journal = j-ECONOM-J,
volume = "2",
number = "1",
pages = "107--160",
month = jun,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00023",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Ooms:1999:RSS,
author = "Marius Ooms",
title = "Review of {SsfPack 2.2}: statistical algorithms for
models in state space",
journal = j-ECONOM-J,
volume = "2",
number = "1",
pages = "161--166",
month = jun,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00024",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Hoover:1999:DMR,
author = "Kevin D. Hoover and Stephen J. Perez",
title = "Data mining reconsidered: encompassing and the
general-to-specific approach to specification search",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "167--191",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00025",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See comments
\cite{Hansen:1999:DDM,Hendry:1999:IDM,Hand:1999:DCD}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Hansen:1999:DDM,
author = "Bruce E. Hansen",
title = "Discussion of `Data mining reconsidered'",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "192--201",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00026",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See \cite{Hoover:1999:DMR}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Hendry:1999:IDM,
author = "David F. Hendry and Hans-Martin Krolzig",
title = "Improving on {`Data mining reconsidered' by K. D.
Hoover and S. J. Perez}",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "202--219",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00027",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See \cite{Hoover:1999:DMR}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Granger:1999:DML,
author = "Clive Granger and Allan Timmermann",
title = "Data mining with local model specification
uncertainty: a discussion of {Hoover} and Perez",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "220--225",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00028",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Campos:1999:CDM,
author = "Julia Campos and Neil R. Ericsson",
title = "Constructive data mining: modeling consumers'
expenditure in {Venezuela}",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "226--240",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00029",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Hand:1999:DCD,
author = "David J. Hand",
title = "Discussion contribution on {`Data mining reconsidered:
encompassing and the general-to-specific approach to
specification search' by Hoover and Perez}",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "241--243",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00030",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See \cite{Hoover:1999:DMR}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Hoover:1999:ROD,
author = "Kevin D. Hoover and Stephen J. Perez",
title = "Reply to our discussants",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "244--247",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00031",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Sherman:1999:CCM,
author = "Robert P. Sherman and Yu-Yun K. Ho and Siddhartha R.
Dalal",
title = "Conditions for convergence of {Monte Carlo} {EM}
sequences with an application to product diffusion
modeling",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "248--267",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00032",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Buttler:1999:OCS,
author = "Hans-J{\"u}rg B{\"u}ttler",
title = "The optimal capital structure of a liquidity-insuring
bank",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "268--291",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00033",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Abrevaya:1999:RET,
author = "Jason Abrevaya",
title = "Rank estimation of a transformation model with
observed truncation",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "292--305",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00034",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Hansen:1999:STP,
author = "Henrik Hansen and S{\o}ren Johansen",
title = "Some tests for parameter constancy in cointegrated
{VAR}-models",
journal = j-ECONOM-J,
volume = "2",
number = "2",
pages = "306--333",
month = dec,
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00035",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 April 2002",
}
@Article{Leybourne:2000:BSS,
author = "Stephen J. Leybourne and Paul Newbold",
title = "Behaviour of the standard and symmetric
{Dickey--Fuller}-type tests when there is a break under
the null hypothesis",
journal = j-ECONOM-J,
volume = "3",
number = "1",
pages = "1--15",
month = jun,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00036",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Grammig:2000:NMH,
author = "Joachim Grammig and Kai-Oliver Maurer",
title = "Non-monotonic hazard functions and the autoregressive
conditional duration model",
journal = j-ECONOM-J,
volume = "3",
number = "1",
pages = "16--38",
month = jun,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00037",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Kaufmann:2000:MBC,
author = "Sylvia Kaufmann",
title = "Measuring business cycles with a dynamic {Markov}
switching factor model: an assessment using {Bayesian}
simulation methods",
journal = j-ECONOM-J,
volume = "3",
number = "1",
pages = "39--65",
month = jun,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00038",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Godfrey:2000:CSL,
author = "Leslie G. Godfrey and Chris D. Orme",
title = "Controlling the significance levels of prediction
error tests for linear regression models",
journal = j-ECONOM-J,
volume = "3",
number = "1",
pages = "66--83",
month = jun,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00039",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Harvey:2000:SEF,
author = "Andrew Harvey and Siem Jan Koopman",
title = "Signal extraction and the formulation of unobserved
components models",
journal = j-ECONOM-J,
volume = "3",
number = "1",
pages = "84--107",
month = jun,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00040",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Hornok:2000:FSD,
author = "Attila Hornok and Rolf Larsson",
title = "The finite sample distribution of the {KPSS} test",
journal = j-ECONOM-J,
volume = "3",
number = "1",
pages = "108--121",
month = jun,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00041",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Sorensen:2000:PBE,
author = "Michael S{\o}rensen",
title = "Prediction-based estimating functions",
journal = j-ECONOM-J,
volume = "3",
number = "2",
pages = "123--147",
month = dec,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00042",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Hadri:2000:TSH,
author = "Kaddour Hadri",
title = "Testing for stationarity in heterogeneous panel data",
journal = j-ECONOM-J,
volume = "3",
number = "2",
pages = "148--161",
month = dec,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00043",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Petursson:2000:RHD,
author = "Th{\'o}rarinn G. P{\'e}tursson",
title = "The representative household's demand for money in a
cointegrated {VAR} model",
journal = j-ECONOM-J,
volume = "3",
number = "2",
pages = "162--176",
month = dec,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00044",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Hafner:2000:TLA,
author = "Christian M. Hafner and Helmut Herwartz",
title = "Testing for linear autoregressive dynamics under
heteroskedasticity",
journal = j-ECONOM-J,
volume = "3",
number = "2",
pages = "177--197",
month = dec,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00045",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Meyer:2000:BBA,
author = "Renate Meyer and Jun Yu",
title = "{BUGS} for a {Bayesian} analysis of stochastic
volatility models",
journal = j-ECONOM-J,
volume = "3",
number = "2",
pages = "198--215",
month = dec,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00046",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Johansen:2000:CAP,
author = "S{\o}ren Johansen and Rocco Mosconi and Bent Nielsen",
title = "Cointegration analysis in the presence of structural
breaks in the deterministic trend",
journal = j-ECONOM-J,
volume = "3",
number = "2",
pages = "216--249",
month = dec,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00047",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Franses:2000:DOD,
author = "Philip Hans Franses and A. M. Robert Taylor",
title = "Determining the order of differencing in seasonal time
series processes",
journal = j-ECONOM-J,
volume = "3",
number = "2",
pages = "250--264",
month = dec,
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00048",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2002",
}
@Article{Newbold:2001:FEE,
author = "Paul Newbold and Richard J. Smith",
title = "Forecasting in Econometrics: {Editors}' introduction",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "1--2",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00049",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Clements:2001:FDS,
author = "Michael P. Clements and David. F. Hendry",
title = "Forecasting with difference-stationary and
trend-stationary models",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "1--19",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00050",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Chang:2001:NEM,
author = "Yoosoon Chang and Joon Y. Park and Peter C. B.
Phillips",
title = "Nonlinear econometric models with cointegrated and
deterministically trending regressors",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "1--36",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00054",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Artis:2001:FFT,
author = "Michael Artis and Massimiliano Marcellino",
title = "Fiscal forecasting: The track record of the {IMF},
{OECD} and {EC}",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "20--36",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00051",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Koop:2001:AFN,
author = "Gary Koop and Simon M. Potter",
title = "Are apparent findings of nonlinearity due to
structural instability in economic time series?",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "37--55",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00055",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Moffatt:2001:GCM,
author = "Peter G. Moffatt",
title = "Graphical conditional moment tests",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "56--69",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00056",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Cavaliere:2001:TUR,
author = "Giuseppe Cavaliere",
title = "Testing the unit root hypothesis using generalized
range statistics",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "70--88",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00057",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{McKenzie:2001:EAM,
author = "David J. McKenzie",
title = "Estimation of {AR(1)} models with unequally spaced
pseudo-panels",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "89--108",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00058",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Larsson:2001:LBC,
author = "Rolf Larsson and Johan Lyhagen and Mickael
L{\"o}thgren",
title = "Likelihood-based cointegration tests in heterogeneous
panels",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "109--142",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00059",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See corrigendum \cite{Orsal:2011:CLB}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Perron:2001:AAN,
author = "Pierre Perron and Cosme Vodounou",
title = "Asymptotic approximations in the near-integrated model
with a non-zero initial condition",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "143--169",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00060",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Harvey:2001:APU,
author = "David I. Harvey and Stephen J. Leybourne and Paul
Newbold",
title = "Analysis of a panel of {UK} macroeconomic forecasts",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "S37--S55",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00052",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Camba-Mendez:2001:ALI,
author = "Gonzalo Camba-Mendez and George Kapetanios and Richard
J. Smith and Martin R. Weale",
title = "An automatic leading indicator of economic activity:
forecasting {GDP} growth for {European} countries",
journal = j-ECONOM-J,
volume = "4",
number = "1",
pages = "S56--S90",
month = jun,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00053",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Hsu:2001:DBT,
author = "Chih-Chiang Hsu and Chung-Ming Kuan",
title = "Distinguishing between trend-break models: method and
empirical evidence",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "171--190",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00061",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Petursson:2001:WFE,
author = "Th{\'o}rarinn G. P{\'e}tursson and Torsten Sl{\o}k",
title = "Wage formation and employment in a cointegrated {VAR}
model",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "191--209",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00062",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Yu:2001:GAC,
author = "Jun Yu and Peter C. B. Phillips",
title = "A {Gaussian} approach for continuous time models of
the short-term interest rate",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "210--224",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00063",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See corrigendum \cite{Phillips:2011:CGA}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Psaradakis:2001:MLS,
author = "Zacharias Psaradakis",
title = "{Markov} level shifts and the unit-root hypothesis",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "225--241",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00064",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Dietrich:2001:LDR,
author = "Franz K. Dietrich",
title = "The limiting distribution of the $t$-ratio for the
unit root test in an {AR(1)}",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "242--256",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00065",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2008",
}
@Article{Koop:2001:TOJ,
author = "Gary Koop and Dale J. Poirier",
title = "Testing for optimality in job search models",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "257--272",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00066",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Bhargava:2001:SSI,
author = "Alok Bhargava",
title = "Stochastic specification and the international {GDP}
series",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "273--286",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00067",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Luutkepohl:2001:MEV,
author = "Helmut L{\"u}utkepohl and Pentti Saikkonen and Carsten
Trenkler",
title = "Maximum eigenvalue versus trace tests for the
cointegrating rank of a {VAR} process",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "287--310",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00068",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Baardsen:2001:RPW,
author = "Gunnar B{\aa}rdsen",
title = "Review of {PcGets 1} for {Windows}",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "311--318",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00069",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Jensen:2001:NSM,
author = "Morten B. Jensen and Asger Lunde",
title = "The {NIG--S\&ARCH} model: a fat-tailed, stochastic,
and autoregressive conditional heteroskedastic
volatility model",
journal = j-ECONOM-J,
volume = "4",
number = "2",
pages = "319--342",
month = dec,
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00070",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 June 2002",
}
@Article{Rivers:2002:MST,
author = "Douglas Rivers and Quang Vuong",
title = "Model selection tests for nonlinear dynamic models",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "1--39",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00071",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Eitrheim:2002:PFF,
author = "{\O}yvind Eitrheim and Eilev Jansen and Ragnar
Nymoen",
title = "Progress from forecast failure --- the {Norwegian}
consumption function",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "40--64",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00072",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Paruolo:2002:MCE,
author = "Paolo Paruolo",
title = "On {Monte Carlo} estimation of relative power",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "65--75",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00073",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Abadir:2002:NEP,
author = "Karim Abadir and Jan Magnus",
title = "Notation in econometrics: a proposal for a standard",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "76--90",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00074",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Nicolau:2002:NTS,
author = "Jo{\~a}o Nicolau",
title = "A new technique for simulating the likelihood of
stochastic differential equations",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "91--103",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00075",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Bravo:2002:TLR,
author = "Francesco Bravo",
title = "Testing linear restrictions in linear models with
empirical likelihood",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "104--130",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00076",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Paparoditis:2002:TBB,
author = "Efstathios Paparoditis and Dimitris Politis",
title = "The tapered block bootstrap for general statistics
from stationary sequences",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "131--148",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00077",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{vanGarderen:2002:EID,
author = "Kees Jan van Garderen and Chandra Shah",
title = "Exact interpretation of dummy variables in
semilogarithmic equations",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "149--159",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00078",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Davidson:2002:CKV,
author = "James Davidson and Robert {De Jong}",
title = "Consistency of kernel variance estimators for sums of
semiparametric linear processes",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "160--175",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00079",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Rodrigues:2002:LTT,
author = "Paulo Rodrigues",
title = "On {LM} type tests for seasonal unit roots in
quarterly data",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "176--195",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00080",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Ng:2002:FAT,
author = "Serena Ng and Timothy Vogelsang",
title = "Forecasting autoregressive time series in the presence
of deterministic components",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "196--224",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00081",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Magnus:2002:EMU,
author = "Jan Magnus",
title = "Estimation of the mean of a univariate normal
distribution with known variance",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "225--236",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00082",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Zaman:2002:MLE,
author = "Asad Zaman",
title = "Maximum likelihood estimates for the {Hildreth--Houck}
random coefficients model",
journal = j-ECONOM-J,
volume = "5",
number = "1",
pages = "237--262",
month = jun,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00083",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2002",
}
@Article{Dahl:2002:ITL,
author = "Christian M. Dahl",
title = "An investigation of tests for linearity and the
accuracy of likelihood based inference using random
fields",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "263--284",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00084",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Ericsson:2002:DEC,
author = "Neil R. Ericsson and James G. MacKinnon",
title = "Distributions of error correction tests for
cointegration",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "285--318",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00085",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Clements:2002:MMF,
author = "Michael P. Clements and David F. Hendry",
title = "Modelling methodology and forecast failure",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "319--344",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00086",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Demos:2002:MDS,
author = "Antonis Demos",
title = "Moments and dynamic structure of a time-varying
parameter stochastic volatility in mean model",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "345--357",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00087",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Tse:2002:RBD,
author = "Y. K. Tse",
title = "Residual-based diagnostics for conditional
heteroscedasticity models",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "358--374",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00088",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Yang:2002:LLM,
author = "Minxian Yang",
title = "Lag length and mean break in stationary {VAR} models",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "374--387",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00089",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Kluppelberg:2002:TRR,
author = "Claudia Kl{\"u}ppelberg and Ross A. Maller and Mark
{Van De Vyver} and Derick Wee",
title = "Testing for reduction to random walk in autoregressive
conditional heteroskedasticity models",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "387--416",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00090",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Breslaw:2002:MPE,
author = "Jon A. Breslaw",
title = "Multinomial probit estimation without nuisance
parameters",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "417--434",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00091",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Yoshida:2002:ESF,
author = "Atsushi Yoshida and Alessandra Guariglia",
title = "Estimating saving functions in the presence of
excessive-zeros problems",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "435--456",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00092",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Bond:2002:PEA,
author = "Stephen Bond and Frank Windmeijer",
title = "Projection estimators for autoregressive panel data
models",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "457--479",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00093",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Baltagi:2002:CSA,
author = "Badi H. Baltagi and Seuck H. Song and Byoung C. Jung",
title = "A comparative study of alternative estimators for the
unbalanced two-way error component regression model",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "480--493",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00094",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Altissimo:2002:BIN,
author = "Filippo Altissimo and Valentina Corradi",
title = "Bounds for inference with nuisance parameters present
only under the alternative",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "494--519",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00095",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Bailey:2002:OTA,
author = "Ralph W. Bailey and A. M. Robert Taylor",
title = "An optimal test against a random walk component in a
non-orthogonal unobserved components model",
journal = j-ECONOM-J,
volume = "5",
number = "2",
pages = "520--532",
month = dec,
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00096",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2003",
}
@Article{Koning:2003:DCS,
author = "Ruud H. Koning and Geert Ridder",
title = "Discrete choice and stochastic utility maximization",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "1--27",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00097",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Kondo:2003:HPI,
author = "Yasushi Kondo and Myoung-jae Lee",
title = "Hedonic price index estimation under mean-independence
of time dummies from quality characteristics",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "28--45",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00098",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Silva:2003:NEM,
author = "J. M. C. Santos Silva",
title = "A note on the estimation of mixture models under
endogenous sampling",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "46--52",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00100",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Kongsted:2003:CAS,
author = "Hans Christian Kongsted",
title = "An {$ I(2) $} cointegration analysis of small-country
import price determination",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "53--71",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00099",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Bai:2003:CVM,
author = "Jushan Bai and Pierre Perron",
title = "Critical values for multiple structural change tests",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "72--78",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00102",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Dijk:2003:EIT,
author = "Dick {Van Dijk} and Birgit Strikholm and Timo
Ter{\"a}svirta",
title = "The effects of institutional and technological change
and business cycle fluctuations on seasonal patterns in
quarterly industrial production series",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "79--98",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00103",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Smith:2003:MSS,
author = "Murray D. Smith",
title = "Modelling sample selection using {Archimedean}
copulas",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "99--123",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00101",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Marriott:2003:EET,
author = "J. M. Marriott and J. C. Naylor and A. R. Tremayne",
title = "Exploring economic time series: a {Bayesian} graphical
approach",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "124--145",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00105",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Karanasos:2003:MAE,
author = "M. Karanasos and J. Kim",
title = "Moments of the {ARMA--EGARCH} model",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "146--166",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00104",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Chong:2003:GCB,
author = "Terence Tai-Leung Chong",
title = "Generic consistency of the break-point estimator under
specification errors",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "167--192",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00106",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Cavaliere:2003:AUR,
author = "Giuseppe Cavaliere",
title = "Asymptotics for unit root tests under {Markov}
regime-switching",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "193--216",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00107",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Phillips:2003:DPE,
author = "Peter C. B. Phillips and Donggyu Sul",
title = "Dynamic panel estimation and homogeneity testing under
cross section dependence",
journal = j-ECONOM-J,
volume = "6",
number = "1",
pages = "217--259",
month = jun,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.00108",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2003",
}
@Article{Fan:2003:SEV,
author = "Jianqing Fan and Juan Gu",
title = "Semiparametric estimation of Value at Risk",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "261--290",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00109",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Leybourne:2003:TCP,
author = "Stephen Leybourne and Tae-Hwan Kim and Vanessa Smith
and Paul Newbold",
title = "Tests for a change in persistence against the null of
difference-stationarity",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "291--311",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00110",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Vrontos:2003:FFM,
author = "I. D. Vrontos and P. Dellaportas and D. N. Politis",
title = "A full-factor multivariate {GARCH} model",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "312--334",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00111",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Meddahi:2003:ARI,
author = "Nour Meddahi",
title = "{ARMA} representation of integrated and realized
variances",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "335--356",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00112",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Blake:2003:RBF,
author = "Andrew P. Blake and George Kapetanios",
title = "A radial basis function artificial neural network test
for neglected nonlinearity",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "357--373",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00113",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Aasness:2003:DPM,
author = "J{\o}rgen Aasness and Erik Bi{\o}rn and Terje
Skjerpen",
title = "Distribution of preferences and measurement errors in
a disaggregated expenditure system",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "374--400",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00114",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Karaca-Mandic:2003:SEC,
author = "Pinar Karaca-Mandic and Kenneth Train",
title = "Standard error correction in two-stage estimation with
nested samples",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "401--407",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00115",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Meyer:2003:SVB,
author = "Renate Meyer and David A. Fournier and Andreas Berg",
title = "Stochastic volatility: {Bayesian} computation using
automatic differentiation and the extended {Kalman}
filter",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "408--420",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00116",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Sen:2003:LBD,
author = "A. Sen",
title = "Limiting behaviour of {Dickey--Fuller} {$F$}-tests
under the crash model alternative",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "421--429",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00117",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Baardsen:2003:EIT,
author = "Gunnar B{\aa}rdsen and Eilev S. Jansen and Ragnar
Nymoen",
title = "Econometric inflation targeting",
journal = j-ECONOM-J,
volume = "6",
number = "2",
pages = "430--461",
month = dec,
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1111/1368-423X.t01-1-00118",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 November 2003",
}
@Article{Hendry:2004:PF,
author = "David F. Hendry and Michael P. Clements",
title = "Pooling of forecasts",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "1--31",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00119.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Pitarakis:2004:LSE,
author = "Jean-Yves Pitarakis",
title = "Least squares estimation and tests of breaks in mean
and variance under misspecification",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "32--54",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00120.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Kilic:2004:LTS,
author = "Rehim Kili{\c{c}}",
title = "Linearity tests and stationarity",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "55--62",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00121.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Nielsen:2004:EIM,
author = "Morten {\O}rregaard Nielsen",
title = "Efficient inference in multivariate fractionally
integrated time series models",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "63--97",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00122.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Greene:2004:BML,
author = "William Greene",
title = "The behaviour of the maximum likelihood estimator of
limited dependent variable models in the presence of
fixed effects",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "98--119",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00123.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Zhang:2004:SED,
author = "Wei Zhang and Lung-fei Lee",
title = "Simulation estimation of dynamic discrete choice panel
models with accelerated importance samplers",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "120--142",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00124.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Fruhwirth-Schnatter:2004:EML,
author = "Sylvia Fr{\"u}hwirth-Schnatter",
title = "Estimating marginal likelihoods for mixture and
{Markov} switching models using bridge sampling
techniques",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "143--167",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00125.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Dolado:2004:AIR,
author = "Juan J. Dolado and Francesc Marmol",
title = "Asymptotic inference results for multivariate
long-memory processes",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "168--190",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00126.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Harris:2004:DCR,
author = "D. Harris and D. S. Poskitt",
title = "Determination of cointegrating rank in partially
non-stationary processes via a generalised
von-{Neumann} criterion",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "191--217",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00127.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Kim:2004:TSQ,
author = "Tae-Hwan Kim and Christophe Muller",
title = "Two-stage quantile regression when the first stage is
based on quantile regression",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "218--231",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00128.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Runstler:2004:MPS,
author = "Gerhard R{\"u}nstler",
title = "Modelling phase shifts among stochastic cycles",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "232--248",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00129.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Nielsen:2004:CAP,
author = "Heino Bohn Nielsen",
title = "Cointegration analysis in the presence of outliers",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "249--271",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00130.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Hahn:2004:EWI,
author = "Jinyong Hahn and Jerry Hausman and Guido Kuersteiner",
title = "Estimation with weak instruments: Accuracy of
higher-order bias and {MSE} approximations",
journal = j-ECONOM-J,
volume = "7",
number = "1",
pages = "272--306",
month = jun,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00131.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 June 2004",
}
@Article{Castro:2004:CSA,
author = "Tomas {Del Barrio Castro} and Denise R. Osborn",
title = "The consequences of seasonal adjustment for periodic
autoregressive processes",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "307--321",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00132.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Banerjee:2004:SCU,
author = "Anindya Banerjee and Massimiliano Marcellino and
Chiara Osbat",
title = "Some cautions on the use of panel methods for
integrated series of macroeconomic data",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "322--340",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00133.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Choi:2004:TLC,
author = "In Choi and Pentti Saikkonen",
title = "Testing linearity in cointegrating smooth transition
regressions",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "341--365",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00134.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Abrevaya:2004:RET,
author = "Jason Abrevaya and Jerry A. Hausman",
title = "Response error in a transformation model with an
application to earnings-equation estimation",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "366--388",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00135.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Johansen:2004:MTE,
author = "S{\o}ren Johansen and Anders Rygh Swensen",
title = "More on testing exact rational expectations in
cointegrated vector autoregressive models: Restricted
constant and linear term",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "389--397",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00136.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Tsionas:2004:MSS,
author = "Efthymios G. Tsionas and Subal C. Kumbhakar",
title = "{Markov} switching stochastic frontier model",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "398--425",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00137.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Alfo:2004:SMM,
author = "Marco Alf{\`o} and Giovanni Trovato",
title = "Semiparametric mixture models for multivariate count
data, with application",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "426--454",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00138.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Gabriel:2004:FAA,
author = "Vasco J. Gabriel and Luis F. Martins",
title = "On the forecasting ability of {ARFIMA} models when
infrequent breaks occur",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "455--475",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00139.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Akram:2004:OPE,
author = "Q. Farooq Akram",
title = "Oil prices and exchange rates: {Norwegian} evidence",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "476--504",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00140.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Gospodinov:2004:ACI,
author = "Nikolay Gospodinov",
title = "Asymptotic confidence intervals for impulse responses
of near-integrated processes",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "505--527",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00141.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Ohn:2004:TDD,
author = "Jonathan Ohn and Larry W. Taylor and Adrian Pagan",
title = "Testing for duration dependence in economic cycles",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "528--549",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00142.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Koop:2004:FDF,
author = "Gary Koop and Simon Potter",
title = "Forecasting in dynamic factor models using {Bayesian}
model averaging",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "550--565",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00143.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Cameron:2004:MDC,
author = "A. Colin Cameron and Tong Li and Pravin K. Trivedi and
David M. Zimmer",
title = "Modelling the differences in counted outcomes using
bivariate copula models with application to mismeasured
counts",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "566--584",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00144.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Panopoulou:2004:CAD,
author = "Ekaterini Panopoulou and Nikitas Pittis",
title = "A comparison of autoregressive distributed lag and
dynamic {OLS} cointegration estimators in the case of a
serially correlated cointegration error",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "585--617",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00145.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Heaton:2004:ICF,
author = "Chris Heaton and Victor Solo",
title = "Identification of causal factor models of stationary
time series",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "618--627",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00146.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Bec:2004:VEC,
author = "Fr{\'e}d{\'e}rique Bec and Anders Rahbek",
title = "Vector equilibrium correction models with non-linear
discontinuous adjustments",
journal = j-ECONOM-J,
volume = "7",
number = "2",
pages = "628--651",
month = dec,
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2004.00147.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2004",
}
@Article{Romeu:2005:CEB,
author = "Andr{\'e}s Romeu and Marcos Vera-Hern{\'a}ndez",
title = "Counts with an endogenous binary regressor: a series
expansion approach",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "1--22",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00148.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Hansen:2005:GRT,
author = "Peter Reinhard Hansen",
title = "{Granger}'s representation theorem: a closed-form
expression for {$I(1)$} processes",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "23--38",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00149.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Magnus:2005:TE,
author = "Jan R. Magnus and Ashoke K. Sinha",
title = "On {Theil}'s errors",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "39--54",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00150.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Hadri:2005:TSH,
author = "Kaddour Hadri and Rolf Larsson",
title = "Testing for stationarity in heterogeneous panel data
where the time dimension is finite",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "55--69",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00151.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Machado:2005:BEC,
author = "Jos{\'e} A. F. Machado and Paulo Parente",
title = "Bootstrap estimation of covariance matrices via the
percentile method",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "70--78",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00152.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Chung:2005:EEP,
author = "Jeff Chung and Li Gan",
title = "Estimating the effect of price limits on limit-hitting
days",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "79--96",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00153.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Harvey:2005:TUR,
author = "David I. Harvey and Stephen J. Leybourne",
title = "On testing for unit roots and the initial
observation",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "97--111",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00154.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Anonymous:2005:C,
author = "Anonymous",
title = "Corrigendum",
journal = j-ECONOM-J,
volume = "8",
number = "1",
pages = "112--113",
month = mar,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00155.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 March 2005",
}
@Article{Kiviet:2005:MAL,
author = "Jan F. Kiviet and Garry D. A. Phillips",
title = "Moment approximation for least-squares estimators in
dynamic regression models with a unit root",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "115--142",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00156.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Hui:2005:RMD,
author = "Yer Van Hui and Jiancheng Jiang",
title = "Robust modelling of {DTARCH} models",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "143--158",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00157.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Carrion-i-Silvestre:2005:BPA,
author = "Josep Llu{\'\i}s Carrion-i-Silvestre and Tom{\'a}s
{Del Barrio-Castro} and Enrique L{\'o}pez-Bazo",
title = "Breaking the panels: an application to the {GDP} per
capita",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "159--175",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00158.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Lee:2005:SEO,
author = "Myoung-Jae Lee and Ayal Kimhi",
title = "Simultaneous equations in ordered discrete responses
with regressor-dependent thresholds",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "176--196",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00159.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Juhl:2005:FCM,
author = "Ted Juhl",
title = "Functional-coefficient models under unit root
behaviour",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "197--213",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00160.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Moauro:2005:TDU,
author = "Filippo Moauro and Giovanni Savio",
title = "Temporal disaggregation using multivariate structural
time series models",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "214--234",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00161.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Raggi:2005:AMM,
author = "Davide Raggi",
title = "Adaptive {MCMC} methods for inference on affine
stochastic volatility models with jumps",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "235--250",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00162.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Lanne:2005:NLG,
author = "Markku Lanne and Pentti Saikkonen",
title = "Non-linear {GARCH} models for highly persistent
volatility",
journal = j-ECONOM-J,
volume = "8",
number = "2",
pages = "251--276",
month = jul,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00163.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 July 2005",
}
@Article{Danilov:2005:EMU,
author = "Dmitry Danilov",
title = "Estimation of the mean of a univariate normal
distribution when the variance is not known",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "277--291",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00164.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Dastoor:2005:ASA,
author = "Naorayex K. Dastoor",
title = "On the arbitrariness of some asymptotic test
statistics based on generalized inverses",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "292--305",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00165.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Lucchetti:2005:ART,
author = "Riccardo Lucchetti and Eduardo Rossi",
title = "Artificial regression testing in the {GARCH}-in-mean
model",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "306--322",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00166.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Ioannidis:2005:RBB,
author = "Evangelos E. Ioannidis",
title = "Residual-based block bootstrap unit root testing in
the presence of trend breaks",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "323--351",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00167.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Wu:2005:PAE,
author = "Ximing Wu and Thanasis Stengos",
title = "Partially adaptive estimation via the maximum entropy
densities",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "352--366",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00168.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Lieberman:2005:EAM,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "Expansions for approximate maximum likelihood
estimators of the fractional difference parameter",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "367--379",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00169.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Madsen:2005:ECR,
author = "Edith Madsen",
title = "Estimating cointegrating relations from a cross
section",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "380--405",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00170.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Kleiber:2005:FSP,
author = "Christian Kleiber and Walter Kr{\"a}mer",
title = "Finite-sample power of the {Durbin--Watson} test
against fractionally integrated disturbances",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "406--417",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00171.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Lind:2005:RSK,
author = "Jo Thori Lind",
title = "Repeated surveys and the {Kalman} filter",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "418--427",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00172.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Junker:2005:MAR,
author = "Markus Junker and Angelika May",
title = "Measurement of aggregate risk with copulas",
journal = j-ECONOM-J,
volume = "8",
number = "3",
pages = "428--454",
month = nov,
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2005.00173.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 November 2005",
}
@Article{Gorgens:2006:SES,
author = "Tue G{\o}rgens",
title = "Semiparametric estimation of single-index hazard
functions without proportional hazards",
journal = j-ECONOM-J,
volume = "9",
number = "1",
pages = "1--22",
month = mar,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00174.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 January 2006",
}
@Article{Fanelli:2006:DAC,
author = "Luca Fanelli",
title = "Dynamic adjustment cost models with forward-looking
behaviour",
journal = j-ECONOM-J,
volume = "9",
number = "1",
pages = "23--47",
month = mar,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00175.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 January 2006",
}
@Article{Inoue:2006:BAM,
author = "Atsushi Inoue",
title = "A bootstrap approach to moment selection",
journal = j-ECONOM-J,
volume = "9",
number = "1",
pages = "48--75",
month = mar,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00176.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 February 2006",
}
@Article{Godfrey:2006:SBT,
author = "L. G. Godfrey and C. D. Orme and J. M. C. Santos
Silva",
title = "Simulation-based tests for heteroskedasticity in
linear regression models: Some further results",
journal = j-ECONOM-J,
volume = "9",
number = "1",
pages = "76--97",
month = mar,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00177.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 February 2006",
}
@Article{Chong:2006:PAA,
author = "Terence Tai-Leung Chong",
title = "The polynomial aggregated {AR(1)} model",
journal = j-ECONOM-J,
volume = "9",
number = "1",
pages = "98--122",
month = mar,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00178.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 March 2006",
}
@Article{Shin:2006:MGT,
author = "Yongcheol Shin and Andy Snell",
title = "Mean group tests for stationarity in heterogeneous
panels",
journal = j-ECONOM-J,
volume = "9",
number = "1",
pages = "123--158",
month = mar,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00179.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 March 2006",
}
@Article{Wan:2006:FRO,
author = "Alan T. K. Wan and Guohua Zou and Kazuhiro Ohtani",
title = "Further results on optimal critical values of pre-test
when estimating the regression error variance",
journal = j-ECONOM-J,
volume = "9",
number = "1",
pages = "159--176",
month = mar,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00180.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 March 2006",
}
@Article{Thomas:2006:CEB,
author = "Alban Thomas",
title = "Consistent estimation of binary-choice panel data
models with heterogeneous linear trends",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "177--195",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00181.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 March 2006",
}
@Article{Carrion-i-Silvestre:2006:JHS,
author = "Josep Llu{\'\i}s Carrion-i-Silvestre and Andreu
Sans{\'o}",
title = "Joint hypothesis specification for unit root tests
with a structural break",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "196--224",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00182.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 April 2006",
}
@Article{Liu:2006:URT,
author = "Hui Liu and Gabriel Rodr{\'\i}guez",
title = "Unit root tests and structural change when the initial
observation is drawn from its unconditional
distribution",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "225--251",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00183.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 May 2006",
}
@Article{Kapetanios:2006:URT,
author = "George Kapetanios and Yongcheol Shin",
title = "Unit root tests in three-regime {SETAR} models",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "252--278",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00184.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 May 2006",
}
@Article{Bednarski:2006:RMS,
author = "Tadeusz Bednarski and Edyta Mocarska",
title = "On robust model selection within the {Cox} model",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "279--290",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00185.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 May 2006",
}
@Article{Robinson:2006:IVE,
author = "P. M. Robinson and M. Gerolimetto",
title = "Instrumental variables estimation of stationary and
non-stationary cointegrating regressions",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "291--306",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00186.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 June 2006",
}
@Article{Deb:2006:SSL,
author = "Partha Deb and Pravin K. Trivedi",
title = "Specification and simulated likelihood estimation of a
non-normal treatment-outcome model with selection:
Application to health care utilization",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "307--331",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00187.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 June 2006",
}
@Article{Gao:2006:SET,
author = "Jiti Gao and Kim Hawthorne",
title = "Semiparametric estimation and testing of the trend of
temperature series",
journal = j-ECONOM-J,
volume = "9",
number = "2",
pages = "332--355",
month = jul,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00188.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 June 2006",
}
@Article{Proietti:2006:TDS,
author = "Tommaso Proietti",
title = "Temporal disaggregation by state space methods:
Dynamic regression methods revisited",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "357--372",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00189.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 September 2006",
}
@Article{Aue:2006:CPM,
author = "Alexander Aue and Lajos Horv{\'a}th and Marie
Huskov{\'a} and Piotr Kokoszka",
title = "Change-point monitoring in linear models",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "373--403",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00190.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 September 2006",
}
@Article{Orme:2006:ADF,
author = "Chris D. Orme and Takashi Yamagata",
title = "The asymptotic distribution of the {$F$}-test
statistic for individual effects",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "404--422",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00191.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "29 September 2006",
}
@Article{Deng:2006:CAA,
author = "Ai Deng and Pierre Perron",
title = "A comparison of alternative asymptotic frameworks to
analyse a structural change in a linear time trend",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "423--447",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00192.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "31 October 2006",
}
@Article{Ouyang:2006:CVN,
author = "Desheng Ouyang and Dong Li and Qi Li",
title = "Cross-validation and non-parametric k
nearest-neighbour estimation",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "448--471",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00193.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "31 October 2006",
}
@Article{Strikholm:2006:SPD,
author = "Birgit Strikholm and Timo Ter{\"a}svirta",
title = "A sequential procedure for determining the number of
regimes in a threshold autoregressive model",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "472--491",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00194.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "31 October 2006",
}
@Article{Lobato:2006:OFD,
author = "Ignacio N. Lobato and Carlos Velasco",
title = "Optimal Fractional {Dickey--Fuller} tests",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "492--510",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00195.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "31 October 2006",
}
@Article{Frolich:2006:NPR,
author = "Markus Fr{\"o}lich",
title = "Non-parametric regression for binary dependent
variables",
journal = j-ECONOM-J,
volume = "9",
number = "3",
pages = "511--540",
month = nov,
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2006.00196.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "31 October 2006",
}
@Article{ilKim:2007:UCR,
author = "Kyoo il Kim",
title = "Uniform convergence rate of the seminonparametric
density estimator and testing for similarity of two
unknown densities",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "1--34",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00197.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Brown:2007:SEB,
author = "Bryan W. Brown and Douglas J. Hodgson",
title = "Semiparametric efficiency bounds in dynamic non-linear
systems under elliptical symmetry",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "35--48",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00198.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Hsiao:2007:LAT,
author = "Cheng Hsiao and Siyan Wang",
title = "Lag-augmented two- and three-stage least squares
estimators for integrated structural dynamic models",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "49--81",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00199.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Choi:2007:HUT,
author = "Chi-Young Choi and Young-Kyu Moh",
title = "How useful are tests for unit-root in distinguishing
unit-root processes from stationary but non-linear
processes?",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "82--112",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00200.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Asai:2007:NTD,
author = "Manabu Asai and Michael McAleer",
title = "Non-trading day effects in asymmetric conditional and
stochastic volatility models",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "113--123",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00201.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Mayoral:2007:MDE,
author = "Laura Mayoral",
title = "Minimum distance estimation of stationary and
non-stationary {ARFIMA} processes",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "124--148",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00202.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Harvey:2007:TTS,
author = "David I. Harvey and Stephen J. Leybourne",
title = "Testing for time series linearity",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "149--165",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00203.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Magnus:2007:LSD,
author = "Jan R. Magnus and Andrey L. Vasnev",
title = "Local sensitivity and diagnostic tests",
journal = j-ECONOM-J,
volume = "10",
number = "1",
pages = "166--192",
month = mar,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00204.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2007",
}
@Article{Canals-Cerda:2007:SCR,
author = "Jos{\'e} Canals-Cerd{\'a} and Shiferaw Gurmu",
title = "Semiparametric competing risks analysis",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "193--215",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00205.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "23 April 2007",
}
@Article{Bu:2007:EOI,
author = "Ruijun Bu and Kaddour Hadri",
title = "Estimating option implied risk-neutral densities using
spline and hypergeometric functions",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "216--244",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00206.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "23 April 2007",
}
@Article{Magdalinos:2007:IUE,
author = "Tassos Magdalinos",
title = "On the inconsistency of the unrestricted estimator of
the information matrix near a unit root",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "245--262",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00207.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "23 April 2007",
}
@Article{Dustmann:2007:SCP,
author = "Christian Dustmann and Mar{\'\i}a Engracia
Rochina-Barrachina",
title = "Selection correction in panel data models: An
application to the estimation of females' wage
equations",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "263--293",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00208.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "06 June 2007",
}
@Article{Preminger:2007:MSM,
author = "Arie Preminger and Shinichi Sakata",
title = "A model selection method for {$S$}-estimation",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "294--319",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00209.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2007",
}
@Article{Haug:2007:MME,
author = "S. Haug and C. Kl{\"u}ppelberg and A. Lindner and M.
Zapp",
title = "Method of moment estimation in the {COGARCH(1,1)}
model",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "320--341",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00210.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 June 2007",
}
@Article{Kawakatsu:2007:NIB,
author = "Hiroyuki Kawakatsu",
title = "Numerical integration-based {Gaussian} mixture filters
for maximum likelihood estimation of asymmetric
stochastic volatility models",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "342--358",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00211.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2007",
}
@Article{Frolich:2007:PSM,
author = "Markus Fr{\"o}lich",
title = "Propensity score matching without conditional
independence assumption --- with an application to the
gender wage gap in the {United Kingdom}",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "359--407",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00212.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2007",
}
@Article{Bauwens:2007:BIM,
author = "L. Bauwens and J. V. K. Rombouts",
title = "{Bayesian} inference for the mixed conditional
heteroskedasticity model",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "408--425",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00213.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 June 2007",
}
@Article{Wang:2007:TSE,
author = "Liqun Wang and Cheng Hsiao",
title = "Two-stage estimation of limited dependent variable
models with errors-in-variables",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "426--438",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00214.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 June 2007",
}
@Article{Guimaraes:2007:COG,
author = "Paulo Guimar{\~a}es and Richard C. Lindrooth",
title = "Controlling for overdispersion in grouped conditional
logit models: a computationally simple application of
{Dirichlet}-multinomial regression",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "439--452",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00215.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 June 2007",
}
@Article{Chang:2007:EIR,
author = "Pao-Li Chang and Shinichi Sakata",
title = "Estimation of impulse response functions using long
autoregression",
journal = j-ECONOM-J,
volume = "10",
number = "2",
pages = "453--469",
month = jul,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00216.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 June 2007",
}
@Article{Wan:2007:SRL,
author = "Alan T. K. Wan and Guohua Zou and Huaizhen Qin",
title = "On the sensitivity of the restricted least squares
estimators to covariance misspecification",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "471--487",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00217.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 August 2007",
}
@Article{Carson:2007:TMN,
author = "Richard T. Carson and Yixiao Sun",
title = "The Tobit model with a non-zero threshold",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "488--502",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00218.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 August 2007",
}
@Article{Dellaportas:2007:MVA,
author = "P. Dellaportas and I. D. Vrontos",
title = "Modelling volatility asymmetries: a {Bayesian}
analysis of a class of tree structured multivariate
{GARCH} models",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "503--520",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00219.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 August 2007",
}
@Article{Bramati:2007:REF,
author = "Maria Caterina Bramati and Christophe Croux",
title = "Robust estimators for the fixed effects panel data
model",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "521--540",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00220.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 September 2007",
}
@Article{Davidson:2007:MIJ,
author = "Russell Davidson and James G. MacKinnon",
title = "Moments of {IV} and {JIVE} estimators",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "541--553",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00221.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 October 2007",
}
@Article{Rossi:2007:EHT,
author = "Barbara Rossi",
title = "Expectations hypotheses tests at Long Horizons",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "554--579",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00222.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 October 2007",
}
@Article{Qu:2007:SCD,
author = "Zhongjun Qu",
title = "Searching for cointegration in a dynamic system",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "580--604",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00223.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 October 2007",
}
@Article{Georgiev:2007:MDF,
author = "Iliyan Georgiev",
title = "A mixture-distribution factor model for multivariate
outliers",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "605--636",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00224.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 October 2007",
}
@Article{Allen:2007:SMC,
author = "Jason Allen",
title = "Size matters: covariance matrix estimation under the
alternative",
journal = j-ECONOM-J,
volume = "10",
number = "3",
pages = "637--644",
month = nov,
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00225.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 October 2007",
}
@Article{Smith:2008:EJR,
author = "Richard J. Smith",
title = "The Econometrics Journal of the {Royal} Economic
Society",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "i--iii",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00241.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 February 2008",
}
@Article{Xu:2008:BAU,
author = "Ke-Li Xu",
title = "Bootstrapping Autoregression under Non-stationary
Volatility",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "1--26",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00235.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 January 2008",
}
@Article{Huang:2008:EGM,
author = "Da Huang and Hansheng Wang and Qiwei Yao",
title = "Estimating {GARCH} models: when to use what?",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "27--38",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00229.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 January 2008",
}
@Article{Nielsen:2008:IOC,
author = "Heino Bohn Nielsen",
title = "Influential observations in cointegrated {VAR} models:
{Danish} money demand 1973-2003",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "39--57",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00226.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 December 2007",
}
@Article{Jacobson:2008:IER,
author = "Tor Jacobson and Johan Lyhagen and Rolf Larsson and
Marianne Ness{\'e}n",
title = "Inflation, exchange rates and {PPP} in a multivariate
panel cointegration model",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "58--79",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00231.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 January 2008",
}
@Article{Moon:2008:ALP,
author = "Hyungsik Roger Moon and Benoit Perron",
title = "Asymptotic local power of pooled $t$-ratio tests for
unit roots in panels with fixed effects",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "80--104",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00236.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 February 2008",
}
@Article{Pesaran:2008:BAL,
author = "M. Hashem Pesaran and Aman Ullah and Takashi
Yamagata",
title = "A bias-adjusted {LM} test of error cross-section
independence",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "105--127",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00227.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 January 2008",
}
@Article{Maasoumi:2008:ERG,
author = "Esfandiar Maasoumi and Le Wang",
title = "Economic Reform, Growth and Convergence in {China}",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "128--154",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00233.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 January 2008",
}
@Article{Banachewicz:2008:MPD,
author = "Konrad Banachewicz and Andr{\'e} Lucas and Aad {Van
Der Vaart}",
title = "Modelling Portfolio Defaults Using Hidden {Markov}
Models with Covariates",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "155--171",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00232.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 February 2008",
}
@Article{Smith:2008:SFM,
author = "Murray D. Smith",
title = "Stochastic frontier models with dependent error
components",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "172--192",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2007.00228.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 January 2008",
}
@Article{Lombardi:2008:IES,
author = "Marco J. Lombardi and Giorgio Calzolari",
title = "Indirect Estimation of $ \alpha $-Stable Distributions
and Processes",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "193--208",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00234.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 January 2008",
}
@Article{McElroy:2008:EFH,
author = "Tucker McElroy",
title = "Exact formulas for the {Hodrick--Prescott} filter",
journal = j-ECONOM-J,
volume = "11",
number = "1",
pages = "209--217",
month = mar,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00230.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 January 2008",
}
@Article{Huang:2008:PVA,
author = "Xiao Huang",
title = "Panel vector autoregression under cross-sectional
dependence",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "219--243",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00240.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Elliott:2008:MBR,
author = "Robert J. Elliott and Vikram Krishnamurthy and
J{\"o}rn Sass",
title = "Moment based regression algorithms for drift and
volatility estimation in continuous-time {Markov}
switching models",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "244--270",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00246.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Beyer:2008:FAM,
author = "Andreas Beyer and Roger E. A. Farmer and
J{\'e}r{\^o}me Henry and Massimiliano Marcellino",
title = "Factor analysis in a model with rational
expectations",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "271--286",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00245.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Bai:2008:GCB,
author = "Jushan Bai and Haiqiang Chen and Terence Tai-Leung
Chong and Seraph Xin Wang",
title = "Generic consistency of the break-point estimators
under specification errors in a multiple-break model",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "287--307",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00237.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Kuosmanen:2008:RTC,
author = "Timo Kuosmanen",
title = "Representation theorem for convex nonparametric least
squares",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "308--325",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00239.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Eren:2008:IHS,
author = "Ozkan Eren and Daniel J. Henderson",
title = "The impact of homework on student achievement",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "326--348",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00244.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Yang:2008:GLT,
author = "Zhenlin Yang and Yiu-Kuen Tse",
title = "Generalized {LM} tests for functional form and
heteroscedasticity",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "349--376",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00242.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Kapetanios:2008:BPP,
author = "G. Kapetanios",
title = "A bootstrap procedure for panel data sets with many
cross-sectional units",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "377--395",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00243.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Li:2008:KNN,
author = "Rui Li and Guan Gong",
title = "K-nearest-neighbour non-parametric estimation of
regression functions in the presence of irrelevant
variables",
journal = j-ECONOM-J,
volume = "11",
number = "2",
pages = "396--408",
month = jul,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00238.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 July 2008",
}
@Article{Harvey:2008:SUR,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Seasonal unit root tests and the role of initial
conditions",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "409--442",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00258.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Davidson:2008:BIL,
author = "Russell Davidson and James G. MacKinnon",
title = "Bootstrap inference in a linear equation estimated by
instrumental variables",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "443--477",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00247.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Ulrick:2008:USP,
author = "Shawn W. Ulrick",
title = "Using semi-parametric methods in an analysis of
earnings mobility",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "478--498",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00248.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Halliday:2008:HSD,
author = "Timothy J. Halliday",
title = "Heterogeneity, state dependence and health",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "499--516",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00256.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Shin:2008:SEB,
author = "Youngki Shin",
title = "Semiparametric estimation of the {Box--Cox}
transformation model",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "517--537",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00255.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Ai:2008:SDE,
author = "Chunrong Ai and Edward C. Norton",
title = "A semiparametric derivative estimator in log
transformation models",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "538--553",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00252.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Baltagi:2008:APE,
author = "Badi H. Baltagi and Chihwa Kao and Long Liu",
title = "Asymptotic properties of estimators for the linear
panel regression model with random individual effects
and serially correlated errors: the case of stationary
and non-stationary regressors and residuals",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "554--572",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00254.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Takada:2008:AQP,
author = "Teruko Takada",
title = "Asymptotic and qualitative performance of
non-parametric density estimators: a comparative
study",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "573--592",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00249.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Knight:2008:ESC,
author = "John Knight and Cathy Q. Ning",
title = "Estimation of the stochastic conditional duration
model via alternative methods",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "593--616",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00250.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Pong:2008:DSL,
author = "Shiuyan Pong and Mark B. Shackleton and Stephen J.
Taylor",
title = "Distinguishing short and long memory volatility
specifications",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "617--637",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00251.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Sandberg:2008:CVL,
author = "Rickard Sandberg",
title = "Critical values for linearity tests in time-varying
smooth transition autoregressive models when data are
highly persistent",
journal = j-ECONOM-J,
volume = "11",
number = "3",
pages = "638--647",
month = nov,
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00257.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 November 2008",
}
@Article{Hoderlein:2009:IEL,
author = "Stefan Hoderlein and Enno Mammen",
title = "Identification and estimation of local average
derivatives in non-separable models without
monotonicity",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "1--25",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00273.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Poskitt:2009:AMC,
author = "D. S. Poskitt and C. L. Skeels",
title = "Assessing the magnitude of the concentration parameter
in a simultaneous equations model",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "26--44",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00268.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Li:2009:DNF,
author = "Qiaoling Li and Jiazhu Pan",
title = "Determining the number of factors in a multivariate
error correction-volatility factor model",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "45--61",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00259.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Sarafidis:2009:IEC,
author = "Vasilis Sarafidis and Donald Robertson",
title = "On the impact of error cross-sectional dependence in
short dynamic panel estimation",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "62--81",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00260.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Wilhelmsson:2009:VRT,
author = "Anders Wilhelmsson",
title = "{Value at Risk} with time varying variance, skewness
and kurtosis --- the {NIG--ACD} model",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "82--104",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00277.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Ardia:2009:BEM,
author = "David Ardia",
title = "{Bayesian} estimation of a {Markov}-switching
threshold asymmetric {GARCH} model with {Student}-$t$
innovations",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "105--126",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00253.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Hafner:2009:CFT,
author = "Christian M. Hafner",
title = "Causality and forecasting in temporally aggregated
multivariate {GARCH} processes",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "127--146",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00276.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Nakatani:2009:TVI,
author = "Tomoaki Nakatani and Timo Ter{\"a}svirta",
title = "Testing for volatility interactions in the Constant
Conditional Correlation {GARCH} model",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "147--163",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00261.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Kawakatsu:2009:EAO,
author = "Hiroyuki Kawakatsu and Ann G. Largey",
title = "{EM} algorithms for ordered probit models with
endogenous regressors",
journal = j-ECONOM-J,
volume = "12",
number = "1",
pages = "164--186",
month = mar,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00272.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 February 2009",
}
@Article{Linton:2009:NPR,
author = "Oliver Linton and Jens Perch Nielsen and S{\o}ren
Feodor Nielsen",
title = "Non-parametric regression with a latent time series",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "187--207",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00278.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Bravo:2009:BGE,
author = "Francesco Bravo",
title = "Blockwise generalized empirical likelihood inference
for non-linear dynamic moment conditions models",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "208--231",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00286.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Bao:2009:SKE,
author = "Yong Bao and Aman Ullah",
title = "On skewness and kurtosis of econometric estimators",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "232--247",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00289.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Cizek:2009:APE,
author = "P. C{\'\i}zek and W. H{\"a}rdle and V. Spokoiny",
title = "Adaptive pointwise estimation in time-inhomogeneous
conditional heteroscedasticity models",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "248--271",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00292.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Kring:2009:MTG,
author = "Sebastian Kring and Svetlozar T. Rachev and Markus
H{\"o}chst{\"o}tter and Frank J. Fabozzi and Michele
Leonardo Bianchi",
title = "Multi-tail generalized elliptical distributions for
asset returns",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "272--291",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00290.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Asai:2009:MSV,
author = "Manabu Asai and Michael McAleer",
title = "Multivariate stochastic volatility, leverage and news
impact surfaces",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "292--309",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00284.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Grigoletto:2009:LSF,
author = "Matteo Grigoletto and Francesco Lisi",
title = "Looking for skewness in financial time series",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "310--323",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00281.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Gu:2009:BER,
author = "Yuanyuan Gu and Denzil G. Fiebig and Edward Cripps and
Robert Kohn",
title = "{Bayesian} estimation of a random effects
heteroscedastic probit model",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "324--339",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00283.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Silva:2009:PUR,
author = "S. {De Silva} and K. Hadri and A. R. Tremayne",
title = "Panel unit root tests in the presence of
cross-sectional dependence: finite sample performance
and an application",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "340--366",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00287.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Engler:2009:EPA,
author = "Eric Engler and Bent Nielsen",
title = "The empirical process of autoregressive residuals",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "367--381",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00282.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Sperlich:2009:NNP,
author = "Stefan Sperlich",
title = "A note on non-parametric estimation with predicted
variables",
journal = j-ECONOM-J,
volume = "12",
number = "2",
pages = "382--395",
month = jul,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00291.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 July 2009",
}
@Article{Fan:2009:RES,
author = "Jianqing Fan and Richard J. Smith",
title = "{Royal} Economic Society Annual Conference 2008
Special Issue on Financial Econometrics",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "ci--ciii",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00298.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Davezies:2009:IPE,
author = "Laurent Davezies and Xavier D'Haultfoeuille and Denis
Foug{\`e}re",
title = "Identification of peer effects using group size
variation",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "397--413",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00296.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Demetrescu:2009:TCR,
author = "Matei Demetrescu and Helmut L{\"u}tkepohl and Pentti
Saikkonen",
title = "Testing for the cointegrating rank of a vector
autoregressive process with uncertain deterministic
trend term",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "414--435",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00297.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Liu:2009:SFG,
author = "Ji-Chun Liu",
title = "Stationarity of a family of {GARCH} processes",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "436--446",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00294.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Anonymous:2009:E,
author = "Anonymous",
title = "Errata",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "447",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00304.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Coudin:2009:IEJ,
author = "Elise Coudin and Jean-Marie Dufour",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 12",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "449--450",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00305.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Barndorff-Nielsen:2009:RKP,
author = "O. E. Barndorff-Nielsen and P. Reinhard Hansen and A.
Lunde and N. Shephard",
title = "Realized kernels in practice: trades and quotes",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "C1--C32",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00275.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Christensen:2009:AFG,
author = "Jens H. E. Christensen and Francis X. Diebold and
Glenn D. Rudebusch",
title = "An arbitrage-free generalized {Nelson-Siegel} term
structure model",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "C33--C64",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2008.00267.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Sentana:2009:EMV,
author = "Enrique Sentana",
title = "The econometrics of mean-variance efficiency tests: a
survey",
journal = j-ECONOM-J,
volume = "12",
number = "3",
pages = "C65--C101",
month = nov,
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00295.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2009",
}
@Article{Browning:2010:HDD,
author = "Martin Browning and Jesus M. Carro",
title = "Heterogeneity in dynamic discrete choice models",
journal = j-ECONOM-J,
volume = "13",
number = "1",
pages = "1--39",
month = feb,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00301.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 February 2010",
}
@Article{Schafgans:2010:SAA,
author = "Marcia M. A. Schafgans and Victoria Zinde-Walsh",
title = "Smoothness adaptive average derivative estimation",
journal = j-ECONOM-J,
volume = "13",
number = "1",
pages = "40--62",
month = feb,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00300.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 February 2010",
}
@Article{Madsen:2010:URI,
author = "Edith Madsen",
title = "Unit root inference in panel data models where the
time-series dimension is fixed: a comparison of
different tests",
journal = j-ECONOM-J,
volume = "13",
number = "1",
pages = "63--94",
month = feb,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00302.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 February 2010",
}
@Article{Bun:2010:WIP,
author = "Maurice J. G. Bun and Frank Windmeijer",
title = "The weak instrument problem of the system {GMM}
estimator in dynamic panel data models",
journal = j-ECONOM-J,
volume = "13",
number = "1",
pages = "95--126",
month = feb,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00299.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 February 2010",
}
@Article{Honore:2010:ETM,
author = "Bo E. Honor{\'e} and Luojia Hu",
title = "Estimation of a transformation model with truncation,
interval observation and time-varying covariates",
journal = j-ECONOM-J,
volume = "13",
number = "1",
pages = "127--144",
month = feb,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00303.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 February 2010",
}
@Article{Koop:2010:RFC,
author = "Gary Koop",
title = "A Review of {{\booktitle{A First Course in {Bayesian}
Statistical Methods}}}",
journal = j-ECONOM-J,
volume = "13",
number = "1",
pages = "B1--B5",
month = feb,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00306.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 February 2010",
}
@Article{Lee:2010:SES,
author = "Lung-fei Lee and Xiaodong Liu and Xu Lin",
title = "Specification and estimation of social interaction
models with network structures",
journal = j-ECONOM-J,
volume = "13",
number = "2",
pages = "145--176",
month = jul,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00310.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 May 2010",
}
@Article{Choi:2010:IRM,
author = "Hwan-sik Choi and Nicholas M. Kiefer",
title = "Improving robust model selection tests for dynamic
models",
journal = j-ECONOM-J,
volume = "13",
number = "2",
pages = "177--204",
month = jul,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00313.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 May 2010",
}
@Article{Wright:2010:TAC,
author = "Jonathan H. Wright",
title = "Testing the adequacy of conventional asymptotics in
{GMM}",
journal = j-ECONOM-J,
volume = "13",
number = "2",
pages = "205--217",
month = jul,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00312.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 May 2010",
}
@Article{Bauwens:2010:TIM,
author = "Luc Bauwens and Arie Preminger and Jeroen V. K.
Rombouts",
title = "Theory and inference for a {Markov} switching {GARCH}
model",
journal = j-ECONOM-J,
volume = "13",
number = "2",
pages = "218--244",
month = jul,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00307.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 May 2010",
}
@Article{Jiang:2010:EEM,
author = "George J. Jiang and John L. Knight",
title = "{ECF} estimation of {Markov} models where the
transition density is unknown",
journal = j-ECONOM-J,
volume = "13",
number = "2",
pages = "245--270",
month = jul,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00316.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 May 2010",
}
@Article{Fiorio:2010:BRI,
author = "Carlo V. Fiorio and Vassilis A. Hajivassiliou and
Peter C. B. Phillips",
title = "Bimodal $t$-ratios: the impact of thick tails on
inference",
journal = j-ECONOM-J,
volume = "13",
number = "2",
pages = "271--289",
month = jul,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00315.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 May 2010",
}
@Article{Anonymous:2010:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 13",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "291--292",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00335.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Feve:2010:PNP,
author = "Fr{\'e}d{\'e}rique F{\`e}ve and Jean-Pierre Florens",
title = "The practice of non-parametric estimation by solving
inverse problems: the example of transformation
models",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "S1--S27",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00314.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Komunjer:2010:SPE,
author = "Ivana Komunjer and Andres Santos",
title = "Semi-parametric estimation of non-separable models: a
minimum distance from independence approach",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "S28--S55",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00317.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Magnusson:2010:ILD,
author = "Leandro M. Magnusson",
title = "Inference in limited dependent variable models robust
to weak identification",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "S56--S79",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00309.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Vanhems:2010:NPE,
author = "Anne Vanhems",
title = "Non-parametric estimation of exact consumer surplus
with endogeneity in price",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "S80--S98",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00311.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Haan:2010:SAE,
author = "Peter Haan and Victoria Prowse",
title = "A structural approach to estimating the effect of
taxation on the labour market dynamics of older
workers",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "S99--S125",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2009.00308.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Iskhakov:2010:SDM,
author = "Fedor Iskhakov",
title = "Structural dynamic model of retirement with latent
health indicator",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "S126--S161",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00318.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Robin:2010:RDS,
author = "Jean-Marc Robin",
title = "Recent developments in structural microeconometrics",
journal = j-ECONOM-J,
volume = "13",
number = "3",
pages = "Si--Sii",
month = oct,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00321.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2010",
}
@Article{Perron:2011:RES,
author = "Pierre Perron and Richard J. Smith",
title = "{Royal} Economic Society Annual Conference 2009
Special Issue on Factor Models: Theoretical and Applied
Perspectives",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "ci--ciii",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00339.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Ando:2011:QRM,
author = "Tomohiro Ando and Ruey S. Tsay",
title = "Quantile regression models with factor-augmented
predictors and information criterion",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "1--24",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00320.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Baltagi:2011:TSF,
author = "Badi H. Baltagi and Qu Feng and Chihwa Kao",
title = "Testing for sphericity in a fixed effects panel data
model",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "25--47",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00331.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Mutl:2011:HTC,
author = "Jan Mutl and Michael Pfaffermayr",
title = "The {Hausman} test in a {Cliff} and {Ord} panel
model",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "48--76",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00325.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Nielsen:2011:FMN,
author = "Morten {\O}rregaard Nielsen and Per Frederiksen",
title = "Fully modified narrow-band least squares estimation of
weak fractional cointegration",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "77--120",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00323.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Orsal:2011:CLB,
author = "Deniz Dilan Karaman {\"O}rsal and Bernd Droge",
title = "Corrigendum to {`Likelihood-based cointegration tests
in heterogeneous panels' (Larsson R., J. Lyhagen and
M. L{\"o}thgren, Econometrics Journal, {\bf 4}, 2001,
109--142)}",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "121--125",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00327.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See \cite{Larsson:2001:LBC}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Phillips:2011:CGA,
author = "Peter C. B. Phillips and Jun Yu",
title = "Corrigendum to {`A Gaussian approach for continuous
time models of short-term interest rates' (Yu, J. and
P. C. B. Phillips, Econometrics Journal, {\bf 4},
210--224)}",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "126--129",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00326.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See \cite{Yu:2001:GAC}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Moench:2011:HFA,
author = "Emanuel Moench and Serena Ng",
title = "A hierarchical factor analysis of {U.S.} housing
market dynamics",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "C1--C24",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00319.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Angelini:2011:STF,
author = "Elena Angelini and Gonzalo Camba-Mendez and Domenico
Giannone and Lucrezia Reichlin and Gerhard
R{\"u}nstler",
title = "Short-term forecasts of euro area {GDP} growth",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "C25--C44",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00328.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Chudik:2011:WSC,
author = "Alexander Chudik and M. Hashem Pesaran and Elisa
Tosetti",
title = "Weak and strong cross-section dependence and
estimation of large panels",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "C45--C90",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00330.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Anonymous:2011:DSE,
author = "Anonymous",
title = "The {Denis Sargan Econometrics Prize}",
journal = j-ECONOM-J,
volume = "14",
number = "1",
pages = "Ai",
month = feb,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00342.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2011",
}
@Article{Kurita:2011:CMP,
author = "Takamitsu Kurita and Heino Bohn Nielsen and Anders
Rahbek",
title = "An {$ I(2) $} cointegration model with piecewise linear
trends",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "131--155",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00333.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Chambers:2011:CSF,
author = "Marcus J. Chambers",
title = "Cointegration and sampling frequency",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "156--185",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00329.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Ponomareva:2011:MMI,
author = "Maria Ponomareva and Elie Tamer",
title = "Misspecification in moment inequality models: back to
moment equalities?",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "186--203",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00332.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Veraart:2011:LEL,
author = "Almut E. D. Veraart",
title = "Likelihood estimation of {L{\'e}vy}-driven stochastic
volatility models through realized variance measures",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "204--240",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00336.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Huang:2011:QML,
author = "Xiao Huang",
title = "Quasi-maximum likelihood estimation of discretely
observed diffusions",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "241--256",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00324.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Di:2011:ESP,
author = "Jianing Di and Ashis Gangopadhyay",
title = "On the efficiency of a semi-parametric {GARCH} model",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "257--277",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00337.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Bai:2011:TSP,
author = "Zhidong Bai and Hua Li and Huixia Liu and Wing-Keung
Wong",
title = "Test statistics for prospect and {Markowitz}
stochastic dominances with applications",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "278--303",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00348.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Mynbaev:2011:RAC,
author = "Kairat T. Mynbaev",
title = "Regressions with asymptotically collinear regressors",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "304--320",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00334.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Otsu:2011:LDG,
author = "Taisuke Otsu",
title = "Large deviations of generalized method of moments and
empirical likelihood estimators",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "321--329",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00346.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Born:2011:SRB,
author = "Benjamin Born and J{\"o}rg Breitung",
title = "Simple regression-based tests for spatial dependence",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "330--342",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00338.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Brinch:2011:NPI,
author = "Christian N. Brinch",
title = "Non-parametric identification of the mixed
proportional hazards model with interval-censored
durations",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "343--350",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00347.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Silva:2011:RME,
author = "Jo{\~a}o M. C. Santos Silva",
title = "A Review of {{\booktitle{Micro-Econometrics: Methods
of Moments and Limited Dependent Variables}} (2nd Ed.)
by Lee (Myoung-jae)}",
journal = j-ECONOM-J,
volume = "14",
number = "2",
pages = "B1--B4",
month = jul,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00322.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 June 2011",
}
@Article{Hoderlein:2011:NPM,
author = "Stefan Hoderlein and Enno Mammen and Kyusang Yu",
title = "Non-parametric models in binary choice fixed effects
panel data",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "351--367",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00343.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Canay:2011:SAQ,
author = "Ivan A. Canay",
title = "A simple approach to quantile regression for panel
data",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "368--386",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00349.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Li:2011:NPT,
author = "Degui Li and Jia Chen and Jiti Gao",
title = "Non-parametric time-varying coefficient panel data
models with fixed effects",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "387--408",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00350.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Abrevaya:2011:REP,
author = "Jason Abrevaya and Youngki Shin",
title = "Rank estimation of partially linear index models",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "409--437",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00352.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Yang:2011:FBA,
author = "Jingjing Yang and Timothy J. Vogelsang",
title = "Fixed-$b$ analysis of {LM}-type tests for a shift in
mean",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "438--456",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00341.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Phillips:2011:NPR,
author = "Peter C. B. Phillips and Liangjun Su",
title = "Non-parametric regression under location shifts",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "457--486",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00344.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Kim:2011:DET,
author = "Yunmi Kim and Chang-Jin Kim",
title = "Dealing with endogeneity in a time-varying parameter
model: joint estimation and two-step estimation
procedures",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "487--497",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00353.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Anonymous:2011:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 14",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "499--500",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00360.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Wilke:2011:REA,
author = "Ralf A. Wilke",
title = "A Review of {{\booktitle{Econometric Analysis of Cross
Section and Panel Data}} (2nd ed.) by Wooldridge
(Jeffrey M.)}",
journal = j-ECONOM-J,
volume = "14",
number = "3",
pages = "B5--B9",
month = oct,
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00351.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 October 2011",
}
@Article{Linton:2012:E,
author = "Oliver Linton and Richard J. Smith",
title = "{EDITORIAL}",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "Ci--Cii",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00367.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Bravo:2012:GEL,
author = "Francesco Bravo",
title = "Generalized empirical likelihood testing in
semiparametric conditional moment restrictions models",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "1--31",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00354.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Camponovo:2012:BPT,
author = "Lorenzo Camponovo and Taisuke Otsu",
title = "Breakdown point theory for implied probability
bootstrap",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "32--55",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00365.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Zhang:2012:TCT,
author = "Yonghui Zhang and Liangjun Su and Peter C. B.
Phillips",
title = "Testing for common trends in semi-parametric panel
data models with fixed effects",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "56--100",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00361.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{DeBlander:2012:URT,
author = "Rembert {De Blander} and Geert Dhaene",
title = "Unit root tests for panel data with {AR(1)} errors and
small {$T$}",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "101--124",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00363.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Schluter:2012:PII,
author = "Christian Schluter",
title = "On the problem of inference for inequality measures
for heavy-tailed distributions",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "125--153",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00356.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Yang:2012:BPE,
author = "Jingjing Yang",
title = "Break point estimators for a slope shift: levels
versus first differences",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "154--169",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00355.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Donald:2012:ICM,
author = "Stephen G. Donald and Yu-Chin Hsu and Garry F.
Barrett",
title = "Incorporating covariates in the measurement of welfare
and inequality: methods and applications",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "C1--C30",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00366.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See discussion \cite{Schluter:2012:DGD}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Davidson:2012:SIP,
author = "Russell Davidson",
title = "Statistical inference in the presence of heavy tails",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "C31--C53",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2010.00340.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See discussion \cite{Schluter:2012:DGD}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Schluter:2012:DGD,
author = "Christian Schluter",
title = "Discussion of {S. G. Donald} et al. and {R.
Davidson}",
journal = j-ECONOM-J,
volume = "15",
number = "1",
pages = "C54--C57",
month = feb,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00345.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See \cite{Donald:2012:ICM,Davidson:2012:SIP}.",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 February 2012",
}
@Article{Ferriani:2012:ETN,
author = "Fabrizio Ferriani and Sergio Pastorello",
title = "Estimating and testing non-affine option pricing
models with a large unbalanced panel of options",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "171--203",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00372.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2012",
}
@Article{Han:2012:NSN,
author = "Heejoon Han and Shen Zhang",
title = "Non-stationary non-parametric volatility model",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "204--225",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00357.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 July 2012",
}
@Article{Engsted:2012:TRB,
author = "Tom Engsted and Bent Nielsen",
title = "Testing for rational bubbles in a coexplosive vector
autoregression",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "226--254",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00369.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 January 2012",
}
@Article{Chang:2012:NSR,
author = "Yoosoon Chang and Bibo Jiang and Joon Park",
title = "Non-stationary regression with logistic transition",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "255--287",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00371.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 February 2012",
}
@Article{Jun:2012:DEV,
author = "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
title = "Discrete endogenous variables in weakly separable
models",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "288--303",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00373.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "22 March 2012",
}
@Article{Florens:2012:IRP,
author = "Jean-Pierre Florens and Jan Johannes and S{\'e}bastien
{Van Bellegem}",
title = "Instrumental regression in partially linear models",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "304--324",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00358.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 July 2012",
}
@Article{Jensen:2012:EEV,
author = "Peter S. Jensen and Allan H. W{\"u}rtz",
title = "Estimating the effect of a variable in a
high-dimensional linear model",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "325--357",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00362.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 July 2012",
}
@Article{Kalliovirta:2012:MTB,
author = "Leena Kalliovirta",
title = "Misspecification tests based on quantile residuals",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "358--393",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00364.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "17 July 2012",
}
@Article{Osborn:2012:RMN,
author = "Denise R. Osborn",
title = "A Review of {{\booktitle{Modelling Nonlinear Economic
Time Series}} by Ter{\"a}svirta (Timo), Tj{\o}stheim
(Dag) and Granger (Clive W. J.)}",
journal = j-ECONOM-J,
volume = "15",
number = "2",
pages = "B1--B3",
month = jun,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2011.00359.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 January 2012",
}
@Article{Li:2012:WII,
author = "Hong Li and Zhijie Xiao",
title = "Weak instrument inference in the presence of parameter
instability",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "395--419",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00384.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 August 2012",
}
@Article{Kristensen:2012:NPD,
author = "Dennis Kristensen",
title = "Non-parametric detection and estimation of structural
change",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "420--461",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00378.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 June 2012",
}
@Article{Gorgens:2012:TPF,
author = "Tue G{\o}rgens and Allan W{\"u}rtz",
title = "Testing a parametric function against a non-parametric
alternative in {IV} and {GMM} settings",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "462--489",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00382.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "13 August 2012",
}
@Article{Creel:2012:EDL,
author = "Michael Creel and Dennis Kristensen",
title = "Estimation of dynamic latent variable models using
simulated non-parametric moments",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "490--515",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00387.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 September 2012",
}
@Article{Nankervis:2012:TUE,
author = "John C. Nankervis and Nathan E. Savin",
title = "Testing for uncorrelated errors in {ARMA} models:
non-standard {Andrews--Ploberger} tests",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "516--534",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00379.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 June 2012",
}
@Article{Anonymous:2012:E,
author = "Anonymous",
title = "Erratum",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "535",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00381.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 November 2012",
}
@Article{Anonymous:2012:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 15",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "537--538",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00391.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 November 2012",
}
@Article{Gortz:2012:RSM,
author = "Christoph G{\"o}rtz",
title = "A Review of {{\booktitle{Structural
Macroeconometrics}} by DeJong (David N.) and Dave
(Chetan)}",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "B5--B10",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00376.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 June 2012",
}
@Article{Martin:2012:ROH,
author = "Gael Martin",
title = "A Review of {{\booktitle{The Oxford Handbook of
Bayesian Econometrics}} edited by Geweke (John), Koop
(Gary) and van Dijk (Herman)}",
journal = j-ECONOM-J,
volume = "15",
number = "3",
pages = "B11--B15",
month = oct,
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00377.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 June 2012",
}
@Article{Sun:2013:HAR,
author = "Yixiao Sun",
title = "A heteroskedasticity and autocorrelation robust {$F$}
test using an orthonormal series variance estimator",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "1--26",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00390.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 September 2012",
}
@Article{Anatolyev:2013:IVE,
author = "Stanislav Anatolyev",
title = "Instrumental variables estimation and inference in the
presence of many exogenous regressors",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "27--72",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00383.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 August 2012",
}
@Article{Wang:2013:ESA,
author = "Wei Wang and Lung-Fei Lee",
title = "Estimation of spatial autoregressive models with
randomly missing data in the dependent variable",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "73--102",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00388.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 September 2012",
}
@Article{Baltagi:2013:SLT,
author = "Badi H. Baltagi and Zhenlin Yang",
title = "Standardized {LM} tests for spatial error dependence
in linear or panel regressions",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "103--134",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00385.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 August 2012",
}
@Article{Manski:2013:ITR,
author = "Charles F. Manski",
title = "Identification of treatment response with social
interactions",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "S1--S23",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00368.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 February 2013",
}
@Article{Kiviet:2013:IIS,
author = "Jan F. Kiviet",
title = "Identification and inference in a simultaneous
equation under alternative information sets and
sampling schemes",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "S24--S59",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00386.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 August 2012",
}
@Article{Komarova:2013:PIA,
author = "Tatiana Komarova",
title = "Partial identification in asymmetric auctions in the
absence of independence",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "S60--S92",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00380.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "02 July 2012",
}
@Article{Henry:2013:SIL,
author = "Marc Henry and Ismael Mourifi{\'e}",
title = "Set inference in latent variables models",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "S93--S105",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00374.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 March 2012",
}
@Article{Bontemps:2013:IET,
author = "Christian Bontemps and Elie Tamer",
title = "Identification in Econometrics, Theory and
Applications: {EDITORIAL}",
journal = j-ECONOM-J,
volume = "16",
number = "1",
pages = "Si--Sii",
month = feb,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12003",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 February 2013",
}
@Article{Blevins:2013:LNE,
author = "Jason R. Blevins and Shakeeb Khan",
title = "Local {NLLS} estimation of semi-parametric binary
choice models",
journal = j-ECONOM-J,
volume = "16",
number = "2",
pages = "135--160",
month = jun,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00393.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 October 2012",
}
@Article{Abrevaya:2013:PAU,
author = "Jason Abrevaya",
title = "The projection approach for unbalanced panel data",
journal = j-ECONOM-J,
volume = "16",
number = "2",
pages = "161--178",
month = jun,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00389.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 September 2012",
}
@Article{Everaert:2013:OBM,
author = "Gerdie Everaert",
title = "Orthogonal to backward mean transformation for dynamic
panel data models",
journal = j-ECONOM-J,
volume = "16",
number = "2",
pages = "179--221",
month = jun,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12001",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 December 2012",
}
@Article{Bai:2013:TPC,
author = "Jushan Bai and Josep Llu{\'\i}s Carrion-i-Silvestre",
title = "Testing panel cointegration with unobservable dynamic
common factors that are correlated with the
regressors",
journal = j-ECONOM-J,
volume = "16",
number = "2",
pages = "222--249",
month = jun,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12002",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 December 2012",
}
@Article{Zhang:2013:SPE,
author = "Zhengyu Zhang",
title = "Semi-parametric estimation of a generalized threshold
regression model under conditional quantile
restriction",
journal = j-ECONOM-J,
volume = "16",
number = "2",
pages = "250--277",
month = jun,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12005",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "23 January 2013",
}
@Article{Aguirre:2013:NIM,
author = "V{\'\i}ctor M. Aguirre and Manuel A. Dom{\'\i}nguez",
title = "New inference methods for quantile regression based on
resampling",
journal = j-ECONOM-J,
volume = "16",
number = "2",
pages = "278--283",
month = jun,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12000",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "06 December 2012",
}
@Article{Marsh:2013:RNP,
author = "Patrick Marsh",
title = "A Review of Non-Parametric Econometrics",
journal = j-ECONOM-J,
volume = "16",
number = "2",
pages = "B1--B3",
month = jun,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12004",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "08 January 2013",
}
@Article{Kokoszka:2013:PSI,
author = "Piotr Kokoszka and Matthew Reimherr",
title = "Predictability of shapes of intraday price curves",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "285--308",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12006",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 March 2013",
}
@Article{Qu:2013:SVM,
author = "Zhongjun Qu and Pierre Perron",
title = "A stochastic volatility model with random level shifts
and its applications to {S\&P 500} and {NASDAQ} return
indices",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "309--339",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00394.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 October 2012",
}
@Article{Jochmans:2013:PCE,
author = "Koen Jochmans",
title = "Pairwise-comparison estimation with non-parametric
controls",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "340--372",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12008",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 April 2013",
}
@Article{Baillie:2013:EII,
author = "Richard T. Baillie and George Kapetanios",
title = "Estimation and inference for impulse response
functions from univariate strongly persistent
processes",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "373--399",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00395.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 October 2012",
}
@Article{Yamamoto:2013:ETM,
author = "Yohei Yamamoto and Pierre Perron",
title = "Estimating and testing multiple structural changes in
linear models using band spectral regressions",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "400--429",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12010",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 April 2013",
}
@Article{Yu:2013:ATR,
author = "Ping Yu and Yongqiang Zhao",
title = "Asymptotics for threshold regression under general
conditions",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "430--462",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12012",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "25 June 2013",
}
@Article{Liu:2013:HRM,
author = "Qingfeng Liu and Ryo Okui",
title = "Heteroscedasticity-robust {$C_p$} model averaging",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "463--472",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12009",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 April 2013",
}
@Article{Guo:2013:CCT,
author = "Zheng-Feng Guo and Mototsugu Shintani",
title = "Consistent co-trending rank selection when both
stochastic and non-linear deterministic trends are
present",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "473--484",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/j.1368-423X.2012.00392.x",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 September 2012",
}
@Article{Anonymous:2013:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 16",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "485--486",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12020",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "22 November 2013",
}
@Article{Taylor:2013:RUR,
author = "Robert Taylor",
title = "A Review of Unit Root Tests in Time Series: Volumes 1
and 2",
journal = j-ECONOM-J,
volume = "16",
number = "3",
pages = "B5--B8",
month = oct,
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12007",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "06 March 2013",
}
@Article{Jiang:2014:WCQ,
author = "Jiancheng Jiang and Xuejun Jiang and Xinyuan Song",
title = "Weighted composite quantile regression estimation of
{DTARCH} models",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "1--23",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12023",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "26 October 2013",
}
@Article{Pedersen:2014:MVT,
author = "Rasmus S. Pedersen and Anders Rahbek",
title = "Multivariate variance targeting in the {BEKK--GARCH}
model",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "24--55",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12019",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "10 September 2013",
}
@Article{Kang:2014:ESS,
author = "Kyu H. Kang",
title = "Estimation of state-space models with endogenous
{Markov} regime-switching parameters",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "56--82",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12014",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "29 July 2013",
}
@Article{Ai:2014:EFE,
author = "Chunrong Ai and Jinhong You and Yong Zhou",
title = "Estimation of fixed effects panel data partially
linear additive regression models",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "83--106",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12011",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 May 2013",
}
@Article{Rodriguez-Poo:2014:DSP,
author = "Juan M. Rodriguez-Poo and Alexandra Soberon",
title = "Direct semi-parametric estimation of fixed effects
panel data varying coefficient models",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "107--138",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12022",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 October 2013",
}
@Article{Robinson:2014:ILM,
author = "Peter M. Robinson and Francesca Rossi",
title = "Improved {Lagrange} multiplier tests in spatial
autoregressions",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "139--164",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12025",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 November 2013",
}
@Article{Tchatoka:2014:IRI,
author = "Firmin Doko Tchatoka and Jean-Marie Dufour",
title = "Identification-robust inference for endogeneity
parameters in linear structural models",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "165--187",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12021",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 October 2013",
}
@Article{Hagemann:2014:SEN,
author = "Andreas Hagemann",
title = "Stochastic equicontinuity in nonlinear time series
models",
journal = j-ECONOM-J,
volume = "17",
number = "1",
pages = "188--196",
month = feb,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12013",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 July 2013",
}
@Article{Chesher:2014:IVR,
author = "Andrew Chesher and Adam M. Rosen",
title = "An instrumental variable random-coefficients model for
binary outcomes",
journal = j-ECONOM-J,
volume = "17",
number = "2",
pages = "S1--S19",
month = jun,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12018",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "02 September 2013",
}
@Article{Lee:2014:BSB,
author = "Young K. Lee and Enno Mammen and Byeong U. Park",
title = "Backfitting and smooth backfitting in varying
coefficient quantile regression",
journal = j-ECONOM-J,
volume = "17",
number = "2",
pages = "S20--S38",
month = jun,
year = "2014",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "02 September 2013",
}
@Article{Davidson:2014:CSB,
author = "Russell Davidson and James G. MacKinnon",
title = "Confidence sets based on inverting {Anderson-Rubin}
tests",
journal = j-ECONOM-J,
volume = "17",
number = "2",
pages = "S39--S58",
month = jun,
year = "2014",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "29 July 2013",
}
@Article{Linton:2014:TSD,
author = "Oliver Linton and Thierry Post and Yoon-Jae Whang",
title = "Testing for the stochastic dominance efficiency of a
given portfolio",
journal = j-ECONOM-J,
volume = "17",
number = "2",
pages = "S59--S74",
month = jun,
year = "2014",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "02 September 2013",
}
@Article{Belloni:2014:PIC,
author = "Alexandre Belloni and Victor Chernozhukov",
title = "Posterior inference in curved exponential families
under increasing dimensions",
journal = j-ECONOM-J,
volume = "17",
number = "2",
pages = "S75--S100",
month = jun,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12027",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 February 2014",
}
@Article{Song:2014:GDS,
author = "Song Song and Wolfgang K. H{\"a}rdle and Ya'acov
Ritov",
title = "Generalized dynamic semi-parametric factor models for
high-dimensional non-stationary time series",
journal = j-ECONOM-J,
volume = "17",
number = "2",
pages = "S101--S131",
month = jun,
year = "2014",
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DOI = "https://doi.org/10.1111/ectj.12024",
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ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 November 2013",
}
@Article{Chen:2014:ARF,
author = "Xiaohong Chen and Sokbae Lee and Oliver Linton and
Elie Tamer",
title = "Advances in Robust and Flexible Inference in
Econometrics: a Special Issue in Honour of {Joel L.
Horowitz}",
journal = j-ECONOM-J,
volume = "17",
number = "2",
pages = "Si--Sii",
month = jun,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12032",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 June 2014",
}
@Article{Tao:2014:SIM,
author = "Ji Tao and Lung-fei Lee",
title = "A social interaction model with an extreme order
statistic",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "197--240",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12031",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 April 2014",
}
@Article{Xu:2014:EDG,
author = "Haiqing Xu",
title = "Estimation of discrete games with correlated types",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "241--270",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12026",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 January 2014",
}
@Article{Chen:2014:MSE,
author = "Le-Yu Chen and Sokbae Lee and Myung Jae Sung",
title = "Maximum score estimation with nonparametrically
generated regressors",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "271--300",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12034",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "22 May 2014",
}
@Article{Kim:2014:CBT,
author = "Dukpa Kim",
title = "Common breaks in time trends for large panel data with
a factor structure",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "301--337",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12033",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "02 May 2014",
}
@Article{Moon:2014:POP,
author = "Hyungsik Roger Moon and Benoit Perron and Peter C. B.
Phillips",
title = "Point-optimal panel unit root tests with serially
correlated errors",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "338--372",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12030",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 April 2014",
}
@Article{Jochmans:2014:FDP,
author = "Koen Jochmans",
title = "First-differencing in panel data models with
incidental functions",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "373--382",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12035",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 August 2014",
}
@Article{Fuleky:2014:IIB,
author = "Peter Fuleky and Eric Zivot",
title = "Indirect inference based on the score",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "383--393",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12028",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 March 2014",
}
@Article{Anonymous:2014:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 17",
journal = j-ECONOM-J,
volume = "17",
number = "3",
pages = "395--396",
month = oct,
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12036",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "15 October 2014",
}
@Article{Kasy:2015:NPI,
author = "Maximilian Kasy",
title = "Non-parametric inference on the number of equilibria",
journal = j-ECONOM-J,
volume = "18",
number = "1",
pages = "1--39",
month = feb,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12043",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 January 2015",
}
@Article{Allen:2015:MRI,
author = "Rebecca Allen and Simon Burgess and Russell Davidson
and Frank Windmeijer",
title = "More reliable inference for the dissimilarity index of
segregation",
journal = j-ECONOM-J,
volume = "18",
number = "1",
pages = "40--66",
month = feb,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12039",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 October 2014",
}
@Article{Kheifets:2015:STN,
author = "Igor L. Kheifets",
title = "Specification tests for nonlinear dynamic models",
journal = j-ECONOM-J,
volume = "18",
number = "1",
pages = "67--94",
month = feb,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12040",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 November 2014",
}
@Article{Lee:2015:RHT,
author = "Wei-Ming Lee and Yu-Chin Hsu and Chung-Ming Kuan",
title = "Robust hypothesis tests for {$M$}-estimators with
possibly non-differentiable estimating functions",
journal = j-ECONOM-J,
volume = "18",
number = "1",
pages = "95--116",
month = feb,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12041",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 December 2014",
}
@Article{Chen:2015:STN,
author = "Jia Chen and Jiti Gao and Degui Li and Zhengyan Lin",
title = "Specification testing in nonstationary time series
models",
journal = j-ECONOM-J,
volume = "18",
number = "1",
pages = "117--136",
month = feb,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12044",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 January 2015",
}
@Article{Tchatoka:2015:BVS,
author = "Firmin Doko Tchatoka",
title = "On bootstrap validity for specification tests with
weak instruments",
journal = j-ECONOM-J,
volume = "18",
number = "1",
pages = "137--146",
month = feb,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12042",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 December 2014",
}
@Article{Smith:2015:RES,
author = "Richard J. Smith",
title = "{Royal} Economic Society Annual Conference 2012
Special Issue on Econometrics of Forecasting",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "Ci--Cii",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12052",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 July 2015",
}
@Article{Fan:2015:MPE,
author = "Yanqin Fan and Sergio Pastorello and Eric Renault",
title = "Maximization by parts in extremum estimation",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "147--171",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12046",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "03 February 2015",
}
@Article{Blevins:2015:NSR,
author = "Jason R. Blevins",
title = "Non-standard rates of convergence of
criterion-function-based set estimators for binary
response models",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "172--199",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12048",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "10 March 2015",
}
@Article{Arvanitis:2015:CII,
author = "Stelios Arvanitis and Antonis Demos",
title = "A class of indirect inference estimators: higher-order
asymptotics and approximate bias correction",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "200--241",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12045",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 January 2015",
}
@Article{Zhang:2015:IEP,
author = "Zhengyu Zhang and Bing Liu",
title = "Identification and estimation of partially linear
censored regression models with unknown
heteroscedasticity",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "242--273",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12037",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 October 2014",
}
@Article{Xu:2015:TSC,
author = "Ke-Li Xu",
title = "Testing for structural change under non-stationary
variances",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "274--305",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12049",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 March 2015",
}
@Article{Phillips:2015:EMT,
author = "Peter C. B. Phillips",
title = "{Edmond Malinvaud}: a tribute to his contributions in
econometrics",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "A1--A13",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12051",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "13 May 2015",
}
@Article{Jungbacker:2015:LBD,
author = "Borus Jungbacker and Siem Jan Koopman",
title = "Likelihood-based dynamic factor analysis for
measurement and forecasting",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "C1--C21",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12029",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "07 March 2014",
}
@Article{Giacomini:2015:ETF,
author = "Raffaella Giacomini",
title = "Economic theory and forecasting: lessons from the
literature",
journal = j-ECONOM-J,
volume = "18",
number = "2",
pages = "C22--C41",
month = jun,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12038",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "27 October 2014",
}
@Article{Chang:2015:NTC,
author = "Minsu Chang and Sokbae Lee and Yoon-Jae Whang",
title = "Nonparametric tests of conditional treatment effects
with an application to single-sex schooling on academic
achievements",
journal = j-ECONOM-J,
volume = "18",
number = "3",
pages = "307--346",
month = oct,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12050",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 April 2015",
}
@Article{Hu:2015:IES,
author = "Yingyao Hu and Ji-Liang Shiu and Tiemen Woutersen",
title = "Identification and estimation of single-index models
with measurement error and endogeneity",
journal = j-ECONOM-J,
volume = "18",
number = "3",
pages = "347--362",
month = oct,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12053",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 July 2015",
}
@Article{Hadri:2015:NPC,
author = "Kaddour Hadri and Eiji Kurozumi and Yao Rao",
title = "Novel panel cointegration tests emending for
cross-section dependence with {$N$} fixed",
journal = j-ECONOM-J,
volume = "18",
number = "3",
pages = "363--411",
month = oct,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12054",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 July 2015",
}
@Article{Kurozumi:2015:CSB,
author = "Eiji Kurozumi and Yohei Yamamoto",
title = "Confidence sets for the break date based on optimal
tests",
journal = j-ECONOM-J,
volume = "18",
number = "3",
pages = "412--435",
month = oct,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12055",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 September 2015",
}
@Article{Anonymous:2015:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 18",
journal = j-ECONOM-J,
volume = "18",
number = "3",
pages = "437",
month = oct,
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12057",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "23 December 2015",
}
@Article{Patton:2016:RES,
author = "Andrew J. Patton and Richard J. Smith",
title = "{Royal} Economic Society Annual Conference 2014
Special Issue on Large Dimensional Models",
journal = j-ECONOM-J,
volume = "19",
number = "1",
pages = "Ci--Cii",
month = feb,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12064",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 May 2016",
}
@Article{Hounyo:2016:VEE,
author = "Ulrich Hounyo and Bezirgen Veliyev",
title = "Validity of {Edgeworth} expansions for realized
volatility estimators",
journal = j-ECONOM-J,
volume = "19",
number = "1",
pages = "1--32",
month = feb,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12058",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "28 January 2016",
}
@Article{Camponovo:2016:ARN,
author = "Lorenzo Camponovo",
title = "Asymptotic refinements of nonparametric bootstrap for
quasi-likelihood ratio tests for classes of extremum
estimators",
journal = j-ECONOM-J,
volume = "19",
number = "1",
pages = "33--54",
month = feb,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12060",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 February 2016",
}
@Article{Du:2016:NBT,
author = "Zaichao Du",
title = "Nonparametric bootstrap tests for independence of
generalized errors",
journal = j-ECONOM-J,
volume = "19",
number = "1",
pages = "55--83",
month = feb,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12059",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "02 February 2016",
}
@Article{Perron:2016:RBT,
author = "Pierre Perron and Gabriel Rodr{\'\i}guez",
title = "Residuals-based tests for cointegration with
generalized least-squares detrended data",
journal = j-ECONOM-J,
volume = "19",
number = "1",
pages = "84--111",
month = feb,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12056",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "13 November 2015",
}
@Article{Fan:2016:OEL,
author = "Jianqing Fan and Yuan Liao and Han Liu",
title = "An overview of the estimation of large covariance and
precision matrices",
journal = j-ECONOM-J,
volume = "19",
number = "1",
pages = "C1--C32",
month = feb,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12061",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 February 2016",
}
@Article{Barigozzi:2016:GDF,
author = "Matteo Barigozzi and Marc Hallin",
title = "Generalized dynamic factor models and volatilities:
recovering the market volatility shocks",
journal = j-ECONOM-J,
volume = "19",
number = "1",
pages = "C33--C60",
month = feb,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12047",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "12 February 2015",
}
@Article{Jun:2016:ENT,
author = "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
title = "Estimating a nonparametric triangular model with
binary endogenous regressors",
journal = j-ECONOM-J,
volume = "19",
number = "2",
pages = "113--149",
month = jun,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12066",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "06 May 2016",
}
@Article{Adams:2016:FMM,
author = "Christopher P. Adams",
title = "Finite mixture models with one exclusion restriction",
journal = j-ECONOM-J,
volume = "19",
number = "2",
pages = "150--165",
month = jun,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12065",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "29 April 2016",
}
@Article{Breitung:2016:LMT,
author = "J{\"o}rg Breitung and Christoph Roling and Nazarii
Salish",
title = "{Lagrange} multiplier type tests for slope homogeneity
in panel data models",
journal = j-ECONOM-J,
volume = "19",
number = "2",
pages = "166--202",
month = jun,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12070",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "22 July 2016",
}
@Article{Liu:2016:MAP,
author = "Chu-An Liu and Biing-Shen Kuo",
title = "Model averaging in predictive regressions",
journal = j-ECONOM-J,
volume = "19",
number = "2",
pages = "203--231",
month = jun,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12063",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 April 2016",
}
@Article{Scaillet:2016:IPN,
author = "Olivier Scaillet",
title = "On ill-posedness of nonparametric instrumental
variable regression with convexity constraints",
journal = j-ECONOM-J,
volume = "19",
number = "2",
pages = "232--236",
month = jun,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12071",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 September 2016",
}
@Article{Smith:2016:RES,
author = "Richard J. Smith",
title = "{Royal} Economic Society Annual Conference 2013Special
Issue on Econometrics of Heterogeneity",
journal = j-ECONOM-J,
volume = "19",
number = "3",
pages = "Ciii--Civ",
month = oct,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12074",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 November 2016",
}
@Article{Mao:2016:TEC,
author = "Guangyu Mao",
title = "Testing for error cross-sectional independence using
pairwise augmented regressions",
journal = j-ECONOM-J,
volume = "19",
number = "3",
pages = "237--260",
month = oct,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12067",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "06 May 2016",
}
@Article{Qu:2016:IVE,
author = "Xi Qu and Xiaoliang Wang and Lung-fei Lee",
title = "Instrumental variable estimation of a spatial dynamic
panel model with endogenous spatial weights when {$T$}
is small",
journal = j-ECONOM-J,
volume = "19",
number = "3",
pages = "261--290",
month = oct,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12069",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "13 July 2016",
}
@Article{Anonymous:2016:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 19",
journal = j-ECONOM-J,
volume = "19",
number = "3",
pages = "291--292",
month = oct,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12076",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 November 2016",
}
@Article{Rossi:2016:REF,
author = "Barbara Rossi",
title = "A Review of Economic Forecasting",
journal = j-ECONOM-J,
volume = "19",
number = "3",
pages = "B1--B3",
month = oct,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12073",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 September 2016",
}
@Article{Arellano:2016:NPD,
author = "Manuel Arellano and St{\'e}phane Bonhomme",
title = "Nonlinear panel data estimation via quantile
regressions",
journal = j-ECONOM-J,
volume = "19",
number = "3",
pages = "C61--C94",
month = oct,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12062",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "18 March 2016",
}
@Article{Compiani:2016:UME,
author = "Giovanni Compiani and Yuichi Kitamura",
title = "Using mixtures in econometric models: a brief review
and some new results",
journal = j-ECONOM-J,
volume = "19",
number = "3",
pages = "C95--C127",
month = oct,
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12068",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "23 June 2016",
}
@Article{Hsu:2017:CTC,
author = "Yu-Chin Hsu",
title = "Consistent tests for conditional treatment effects",
journal = j-ECONOM-J,
volume = "20",
number = "1",
pages = "1--22",
month = feb,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12077",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 November 2016",
}
@Article{Hoga:2017:TCE,
author = "Yannick Hoga",
title = "Testing for changes in (extreme) {VaR}",
journal = j-ECONOM-J,
volume = "20",
number = "1",
pages = "23--51",
month = feb,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12080",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "10 December 2016",
}
@Article{Hsu:2017:MST,
author = "Yu-Chin Hsu and Xiaoxia Shi",
title = "Model-selection tests for conditional moment
restriction models",
journal = j-ECONOM-J,
volume = "20",
number = "1",
pages = "52--85",
month = feb,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12081",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "21 December 2016",
}
@Article{Bardsley:2017:CPT,
author = "Patrick Bardsley and Lajos Horv{\'a}th and Piotr
Kokoszka and Gabriel Young",
title = "Change point tests in functional factor models with
application to yield curves",
journal = j-ECONOM-J,
volume = "20",
number = "1",
pages = "86--117",
month = feb,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12075",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "10 October 2016",
}
@Article{Cai:2017:NRN,
author = "Zongwu Cai and Bingyi Jing and Xinbing Kong and Zhi
Liu",
title = "Nonparametric regression with nearly integrated
regressors under long-run dependence",
journal = j-ECONOM-J,
volume = "20",
number = "1",
pages = "118--138",
month = feb,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12082",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "10 January 2017",
}
@Article{Ma:2017:SOR,
author = "Jun Ma",
title = "Second-order refinement of empirical likelihood ratio
tests of nonlinear restrictions",
journal = j-ECONOM-J,
volume = "20",
number = "1",
pages = "139--148",
month = feb,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12079",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2016",
}
@Article{Smith:2017:RES,
author = "Richard J. Smith",
title = "{Royal} Economic Society Annual Conference 2015
Special Issue on Econometrics of Matching",
journal = j-ECONOM-J,
volume = "20",
number = "2",
pages = "Ci--Cii",
month = jun,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12094",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 August 2017",
}
@Article{Krief:2017:SLM,
author = "Jerome M. Krief",
title = "Semi-linear mode regression",
journal = j-ECONOM-J,
volume = "20",
number = "2",
pages = "149--167",
month = jun,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12088",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "20 March 2017",
}
@Article{Kyriacou:2017:IIS,
author = "Maria Kyriacou and Peter C. B. Phillips and Francesca
Rossi",
title = "Indirect inference in spatial autoregression",
journal = j-ECONOM-J,
volume = "20",
number = "2",
pages = "168--189",
month = jun,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12084",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 February 2017",
}
@Article{Lin:2017:STS,
author = "Juan Lin and Ximing Wu",
title = "A sequential test for the specification of predictive
densities",
journal = j-ECONOM-J,
volume = "20",
number = "2",
pages = "190--220",
month = jun,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12085",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 February 2017",
}
@Article{Preminger:2017:LSE,
author = "Arie Preminger and Giuseppe Storti",
title = "Least-squares estimation of {GARCH(1,1)} models with
heavy-tailed errors",
journal = j-ECONOM-J,
volume = "20",
number = "2",
pages = "221--258",
month = jun,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12089",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 March 2017",
}
@Article{Jochmans:2017:NSB,
author = "Koen Jochmans and Thierry Magnac",
title = "A note on sufficiency in binary panel models",
journal = j-ECONOM-J,
volume = "20",
number = "2",
pages = "259--269",
month = jun,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12091",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "04 April 2017",
}
@Article{Galichon:2017:SSR,
author = "Alfred Galichon",
title = "A survey of some recent applications of optimal
transport methods to econometrics",
journal = j-ECONOM-J,
volume = "20",
number = "2",
pages = "C1--C11",
month = jun,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12083",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "11 January 2017",
}
@Article{Anonymous:2017:IEJ,
author = "Anonymous",
title = "Index to {{\booktitle{The Econometrics Journal}}}
Volume 20",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "271--272",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12105",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2017",
}
@Article{Charbonneau:2017:MFE,
author = "Karyne B. Charbonneau",
title = "Multiple fixed effects in binary response panel data
models",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "S1--S13",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12093",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "16 May 2017",
}
@Article{Boucher:2017:MFF,
author = "Vincent Boucher and Ismael Mourifi{\'e}",
title = "My friend far, far away: a random field approach to
exponential random graph models",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "S14--S46",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12096",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "22 June 2017",
}
@Article{Rose:2017:IPE,
author = "Christiern D. Rose",
title = "Identification of peer effects through social networks
using variance restrictions",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "S47--S60",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12101",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "02 August 2017",
}
@Article{Moscone:2017:SEH,
author = "Francesco Moscone and Elisa Tosetti and Veronica
Vinciotti",
title = "Sparse estimation of huge networks with a block-wise
structure",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "S61--S85",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12078",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2016",
}
@Article{Lin:2017:ESI,
author = "Zhongjian Lin and Haiqing Xu",
title = "Estimation of social-influence-dependent peer pressure
in a large network game",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "S86--S102",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12102",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 August 2017",
}
@Article{Liu:2017:PEB,
author = "Xiaodong Liu and Eleonora Patacchini and Edoardo
Rainone",
title = "Peer effects in bedtime decisions among adolescents: a
social network model with sampled data",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "S103--S125",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12072",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 September 2016",
}
@Article{Adamic:2017:TN,
author = "Lada Adamic and Celso Brunetti and Jeffrey H. Harris
and Andrei Kirilenko",
title = "Trading networks",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "S126--S149",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12090",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "05 April 2017",
}
@Article{Abbring:2017:SIE,
author = "Jaap H. Abbring and {\'A}ureo de Paula",
title = "Special Issue on Econometrics of Networks: Editorial",
journal = j-ECONOM-J,
volume = "20",
number = "3",
pages = "Si--Sii",
month = oct,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12106",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 November 2017",
}
@Article{Smith:2018:RES,
author = "Richard J. Smith",
title = "{Royal} Economic Society Annual Conference 2016
Special Issue on Model Selection and Inference",
journal = j-ECONOM-J,
volume = "21",
number = "1",
pages = "Ci--Cii",
month = feb,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12098",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "09 February 2018",
}
@Article{Honore:2018:SBE,
author = "Bo E. Honor{\'e} and Luojia Hu",
title = "Simpler bootstrap estimation of the asymptotic
variance of {$U$}-statistic-based estimators",
journal = j-ECONOM-J,
volume = "21",
number = "1",
pages = "1--10",
month = feb,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12099",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "13 July 2017",
}
@Article{Gu:2018:OAF,
author = "Jiaying Gu and Shu Shen",
title = "Oracle and adaptive false discovery rate controlling
methods for one-sided testing: theory and application
in treatment effect evaluation",
journal = j-ECONOM-J,
volume = "21",
number = "1",
pages = "11--35",
month = feb,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12092",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "06 April 2017",
}
@Article{Escanciano:2018:SRE,
author = "Juan Carlos Escanciano",
title = "A simple and robust estimator for linear regression
models with strictly exogenous instruments",
journal = j-ECONOM-J,
volume = "21",
number = "1",
pages = "36--54",
month = feb,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12087",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "10 March 2017",
}
@Article{Hu:2018:IES,
author = "Yingyao Hu and Ji-Liang Shiu",
title = "Identification and estimation of semi-parametric
censored dynamic panel data models of short time
periods",
journal = j-ECONOM-J,
volume = "21",
number = "1",
pages = "55--85",
month = feb,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12086",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "10 March 2017",
}
@Article{Chernozhukov:2018:DDM,
author = "Victor Chernozhukov and Denis Chetverikov and Mert
Demirer and Esther Duflo and Christian Hansen and
Whitney Newey and James Robins",
title = "Double/debiased machine learning for treatment and
structural parameters",
journal = j-ECONOM-J,
volume = "21",
number = "1",
pages = "C1--C68",
month = feb,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12097",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "24 June 2017",
}
@Article{Boswijk:2018:AWB,
author = "H. Peter Boswijk and Yang Zu",
title = "Adaptive wild bootstrap tests for a unit root with
non-stationary volatility",
journal = j-ECONOM-J,
volume = "21",
number = "2",
pages = "87--113",
month = jun,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12100",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "01 August 2017",
}
@Article{MacKinnon:2018:WBF,
author = "James G. MacKinnon and Matthew D. Webb",
title = "The wild bootstrap for few (treated) clusters",
journal = j-ECONOM-J,
volume = "21",
number = "2",
pages = "114--135",
month = jun,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12107",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "15 November 2017",
}
@Article{Goldman:2018:NPI,
author = "Matt Goldman and David M. Kaplan",
title = "Non-parametric inference on (conditional) quantile
differences and interquantile ranges, using
{$L$}-statistics",
journal = j-ECONOM-J,
volume = "21",
number = "2",
pages = "136--169",
month = jun,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12095",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "15 June 2017",
}
@Article{Daraio:2018:CLT,
author = "Cinzia Daraio and L{\'e}opold Simar and Paul W.
Wilson",
title = "Central limit theorems for conditional efficiency
measures and tests of the `separability' condition in
non-parametric, two-stage models of production",
journal = j-ECONOM-J,
volume = "21",
number = "2",
pages = "170--191",
month = jun,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12103",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "19 September 2017",
}
@Article{Wu:2018:TCV,
author = "Jilin Wu and Zhijie Xiao",
title = "Testing for changing volatility",
journal = j-ECONOM-J,
volume = "21",
number = "2",
pages = "192--217",
month = jun,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12108",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "14 November 2017",
}
@Article{Mu:2018:IEH,
author = "Beili Mu and Zhengyu Zhang",
title = "Identification and estimation of heteroscedastic
binary choice models with endogenous dummy regressors",
journal = j-ECONOM-J,
volume = "21",
number = "2",
pages = "218--246",
month = jun,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12109",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x",
onlinedate = "30 November 2017",
}
@Article{Chiong:2018:EGM,
author = "Khai Xiang Chiong and Hyungsik Roger Moon",
title = "Estimation of graphical models using the {$L_{1,2}$} norm",
journal = j-ECONOM-J,
volume = "21",
number = "3",
pages = "247--263",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1111/ectj.12104",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Mar 9 08:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
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title = "{Royal Economic Society Annual Conference 2017 Special
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number = "1",
pages = "-",
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author = "Philip A. Haile and Yuichi Kitamura",
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fjournal = "The Econometrics Journal",
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author = "Tucker S. McElroy and Agnieszka Jach",
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fjournal = "The Econometrics Journal",
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author = "Irene Botosaru and Bruno Ferman",
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author = "Jozef Barun{\'\i}k and Tobias Kley",
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author = "Christine Amsler and Peter Schmidt",
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fjournal = "The Econometrics Journal",
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author = "Giovanni Forchini and Bin Jiang",
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bibdate = "Tue Jan 28 07:39:21 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/23/1/68/5556528",
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fjournal = "The Econometrics Journal",
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}
@Article{Breunig:2020:ITO,
author = "Christoph Breunig and Michael Kummer and Joerg Ohnemus
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month = jan,
year = "2020",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
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bibdate = "Tue Jan 28 07:39:21 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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bibdate = "Tue Jan 28 07:39:21 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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@Article{Zhu:2020:NSB,
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author = "Ryo Okui and Takahide Yanagi",
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bibdate = "Tue Jan 28 07:39:21 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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}
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author = "Grigorios Emvalomatis",
title = "Erratum to: {Semi-parametric analysis of efficiency
and productivity using Gaussian processes}",
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volume = "23",
number = "1",
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bibdate = "Tue Jan 28 07:39:21 MST 2020",
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journal-URL = "https://academic.oup.com/ectj",
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author = "Neng-Chieh Chang",
title = "Double\slash debiased machine learning for
difference-in-differences models",
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volume = "23",
number = "2",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Calonico:2020:OBC,
author = "Sebastian Calonico and Matias D. Cattaneo and Max H.
Farrell",
title = "Optimal bandwidth choice for robust bias-corrected
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bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{He:2020:WBF,
author = "Yang He and Ot{\'a}vio Bartalotti",
title = "Wild bootstrap for fuzzy regression discontinuity
designs: obtaining robust bias-corrected confidence
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volume = "23",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
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author = "Dongwoo Kim",
title = "Partial identification in nonseparable count data
instrumental variable models",
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volume = "23",
number = "2",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
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author = "Ruixuan Liu and Zhengfei Yu",
title = "Accelerated failure time models with log-concave
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fjournal = "The Econometrics Journal",
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@Article{Casarin:2020:MNA,
author = "Roberto Casarin and Matteo Iacopini and German Molina
and Enrique ter Horst and Ramon Espinasa and Carlos
Sucre and Roberto Rigobon",
title = "Multilayer network analysis of oil linkages",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
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}
@Article{Banerjee:2020:PFB,
author = "Anurag Banerjee and Guillaume Chevillon and Marie
Kratz",
title = "Probabilistic forecasting of bubbles and flash
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@Article{Koenker:2020:IMR,
author = "Roger Koenker",
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@Article{Iskhakov:2020:E,
author = "Fedor Iskhakov and John Rust and Bertel Schjerning",
title = "Editorial",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
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author = "Mitsuru Igami",
title = "Artificial intelligence as structural estimation:
{Deep Blue}, {Bonanza}, and {AlphaGo}",
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volume = "23",
number = "3",
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month = sep,
year = "2020",
CODEN = "????",
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bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/23/3/S1/5802896",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Druedahl:2020:HOI,
author = "Jeppe Druedahl and Anders Munk-Nielsen",
title = "Higher-order income dynamics with linked regression
trees",
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volume = "23",
number = "3",
pages = "S25--S58",
month = sep,
year = "2020",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
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bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/23/3/S25/5899050",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Keane:2020:CDN,
author = "Michael Keane and Timothy Neal",
title = "Comparing deep neural network and econometric
approaches to predicting the impact of climate change
on agricultural yield",
journal = j-ECONOM-J,
volume = "23",
number = "3",
pages = "S59--S80",
month = sep,
year = "2020",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Iskhakov:2020:MLS,
author = "Fedor Iskhakov and John Rust and Bertel Schjerning",
title = "Machine learning and structural econometrics:
contrasts and synergies",
journal = j-ECONOM-J,
volume = "23",
number = "3",
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month = sep,
year = "2020",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Cho:2020:QIN,
author = "Sang-Wook (Stanley) Cho",
title = "Quantifying the impact of nonpharmaceutical
interventions during the {COVID-19} outbreak: The case
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volume = "23",
number = "3",
pages = "323--344",
month = sep,
year = "2020",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Liu:2020:TWE,
author = "Shenglong Liu and Ismael Mourifi{\'e} and Yuanyuan
Wan",
title = "Two-way exclusion restrictions in models with
heterogeneous treatment effects",
journal = j-ECONOM-J,
volume = "23",
number = "3",
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month = sep,
year = "2020",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
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bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Gautier:2020:IPB,
author = "Pieter A. Gautier and Aico van Vuuren",
title = "Identifying present bias and time preferences with an
application to land-lease-contract data",
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volume = "23",
number = "3",
pages = "363--385",
month = sep,
year = "2020",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
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@Article{Wang:2020:SEG,
author = "Xi Wang and Songnian Chen",
title = "Semiparametric estimation of generalized
transformation panel data models with nonstationary
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journal = j-ECONOM-J,
volume = "23",
number = "3",
pages = "386--402",
month = sep,
year = "2020",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Anonymous:2021:RES,
author = "Anonymous",
title = "{Royal Economic Society Annual Conference 2018}
Special Issue on Structural Macroeconometrics",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "Ci--Ciii",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa034",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/Ci/6161542",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Rossi:2021:IEE,
author = "Barbara Rossi",
title = "Identifying and estimating the effects of
unconventional monetary policy: How to do it and what
have we learned?",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "C1--C32",
month = jan,
year = "2021",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
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fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Cai:2021:OED,
author = "Michael Cai and Marco {Del Negro} and Edward Herbst
and Ethan Matlin and Reca Sarfati and Frank
Schorfheide",
title = "Online estimation of {DSGE} models",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "C33--C58",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa029",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/C33/5909595",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Lutkepohl:2021:TIH,
author = "Helmut L{\"u}tkepohl and Mika Meitz and Aleksei
Netsunajev and Pentti Saikkonen",
title = "Testing identification via heteroskedasticity in
structural vector autoregressive models",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "1--22",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa008",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See erratum \cite{Anonymous:2021:ETI}.",
URL = "http://academic.oup.com/ectj/article/24/1/1/5820226",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Fu:2021:TEN,
author = "Jia-Young Michael Fu and Joel L. Horowitz and Matthias
Parey",
title = "Testing exogeneity in nonparametric instrumental
variables models identified by conditional quantile
restrictions",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "23--40",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa007",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/23/5819016",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Bera:2021:TNR,
author = "Anil Bera and Gabriel Montes-Rojas and Walter
Sosa-Escudero and Javier Alejo",
title = "Tests for nonlinear restrictions under misspecified
alternatives with an application to testing rational
expectation hypotheses",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "41--57",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa010",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/41/5835215",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Ginker:2021:LRT,
author = "Tim Ginker and Offer Lieberman",
title = "{LSTUR} regression theory and the instability of the
sample correlation coefficient between financial return
indices",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "58--82",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa011",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/58/5846040",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Kejriwal:2021:GFA,
author = "Mohitosh Kejriwal and Xuewen Yu",
title = "Generalized Forecast Averaging in Autoregressions with
a Near Unit Root",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "83--102",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa006",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/83/5814315",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Chen:2021:BCC,
author = "Le-Yu Chen and Sokbae Lee",
title = "Binary classification with covariate selection through
$ l_0$-penalised empirical risk minimisation",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "103--120",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa017",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/103/5860277",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Fosgerau:2021:ICI,
author = "Mogens Fosgerau and Dennis Kristensen",
title = "Identification of a class of index models: a
topological approach",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "121--133",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa016",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/121/5858893",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Knaus:2021:MLE,
author = "Michael C. Knaus and Michael Lechner and Anthony
Strittmatter",
title = "Machine learning estimation of heterogeneous causal
effects: Empirical {Monte Carlo} evidence",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "134--161",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa014",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/134/5854188",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Xu:2021:POF,
author = "Ruonan Xu",
title = "Potential outcomes and finite-population inference for
{$M$}-estimators",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "162--176",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa022",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/162/5873407",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Zhu:2021:MAE,
author = "Rong Zhu and Xinyu Zhang and Yanyuan Ma and Guohua
Zou",
title = "Model averaging estimation for high-dimensional
covariance matrices with a network structure",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "177--197",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa030",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/1/177/5912831",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Anonymous:2021:ETI,
author = "Anonymous",
title = "Erratum to: {Testing Identification via
Heteroskedasticity in Structural Vector Autoregressive
Models}",
journal = j-ECONOM-J,
volume = "24",
number = "1",
pages = "198--198",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa015",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Tue Mar 30 15:51:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
note = "See \cite{Lutkepohl:2021:TIH}.",
URL = "http://academic.oup.com/ectj/article/24/1/198/5866004",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Anonymous:2021:E,
author = "Anonymous",
title = "Editorial",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "Ci--Civ",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab017",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/Ci/6311309",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Heckman:2021:USM,
author = "James J. Heckman and Ganesh Karapakula",
title = "Using a satisficing model of experimenter
decision-making to guide finite-sample inference for
compromised experiments",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "C1--C39",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab009",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/C1/6207935",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Fernandez-Val:2021:LRA,
author = "Iv{\'a}n Fern{\'a}ndez-Val and Hugo Freeman and Martin
Weidner",
title = "Low-rank approximations of nonseparable panel models",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "C40--C77",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab007",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/C40/6177679",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Honore:2021:ISB,
author = "Bo E. Honor{\'e} and {\'A}ureo de Paula",
title = "Identification in simple binary outcome panel data
models",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "C78--C93",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab010",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/C78/6271316",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Lee:2021:EDM,
author = "Sanghyeok Lee and Tue G{\o}rgens",
title = "Estimation of dynamic models of recurrent events with
censored data",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "199--224",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa028",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/199/5903267",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Tugan:2021:PVM,
author = "Mustafa Tugan",
title = "Panel {VAR} models with interactive fixed effects",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "225--246",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa021",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/225/5873007",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Chen:2021:SEQ,
author = "Liang Chen and Yulong Huo",
title = "A simple estimator for quantile panel data models
using smoothed quantile regressions",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "247--263",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa023",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/247/5881299",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Semenova:2021:DML,
author = "Vira Semenova and Victor Chernozhukov",
title = "Debiased machine learning of conditional average
treatment effects and other causal functions",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "264--289",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa027",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/264/5899048",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Lee:2021:CSA,
author = "Seojeong Lee and Youngki Shin",
title = "Complete subset averaging with many instruments",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "290--314",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa033",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/290/5981609",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Karabiyik:2021:FUC,
author = "Hande Karabiyik and Joakim Westerlund",
title = "Forecasting using cross-section average-augmented time
series regressions",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "315--333",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa031",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/315/5921167",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Aihounton:2021:UMI,
author = "Ghislain B. D. Aihounton and Arne Henningsen",
title = "Units of measurement and the inverse hyperbolic sine
transformation",
journal = j-ECONOM-J,
volume = "24",
number = "2",
pages = "334--351",
month = may,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa032",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:42:59 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/2/334/5948096",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Bluhm:2021:SCB,
author = "Richard Bluhm and Maxim Pinkovskiy",
title = "The spread of {COVID-19} and the {BCG} vaccine: a
natural experiment in reunified {Germany}",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "353--376",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab006",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/353/6271317",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Aboutaleb:2021:SCE,
author = "Youssef M. Aboutaleb and Mazen Danaf and Yifei Xie and
Moshe E. Ben-Akiva",
title = "Sparse covariance estimation in logit mixture models",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "377--398",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab008",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/377/6178866",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Dong:2021:CMI,
author = "Baiyu Dong and Yu-Wei Hsieh and Matthew Shum",
title = "Computing moment inequality models using constrained
optimization",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "399--416",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab014",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/399/6262350",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Kruiniger:2021:IAM,
author = "Hugo Kruiniger",
title = "Identification without assuming mean stationarity:
quasi-maximum likelihood estimation of dynamic panel
models with endogenous regressors",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "417--441",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa036",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/417/6030027",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Gotz:2021:LMF,
author = "Thomas B. G{\"o}tz and Klemens Hauzenberger",
title = "Large mixed-frequency {VARs} with a parsimonious
time-varying parameter structure",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "442--461",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab001",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/442/6102556",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Yang:2021:PKT,
author = "Lixiong Yang and Chunli Zhang and Chingnun Lee and
I-Po Chen",
title = "Panel kink threshold regression model with a
covariate-dependent threshold",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "462--481",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utaa035",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/462/6027470",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Hong:2021:UIS,
author = "Shaoxin Hong and Jiancheng Jiang and Xuejun Jiang and
Zhijie Xiao",
title = "Unifying inference for semiparametric regression",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "482--501",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab005",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/482/6168403",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
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author = "Gordon Anderson and Oliver Linton and Maria Grazia
Pittau and Yoon-Jae Whang and Roberto Zelli",
title = "On unit free assessment of the extent of multilateral
distributional variation",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "502--518",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab003",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/502/6125966",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abrevaya:2021:PEN,
author = "Jason Abrevaya and Yu-Chin Hsu",
title = "Partial effects in non-linear panel data models with
correlated random effects",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "519--535",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab004",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/519/6156618",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Andresen:2021:IBE,
author = "Martin E. Andresen and Martin Huber",
title = "Instrument-based estimation with binarised treatments:
issues and tests for the exclusion restriction",
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volume = "24",
number = "3",
pages = "536--558",
month = sep,
year = "2021",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/536/6126343",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Liu:2021:DDM,
author = "Molei Liu and Yi Zhang and Doudou Zhou",
title = "Double\slash debiased machine learning for logistic
partially linear model",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "559--588",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab019",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/559/6296639",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
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@Article{Shin:2021:ECM,
author = "Youngki Shin and Zvezdomir Todorov",
title = "Exact computation of maximum rank correlation
estimator",
journal = j-ECONOM-J,
volume = "24",
number = "3",
pages = "589--607",
month = sep,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab013",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/24/3/589/6247621",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Stoye:2022:BIP,
author = "J{\"o}rg Stoye",
title = "Bounding infection prevalence by bounding selectivity
and accuracy of tests: with application to early
{COVID-19}",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "1--14",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab024",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/1/6325165",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Breidenbach:2022:LSS,
author = "Philipp Breidenbach and Timo Mitze",
title = "Large-scale sport events and {COVID-19} infection
effects: evidence from the {German} professional
football `experiment'",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "15--45",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab021",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/15/6318366",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Cerqueti:2022:SBL,
author = "Roy Cerqueti and Raffaella Coppier and Alessandro
Girardi and Marco Ventura",
title = "The sooner the better: lives saved by the lockdown
during the {COVID-19} outbreak. {The} case of {Italy}",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "46--70",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab027",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/46/6363683",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Carrasco:2022:TOR,
author = "Marine Carrasco and Mohamed Doukali",
title = "Testing overidentifying restrictions with many
instruments and heteroscedasticity using regularised
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volume = "25",
number = "1",
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month = jan,
year = "2022",
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ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/71/6318365",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Liu:2022:EGM,
author = "Hang Liu and Kanchan Mukherjee",
title = "{$R$}-estimators in {GARCH} models: asymptotics and
applications",
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volume = "25",
number = "1",
pages = "98--113",
month = jan,
year = "2022",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/98/6359714",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Soberon:2022:NPD,
author = "Alexandra Soberon and Juan M. Rodriguez-Poo and Peter
M. Robinson",
title = "Nonparametric panel data regression with parametric
cross-sectional dependence",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "114--133",
month = jan,
year = "2022",
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DOI = "https://doi.org/10.1093/ectj/utab016",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/114/6272425",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Yan:2022:FAF,
author = "Yayi Yan and Tingting Cheng",
title = "Factor-augmented forecasting regressions with
threshold effects",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "134--154",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab011",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/134/6212225",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Palandri:2022:RIC,
author = "Alessandro Palandri",
title = "Rank-invariance conditions for the comparison of
volatility forecasts",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "155--175",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab012",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/155/6228830",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Chen:2022:ENN,
author = "Likai Chen and Ekaterina Smetanina and Wei Biao Wu",
title = "Estimation of nonstationary nonparametric regression
model with multiplicative structure",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "176--214",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab018",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/176/6297266",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Goh:2022:SCM,
author = "Gyuhyeong Goh and Jisang Yu",
title = "Synthetic control method with convex hull
restrictions: a {Bayesian} maximum a posteriori
approach",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "215--232",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab015",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/215/6270888",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Nekipelov:2022:ROM,
author = "Denis Nekipelov and Vira Semenova and Vasilis
Syrgkanis",
title = "Regularised orthogonal machine learning for nonlinear
semiparametric models",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "233--255",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab022",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/233/6327541",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Antoine:2022:PLM,
author = "Bertille Antoine and Xiaolin Sun",
title = "Partially linear models with endogeneity: a
conditional moment-based approach",
journal = j-ECONOM-J,
volume = "25",
number = "1",
pages = "256--275",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab025",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Mon Feb 21 06:43:00 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/1/256/6325167",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abbring:2022:TYD,
author = "Jaap H. Abbring",
title = "Ten years of {Denis Sargan Econometrics Prizes}:
Editorial",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "i--iii",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac014",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/i/6588014",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Farbmacher:2022:CMA,
author = "Helmut Farbmacher and Martin Huber and Luk{\'a}s
Laff{\'e}rs and Henrika Langen and Martin Spindler",
title = "Causal mediation analysis with double machine
learning",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "277--300",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac003",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/277/6517682",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Bansal:2022:DQA,
author = "Prateek Bansal and Vahid Keshavarzzadeh and Angelo
Guevara and Shanjun Li and Ricardo A. Daziano",
title = "Designed quadrature to approximate integrals in
maximum simulated likelihood estimation",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "301--321",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab023",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/301/6325166",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Hitomi:2022:OMR,
author = "Kohtaro Hitomi and Masamune Iwasawa and Yoshihiko
Nishiyama",
title = "Optimal minimax rates against nonsmooth alternatives",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "322--339",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab030",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/322/6380482",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Cui:2022:TSI,
author = "Guowei Cui and Milda Norkute and Vasilis Sarafidis and
Takashi Yamagata",
title = "Two-stage instrumental variable estimation of linear
panel data models with interactive effects",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "340--361",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab029",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/340/6402892",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Horvath:2022:DCB,
author = "Lajos Horv{\'a}th and Zhenya Liu and Gregory Rice and
Yuqian Zhao",
title = "Detecting common breaks in the means of high
dimensional cross-dependent panels",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "362--383",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab028",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/362/6364356",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Berger:2022:TCM,
author = "Yves G. Berger",
title = "Testing conditional moment restriction models using
empirical likelihood",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "384--403",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab032",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/384/6400100",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Jakobsen:2022:DRC,
author = "Martin Emil Jakobsen and Jonas Peters",
title = "Distributional robustness of {$K$}-class estimators
and the {PULSE}",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "404--432",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab031",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/404/6380481",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Cizek:2022:MRS,
author = "P. C{\'\i}zek and S. Sadikoglu",
title = "Misclassification-robust semiparametric estimation of
single-index binary-choice models",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "433--454",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac005",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/433/6517309",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Lobato:2022:SSE,
author = "Ignacio N. Lobato and Carlos Velasco",
title = "Single step estimation of {ARMA} roots for
nonfundamental nonstationary fractional models",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "455--476",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac001",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/455/6505131",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Ban:2022:NBT,
author = "Kyunghoon Ban and D{\'e}sir{\'e} K{\'e}dagni",
title = "Nonparametric bounds on treatment effects with
imperfect instruments",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "477--493",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab033",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/477/6445996",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Casoli:2022:PTD,
author = "Chiara Casoli and Riccardo (Jack) Lucchetti",
title = "Permanent-Transitory decomposition of cointegrated
time series via dynamic factor models, with an
application to commodity prices",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "494--514",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utab034",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/494/6490126",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Dimpfl:2022:ESC,
author = "Thomas Dimpfl and Jantje S{\"o}nksen and Ingo Bechmann
and Joachim Grammig",
title = "Estimating the {SARS-CoV-2} infection fatality rate by
data combination: the case of {Germany}'s first wave",
journal = j-ECONOM-J,
volume = "25",
number = "2",
pages = "515--530",
month = may,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac004",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Jun 4 11:28:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/2/515/6517310",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Olden:2022:TDE,
author = "Andreas Olden and Jarle M{\o}en",
title = "The triple difference estimator",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "531--553",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac010",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/531/6545797",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Song:2022:EIT,
author = "Kyungchul Song and Zhengfei Yu",
title = "Estimation and inference on treatment effects under
treatment-based sampling designs",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "554--575",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac008",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/554/6554242",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Chernozhukov:2022:DML,
author = "Victor Chernozhukov and Whitney K. Newey and Rahul
Singh",
title = "Debiased machine learning of global and local
parameters using regularized {Riesz} representers",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "576--601",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac002",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/576/6572833",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Knaus:2022:DML,
author = "Michael C. Knaus",
title = "Double machine learning-based programme evaluation
under unconfoundedness",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "602--627",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac015",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/602/6596870",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Bodory:2022:EWD,
author = "Hugo Bodory and Martin Huber and Luk{\'a}s
Laff{\'e}rs",
title = "Evaluating (weighted) dynamic treatment effects by
double machine learning",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "628--648",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac018",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/628/6604379",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Arkhangelsky:2022:DRI,
author = "Dmitry Arkhangelsky and Guido W. Imbens",
title = "Doubly robust identification for causal panel data
models",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "649--674",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac019",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/649/6617637",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Delgado:2022:DRD,
author = "Miguel A. Delgado and Andr{\'e}s Garc{\'\i}a-Suaza and
Pedro H. C. Sant'Anna",
title = "Distribution regression in duration analysis: an
application to unemployment spells",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "675--698",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac007",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/675/6527572",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Read:2022:AIS,
author = "Matthew Read",
title = "Algorithms for inference in {SVARs} identified with
sign and zero restrictions",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "699--718",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac009",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/699/6529229",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Westerlund:2022:CHF,
author = "Joakim Westerlund and Yousef Kaddoura",
title = "{CCE} in heterogeneous fixed-{$T$} panels",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "719--738",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac012",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/719/6556007",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Hansen:2022:RCE,
author = "Peter Reinhard Hansen",
title = "Relative contagiousness of emerging virus variants: an
analysis of the {Alpha}, {Delta}, and {Omicron}
{SARS-CoV-2} variants",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "739--761",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac011",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/739/6553812",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Korolev:2022:RFE,
author = "Ivan Korolev",
title = "On reduced form estimation of the effect of policy
interventions on the {COVID-19} pandemic",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "762--780",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac013",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/762/6555449",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Bilgel:2022:ECL,
author = "Firat Bilgel",
title = "Effects of {Covid-19} lockdowns on social distancing
in {Turkey}",
journal = j-ECONOM-J,
volume = "25",
number = "3",
pages = "781--805",
month = sep,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac016",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/25/3/781/6590814",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abbring:2023:RES,
author = "Jaap H. Abbring",
title = "{Royal Economic Society Annual Conference 2021}
Special Issue on Econometrics of Dynamic Discrete
Choice",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "Ci--Cii",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac033",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/Ci/6982525",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Aguirregabiria:2023:DDD,
author = "Victor Aguirregabiria",
title = "Dynamic demand for differentiated products with
fixed-effects unobserved heterogeneity",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "C1--C25",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac025",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/C1/6761678",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Otsu:2023:EMD,
author = "Taisuke Otsu and Martin Pesendorfer",
title = "Equilibrium multiplicity in dynamic games: Testing and
estimation",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "C26--C42",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac006",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/C26/6576205",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Menchetti:2023:CCO,
author = "Fiammetta Menchetti and Fabrizio Cipollini and
Fabrizia Mealli",
title = "Combining counterfactual outcomes and {ARIMA} models
for policy evaluation",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "1--24",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac024",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/1/6713620",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Wang:2023:BTU,
author = "Xiaohu Wang and Jun Yu",
title = "Bubble testing under polynomial trends",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "25--44",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac020",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/25/6648704",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Kasy:2023:MSB,
author = "Maximilian Kasy and Alexander Teytelboym",
title = "Matching with semi-bandits",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "45--66",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac021",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/45/6717767",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Li:2023:APM,
author = "Chaojun Li and Yan Liu",
title = "Asymptotic properties of the maximum likelihood
estimator in regime-switching models with time-varying
transition probabilities",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "67--87",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac022",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/67/6671600",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abadir:2023:EMR,
author = "Karim M. Abadir",
title = "Explicit minimal representation of variance matrices,
and its implication for dynamic volatility models",
journal = j-ECONOM-J,
volume = "26",
number = "1",
pages = "88--104",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac023",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Feb 11 10:32:27 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/1/88/6675807",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abbring:2023:DSE,
author = "Jaap H. Abbring",
title = "The {2022 Denis Sargan Econometrics Prize}",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "i--i",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad011",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/i/7160642",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Kreiss:2023:IRD,
author = "Alexander Kreiss and Christoph Rothe",
title = "Inference in regression discontinuity designs with
high-dimensional covariates",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "105--123",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac029",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/105/6957254",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Cui:2023:IES,
author = "Guowei Cui and Vasilis Sarafidis and Takashi
Yamagata",
title = "{IV} estimation of spatial dynamic panels with
interactive effects: large sample theory and an
application on bank attitude towards risk",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "124--146",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac026",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/124/6840229",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Corradi:2023:TQS,
author = "Valentina Corradi and Daniel Gutknecht",
title = "Testing for quantile sample selection",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "147--173",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac027",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/147/6840230",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Yuan:2023:SPI,
author = "Meng Yuan and Pengfei Li and Changbao Wu",
title = "Semi-parametric inference on {Gini} indices of two
semi-continuous populations under density ratio
models",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "174--188",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac028",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/174/6840233",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Kaplan:2023:CLI,
author = "David M. Kaplan and Wei Zhao",
title = "Comparing latent inequality with ordinal data",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "189--214",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac030",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/189/6840227",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Choi:2023:FWP,
author = "Sung Hoon Choi",
title = "Feasible weighted projected principal component
analysis for semi-parametric factor models",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "215--234",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac031",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/215/6840231",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Tsyawo:2023:FIR,
author = "Emmanuel Selorm Tsyawo",
title = "Feasible {IV} regression without excluded
instruments",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "235--256",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac032",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/235/6888009",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Aradillas-Lopez:2023:NTC,
author = "Andr{\'e}s Aradillas-L{\'o}pez and Lidia Kosenkova",
title = "A nonparametric test for cooperation in discrete
games",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "257--278",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad001",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/257/6969418",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Dunker:2023:NIR,
author = "Fabian Dunker and Stefan Hoderlein and Hiroaki Kaido",
title = "Nonparametric identification of random coefficients in
aggregate demand models for differentiated products",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "279--306",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad002",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/279/6967904",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Poignard:2023:EHD,
author = "Benjamin Poignard and Manabu Asai",
title = "Estimation of high-dimensional vector autoregression
via sparse precision matrix",
journal = j-ECONOM-J,
volume = "26",
number = "2",
pages = "307--326",
month = may,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad003",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/2/307/6985002",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Anonymous:2023:RES,
author = "Anonymous",
title = "{Royal Economic Society Annual Conference 2022 Special
Issue on The New Difference-in-Differences}",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "Ci--Cii",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad017",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/Ci/7278391",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{deChaisemartin:2023:TWF,
author = "Cl{\'e}ment de Chaisemartin and Xavier
D'Haultfoeuille",
title = "Two-way fixed effects and differences-in-differences
with heterogeneous treatment effects: a survey",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "C1--C30",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utac017",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/C1/6604378",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Wooldridge:2023:SAN,
author = "Jeffrey M. Wooldridge",
title = "Simple approaches to nonlinear
difference-in-differences with panel data",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "C31--C66",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad016",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/C31/7250479",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Masten:2023:CEA,
author = "Matthew A. Masten and Alexandre Poirier",
title = "Choosing exogeneity assumptions in potential outcome
models",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "327--349",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad005",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/327/7005213",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Alejo:2023:FSR,
author = "Javier Alejo and Antonio F. Galvao and Gabriel
Montes-Rojas",
title = "A first-stage representation for instrumental
variables quantile regression",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "350--377",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad010",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/350/7100955",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Dahl:2023:INT,
author = "Christian M. Dahl and Martin Huber and Giovanni
Mellace",
title = "It is never too {LATE}: a new look at local average
treatment effects with or without defiers",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "378--404",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad013",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/378/7223460",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Margaritella:2023:UIC,
author = "Luca Margaritella and Joakim Westerlund",
title = "Using information criteria to select averages in
{CCE}",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "405--421",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad009",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/405/7100953",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Yang:2023:TWG,
author = "Yimin Yang and Huili Zhang",
title = "Three-way gravity models with multiplicative
unobserved effects",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "422--443",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad012",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/422/7153324",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Boldea:2023:DEM,
author = "Otilia Boldea and Adriana Cornea-Madeira and Jo{\~a}o
Madeira",
title = "Disentangling the effect of measures, variants, and
vaccines on {SARS-CoV-2} infections in {England}: a
dynamic intensity model",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "444--466",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad004",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/444/6998553",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Richter:2023:TPC,
author = "Stefan Richter and Weining Wang and Wei Biao Wu",
title = "Testing for parameter change epochs in {GARCH} time
series",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "467--491",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad006",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/467/7022314",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Zhang:2023:MSV,
author = "Xiao Zhang and Xu Liu and Xingjie Shi",
title = "Model selection for varying coefficient nonparametric
transformation model",
journal = j-ECONOM-J,
volume = "26",
number = "3",
pages = "492--512",
month = sep,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad007",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Thu Oct 12 08:49:10 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/26/3/492/7075872",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abbring:2024:RESa,
author = "Jaap H. Abbring",
title = "{Royal Economic Society Annual Conference 2022 Sargan
Lecture}",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "Ci--Cii",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad029",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/Ci/7502794",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Ng:2024:CHF,
author = "Serena Ng and Susannah Scanlan",
title = "Constructing high frequency economic indicators by
imputation",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "C1--C30",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad024",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/C1/7424127",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Singh:2024:DRC,
author = "Rahul Singh and Liyang Sun",
title = "Double robustness for complier parameters and a
semi-parametric test for complier characteristics",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "1--20",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad019",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/1/7303282",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Beyhum:2024:IVQ,
author = "Jad Beyhum and Lorenzo Tedesco and Ingrid {Van
Keilegom}",
title = "Instrumental variable quantile regression under random
right censoring",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "21--36",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad015",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/21/7231783",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Zhao:2024:ATS,
author = "Puying Zhao and Changbao Wu",
title = "Augmented two-step estimating equations with nuisance
functionals and complex survey data",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "37--61",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad014",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/37/7227331",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Dai:2024:ELC,
author = "Runyu Dai and Yoshimasa Uematsu and Yasumasa Matsuda",
title = "Estimation of large covariance matrices with mixed
factor structures",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "62--83",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad018",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/62/7284383",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{vonBrasch:2024:IES,
author = "Thomas von Brasch and Arvid Raknerud and Trond C.
Vigtel",
title = "Identifying the elasticity of substitution with biased
technical change: a structural panel {GMM} estimator",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "84--106",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad020",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/84/7285795",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Nielsen:2024:PQL,
author = "Heino Bohn Nielsen and Anders Rahbek",
title = "Penalized quasi-likelihood estimation and model
selection with parameters on the boundary of the
parameter space",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "107--125",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad022",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/107/7287596",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Cubadda:2024:VEC,
author = "Gianluca Cubadda and Marco Mazzali",
title = "The vector error correction index model:
representation, estimation and identification",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "126--150",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad023",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/126/7328937",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Ikefuji:2024:RPP,
author = "Masako Ikefuji and Jan R. Magnus and Takashi
Yamagata",
title = "Revealing priors from posteriors with an application
to inflation forecasting in the {UK}",
journal = j-ECONOM-J,
volume = "27",
number = "1",
pages = "151--170",
month = jan,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad021",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat May 25 11:19:12 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/1/151/7288648",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abbring:2024:RESb,
author = "Jaap H. Abbring",
title = "{Royal Economic Society Annual Conference 2023}
Special Session on Weak Identification",
journal = j-ECONOM-J,
volume = "27",
number = "2",
pages = "Ci--Cii",
month = may,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utae011",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/Ci/7697351",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Mikusheva:2024:WIM,
author = "Anna Mikusheva and Liyang Sun",
title = "Weak identification with many instruments",
journal = j-ECONOM-J,
volume = "27",
number = "2",
pages = "C1--C28",
month = may,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utae007",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/C1/7613563",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Abbring:2024:DSE,
author = "Jaap H. Abbring",
title = "The {2023 Denis Sargan Econometrics Prize}",
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volume = "27",
number = "2",
pages = "i--ii",
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year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utae010",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/i/7697348",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
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@Article{Lewbel:2024:IME,
author = "Arthur Lewbel and Xi Qu and Xun Tang",
title = "Ignoring measurement errors in social networks",
journal = j-ECONOM-J,
volume = "27",
number = "2",
pages = "171--187",
month = may,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad028",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/171/7502792",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Archakov:2024:NMG,
author = "Ilya Archakov and Peter Reinhard Hansen and Yiyao
Luo",
title = "A new method for generating random correlation
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journal = j-ECONOM-J,
volume = "27",
number = "2",
pages = "188--212",
month = may,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utad027",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/188/7491065",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Baiardi:2024:VAM,
author = "Anna Baiardi and Andrea A. Naghi",
title = "The value added of machine learning to causal
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volume = "27",
number = "2",
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year = "2024",
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DOI = "https://doi.org/10.1093/ectj/utae004",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/213/7602388",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Klein:2024:SDS,
author = "Alexander Klein and Guy Tchuente",
title = "Spatial differencing for sample selection models with
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volume = "27",
number = "2",
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year = "2024",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/235/7453676",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Li:2024:NTU,
author = "Yanglin Li and Shaoping Wang and Sainan Jin and Zhijie
Xiao",
title = "A new test for unit roots with a partial quadratic
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volume = "27",
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pages = "258--277",
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year = "2024",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/258/7450458",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Liu:2024:ESV,
author = "Qiang Liu and Zhi Liu",
title = "Estimating spot volatility under infinite variation
jumps with dependent market microstructure noise",
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volume = "27",
number = "2",
pages = "278--298",
month = may,
year = "2024",
CODEN = "????",
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ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/278/7521300",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
@Article{Agostini:2024:VPM,
author = "Eleonora Agostini and Francesco Bloise and
Massimiliano Tancioni",
title = "Vaccination policy and mortality from {COVID-19} in
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journal = j-ECONOM-J,
volume = "27",
number = "2",
pages = "299--322",
month = may,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1093/ectj/utae005",
ISSN = "1368-4221 (print), 1368-423X (electronic)",
ISSN-L = "1368-4221",
bibdate = "Sat Oct 12 07:16:35 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib",
URL = "http://academic.oup.com/ectj/article/27/2/299/7597882",
acknowledgement = ack-nhfb,
fjournal = "The Econometrics Journal",
journal-URL = "https://academic.oup.com/ectj",
}
