Valid HTML 4.0! Valid CSS!
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%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.14",
%%%     date            = "12 October 2024",
%%%     time            = "09:41:44 MDT",
%%%     filename        = "jappleconometrics.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "https://www.math.utah.edu/~beebe",
%%%     checksum        = "45744 50557 188951 2019210",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Journal of Applied
%%%                        Econometrics",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of the
%%%                        Journal of Applied Econometrics (CODEN
%%%                        JAECET, ISSN 0883-7252 (print), 1099-1255
%%%                        (electronic)), published by Wiley.
%%%
%%%                        Publication began with volume 1, number 1, in
%%%                        January 1986.  There were four issues per
%%%                        annual volume from volume 1 (1986) to volume
%%%                        10 (1995), then six per volume from volume 11
%%%                        (1996) to volume 18 (2003), and since then,
%%%                        seven per volume.  Volume 21 had eight
%%%                        issues. There are also special supplemental
%%%                        issues in volumes 4, 7, 8, 9, 10, 19, and 20.
%%%
%%%                        The journal has Web sites at
%%%
%%%                            https://onlinelibrary.wiley.com/journal/10991255
%%%                            https://www.jstor.org/journal/japplecon
%%%
%%%                        At version 1.14, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             1986 (  30)    1999 (  36)    2012 (  59)
%%%                             1987 (  33)    2000 (  40)    2013 (  58)
%%%                             1988 (  35)    2001 (  49)    2014 (  62)
%%%                             1989 (  47)    2002 (  40)    2015 (  59)
%%%                             1990 (  39)    2003 (  45)    2016 (  74)
%%%                             1991 (  48)    2004 (  51)    2017 (  78)
%%%                             1992 (  62)    2005 (  53)    2018 (  70)
%%%                             1993 (  56)    2006 (  69)    2019 (  75)
%%%                             1994 (  57)    2007 (  65)    2020 (  58)
%%%                             1995 (  59)    2008 (  47)    2021 (  62)
%%%                             1996 (  58)    2009 (  65)    2022 (  79)
%%%                             1997 (  43)    2010 (  55)    2023 (  69)
%%%                             1998 (  41)    2011 (  59)    2024 (  73)
%%%
%%%                             Article:       2158
%%%
%%%                             Total entries: 2158
%%%
%%%                        Entries for this bibliography have been
%%%                        derived primarily from data at the Wiley Web
%%%                        site, but have been augmented by data from
%%%                        the BibNet Project and TeX User Group
%%%                        bibliography archives.
%%%
%%%                        Spelling has been verified with the UNIX
%%%                        spell and GNU ispell programs using the
%%%                        exception dictionary stored in the companion
%%%                        file with extension .sok.  BibTeX citation
%%%                        tags are uniformly chosen as
%%%                        name:year:abbrev, where name is the family
%%%                        name of the first author or editor, year is a
%%%                        4-digit number, and abbrev is a 3-letter
%%%                        condensation of important title
%%%                        words. Citation tags were automatically
%%%                        generated by software developed for the
%%%                        BibNet Project.  In this bibliography,
%%%                        entries are sorted in publication order using
%%%                        bibsort -byvolume.
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
%%%                        equivalent of the standard UNIX wc (word
%%%                        count) utility output of lines, words, and
%%%                        characters.  This is produced by Robert
%%%                        Solovay's checksum utility.",
%%%  }
%%% ====================================================================
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@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/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-J-APPL-ECONOMETRICS   = "Journal of Applied Econometrics"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
%%% TO DO: check article page gaps in Wiley Web pages:
%%%     page gap of  20 between [8(4) 339--340] [8(4) 361--381]
@Article{Pesaran:1986:ES,
  author =       "M. Hashem Pesaran",
  title =        "Editorial statement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "1",
  pages =        "1--4",
  month =        jan,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1986",
}

@Article{Stone:1986:NML,
  author =       "Richard Stone",
  title =        "{Nobel} memorial lecture 1984. {The} accounts of
                 society",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "1",
  pages =        "5--28",
  month =        jan,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1986",
}

@Article{Cameron:1986:EMB,
  author =       "A. Colin Cameron and Pravin K. Trivedi",
  title =        "Econometric models based on count data. {Comparisons}
                 and applications of some estimators and tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "1",
  pages =        "29--53",
  month =        jan,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1986",
}

@Article{Blundell:1986:SCM,
  author =       "Richard Blundell and Costas Meghir",
  title =        "Selection criteria for a microeconometric model of
                 labour supply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "1",
  pages =        "55--80",
  month =        jan,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1986",
}

@Article{Veall:1986:EEP,
  author =       "Michael R. Veall",
  title =        "On estimating the effects of peak demand pricing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "1",
  pages =        "81--93",
  month =        jan,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1986",
}

@Article{Rees:1986:EAS,
  author =       "Hedley Rees and Anup Shah",
  title =        "An empirical analysis of self-employment in the
                 {U.K.}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "1",
  pages =        "95--108",
  month =        jan,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1986",
}

@Article{Anonymous:1986:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1986",
}

@Article{Ridder:1986:EHA,
  author =       "G. Ridder",
  title =        "An event history approach to the evaluation of
                 training, recruitment and employment programmes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "2",
  pages =        "109--126",
  month =        apr,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1986",
}

@Article{Geweke:1986:EII,
  author =       "John Geweke",
  title =        "Exact inference in the inequality constrained normal
                 linear regression model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "2",
  pages =        "127--141",
  month =        apr,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1986",
}

@Article{Smith:1986:EIC,
  author =       "P. N. Smith and M. R. Wickens",
  title =        "An empirical investigation into the causes of failure
                 of the monetary model of the exchange rate",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "2",
  pages =        "143--162",
  month =        apr,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1986",
}

@Article{Hall:1986:FEM,
  author =       "S. G. Hall and S. G. B. Henry and C. B. Johns",
  title =        "Forecasting with an econometric model: Some recent
                 results using the national institute model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "2",
  pages =        "163--183",
  month =        apr,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1986",
}

@Article{Bronsard:1986:CAD,
  author =       "Camille Bronsard and Lise Salvas-Bronsard",
  title =        "Commodity and asset demands with and without quantity
                 constraints in the labour market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "2",
  pages =        "185--208",
  month =        apr,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1986",
}

@Article{Anonymous:1986:CEa,
  author =       "Anonymous",
  title =        "Calendar of events",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "2",
  pages =        "209--210",
  month =        apr,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1986",
}

@Article{Anonymous:1986:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1986",
}

@Article{Shapiro:1986:CUC,
  author =       "Matthew D. Shapiro",
  title =        "Capital utilization and capital accumulation: Theory
                 and evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "211--234",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Quandt:1986:UDS,
  author =       "Richard E. Quandt and Harvey S. Rosen",
  title =        "Unemployment, disequilibrium and the short run
                 {Phillips} curve: An econometric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "235--253",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See correction and extension \cite{Quandt:1987:UDS}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Cuthbertson:1986:BUK,
  author =       "Keith Cuthbertson",
  title =        "The behaviour of {U.K.} export prices of manufactured
                 goods 1970--1983",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "255--275",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Keen:1986:ZEE,
  author =       "Michael Keen",
  title =        "Zero expenditures and the estimation of {Engel}
                 curves",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "277--286",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Raj:1986:RFP,
  author =       "Baldev Raj and Pierre L. Siklos",
  title =        "The role of fiscal policy in the {St. Louis} model: An
                 evaluation and some new evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "287--294",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Anonymous:1986:CEb,
  author =       "Anonymous",
  title =        "Calendar of events",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "295--296",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Anonymous:1986:CPJ,
  author =       "Anonymous",
  title =        "Call for paper: Journal of forecasting: Special issue
                 on predicting saturation and logistic growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "296--296",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Anonymous:1986:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jun,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "June 1986",
}

@Article{Wren-Lewis:1986:EMU,
  author =       "Simon Wren-Lewis",
  title =        "An econometric model of {U.K.} manufacturing
                 employment using survey data on expected output",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "297--316",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{Bera:1986:APP,
  author =       "Anil K. Bera and Srinivasan Kannan",
  title =        "An adjustment procedure for predicting systematic
                 risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "317--332",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{Nakamura:1986:FDM,
  author =       "Shinichiro Nakamura",
  title =        "A flexible dynamic model of multiproduct technology
                 for the {West} {German} economy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "333--344",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{McIntosh:1986:DMR,
  author =       "James McIntosh and Stephen Satchell and Anjum Nasim",
  title =        "Differential mortality in Rural {Bangladesh}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "345--353",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{Cuthbertson:1986:MAD,
  author =       "Keith Cuthbertson and Mark P. Taylor",
  title =        "Monetary anticipation and the demand for money in the
                 {U.K.}: Testing rationality in the shock-absorber
                 hypothesis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "355--365",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{Anonymous:1986:CEc,
  author =       "Anonymous",
  title =        "Calender of Events",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "366--367",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{Anonymous:1986:CP,
  author =       "Anonymous",
  title =        "Call for Papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "368--368",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{Anonymous:1986:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "1",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct,
  year =         "1986",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950010401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1986",
}

@Article{Turnovsky:1987:AMD,
  author =       "Stephen J. Turnovsky and Mark E. Wohar",
  title =        "Alternative modes of deficit financing and endogenous
                 monetary and fiscal policy in the {U.S.A.} 1923--1982",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "1--25",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Atkinson:1987:BAA,
  author =       "Scott E. Atkinson and Thomas D. Crocker",
  title =        "A {Bayesian} approach to assessing the robustness of
                 hedonic property value studies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "27--45",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Hall:1987:FLM,
  author =       "S. G. Hall",
  title =        "A forward looking model of the exchange rate",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "47--60",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Gregory:1987:FWT,
  author =       "Allan W. Gregory and Michael R. Veall",
  title =        "Formulating {Wald} tests of the restrictions implied
                 by the rational expectations hypothesis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "61--68",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Mahmud:1987:EDF,
  author =       "S. F. Mahmud and A. L. Robb and W. M. Scarth",
  title =        "On estimating dynamic factor demands",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "69--75",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Trivedi:1987:SR,
  author =       "P. K. Trivedi",
  title =        "Software reviews",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "77--77",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Byron:1987:SR,
  author =       "R. P. Byron",
  title =        "Shazam: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "79--82",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Anonymous:1987:CEa,
  author =       "Anonymous",
  title =        "Calender of events",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "83--84",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Anonymous:1987:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1987",
}

@Article{Anonymous:1987:Aa,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "i--i",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Joskow:1987:PCB,
  author =       "Paul L. Joskow and Richard Schmalensee",
  title =        "The performance of coal-burning electric generating
                 units in the {United States}: 1960--1980",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "85--109",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Davis:1987:SFCa,
  author =       "E. P. Davis",
  title =        "A stock-flow consistent macro-econometric model of the
                 {UK} economy --- {Part I}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "111--132",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Parke:1987:MMC,
  author =       "William R. Parke",
  title =        "Macroeconometric model comparison and evaluation
                 techniques: A practical appraisal",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "133--144",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Montmarquette:1987:EMH,
  author =       "Claude Montmarquette and Luc Monty",
  title =        "An empirical model of a household's choice of
                 activities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "145--158",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Alaouze:1987:EES,
  author =       "Chris M. Alaouze",
  title =        "Empirical evidence on the sign of the slope of the
                 hazard rate from unemployment from a fixed effects
                 model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "159--168",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Anonymous:1987:CEb,
  author =       "Anonymous",
  title =        "Calender of events",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "169--170",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Anonymous:1987:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1987",
}

@Article{Anonymous:1987:Ab,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "i--i",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Crafts:1987:CS,
  author =       "N. F. R. Crafts",
  title =        "Cliometrics, 1971--1986: A survey",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "171--192",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Feinstone:1987:MME,
  author =       "Lauren J. Feinstone",
  title =        "Minute by minute: Efficiency, normality, and
                 randomness in intra-daily asset prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "193--214",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{VanSoest:1987:MEA,
  author =       "Arthur {Van Soest} and Peter Kooreman",
  title =        "A micro-econometric analysis of vacation behaviour",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "215--226",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Kodde:1987:PTN,
  author =       "David A. Kodde and Franz C. Palm",
  title =        "A parametric test of the negativity of the
                 substitution matrix",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "227--235",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Smith:1987:TEL,
  author =       "Richard J. Smith",
  title =        "Testing for exogeneity in limited dependent variable
                 models using a simplified likelihood ratio statistic",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "237--245",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Quandt:1987:UDS,
  author =       "Richard E. Quandt and Harvey S. Rosen",
  title =        "Unemployment, disequilibrium and the short-run
                 {Phillips} curve: Correction and extension",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "247--249",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Quandt:1986:UDS}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Melfi:1987:LR,
  author =       "C. A. Melfi",
  title =        "Limdep: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "251--255",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Anonymous:1987:CEc,
  author =       "Anonymous",
  title =        "Calender of events",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "257--258",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Anonymous:1987:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1987",
}

@Article{Anonymous:1987:Ac,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "4",
  pages =        "i--i",
  month =        oct,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1987",
}

@Article{Davis:1987:SFCb,
  author =       "E. P. Davis",
  title =        "A stock-flow consistent macro-econometric model of the
                 {UK} economy --- {Part II}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "4",
  pages =        "259--307",
  month =        oct,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1987",
}

@Article{Edison:1987:QRP,
  author =       "Hali J. Edison and Jan Tore Klovland",
  title =        "A quantitative reassessment of the purchasing power
                 parity hypothesis: Evidence from {Norway} and the
                 {United Kingdom}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "4",
  pages =        "309--333",
  month =        oct,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1987",
}

@Article{Browne:1987:SQA,
  author =       "F. X. Browne",
  title =        "Sluggish quantity adjustment in a non-clearing market
                 --- a disequilibrium econometric application to the
                 loan market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "4",
  pages =        "335--349",
  month =        oct,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1987",
}

@Article{Anonymous:1987:CEd,
  author =       "Anonymous",
  title =        "Calender of events",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "4",
  pages =        "351--352",
  month =        oct,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1987",
}

@Article{Anonymous:1987:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "2",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct,
  year =         "1987",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950020401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October 1987",
}

@Article{Desai:1988:KME,
  author =       "Meghnad Desai and Guglielmo Weber",
  title =        "A {Keynesian} macro-econometric model of the {UK}:
                 1955--1984",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "1",
  pages =        "1--33",
  month =        jan,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1988",
}

@Article{Robinson:1988:SES,
  author =       "P. M. Robinson",
  title =        "Semiparametric econometrics: A survey",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "1",
  pages =        "35--51",
  month =        jan,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1988",
}

@Article{Melnick:1988:PWI,
  author =       "Rafi Melnick",
  title =        "Prices, wages, and import prices in {Israel}:
                 1970--1983",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "1",
  pages =        "53--67",
  month =        jan,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1988",
}

@Article{Melfi:1988:TEA,
  author =       "C. A. Melfi and A. J. Rogers",
  title =        "A test for the existence of allocative inefficiency in
                 firms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "1",
  pages =        "69--80",
  month =        jan,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1988",
}

@Article{Gandolfo:1988:A,
  author =       "Giancarlo Gandolfo",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "1",
  pages =        "81--81",
  month =        jan,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1988",
}

@Article{Gandolfo:1988:BRS,
  author =       "Giancarlo Gandolfo",
  title =        "Book Review: {{\booktitle{Sources of international
                 comparative advantage: Theory and evidence}}. By E. E.
                 Leamer. (Cambridge, Massachusetts: MIT Press, 1984. Pp.
                 xxi + 353. \$60.75 cloth; \$16.95 paper)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "1",
  pages =        "83--85",
  month =        jan,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1988",
}

@Article{Anonymous:1988:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1988",
}

@Article{Pagan:1988:EAM,
  author =       "Adrian Pagan and Aman Ullah",
  title =        "The econometric analysis of models with risk terms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "87--105",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Geroski:1988:PMP,
  author =       "P. A. Geroski",
  title =        "In pursuit of monopoly power: Recent quantitative work
                 in industrial: Economics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "107--123",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Rahiala:1988:FFP,
  author =       "Markku Rahiala and Timo Ter{\"a}svirta",
  title =        "Formation of firms' production decisions in {Finnish}
                 manufacturing industries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "125--137",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Koenker:1988:ATE,
  author =       "Roger Koenker",
  title =        "Asymptotic theory and econometric practice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "139--147",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Cornwell:1988:EEP,
  author =       "Christopher Cornwell and Peter Rupert",
  title =        "Efficient estimation with panel data: An empirical
                 comparison of instrumental variables estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "149--155",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Hallett:1988:PCE,
  author =       "Andrew Hughes Hallett",
  title =        "{Professor Chow}'s {{\booktitle{Econometrics}}}: A
                 review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "157--164",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Visco:1988:BRA,
  author =       "Ignazio Visco",
  title =        "Book Review: {{\booktitle{Advanced Econometric
                 Methods}}. By Thomas B. Fomby, R. Carter Hill AND
                 Stanley R. Johnson. (Springer Verlag, New York, Berlin,
                 Heidelberg, Tokyo, 1984. ISBN 0-387-90908-7. \$54.00.
                 pp. xix + 624)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "165--168",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Anonymous:1988:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April 1988",
}

@Article{Kiefer:1988:ECJ,
  author =       "Nicholas M. Kiefer",
  title =        "Employment contracts, job search theory, and labour
                 turnover: Preliminary empirical: Results",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "169--186",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{McCurdy:1988:TMH,
  author =       "Thomas H. McCurdy and Ieuan G. Morgan",
  title =        "Testing the martingale hypothesis in deutsche mark
                 futures with models specifying the form of
                 heteroscedasticity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "187--202",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Hughes:1988:SFC,
  author =       "Michael D. Hughes",
  title =        "A stochastic frontier cost function for residential
                 child care provision",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "203--214",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Mercenier:1988:MST,
  author =       "Jean Mercenier and Khalid Sekkat",
  title =        "Money stock targeting and money supply: An
                 intertemporal optimization approach (with an
                 application to {Canada})",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "215--228",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Gill:1988:CES,
  author =       "Andrew M. Gill",
  title =        "Choice of employment status and the wages of employees
                 and the self-employed: Some further evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "229--234",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Trivedi:1988:SRS,
  author =       "Pravin K. Trivedi",
  title =        "Software reviews: Statistical software tools {(SST)}
                 version 1.1: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "235--239",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Bewley:1988:AR,
  author =       "Ronald Bewley",
  title =        "Autobox: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "240--244",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{White:1988:SR,
  author =       "K. J. White",
  title =        "Shazam: A response",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "245--247",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Carlucci:1988:BRE,
  author =       "Francesco Carlucci",
  title =        "Book Review: {{\booktitle{Econometric Methods}}, third
                 edition, By J. Johnston. (McGraw-Hill, New York, 1984,
                 pp. vii + 568, ISBN 0-07-032685, \$28.95)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "249--254",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030311",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Malgrange:1988:BRS,
  author =       "Pierre Malgrange",
  title =        "Book Review: {{\booktitle{Structural Sensitivity in
                 Econometric Models}}, By E. Kuh, J. Neese and P.
                 Hollinger. (John Wiley, New York, 1985, pp. ix + 324,
                 ISBN 0-471-81930-1, cloth \$49.50)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "249--254",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Anonymous:1988:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1988",
}

@Article{Osborn:1988:SHP,
  author =       "Denise R. Osborn",
  title =        "Seasonality and habit persistence in a life cycle
                 model of consumption",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "255--266",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Galeotti:1988:TMQ,
  author =       "Marzio Galeotti",
  title =        "{Tobin}'s marginal ` q ' and tests of the firm's
                 dynamic equilibrium",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "267--277",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Chou:1988:VPS,
  author =       "Ray Yeutien Chou",
  title =        "Volatility persistence and stock valuations: Some
                 empirical evidence using {GARCH}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "279--294",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Mackinnon:1988:PER,
  author =       "James G. Mackinnon and Ross D. Milbourne",
  title =        "Are price equations really money demand equations on
                 their heads?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "295--305",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Mishkin:1988:ITS,
  author =       "Frederic S. Mishkin",
  title =        "The information in the term structure: Some further
                 results",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "307--314",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Cifarelli:1988:BRM,
  author =       "Giulio Cifarelli",
  title =        "Book Review: {{\booktitle{Measurement error models}},
                 W. A. Fuller, John Wiley and Sons, New York, 1987. ISBN
                 0-471-86187-1. \$44.95, pp. xxiii + 440}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "315--317",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Ericsson:1988:SRR,
  author =       "Neil R. Ericsson and K. N. Berk",
  title =        "Softwear reviews: A review of {\tt data-fit}: An
                 interactive econometric modelling package for
                 {IBM}-compatible {PCs}: 1. {Introduction} and
                 methodological overview",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "319--332",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Terasvirta:1988:RPG,
  author =       "Timo Ter{\"a}svirta",
  title =        "A review of {PC-give}: A statistical package for
                 econometric modelling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "333--340",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Anonymous:1988:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "3",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct # "--" # dec,
  year =         "1988",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950030401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1988",
}

@Article{Diebold:1989:DER,
  author =       "Francis X. Diebold and Marc Nerlove",
  title =        "The dynamics of exchange rate volatility: A
                 multivariate latent factor {ARCH} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "1--21",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Jones:1989:DHM,
  author =       "Andrew M. Jones",
  title =        "A double-hurdle model of cigarette consumption",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "23--39",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Fry:1989:CTC,
  author =       "Vanessa Fry and Panos Pashardes",
  title =        "Constructing the true cost of living index from the
                 {Engel} curves of the {PIGLOG} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "41--56",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Gyimah-Brempong:1989:PPS,
  author =       "Kwabena Gyimah-Brempong",
  title =        "Production of public safety: Are socioeconomic
                 characteristics of local communities important
                 factors?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "57--71",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Brillet:1989:EMM,
  author =       "Jean-Louis Brillet",
  title =        "Econometric modelling on microcomputers: A review of
                 major software packages",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "73--92",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{White:1989:NFW,
  author =       "Kenneth J. White",
  title =        "{NAG Fortran Workstation Library}: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "93--96",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/fortran2.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Sonnberger:1989:BRRa,
  author =       "Harald Sonnberger",
  title =        "Book Review: {{\booktitle{Regression diagnostics:
                 Identifying influential data and sources of
                 collinearity}}, by D. A. Belsley, K. Kuh and R. E.
                 Welsch. (John Wiley and Sons, New York, 1980, pp. xv +
                 292, ISBN 0-471-05856-4, cloth \$39.95)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "97--99",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Milana:1989:BRA,
  author =       "Carlo Milana",
  title =        "Book Review: {{\booktitle{Applied demand analysis}},
                 by R. L. Thomas. (Longman, London: 1987, pp. viii +
                 104, ISBN 0-582-29723-0. \pounds 5.95 (paper))}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "100--102",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Anonymous:1989:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan # "--" # mar,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1989",
}

@Article{Crafts:1989:CLV,
  author =       "N. F. R. Crafts and S. J. Leybourne and T. C. Mills",
  title =        "The climacteric in {Late Victorian Britain} and
                 {France}: A reappraisal of the evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "103--117",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Engel:1989:TIC,
  author =       "Charles Engel and Anthony P. Rodrigues",
  title =        "Tests of international {CAPM} with time-varying
                 covariances",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "119--138",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Shea:1989:EPR,
  author =       "Gary S. Shea",
  title =        "Ex-post rational price approximations and the
                 empirical reliability of the present-value relation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "139--159",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Petit:1989:FMP,
  author =       "Maria Luisa Petit",
  title =        "Fiscal and monetary policy co-ordination: A
                 differential game approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "161--179",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Montmarquette:1989:DSM,
  author =       "Claude Montmarquette and Sophie Mahseredjian",
  title =        "Does school matter for educational achievement? {A}
                 two-way nested-error components analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "181--193",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Diebold:1989:STS,
  author =       "Francis X. {Diebold}",
  title =        "Structural time series analysis and modelling package:
                 A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "195--204",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Watson:1989:MR,
  author =       "Mark W. Watson",
  title =        "{MTS}: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "205--206",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Hallett:1989:BRA,
  author =       "Andrew Hughes Hallett",
  title =        "Book Review: {{\booktitle{Advances in econometrics,
                 Fifth World Congress of the Econometric Society}},
                 Volumes I and II. Edited by T. F. Bewley, Cambridge
                 University Press, Cambridge and New York, 1988
                 (Econometric Society Monographs 13 and 14), ISBN
                 0-521-34430-1 and 0-521-34552, \pounds 27.50 per volume
                 (hardcover), pp. viii + 313 and viii + 259}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "207--209",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040209",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Giovannetti:1989:BRL,
  author =       "Giorgia Giovannetti",
  title =        "Book Review: {{\booktitle{The linear regression model
                 under test}}, by W. Kr{\"a}mer and H. Sonnberger.
                 Physica Verlag, Heidelberg, 1986, ISBN 3-7908-0356-1
                 cloth, D.M. 98.00, pp. i--ix + 189}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "209--211",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040210",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Anonymous:1989:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr # "--" # jun,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1989",
}

@Article{Evans:1989:OUD,
  author =       "George W. Evans",
  title =        "Output and unemployment dynamics in the {United
                 States}: 1950--1985",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "213--237",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Demetriades:1989:RBL,
  author =       "Panikos O. Demetriades",
  title =        "The relationship between the level and variability of
                 inflation: Theory and evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "239--250",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{McIntosh:1989:QRA,
  author =       "James McIntosh and Fabio Schiantarelli and William
                 Low",
  title =        "A qualitative response analysis of {UK} firms'
                 employment and output decisions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "251--264",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Bernstein:1989:EES,
  author =       "Jeffrey I. Bernstein",
  title =        "An examination of the equilibrium specification and
                 structure of production for {Canadian}
                 telecommunications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "265--282",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Kohli:1989:CEW,
  author =       "U. Kohli",
  title =        "Consistent estimation when the left-hand variable is
                 exogenous over part of the sample period",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "283--293",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Corbae:1989:RWT,
  author =       "Dean Corbae and Sam Ouliaris",
  title =        "A random walk through the {Gibson} paradox",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "295--303",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Baillie:1989:FMR,
  author =       "Richard T. Baillie",
  title =        "Forecast master: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "305--307",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Sonnberger:1989:BRRb,
  author =       "Harald Sonnberger",
  title =        "Book Review: {{\booktitle{Robust regression and
                 outlier detection}}, P. J. Rousseeuw and A. M. Leroy.
                 John Wiley and Sons, New York, 1987. ISBN
                 0-471-85233-3. cloth \pounds 34.50, pp. xiv + 329}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "309--311",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Milana:1989:BRC,
  author =       "Carlo Milana",
  title =        "Book Review: {{\booktitle{The Cambridge multisectoral
                 dynamic model of the British economy}}, edited by T.
                 Barker and W. Peterson, Cambridge University Press,
                 Cambridge, UK, 1987. ISBN 0-521-33004-1, \pounds 35,
                 pp. xxiv + 507}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "311--313",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Anonymous:1989:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1989",
}

@Article{Anonymous:1989:AR,
  author =       "Anonymous",
  title =        "Acknowledgement of referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "315--315",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Turner:1989:DPL,
  author =       "David S. Turner and Kenneth F. Wallis and John D.
                 Whitley",
  title =        "Differences in the properties of large-scale
                 macroeconometric models: The role of labour market
                 specifications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "317--344",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Smith:1989:MME,
  author =       "R. P. Smith",
  title =        "Models of military expenditure",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "345--359",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Moon:1989:MCC,
  author =       "Choon-Geol Moon",
  title =        "A {Monte Carlo} comparison of semiparametric Tobit
                 estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "361--382",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Greenberg:1989:SPD,
  author =       "E. Greenberg and W. A. Pollard and W. T. Alpert",
  title =        "Statistical properties of data stretching",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "383--391",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Goldstein:1989:SAS,
  author =       "Richard Goldstein and Jennifer Anderson and Arlene Ash
                 and Ben Craig and David Harrington and Marcello
                 Pagano",
  title =        "Survival analysis software on {MS/PC--DOS} computers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "393--414",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Phillips:1989:BRL,
  author =       "Peter C. B. Phillips",
  title =        "Book Review: {{\booktitle{Lectures on Advanced
                 Econometric Theory}}, Denis Sargan (edited by Meghnad
                 Desai). Basil Blackwell, Oxford, 1988. Price (cloth):
                 \pounds 25, pp. xi + 176}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "415--418",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Sordi:1989:BRC,
  author =       "Serena Sordi",
  title =        "Book Review: {{\booktitle{Contributions of business
                 cycle surveys to empirical economics (papers presented
                 at the 18th CIRET Conference, Zurich 1987)}}, edited by
                 K. H. Oppenl{\"a}nder and G. Poser. (Avebury,
                 Aldershot, England: 1988, ISBN 0-566-05629-1, \pounds
                 45.00 hardbound), pp. xxxv + 669}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "418--421",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{Anonymous:1989:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct # "--" # dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1989",
}

@Article{McAleer:1989:I,
  author =       "Michael McAleer",
  title =        "Introduction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S1--S3",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040502",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Leamer:1989:PCR,
  author =       "Edward E. Leamer",
  title =        "Planning, criticism, and revision",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S5--S27",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040503",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Pagan:1989:DTM,
  author =       "Adrian Pagan and Frank Vella",
  title =        "Diagnostic tests for models based on individual data:
                 A survey",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S29--S59",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040504",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Horowitz:1989:STC,
  author =       "Joel L. Horowitz and George R. Neumann",
  title =        "Specification testing in censored regression models:
                 Parametric and semiparametric methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S61--S86",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040505",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Kennan:1989:SBM,
  author =       "John Kennan and Robert Wilson",
  title =        "Strategic bargaining models and interpretation of
                 strike data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S87--S130",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040506",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Aigner:1989:SSR,
  author =       "Dennis J. Aigner and Khalifa Ghali",
  title =        "Self-selection in the residential electricity
                 time-of-use pricing experiments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S131--S144",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040507",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Granger:1989:IPS,
  author =       "C. W. J. Granger and T. H. Lee",
  title =        "Investigation of production, sales and inventory
                 relationships using multicointegration and
                 non-symmetric error correction models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S145--S159",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040508",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Taylor:1989:MPS,
  author =       "John B. Taylor",
  title =        "Monetary policy and the stability of macroeconomic
                 relationships",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "S161--S178",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040509",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Anonymous:1989:Me,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "4",
  number =       "S1",
  pages =        "fmi--fmi",
  month =        dec,
  year =         "1989",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950040501",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1989",
}

@Article{Han:1990:FPE,
  author =       "Aaron Han and Jerry A. Hausman",
  title =        "Flexible parametric estimation of duration and
                 competing risk models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "1--28",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Domowitz:1990:IEC,
  author =       "Ian Domowitz and Craig S. Hakkio",
  title =        "Interpreting an error correction model: Partial
                 adjustment, forward-looking behaviour, and dynamic
                 international money demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "29--46",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Jaeger:1990:SAM,
  author =       "Albert Jaeger and Robert M. Kunst",
  title =        "Seasonal adjustment and measuring persistence in
                 output",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "47--58",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Seale:1990:ESF,
  author =       "James L. {Seale, Jr.}",
  title =        "Estimating stochastic frontier systems with unbalanced
                 panel data: The case of floor tile manufactories in
                 {Egypt}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "59--74",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Kalirajan:1990:MEE,
  author =       "K. P. Kalirajan",
  title =        "On measuring economic efficiency",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "75--85",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Larsen:1990:SRR,
  author =       "Hans Larsen",
  title =        "Software reviews. {A} review of {RATS} 3.0: Software
                 for econometric modelling, forecasting, and
                 simulation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "87--91",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  keywords =     "Regression Analysis of Time Series (RATS)",
  onlinedate =   "January/March 1990",
}

@Article{Anonymous:1990:BRS,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Sensitivity analysis in
                 linear regression}}, S. Chatterjee and A. S. Hadi. John
                 Wiley and Sons, New York, 1988. ISBN 0-471-82216-7,
                 \$25.95 hardbound, pp. xiv + 315}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "93--96",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Anonymous:1990:BRE,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Empirical macroeconomics for
                 interdependent economies}}, (two volumes). Edited by R.
                 C. Bryant, D. W. Henderson, G. Holtham. Hooper and S.
                 Symansky. (The Brookings Institution, Washington, DC,
                 1988. pp. xvii --- 342 and viii + 347, ISBN 0-8157-1
                 140-9 and 0-8157-1 139-5 (Supplemental Volume). \pounds
                 30.50 the set)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "96--98",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Anonymous:1990:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan # "--" # mar,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1990",
}

@Article{Newey:1990:SEB,
  author =       "Whitney K. Newey",
  title =        "Semiparametric efficiency bounds",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "99--135",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Sterbenz:1990:ASE,
  author =       "Frederic P. Sterbenz and Giorgio Calzolari",
  title =        "Alternative specifications of the error process in the
                 stochastic simulation of econometric models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "137--150",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Alessie:1990:POS,
  author =       "Rob Alessie and Raymond Gradus and Bertrand
                 Melenberg",
  title =        "The problem of not observing small expenditures in a
                 consumer expenditure survey",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "151--166",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Meen:1990:MRT,
  author =       "Geoffrey P. Meen",
  title =        "The measurement of rationing and the treatment of
                 structural change in the {UK} mortgage market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "167--187",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Majumder:1990:DPI,
  author =       "Amita Majumder and Satya Ranjan Chakravarty",
  title =        "Distribution of personal income: Development of a new
                 model and its application to {U.S.} income data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "189--196",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Anonymous:1990:BRMa,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Modelling the Labour
                 Market}}, edited by M. Beenstock. (Chapman and Hall,
                 London, 1988, pp. xii + 206, ISBN 0-412-28830-3,
                 \pounds 32.50, hardcover)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "197--199",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Anonymous:1990:BRMb,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Macroeconometric modelling
                 of the Indian economy. Studies on inflation and
                 growth}}, K. Krishnamurty and V. Pandit. Forword by L.
                 R. Klein. (Hindustan Publishing Corporation, Dehli,
                 1985, pp. xii + 159, ISBN, cloth, \pounds )}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "199--202",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Anonymous:1990:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr # "--" # jun,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1990",
}

@Article{Monfort:1990:VMS,
  author =       "A. Monfort and R. Rabemananjara",
  title =        "From a var model to a structural model, with an
                 application to the wage-price spiral",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "203--227",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Kodde:1990:ALS,
  author =       "D. A. Kodde and F. C. Plam and G. A. Pfann",
  title =        "Asymptotic least-squares estimation efficiency
                 considerations and applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "229--243",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Black:1990:DJS,
  author =       "Matthew Black and Robert Moffitt and John T. Warner",
  title =        "The dynamics of job separation: The case of federal
                 employees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "245--262",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Gotz:1990:CDJ,
  author =       "Glenn A. Gotz",
  title =        "Comment on {`The dynamics of job separation: The case
                 of federal employees'}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "263--268",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Black:1990:DJS} and reply
                 \cite{Black:1990:RCG}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Black:1990:RCG,
  author =       "Matthew Black and Robert Moffitt and John Warner",
  title =        "Reply to comment by {Glenn Gotz} on {``The dynamics of
                 job separation: The case of federal employees''}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "269--272",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Black:1990:DJS,Gotz:1990:CDJ}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Keil:1990:CAP,
  author =       "M. W. Keil and W. Richardson",
  title =        "A comparison among partial adjustment, rational
                 expectations and error correction estimates of the
                 {Canadian} demand for money",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "273--291",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Ng:1990:XIW,
  author =       "Pin T. Ng and Robin C. Sickles",
  title =        "`Xplore'-ing the world of nonparametric analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "293--297",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Delgado:1990:KR,
  author =       "Miguel A. Delgado and Thanasis Stengos",
  title =        "N-kernel: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "299--304",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Anonymous:1990:BRT,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{The theory and practice of
                 econometrics}}, O. G. Judge, W. E. Griffith,
                 R. C. Hill, C. H. Lee, and H. L{\"u}tkepohl, second
                 edition, Wiley, New York, 1985. ISBN 0-471-89530-X,
                 \pounds 45.65 Hardcover. Pp. xxix + 1019}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "305--306",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Anonymous:1990:BRI,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Introduction to the Theory
                 and Practice of Econometrics}}, 2nd ed. G. G. Judge, R.
                 C. Hill, W. E. Griffiths, H. Lutkepohl, and T. Lee.
                 John Wiley, New York, 1988, ISBN 0-471-62414-4, cloth.
                 \pounds 85.40. pp. xxxv + 1024}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "306--308",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050311",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Anonymous:1990:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1990",
}

@Article{Schaller:1990:RET,
  author =       "Huntley Schaller",
  title =        "A re-examination of the $q$ theory of investment using
                 {U.S.} firm data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "309--325",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Machin:1990:UFP,
  author =       "Stephen J. Machin and Mark B. Stewart",
  title =        "Unions and the financial performance of {British}
                 private sector establishments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "327--350",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Kunst:1990:CMS,
  author =       "Robert Kunst and Klaus Neusser",
  title =        "Cointegration in a macroeconomic system",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "351--365",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Patel:1990:PPP,
  author =       "Jayendu Patel",
  title =        "Purchasing power parity as a long-run relation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "367--379",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Fair:1990:FIE,
  author =       "Ray C. Fair and John B. Taylor",
  title =        "Full information estimation and stochastic simulation
                 of models with rational expectations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "381--392",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Hall:1990:ASS,
  author =       "S. G. Hall and M. J. Stephenson",
  title =        "An algorithm for the solution of stochastic optimal
                 control problems for large nonlinear econometric
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "393--399",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Baltagi:1990:EEP,
  author =       "Badi H. Baltagi and Sophon Khanti-Akom",
  title =        "On efficient estimation with panel data: An empirical
                 comparison of instrumental variables estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "401--406",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See replication report \cite{Drukker:2003:RRE}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Anonymous:1990:BRP,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Praclical methods of
                 optimization}}, 2nd ed, R. Fletcher. John Wiley and
                 ISBN 0-471-86187, \pounds 24.50. pp. xii + 436. Sons,
                 Chichester, 1987}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "407--409",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Anonymous:1990:BRC,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Component and Correspondence
                 Analysis: Dimension Reduction by Functional
                 Approximation}}, edited by J. L. Van Rijckevorsel and
                 J. De Leeuw. Wiley, New York, 1988. ISBN 0-471-9847-4,
                 cloth. \pounds 19.95. pp. xii + 146}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "409--410",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050410",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Anonymous:1990:CPU,
  author =       "Anonymous",
  title =        "Call for papers. {UCLA} program on applied
                 econometrics and the journal of applied econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "409--410",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050411",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Anonymous:1990:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "5",
  number =       "4",
  pages =        "fmi--fmi",
  month =        sep # "--" # dec,
  year =         "1990",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950050401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September/December 1990",
}

@Article{Salanie:1991:WPA,
  author =       "Bernard Salanie",
  title =        "Wage and price adjustment in a multimarket
                 disequilibrium model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "1--15",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Smith:1991:MPN,
  author =       "Marlene A. Smith and David J. Smyth",
  title =        "Multiple and pairwise non-nested tests of the
                 influence of taxes on money demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "17--30",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Smith:1991:PDM,
  author =       "Gregor W. Smith and Stanley E. Zin",
  title =        "Persistent deficits and the market value of government
                 debt",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "31--44",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Green:1991:TEC,
  author =       "Steven L. Green and Knut Anton Mork",
  title =        "Toward efficiency in the crude-oil market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "45--66",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Sampson:1991:EPU,
  author =       "Michael Sampson",
  title =        "The effect of parameter uncertainty on forecast
                 variances and confidence intervals for unit root and
                 trend stationary time-series models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "67--76",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Hoque:1991:ATR,
  author =       "Asraul Hoque",
  title =        "An application and test for a random coefficient model
                 in {Bangladesh} agriculture",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "77--90",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Bairam:1991:EST,
  author =       "Erkin Bairam",
  title =        "Elasticity of substitution, technical progress and
                 returns to scale in branches of {Soviet} industry: A
                 new {CES} production function approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "91--96",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Trivedi:1991:SST,
  author =       "Pravin K. Trivedi",
  title =        "Statistical software tools {(SST)} Version 2.0: An
                 update",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "97--101",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Rizzi:1991:BRL,
  author =       "Alfredo Rizzi",
  title =        "Book Review: {{\booktitle{Linear structures}}, J. R.
                 Magnus, Oxford, Oxford University Press, 1988. ISBN
                 0-19-520655-X, cloth, \$49.95, pp. xii + 205}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "103--105",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060110",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Nuesch:1991:BRO,
  author =       "P. E. N{\"u}esch",
  title =        "Book Review: {{\booktitle{Order restricted statistical
                 inference}}, T. Robertson, F. T. Wright, R. L. Dykstra
                 Wiley Series in Probability and Mathematical
                 Statistics, John Wiley and Sons, Chichester, 1988. ISBN
                 0-471-91787-7 cloth, \pounds 37.50, pp. 488}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "105--107",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060111",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Anonymous:1991:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan # "--" # mar,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1991",
}

@Article{Baillie:1991:BGE,
  author =       "Richard T. Baillie and Robert J. Myers",
  title =        "Bivariate {GARCH} estimation of the optimal commodity
                 futures Hedge",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "109--124",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Canova:1991:TSP,
  author =       "Fabio Canova and Takatoshi Ito",
  title =        "The time-series properties of the risk premium in the
                 Yen/Dollar exchange market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "125--142",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Lee:1991:TSI,
  author =       "Tom K. Y. Lee and Y. K. Tse",
  title =        "Term structure of interest rates in the {Singapore}
                 {Asian} dollar market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "143--152",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Anderson:1991:EAA,
  author =       "G. J. Anderson",
  title =        "Expenditure allocation across nondurables, services,
                 durables and savings: An empirical study of
                 separability in the long run",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "153--168",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Jaggia:1991:STB,
  author =       "Sanjiv Jaggia",
  title =        "Specification tests based on the heterogeneous
                 generalized gamma model of duration: With an
                 application to {Kennan}'s strike data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "169--180",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Baccouche:1991:DSP,
  author =       "Rafiq Baccouche and Fran{\c{c}}ois Laisney",
  title =        "Describing the separability properties of empirical
                 demand systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "181--206",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Peterson:1991:SRR,
  author =       "Steven P. Peterson",
  title =        "Software review: A review of {Stata} 2.1",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "207--212",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Dineen:1991:PEM,
  author =       "Chris Dineen",
  title =        "Progressive econometric modelling {(PERM)}: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "213--217",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060209",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Persson:1991:BRD,
  author =       "Karl Gunnar Persson",
  title =        "Book Review: {{\booktitle{Domesday economy: A new
                 approach to Anglo--Norman history}}, J. McDonald and G.
                 D. Snooks. Clarendon Press, Oxford, 1986. ISBN
                 0-19-82854-8, cloth \pounds 27.50, pp. xv + 240}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "219--220",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060210",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Kusters:1991:BRE,
  author =       "Ulrich Kusters",
  title =        "Book Review: {{\booktitle{Elements of statistical
                 computing-numerical computation}}, R. A. Thisted.
                 Chapman and Hall, New York and London, 1988. ISBN
                 0-412-01371-1, cloth \pounds 28.50, pp. xx + 427}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "220--224",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060211",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Anonymous:1991:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr # "--" # jun,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1991",
}

@Article{Grogger:1991:MTC,
  author =       "J. T. Grogger and R. T. Carson",
  title =        "Models for truncated counts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "225--238",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Lord:1991:PFC,
  author =       "M. J. Lord",
  title =        "Price formation in commodity markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "239--254",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Nymoen:1991:SLM,
  author =       "R. Nymoen",
  title =        "A small linear model of wage- and price-inflation in
                 the {Norwegian} economy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "255--269",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Conrad:1991:DDN,
  author =       "K. Conrad and M. Schr{\"o}der",
  title =        "Demand for durable and nondurable goods, environmental
                 policy and consumer welfare",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "271--286",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Hols:1991:LDE,
  author =       "Martien C. A. B. Hols and Casper G. {De Vries}",
  title =        "The limiting distribution of extremal exchange rate
                 returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "287--302",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Denton:1991:RTS,
  author =       "F. T. Denton and B. G. Spencer",
  title =        "Resampling a time-series process: A method of
                 estimating the probabilities associated with
                 alternative plans for protecting pensions against
                 inflation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "303--314",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Mackinnon:1991:A,
  author =       "James Mackinnon",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "315--315",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Veall:1991:SR,
  author =       "Michael R. Veall",
  title =        "Shazam 6.2: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "317--320",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Ericsson:1991:UPG,
  author =       "Neil R. Ericsson and Heidi Lyss",
  title =        "An update to {PC-give}: Version 6.01",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "321--325",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Milana:1991:BRF,
  author =       "Carlo Milana",
  title =        "Book Review: {{\booktitle{Functional form and utility.
                 A Review of Consumer Demand Theory}}, Arthur S.
                 Goldberger. Westview Press, Boulder, Colorado, 1987,
                 ISBN 0-8133-7489-8, paper \$24.95, pp. xii + 121}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "327--329",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060311",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Sabani:1991:BRF,
  author =       "Laura Sabani",
  title =        "Book Review: {{\booktitle{Forecasting structural time
                 series models and the Kalman filter}}, A. C. Harvey.
                 Cambridge University Press, Cambridge, 1989. ISBN
                 0-521-32196-4, cloth, \pounds 55.00 Pp. xvi + 554}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "329--331",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060312",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Anonymous:1991:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1991",
}

@Article{Anonymous:1991:EP,
  author =       "Anonymous",
  title =        "Editorial preface",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "i--i",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060414",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Phillips:1991:CCO,
  author =       "P. C. B. Phillips",
  title =        "To criticize the critics: An objective {Bayesian}
                 analysis of stochastic trends",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "333--364",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See comments
                 \cite{Koop:1991:CCC,Leamer:1991:CCC,Poirier:1991:CCC,Sims:1991:CCS}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Koop:1991:CCC,
  author =       "Gary Koop and Mark F. J. Steel",
  title =        "A comment on: {`To criticize the critics: An objective
                 Bayesian analysis of stochastic trends', By Peter C. B.
                 Phillips}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "365--370",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Phillips:1991:CCO}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Leamer:1991:CCC,
  author =       "Edward E. Leamer",
  title =        "Comment on `To criticize the critics'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "371--373",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Phillips:1991:CCO}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Kim:1991:FPV,
  author =       "In-Moo Kim and G. S. Maddala",
  title =        "Flat priors vs. ignorance priors in the analysis of
                 the {$ {\rm AR}(1) $} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "375--380",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Poirier:1991:CCC,
  author =       "Dale J. Poirier",
  title =        "A comment on `To criticize the critics: An objective
                 {Bayesian} analysis of stochastic trends'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "381--386",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Phillips:1991:CCO}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Schotman:1991:BRU,
  author =       "Peter C. Schotman and Herman K. {Van Dijk}",
  title =        "On {Bayesian} routes to unit roots",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "387--401",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Stock:1991:BAU,
  author =       "James H. Stock",
  title =        "{Bayesian} approaches to the `unit root' problem: A
                 comment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "403--411",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Dejong:1991:CTS,
  author =       "David N. Dejong and Charles H. Whiteman",
  title =        "The case for trend-stationarity is stronger than we
                 thought",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "413--421",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Sims:1991:CCS,
  author =       "Christopher A. Sims",
  title =        "Comment by {Christopher A. Sims} on {`To criticize the
                 critics', by Peter C. B. Phillips}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "423--434",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060410",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Phillips:1991:CCO}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Phillips:1991:BRU,
  author =       "P. C. B. Phillips",
  title =        "{Bayesian} routes and unit roots: De rebus prioribus
                 semper est disputandum",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "435--473",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060411",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  keywords =     "De rebus prioribus semper est disputandum (Latin) ==
                 Concerning the former, there is always a debate
                 (English)",
  onlinedate =   "October/December 1991",
}

@Article{Anonymous:1991:UPA,
  author =       "Anonymous",
  title =        "{UCLA Program in Applied Econometrics Conference on
                 Nonlinear Dynamics and Econometrics. April 5--6,
                 1991}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "475--477",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060412",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Anonymous:1991:ICE,
  author =       "Anonymous",
  title =        "International conference on: Econometric inference
                 using simulation techniques",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "478--478",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060413",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Anonymous:1991:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "6",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct # "--" # dec,
  year =         "1991",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950060401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1991",
}

@Article{Pesaran:1992:Aa,
  author =       "M. Hashem Pesaran",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "1--2",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Anonymous:1992:ARa,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "3--3",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Bergstrom:1992:TAD,
  author =       "R. Bergstr{\"o}m and P.-A. Edin",
  title =        "Time aggregation and the distributional shape of
                 unemployment duration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "5--30",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Cotterman:1992:CAA,
  author =       "R. Cotterman and F. Peracchi",
  title =        "Classification and aggregation: An application to
                 industrial classification in {CPS} data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "31--51",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Chambers:1992:ECT,
  author =       "Marcus J. Chambers",
  title =        "Estimation of a continuous-time dynamic demand
                 system",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "53--64",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Koop:1992:OBU,
  author =       "G. Koop",
  title =        "`Objective' {Bayesian} unit root tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "65--82",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Hall:1992:TDS,
  author =       "S. G. Hall and S. G. B. Henry and M. Pemberton",
  title =        "Testing a discrete switching disequilibrium model of
                 the {UK} labour market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "83--91",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Veall:1992:BPM,
  author =       "Michael R. Veall",
  title =        "Bootstrapping the process of model selection: an
                 econometric example",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "93--99",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Shiba:1992:MEL,
  author =       "Tsunemasa Shiba",
  title =        "{MICRO-EBA}: {Leamer}'s extreme bounds analysis on
                 {GAUSS}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "101--103",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070110",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Koop:1992:RP,
  author =       "Gary Koop",
  title =        "Review of {PCBRAP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "105--107",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070111",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  keywords =     "PCBRAP (Bayesian Regression Analysis Package for the
                 Personal Computer)",
  onlinedate =   "January/March 1992",
}

@Article{Carlucci:1992:BRS,
  author =       "Francesco Carlucci",
  title =        "Book Review: {{\booktitle{State-Space Modeling of Time
                 Series}}, Masanao Aoki. Springer Verlag, Berlin, 1987.
                 ISBN 3-540-17257-2, paperback, DM 49.80, pp. xi +
                 314}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "109--110",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070112",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Gandolfo:1992:BRO,
  author =       "Giancarlo Gandolfo",
  title =        "Book Review: {{\booktitle{Optimal control}},
                 expectations and uncertainty, S. Holly and A. Hughes
                 Hallett. Cambridge University Press, Cambridge and New
                 York, 1989. ISBN 0-521-2644-8, cloth, \pounds 25. Pp.
                 i-ix + 244}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "110--114",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070113",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Anonymous:1992:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan # "--" # mar,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1992",
}

@Article{Horowitz:1992:RLP,
  author =       "Joel L. Horowitz",
  title =        "The role of the list price in housing markets: Theory
                 and an econometric model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "115--129",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Rich:1992:RBF,
  author =       "R. W. Rich and J. E. Raymond and J. S. Butler",
  title =        "The relationship between forecast dispersion and
                 forecast uncertainty: Evidence from a survey data-arch
                 model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "131--148",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Dionne:1992:AIR,
  author =       "G. Dionne and C. Vanasse",
  title =        "Automobile insurance ratemaking in the presence of
                 asymmetrical information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "149--165",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Weale:1992:EDM,
  author =       "Martin Weale",
  title =        "Estimation of data measured with error and subject to
                 linear restrictions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "167--174",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Robertson:1992:SSP,
  author =       "D. Robertson and J. Symons",
  title =        "Some strange properties of panel data estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "175--189",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Vogelvang:1992:HTC,
  author =       "E. Vogelvang",
  title =        "Hypotheses testing concerning relationships between
                 spot prices of various types of coffee",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "191--201",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Greasley:1992:SBE,
  author =       "D. Greasley",
  title =        "The stationarity of {British} economic and
                 productivity growth 1856--1913",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "203--209",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Anonymous:1992:E,
  author =       "Anonymous",
  title =        "Erratum",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "211--213",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070209",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Anderson:1992:GPS,
  author =       "Richard G. Anderson",
  title =        "The {GAUSS} programming system: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "215--219",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070210",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Pissarides:1992:BRC,
  author =       "Christopher A. Pissarides",
  title =        "Book Review: {{\booktitle{Challenges for Macroeconomic
                 Modelling}}, W. Driehuis, M. M. G. Fase, and H. Den
                 Hartog (editors). North-Holland, Amsterdam, 1988. ISBN
                 0-444-70529-5, cloth, \$94.75. pp. xii + 487}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "221--223",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070211",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Mellano:1992:BRE,
  author =       "Mauro Mellano",
  title =        "Book Review: {{\booktitle{Econometric modelling of
                 agricultural commodity markets}}, D. Hallam, Routledge,
                 London and New York, 1990. ISBN 0-415-00405-5, cloth,
                 \$35. Pp. iii + 191}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "223--224",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070212",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Anonymous:1992:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr # "--" # jun,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1992",
}

@Article{Ivaldi:1992:SER,
  author =       "Marc Ivaldi",
  title =        "Survey evidence on the rationality of expectations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "225--241",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Nijman:1992:NPD,
  author =       "Theo Nijman and Marno Verbeek",
  title =        "Nonresponse in panel data: The impact on estimates of
                 a life cycle consumption function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "243--257",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Lin:1992:AEF,
  author =       "Wen-Ling Lin",
  title =        "Alternative estimators for factor {GARCH} models --- A
                 {Monte Carlo} comparison",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "259--279",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Raj:1992:IEP,
  author =       "Baldev Raj",
  title =        "International evidence on persistence in output in the
                 presence of an episodic change",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "281--293",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Blough:1992:RBP,
  author =       "Stephen R. Blough",
  title =        "The relationship between power and level for generic
                 unit root tests in finite samples",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "295--308",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Byron:1992:PAC,
  author =       "R. P. Byron",
  title =        "Polynomial approximations in cross-sectional models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "309--322",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Kidd:1992:RET,
  author =       "Michael P. Kidd",
  title =        "A review of the econometrics toolkit {(ET)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "323--328",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Neild:1992:BRM,
  author =       "R. R. Neild",
  title =        "Book Review: {{\booktitle{Macroeconomic policy in
                 Britain 1974-1987}}, A. J. C. Britton. Cambridge
                 University Press, 1991, pp. 365. Price: \pounds 30.}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "329--332",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Coleman:1992:BRC,
  author =       "William Coleman",
  title =        "Book Review: {{\booktitle{Conceptual anomalies in
                 Economics and Statistics. Lessons from the Social
                 Experiment}}, L. G. Neuberg, first edition, Cambridge
                 University Press, New York, 1989, ISBN 0521-30444X,
                 Hardcover, \$54.40. Pp. xiv + 365}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "333--334",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Anonymous:1992:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1992",
}

@Article{Pesaran:1992:Ab,
  author =       "M. Hashem Pesaran",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "335--335",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Anonymous:1992:ARb,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "337--337",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Tunali:1992:MSS,
  author =       "Insan Tunali and Ragui Assaad",
  title =        "Market structure and spells of employment and
                 unemployment: Evidence from the construction sector in
                 {Egypt}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "339--367",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Mellander:1992:STE,
  author =       "E. Mellander and A. Vredin and A. Warne",
  title =        "Stochastic trends and economic fluctuations in a small
                 open economy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "369--394",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Koop:1992:ASM,
  author =       "G. Koop",
  title =        "Aggregate shocks and macroeconomic fluctuations: A
                 {Bayesian} approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "395--411",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Vella:1992:STS,
  author =       "F. Vella",
  title =        "Simple tests for sample selection bias in censored and
                 discrete choice models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "413--421",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Higgins:1992:MVR,
  author =       "Matthew L. Higgins and Nabil Ltaifa",
  title =        "Microtsp version 7.0: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "423--429",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Milana:1992:BRD,
  author =       "Carlo Milana",
  title =        "Book Review: {{\booktitle{Disaggregation in
                 Econometric Modelling}}, edited by Terry Barker and M.
                 Hashem Pesaran. Routledge, London, 1990, ISBN
                 0-415-00918-9, hardbound \pounds 45. pp. xiv + 348}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "431--432",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Kloek:1992:BRM,
  author =       "Teun Kloek",
  title =        "Book Review: {{\booktitle{Misspecification tests in
                 econometrics. L. G. Godfrey}}, Cambridge University
                 Press, Cambridge, 1988, pp. xii + 252. ISBN
                 0-521-26616-5. \pounds 35 hardcover}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "433--434",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070410",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{DeArcangelis:1992:BRS,
  author =       "Giuseppe {De Arcangelis}",
  title =        "Book Review: {{\booktitle{Statistical analysis and
                 forecasting of economic structural change. P. Hack
                 (ed.) Springer-Verlag}}, Berlin, Heidelberg, New York,
                 London, Paris, Tokyo, Hong Kong, 1989, pp. xix + 488.
                 ISBN 0-387-51454-6; hardbound}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "435--436",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070411",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Bollino:1992:BRR,
  author =       "Carlo Andrea Bollino",
  title =        "Book Review: {{\booktitle{Recent modelling approaches
                 in applied energy economics}}, O. Bjerkholt, O. Olsen
                 and J. Vislie (eds) Chapman and Hall, London, 1990, pp.
                 xix + 268, ISBN 0-412-35340-7,\pounds 40 hardbound}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "436--439",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070412",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Anonymous:1992:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct # "--" # dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1992",
}

@Article{Pesaran:1992:NDE,
  author =       "M. Hashem Pesaran and Simon M. Potter",
  title =        "Nonlinear dynamics and econometrics: an introduction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S1--S7",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070502",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Day:1992:CED,
  author =       "R. H. Day",
  title =        "Complex economic dynamics: Obvious in history, generic
                 in theory, elusive in data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S9--S23",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070503",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Liu:1992:UCE,
  author =       "T. Liu and C. W. J. Granger and W. P. Heller",
  title =        "Using the correlation exponent to decide whether an
                 economic series is chaotic",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S25--S39",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070504",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Dechert:1992:LEN,
  author =       "W. D. Dechert and R. Gencay",
  title =        "{Lyapunov} exponents as a nonparametric diagnostic for
                 stability analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S41--S60",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070505",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Hansen:1992:LRT,
  author =       "B. E. Hansen",
  title =        "The likelihood ratio test under nonstandard
                 conditions: Testing the {Markov} switching model of
                 {GNP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S61--S82",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070506",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Town:1992:MWS,
  author =       "R. J. Town",
  title =        "Merger waves and the structure of merger and
                 acquisition time-series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S83--S100",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070507",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Burgess:1992:NDS,
  author =       "S. M. Burgess",
  title =        "Nonlinear dynamics in a structural model of
                 employment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S101--S118",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070508",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Terasvirta:1992:CNB,
  author =       "T. Terasvirta and H. M. Anderson",
  title =        "Characterizing nonlinearities in business cycles using
                 smooth transition autoregressive models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S119--S136",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070509",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Lebaron:1992:FIU,
  author =       "B. Lebaron",
  title =        "Forecast improvements using a volatility index",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S137--S149",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070510",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Mizrach:1992:MNN,
  author =       "B. Mizrach",
  title =        "Multivariate nearest-neighbour forecasts of {EMS}
                 exchange rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S151--S163",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070511",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Cao:1992:NTS,
  author =       "C. Q. Cao and R. S. Tsay",
  title =        "Nonlinear time-series analysis of stock volatilities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S165--S185",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070512",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Rothman:1992:CPT,
  author =       "P. Rothman",
  title =        "The comparative power of the {TR} test against simple
                 threshold models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S187--S195",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070513",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Anonymous:1992:TIJ,
  author =       "Anonymous",
  title =        "{Tinbergen Institute and \booktitle{Journal of Applied
                 Econometrics} Conference on: Econometric Inference
                 using Simulation Techniques. Erasmus University
                 Rotterdam, The Netherlands 5--6 June, 1992}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S197--S199",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070514",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Anonymous:1992:SIC,
  author =       "Anonymous",
  title =        "For a special issue on calibration techniques and
                 econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "S201--S201",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070515",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Anonymous:1992:Me,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "7",
  number =       "S1",
  pages =        "fmi--fmi",
  month =        dec,
  year =         "1992",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950070501",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1992",
}

@Article{Goodhart:1993:NEH,
  author =       "C. A. E. Goodhart and S. G. Hall and S. G. B. Henry
                 and B. Pesaran",
  title =        "News effects in a high-frequency model of the
                 sterling-dollar exchange rate",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "1--13",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Locke:1993:IDF,
  author =       "P. R. Locke and C. L. Sayers",
  title =        "Intra-day futures price volatility: Information
                 effects and variance persistence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "15--30",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Rabemananjara:1993:TAM,
  author =       "R. Rabemananjara and J. M. Zakoian",
  title =        "Threshold {ARCH} models and asymmetries in
                 volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "31--49",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Moon:1993:TDB,
  author =       "C.-G Moon and J. G. Stotsky",
  title =        "Testing the differences between the determinants of
                 {Moody}'s and {Standard and Poor}'s ratings: an
                 application of smooth simulated maximum likelihood
                 estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "51--69",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Hanse:1993:CSB,
  author =       "G. D. Hanse",
  title =        "The cyclical and secular behaviour of the labour
                 input: Comparing efficiency units and hours worked",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "71--80",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Kinal:1993:ESE,
  author =       "T. Kinal and K. Lahiri",
  title =        "On the estimation of simultaneous-equations
                 error-components models with an application to a model
                 of developing country foreign trade",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "81--92",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Trivedi:1993:APL,
  author =       "P. K. Trivedi",
  title =        "An analysis of publication lags in econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "93--100",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Harrison:1993:GR,
  author =       "A. Harrison",
  title =        "Gaim 1.1: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "101--107",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Kloek:1993:BRS,
  author =       "Teun Kloek",
  title =        "Book Review: {{\booktitle{Statistique et mod{\`e}les
                 econom{\'e}triques}}, (statistics and econometric
                 models), in 2 volumes, C. Gourieroux and A. Monfort,
                 Economica, Paris, 1989, ISBN 2-7178-1667-4 and
                 2-7178-1668-2, paperback, FF 200 each, pp. 565 and
                 587}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "109--111",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080110",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{DeArcangelis:1993:BRS,
  author =       "Giuseppe {De Arcangelis}",
  title =        "Book Review: {{\booktitle{Structural Equations with
                 Latent Variables}}, Kenneth A. Bollen. John Wiley and
                 Sons, Inc., New York, Chichester, Brisbane, Toronto,
                 Singapore, 1989, ISBN 0-471-01171-1, \pounds 39.90
                 hardbound, pp. xiv + 514}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "111--113",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080111",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Anonymous:1993:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan # "--" # mar,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1993",
}

@Article{Dejong:1993:BIL,
  author =       "D. N. Dejong",
  title =        "{Bayesian} inference in limited dependent variable
                 models. {An} application to measuring strike duration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "115--128",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Wolfson:1993:CCA,
  author =       "P. Wolfson",
  title =        "Compositional change, aggregation, and dynamic factor
                 demand. {Estimates} on a panel of manufacturing firms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "129--148",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Landesmann:1993:SSM,
  author =       "M. Landesmann and A. Snell",
  title =        "Structural shifts in the manufacturing export
                 performance of {OECD} economies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "149--162",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Kugler:1993:IRI,
  author =       "P. Kugler and K. Neusser",
  title =        "International real interest rate equalization. {A}
                 multivariate time-series approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "163--174",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Nakamura:1993:ACM,
  author =       "S. Nakamura",
  title =        "An adjustment cost model of long-term employment in
                 {Japan}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "175--194",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Deschamps:1993:JTR,
  author =       "P. J. Deschamps",
  title =        "Joint tests for regularity and autocorrelation in
                 allocation systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "195--211",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Hallman:1993:RP,
  author =       "J. Hallman",
  title =        "Review of {S-Plus}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "213--219",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Kilduff:1993:PNR,
  author =       "A. P. Kilduff",
  title =        "Pc-naive 6.01: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "221--225",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080209",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Arbia:1993:BRC,
  author =       "Giuseppe Arbia",
  title =        "Book Review: {{\booktitle{Continuous time econometric
                 modelling}}, A. R. Bergstrom, Advanced Texts In
                 Econometrics, Oxford University Press, Oxford, 1990,
                 ISBN 0-19-828367-9, Paperback \$17.50; ISBN
                 0-19-829340-7, hardback \pounds 40.00; pp. x + 326}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "227--229",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080210",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Gill:1993:BRC,
  author =       "Leonard Gill",
  title =        "Book Review: {{\booktitle{A course in econometrics}},
                 by A. S. Goldberger, Harvard University Press, 1991,
                 ISBN 0-674-17544-1, XYP19.95 hardbound. pp. 405}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "229--230",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080211",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Anonymous:1993:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr # "--" # jun,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1993",
}

@Article{Harvey:1993:DSF,
  author =       "A. C. Harvey and A. Jaeger",
  title =        "Detrending, stylized facts and the business cycle",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "231--247",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Pudney:1993:IWI,
  author =       "S. Pudney",
  title =        "Income and wealth inequality and the life cycle. {A}
                 non-parametric analysis for {China}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "249--276",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Okunade:1993:PCS,
  author =       "A. A. Okunade",
  title =        "Production cost structure of us hospital pharmacies:
                 Time-series, cross-sectional bed size evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "277--294",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Rossana:1993:LRI,
  author =       "R. J. Rossana",
  title =        "The long-run implications of the production smoothing
                 model of inventories: An empirical test",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "295--306",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Rust:1993:GMC,
  author =       "J. Rust",
  title =        "{Gauss} and {MATLAB}: A comparison",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "307--324",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/matlab.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Baillie:1993:BRI,
  author =       "Richard T. Baillie",
  title =        "Book Review: {{\booktitle{Introduction to multiple
                 time series analysis}}, H. {L{\"U}TKEPOHL.}
                 Springer-Verlag. Berlin And New York, 1991. ISBN
                 0-387-53194-7, cloth \pounds 31, pp. 1 + 545}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "325--326",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Hallett:1993:BRC,
  author =       "Andrew Hughes Hallett",
  title =        "Book Review: {{\booktitle{Control Theory and Dynamic
                 Games in Economic Policy Analysis}}, M. L. Petit,
                 Cambridge University Press, Cambridge and New York,
                 1990, \pounds 30.00, ISBN 0521 385 237, pp. xiv +
                 338}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "326--327",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Greene:1993:BRC,
  author =       "William Greene",
  title =        "Book Review: {{\booktitle{Computational economics and
                 econometrics}}, (papers presented at the annual meeting
                 of the Society For Economic Dynamics and Control,
                 Minneapolis, Minnesota, USA, June, 1990), Edited By H.
                 Amman, D. Belsley, and L. Pau. Kluwer Academic
                 Publishers, Boston, USA, 1992, ISBN 0-7923-1287-2,
                 hardback, pp. viii + 171}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "328--330",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Moffitt:1993:BRM,
  author =       "Robert Moffitt",
  title =        "Book Review: {{\booktitle{Modelling and empirical
                 evaluation of labour supply behavior}}, Isolde
                 Woittiez. Springer-Verlag, 1991, ISBN 3-540-54054-7,
                 pp. 232}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "330--331",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Anonymous:1993:FA,
  author =       "Anonymous",
  title =        "First announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "333--333",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080311",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Anonymous:1993:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1993",
}

@Article{Anonymous:1993:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "335--335",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Pesaran:1993:A,
  author =       "M Hashem Pesaran",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "337--337",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Anonymous:1993:AJA,
  author =       "Anonymous",
  title =        "Announcement. {{\booktitle{Journal of Applied
                 Econometrics}}} {FTP} archive site",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "339--340",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Narendranathan:1993:HDB,
  author =       "W. Narendranathan and M. B. Stewart",
  title =        "How does the benefit effect vary as unemployment
                 spells lengthen?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "361--381",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{VanPraag:1993:CAM,
  author =       "B. M. S. {Van Praag} and E. M. Vermeulen",
  title =        "A count-amount model with endogenous recording of
                 observations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "383--395",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Wedel:1993:LCP,
  author =       "M. Wedel and W. S. Desarbo and J. R. Bult and V.
                 Ramaswamy",
  title =        "A latent class {Poisson} regression model for
                 heterogeneous count data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "397--411",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{McKenzie:1993:MR,
  author =       "C. R. McKenzie",
  title =        "Microfit 3.0: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "413--419",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Henry:1993:BRS,
  author =       "S. G. B. Henry",
  title =        "Book Reviews: {{\booktitle{Seasonal adjustment as a
                 practical problem}}, F. A. G. Den Butter and M. M. G.
                 Fase. North-Holland, 1991, ISBN 90-267-1264-3, US
                 \$94.50/DFL 165, pp. 226. \booktitle{Modelling
                 Seasonality}, Edited by S. Hylleberg. Oxford University
                 Press, 1992, ISBN 0-19-877317, \$45, pp. 476}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "421--423",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Andrews:1993:BRA,
  author =       "Martyn Andrews",
  title =        "Book Review: {{\booktitle{Applied econometric
                 techniques}}, K. Cuthbertson, S. G. Hall, and M. P.
                 Taylor. Philip Allan, Hemel Hempstead, 1992, ISBN
                 0-86003-084-9, \pounds 45 hardback}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "423--424",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080410",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Kapteyn:1993:ICM,
  author =       "Arie Kapteyn",
  title =        "International conference on: The micro-econometrics of
                 dynamic decision making",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "425--425",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080411",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Anonymous:1993:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct # "--" # dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1993",
}

@Article{Brown:1993:I,
  author =       "Bryan W. Brown and Alain Monfort and Herman K. {Van
                 Dijk}",
  title =        "Introduction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S1--S3",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080502",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Andrews:1993:BEM,
  author =       "R. W. Andrews and J. O. Berger and M. H. Smith",
  title =        "{Bayesian} estimation of manufacturing effects in a
                 fuel economy model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S5--S18",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080503",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Geweke:1993:BTI,
  author =       "J. Geweke",
  title =        "{Bayesian} treatment of the independent student- t
                 linear model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S19--S40",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080504",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Kleibergen:1993:NSG,
  author =       "F. Kleibergen and H. K. van Dijk",
  title =        "Non-stationarity in {GARCH} models: A {Bayesian}
                 analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S41--S61",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080505",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Smith:1993:ENT,
  author =       "A. A. {Smith, Jr.}",
  title =        "Estimating nonlinear time-series models using
                 simulated vector autoregressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S63--S84",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080506",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Gourieroux:1993:II,
  author =       "C. Gourieroux and A. Monfort and E. Renault",
  title =        "Indirect inference",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S85--S118",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080507",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Laroque:1993:SBE,
  author =       "G. Laroque and B. Salani{\'e}",
  title =        "Simulation-based estimation of models with lagged
                 latent variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S119--S133",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080508",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Shephard:1993:FNT,
  author =       "N. Shephard",
  title =        "Fitting nonlinear time-series models with applications
                 to stochastic variance models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S135--S152",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080509",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Danielsson:1993:AGI,
  author =       "J. Danielsson and J.-F. Richard",
  title =        "Accelerated {Gaussian} importance sampler with
                 application to dynamic latent variable models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S153--S173",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080510",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Anonymous:1993:ASI,
  author =       "Anonymous",
  title =        "Announcement. {A} special issue on calibration
                 techniques techniques and econometric",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S175--S175",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080511",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Anonymous:1993:CP,
  author =       "Anonymous",
  title =        "Call for papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "S177--S177",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080512",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Anonymous:1993:Me,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "8",
  number =       "S1",
  pages =        "fmi--fmi",
  month =        dec,
  year =         "1993",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950080501",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1993",
}

@Article{Arguea:1994:ECP,
  author =       "N. M. Arguea and C. Hsiao and G. A. Taylor",
  title =        "Estimating consumer preferences using market data ---
                 an application to us automobile demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "1--18",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Bonomo:1994:CWF,
  author =       "M. Bonomo and R. Garcia",
  title =        "Can a well-fitted equilibrium asset-pricing model
                 produce mean reversion?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "19--29",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{DeJong:1994:UAE,
  author =       "F. {De Jong}",
  title =        "A univariate analysis of {EMS} exchange rates using a
                 target zone model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "31--45",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Chirinko:1994:EFM,
  author =       "R. S. Chirinko and S. M. Fazzari",
  title =        "Economic fluctuations, market power, and returns to
                 scale: Evidence from firm-level data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "47--69",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Yuengert:1994:IER,
  author =       "A. M. Yuengert",
  title =        "Immigrant earnings, relative to what? {The} importance
                 of earnings function specification and comparison
                 points",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "71--90",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Paarsch:1994:LVR,
  author =       "H. J. Paarsch",
  title =        "Limdep, version 6.0: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "91--98",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Clements:1994:BRN,
  author =       "Michael P. Clements",
  title =        "Book Review: {{\booktitle{New directions in
                 econometric practice}}, W. W. Charemza and D. F.
                 Deadman, Edward Elgar Publishing. Aldershot, 1992. ISBN
                 1-85278-461-x, hardcover, \pounds 45.00, pp. 370}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "99--101",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Browning:1994:BRU,
  author =       "Martin Browning",
  title =        "Book Review: {{\booktitle{Understanding consumption}},
                 Angus Deaton, Oxford University Press, Oxford, 1992,
                 ISBN 0-19-828759-3, \pounds 17.95, hard cover, pp.
                 240}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "101--103",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Anonymous:1994:CPa,
  author =       "Anonymous",
  title =        "Call for papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "105--105",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090110",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Anonymous:1994:GUa,
  author =       "Anonymous",
  title =        "Guidelines for users",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "106--107",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090111",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Anonymous:1994:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan # "--" # mar,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1994",
}

@Article{Hajivassiliou:1994:SEA,
  author =       "V. A. Hajivassiliou",
  title =        "A simulation estimation analysis of the external debt
                 crises of developing countries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "109--131",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Eggink:1994:SAL,
  author =       "E. Eggink and J. P. Hop and B. M. S. {Van Praag}",
  title =        "A symmetric approach to the labour market with the
                 household as the unit of observation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "133--161",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Tanizaki:1994:PFS,
  author =       "H. Tanizaki and R. S. Mariano",
  title =        "Prediction, filtering and smoothing in non-linear and
                 non-normal cases using {Monte Carlo} integration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "163--179",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Balke:1994:LSS,
  author =       "Nathan S. Balke and Thomas B. Fomby",
  title =        "Large shocks, small shocks, and economic fluctuations:
                 Outliers in macroeconomic time series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "181--200",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Hunt-McCool:1994:EDM,
  author =       "Janet Hunt-McCool and B. F. Kiker and Ying Chu Ng",
  title =        "Estimates of the demand for medical care under
                 different functional forms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "201--218",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Austin:1994:SVR,
  author =       "G. Austin",
  title =        "{SC} version 1.107: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "219--223",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Szroeter:1994:BRL,
  author =       "Jerzy Szroeter",
  title =        "Book Review: {{\booktitle{Learning and practicing
                 econometrics}}, William E. Griffiths, R. Carter Hill
                 and George G. Judge. John Wiley, New York, 1993, ISBN
                 0-471-59951-4, pp. 866. price \pounds 19.95}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "225--226",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Anonymous:1994:FPa,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "227--227",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090209",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Anonymous:1994:ACP,
  author =       "Anonymous",
  title =        "Announcement and call for papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "228--228",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090210",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Anonymous:1994:GUb,
  author =       "Anonymous",
  title =        "Guidelines for users",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "229--230",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090211",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Anonymous:1994:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr # "--" # jun,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1994",
}

@Article{Davidson:1994:MUG,
  author =       "J. Davidson and G. Madonia and P. Westaway",
  title =        "Modelling the {UK} gilt-edged market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "231--253",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Kooreman:1994:EEM,
  author =       "Peter Kooreman",
  title =        "Estimation of econometric models of some discrete
                 games",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "255--268",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Morrison:1994:CNM,
  author =       "C. J. Morrison",
  title =        "The cyclical nature of markups in {Canadian}
                 manufacturing: A production theory approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "269--282",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Aigner:1994:RSM,
  author =       "D. J. Aigner and J. Newman and A. Tishler",
  title =        "The response of small and medium-size business
                 customers to {Time-of-Use (TOU)} electricity rates in
                 {Israel}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "283--304",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Ilmakunnas:1994:ECC,
  author =       "P. Ilmakunnas and H. T{\"o}rm{\"a}",
  title =        "Energy crises and change of technology",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "305--320",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{McCall:1994:TPH,
  author =       "B. P. McCall",
  title =        "Testing the proportional hazards assumption in the
                 presence of unmeasured heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "321--334",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Davies:1994:RS,
  author =       "N. Davies and A. R. Tremayne",
  title =        "Review of statgraphics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "335--341",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Abeysinghe:1994:BRE,
  author =       "Tilak Abeysinghe",
  title =        "Book Review: {{\booktitle{Econometrics: Alchemy or
                 science? essays in econometric methodology}}, David F.
                 Hendry. Oxford, UK and Cambridge, USA: Blackwell, 1993,
                 pp. 518, ISBN 1-55786-264-8, \pounds 50-00
                 (hardbound)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "343--344",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Anonymous:1994:FPb,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "345--345",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Anonymous:1994:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1994",
}

@Article{Pesaran:1994:A,
  author =       "M Hashem Pesaran",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "347--347",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Anonymous:1994:FPc,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "348--348",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Anonymous:1994:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "349--349",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Kennet:1994:SMA,
  author =       "D. Mark Kennet",
  title =        "A structural model of aircraft engine maintenance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "351--368",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Koop:1994:ROL,
  author =       "G. Koop and D. J. Poirier",
  title =        "Rank-ordered logit models: An empirical analysis of
                 {Ontario} voter preferences",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "369--388",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Storer:1994:UDL,
  author =       "P. Storer",
  title =        "Unemployment dynamics and labour market tightness: An
                 empirical evaluation of matching function models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "389--419",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{DenVanBerg:1994:ALP,
  author =       "G. J. {Den Van Berg} and M. Lindeboom and G. Ridder",
  title =        "Attrition in longitudinal panel data and the empirical
                 analysis of dynamic labour market behaviour",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "421--435",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Hartog:1994:AIJ,
  author =       "J. Hartog and G. Ridder and M. Visser",
  title =        "Allocation of individuals to job levels under
                 rationing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "437--451",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Borland:1994:DAT,
  author =       "J. Borland and S. Ouliaris",
  title =        "The determinants of {Australian} trade union
                 membership",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "453--468",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090410",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Ferrall:1994:SRR,
  author =       "C. Ferrall",
  title =        "Software review: a review of {Stata} 3.1",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "469--477",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090411",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{McKenzie:1994:BRM,
  author =       "Colin McKenzie",
  title =        "Book Review: {{\booktitle{Modelling nonlinear economic
                 relationships}}, C. W. J. Granger and T.
                 {Ter{\"a}svirta.} Oxford University Press: 1993, ISBN
                 0-19-877320x, \pounds 14.95 paperback, pp. x + 187}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "479--480",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090412",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Watson:1994:CPa,
  author =       "Mark W. Watson",
  title =        "Call for papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "481--481",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090413",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Anonymous:1994:A,
  author =       "Anonymous",
  title =        "Announcements",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "483--483",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090414",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Anonymous:1994:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct # "--" # dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1994",
}

@Article{Pagan:1994:ICE,
  author =       "Adrian Pagan",
  title =        "Introduction calibration and econometric research: An
                 overview",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S1--S10",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090502",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Feve:1994:RMT,
  author =       "Patrick F{\'e}ve and Fran{\c{c}}ois Langot",
  title =        "The {RBC} models through statistical inference: An
                 application with {French} data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S11--S35",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090503",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Nason:1994:TIL,
  author =       "James M. Nason and Timothy Cogley",
  title =        "Testing the implications of long-run neutrality for
                 monetary business cycle models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S37--S70",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090504",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Fisher:1994:ATT,
  author =       "Stephen J. Fisher",
  title =        "Asset trading, transaction costs and the equity
                 premium",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S71--S94",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090505",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Favero:1994:DMI,
  author =       "Carlo A. Favero and M. Hashem Pesaran and Sunil
                 Sharma",
  title =        "A duration model of irreversible oil investment:
                 Theory and empirical evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S95--S112",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090506",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Soderlind:1994:CPR,
  author =       "Paul S{\"o}derlind",
  title =        "Cyclical properties of a real business cycle model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S113--S122",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090507",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Canova:1994:SIC,
  author =       "Fabio Canova",
  title =        "Statistical inference in calibrated models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S123--S144",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090508",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Engsted:1994:LQA,
  author =       "Tom Engsted and Niels Haldrup",
  title =        "The linear quadratic adjustment cost model and the
                 demand for labour",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S145--S159",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090509",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Watson:1994:CPb,
  author =       "Mark W. Watson",
  title =        "Call for papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S161--S161",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090510",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Anonymous:1994:CPb,
  author =       "Anonymous",
  title =        "Conference programme",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "S163--S163",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090511",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Anonymous:1994:Me,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "9",
  number =       "S1",
  pages =        "fmi--fmi",
  month =        dec,
  year =         "1994",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950090501",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1994",
}

@Article{Adang:1995:NCI,
  author =       "Pim Adang and Bertrand Melenberg",
  title =        "Nonnegativity constraints and intratemporal
                 uncertainty in a multi-good life-cycle model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "1--15",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Timmermann:1995:CTP,
  author =       "Allan Timmermann",
  title =        "Cointegration tests of present value models with a
                 time-varying discount factor",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "17--31",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100103",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Kumbhakar:1995:LUE,
  author =       "Subal C. Kumbhakar and Lennart Hjalmarsson",
  title =        "Labour-use efficiency in {Swedish} social insurance
                 offices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "33--47",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Lee:1995:STE,
  author =       "Byung-Joo Lee",
  title =        "Separability test for the electricity supply
                 industry",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "49--60",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Glass:1995:EPU,
  author =       "J. C. Glass and D. G. McKillop and N. Hyndman",
  title =        "Efficiency in the provision of university teaching and
                 research: An empirical analysis of {UK} universities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "61--72",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Caudill:1995:CNR,
  author =       "Steven B. Caudill and Jon M. Ford and David L.
                 Kaserman",
  title =        "Certificate-of-need regulation and the diffusion of
                 innovations: A random coefficient model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "73--78",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Escribano:1995:PPR,
  author =       "Alvaro Escribano",
  title =        "{PCgive} professional 8: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "79--86",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Phillips:1995:NTS,
  author =       "Peter C. B. Phillips",
  title =        "Nonstationary time series and cointegration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "87--94",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Anonymous:1995:ACP,
  author =       "Anonymous",
  title =        "Announcement and call for papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "96--96",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100111",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Anonymous:1995:FPa,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "96--96",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100110",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Anonymous:1995:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan # "--" # mar,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January/March 1995",
}

@Article{Bernard:1995:CIO,
  author =       "Andrew B. Bernard and Steven N. Durlauf",
  title =        "Convergence in international output",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "97--108",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Potter:1995:NAU,
  author =       "Simon M. Potter",
  title =        "A nonlinear approach to {US} {GNP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "109--125",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Clements:1995:FCS,
  author =       "Michael P. Clements and David F. Hendry",
  title =        "Forecasting in cointegrated systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "127--146",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Ng:1995:THD,
  author =       "Serena Ng",
  title =        "Testing for homogeneity in demand systems when the
                 regressors are nonstationary",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "147--163",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Smith:1995:APC,
  author =       "Jeremy Smith and Michael McAleer",
  title =        "Alternative procedures for converting qualitative
                 response data to quantitative expectations: An
                 application to {Australian} manufacturing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "165--185",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Lee:1995:SPE,
  author =       "Myoung-Jae Lee",
  title =        "Semi-parametric estimation of simultaneous equations
                 with limited dependent variables: A case study of
                 female labour supply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "187--200",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{McDonald:1995:DPI,
  author =       "James B. McDonald and Anand Mantrala",
  title =        "The distribution of personal income: Revisited",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "201--204",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Ng:1995:RC,
  author =       "Serena Ng",
  title =        "Review of {Coint} 2.0",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "205--210",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100209",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Barker:1995:BRM,
  author =       "Terry Barker",
  title =        "Book Review: {{\booktitle{Macroeconomic modelling of
                 the long run}}, Colin Hargreaves (ed.) Edward Elgar,
                 Aldershot, 1992, ISBN 1-85278-657-4, pp. xv + 394.
                 Price \pounds 49.95 (hb)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "211--212",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100210",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Magnus:1995:EAE,
  author =       "Jan R. Magnus and Mary S. Morgan",
  title =        "An experiment in applied econometrics --- Call for
                 participants",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "213--216",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100211",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Anonymous:1995:GUJ,
  author =       "Anonymous",
  title =        "Guidelines for users: {{\booktitle{Journal of Applied
                 Econometrics}} Data Archive}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "217--218",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100212",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Anonymous:1995:FPb,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "219--219",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100213",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Anonymous:1995:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "2",
  pages =        "fmi--fmi",
  month =        apr # "--" # jun,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "April/June 1995",
}

@Article{Rask:1995:STB,
  author =       "Kevin Rask",
  title =        "The structure of technology in {Brazilian} sugarcane
                 production, 1975-87: An application of a modified
                 symmetric generalized {McFadden} cost function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "221--232",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Raj:1995:IHL,
  author =       "Baldev Raj",
  title =        "Institutional hypothesis of the long-run income
                 velocity of money and parameter stability of the
                 equilibrium relationship",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "233--253",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Fong:1995:STM,
  author =       "Wai Mun Fong and Sam Ouliaris",
  title =        "Spectral tests of the martingale hypothesis for
                 exchange rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "255--271",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Liu:1995:MLE,
  author =       "Shi-Miin Liu and B. Wade Brorsen",
  title =        "Maximum likelihood estimation of a {GARCH-stable}
                 model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "273--285",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Fortin:1995:HBD,
  author =       "Nicole M. Fortin",
  title =        "Heterogeneity biases, distributional effects, and
                 aggregate consumption: An empirical analysis using
                 stratified microdata",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "287--311",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Breslaw:1995:SEM,
  author =       "Jon A. Breslaw and J. Barry Smith",
  title =        "A simple and efficient method for estimating the
                 magnitude and precision of welfare changes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "313--327",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Hutton:1995:MCA,
  author =       "John Hutton and James Hutton",
  title =        "The {Maple} computer algebra system: A review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "329--337",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Smith:1995:BRE,
  author =       "Richard J. Smith",
  title =        "Book Review: {{\booktitle{Estimation and inference in
                 econometrics}}, R. Davidson and J. G. Mackinnon. Oxford
                 University, New York, 1993, pp. 871, ISBN
                 0-19-506011-3. Price \pounds 25.00 hardbound}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "339--341",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Anonymous:1995:JAEa,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Applied Econometrics}} Data
                 Archive}: updated information for users",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "342--342",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Anonymous:1995:FPc,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "343--343",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100311",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Anonymous:1995:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "3",
  pages =        "fmi--fmi",
  month =        jul # "--" # sep,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July/September 1995",
}

@Article{Pesaran:1995:A,
  author =       "M. Hashem Pesaran",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "345--345",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Kuan:1995:FER,
  author =       "Chung-Ming Kuan and Tung Liu",
  title =        "Forecasting exchange rates using feedforward and
                 recurrent neural networks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "347--364",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Durlauf:1995:MRC,
  author =       "Steven N. Durlauf and Paul A. Johnson",
  title =        "Multiple regimes and cross-country growth behaviour",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "365--384",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Gilbert:1995:MMF,
  author =       "Christopher L. Gilbert",
  title =        "Modelling market fundamentals: A model of the
                 aluminium market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "385--410",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Sueyoshi:1995:CBR,
  author =       "Glenn T. Sueyoshi",
  title =        "A class of binary response models for grouped duration
                 data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "411--431",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Weber:1995:COC,
  author =       "Christian E. Weber",
  title =        "Cyclical output, cyclical unemployment, and {Okun}'s
                 coefficient: A new approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "433--445",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Lin:1995:JFD,
  author =       "Wen-Ling Lin",
  title =        "{Japan}'s financial deregulation and linkage of the
                 {Gensaki} and {Euroyen} deposit markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "447--467",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Black:1995:RS,
  author =       "R. J. Black",
  title =        "Review of {SIMPC} 3.81",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "469--476",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Davidson:1995:BRE,
  author =       "James Davidson",
  title =        "Book Review: {{\booktitle{Estimation}}, inference and
                 specification analysis, by H. White. Econometric
                 Society Monographs No. 22, Cambridge University Press,
                 1994, pp. x + 380. ISBN 0-521-25280-6; Price \pounds 30
                 (hardback)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "477--479",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100410",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Anonymous:1995:AR,
  author =       "Anonymous",
  title =        "Acknowledge to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "481--482",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100411",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Anonymous:1995:FPd,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "483--483",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100412",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Anonymous:1995:JAEb,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Applied Econometrics}} Data
                 Archive}: Updated information for users",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "484--484",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100413",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Anonymous:1995:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "4",
  pages =        "fmi--fmi",
  month =        oct # "--" # dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "October/December 1995",
}

@Article{Kapteyn:1995:MDD,
  author =       "Arie Kapteyn and Nicholas Kieffer and John Rust",
  title =        "The microeconometrics of dynamic decision making",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S1--S7",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100502",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Deaton:1995:ENR,
  author =       "Angus Deaton and Guy Laroque",
  title =        "Estimating a nonlinear rational expectations commodity
                 price model with unobservable state variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S9--S40",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100503",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Miranda:1995:EMA,
  author =       "Mario J. Miranda and Gary D. Schnitkey",
  title =        "An empirical model of asset replacement in dairy
                 production",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S41--S55",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100504",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Provencher:1995:IHD,
  author =       "Bill Provencher",
  title =        "An investigation of the harvest decision of timber
                 firms in the south-east {United States}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S57--S74",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100505",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Rust:1995:ORS,
  author =       "John Rust and Geoffrey Rothwell",
  title =        "Optimal response to a shift in regulatory regime: The
                 case of the {US} nuclear power industry",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S75--S118",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100506",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Bowlus:1995:EEW,
  author =       "Audra J. Bowlus and Nicholas M. Kiefer and George R.
                 Neumann",
  title =        "Estimation of equilibrium wage distributions with
                 heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S119--S131",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100507",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Koning:1995:SFU,
  author =       "Pierre Koning and Geert Ridder and Gerard J. {Van Den
                 Berg}",
  title =        "Structural and frictional unemployment in an
                 equilibrium search model with heterogeneous agents",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S133--S151",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100508",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Magnac:1995:AII,
  author =       "Thierry Magnac and Jean-Marc Robin and Michael
                 Visser",
  title =        "Analysing incomplete individual employment histories
                 using indirect inference",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S153--S169",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100509",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Aubin:1995:RTP,
  author =       "Christophe Aubin and Denis Foug{\`e}re and Emmanuel
                 Husson and Marc Ivaldi",
  title =        "Real-time pricing of electricity for residential
                 customers: Econometric analysis of an experiment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S171--S191",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100510",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Anonymous:1995:NBE,
  author =       "Anonymous",
  title =        "{National Bureau of Economic Research National Science
                 Foundation \booktitle{Journal of Applied Econometrics}:
                 Conference on forecasting}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "S193--S193",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100511",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Anonymous:1995:Me,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "10",
  number =       "S1",
  pages =        "fmi--fmi",
  month =        dec,
  year =         "1995",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950100501",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:53:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "December 1995",
}

@Article{Phillips:1996:RTF,
  author =       "Peter C. B. Phillips and James W. McFarland and
                 Patrick C. McMahon",
  title =        "Robust tests of forward exchange market efficiency
                 with empirical evidence from the 1920s",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "1--22",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C1%3A%3AAID-JAE367%3E3.0.CO%3B2-Q",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Baillie:1996:AIF,
  author =       "Richard T. Baillie and Ching-Fan Chung and Margie A.
                 Tieslau",
  title =        "Analysing inflation by the fractionally integrated
                 {ARFIMA--GARCH} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "23--40",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C23%3A%3AAID-JAE374%3E3.0.CO%3B2-M",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Kim:1996:TFC,
  author =       "Chang-Jin Kim and Myung-Jig Kim",
  title =        "Transient fads and the crash of '87",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "41--58",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C41%3A%3AAID-JAE364%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Melenberg:1996:PSP,
  author =       "Bertrand Melenberg and Arthur {Van Soest}",
  title =        "Parametric and semi-parametric modelling of vacation
                 expenditures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "59--76",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C59%3A%3AAID-JAE371%3E3.0.CO%3B2-A",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Coelli:1996:MTF,
  author =       "T. J. Coelli",
  title =        "Measurement of total factor productivity growth and
                 biases in technological change in {Western Australian}
                 agriculture",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "77--91",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C77%3A%3AAID-JAE370%3E3.0.CO%3B2-H",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Amano:1996:MST,
  author =       "Robert A. Amano and Tony S. Wirjanto",
  title =        "Money stock targeting and money supply: A closer
                 examination of the data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "93--104",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C93%3A%3AAID-JAE368%3E3.0.CO%3B2-4",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Wohar:1996:PPV,
  author =       "Mark E. Wohar",
  title =        "{PcGive professional} (version 8) and reviews
                 ({MicroTSP} for {Windows} version 1.1a): a comparative
                 review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "105--115",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C105%3A%3AAID-JAE387%3E3.0.CO%3B2-9",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Anonymous:1996:ACP,
  author =       "Anonymous",
  title =        "Announcements and calls for papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "117--117",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Anonymous:1996:Ma,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "1",
  pages =        "fmi--fmi",
  month =        jan,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1996",
}

@Article{Cooley:1996:TSA,
  author =       "Thomas F. Cooley and Masao Ogaki",
  title =        "A time series analysis of real wages, consumption and
                 asset returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "119--134",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C119%3A%3AAID-JAE397%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Garratt:1996:MUE,
  author =       "Anthony Garratt and Stephen G. Hall",
  title =        "Measuring underlying economic activity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "135--151",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C135%3A%3AAID-JAE388%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Blattenberger:1996:MDR,
  author =       "Gail Blattenberger",
  title =        "Money demand revisited: An operational subjective
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "153--168",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C153%3A%3AAID-JAE390%3E3.0.CO%3B2-P",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Polachek:1996:PET,
  author =       "Solomon W. Polachek and Bong Joon Yoon",
  title =        "Panel estimates of a two-tiered earnings frontier",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "169--178",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C169%3A%3AAID-JAE373%3E3.0.CO%3B2-%23",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Terrell:1996:IMC,
  author =       "Dek Terrell",
  title =        "Incorporating monotonicity and concavity conditions in
                 flexible functional forms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "179--194",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C179%3A%3AAID-JAE389%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Hansen:1996:ELR,
  author =       "Bruce E. Hansen",
  title =        "Erratum: The likelihood ratio test under nonstandard
                 conditions: Testing the {Markov} switching model of
                 {GNP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "195--198",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C195%3A%3AAID-JAE375%3E3.0.CO%3B2-2",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Eddelbuttel:1996:SRO,
  author =       "Dirk Eddelb{\"u}ttel",
  title =        "Software review: Object-oriented econometrics: Matrix
                 programming in {C++} using {GCC} and {\tt newmat}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "199--209",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C199%3A%3AAID-JAE395%3E3.0.CO%3B2-P",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Oxley:1996:BRC,
  author =       "Les Oxley",
  title =        "Book Review: {{\booktitle{Cointegration analysis in
                 econometric modelling}}, R. I. D. Harris, Harvester,
                 Wheatsheaf, London, 1995, ISBN 0-13-35582-4, pp. ix +
                 176, \pounds 15.95}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "211--215",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C211%3A%3AAID-JAE398%3E3.0.CO%3B2-8",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Anonymous:1996:FPa,
  author =       "Anonymous",
  title =        "Forthcoming Papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "217--217",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Anonymous:1996:JAEa,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Applied Econometrics}} Data
                 Archive}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "218--218",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{Anonymous:1996:Mb,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "2",
  pages =        "fmi--fmi",
  month =        mar,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "March 1996",
}

@Article{vanNorden:1996:RST,
  author =       "Simon van Norden",
  title =        "Regime switching as a test for exchange rate bubbles",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "219--251",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C219%3A%3AAID-JAE394%3E3.0.CO%3B2-S",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Li:1996:DTA,
  author =       "C. W. Li and W. K. Li",
  title =        "On a double-threshold autoregressive heteroscedastic
                 time series model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "253--274",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C253%3A%3AAID-JAE393%3E3.0.CO%3B2-8",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Deb:1996:ECM,
  author =       "Partha Deb and Pravin K. Trivedi and Panayotis
                 Varangis",
  title =        "The excess co-movement of commodity prices
                 reconsidered",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "275--291",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C275%3A%3AAID-JAE392%3E3.0.CO%3B2-3",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Mealli:1996:OPJ,
  author =       "Fabrizia Mealli and Stephen Pudney",
  title =        "Occupational pensions and job mobility in {Britain}:
                 Estimation of a random-effects competing risks model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "293--320",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C293%3A%3AAID-JAE399%3E3.0.CO%3B2-N",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Gerfin:1996:PSP,
  author =       "Michael Gerfin",
  title =        "Parametric and semi-parametric estimation of the
                 binary response model of labour market participation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "321--339",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C321%3A%3AAID-JAE391%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Anonymous:1996:FPb,
  author =       "Anonymous",
  title =        "Forthcoming Papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "341--341",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Anonymous:1996:JAEb,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Applied Econometrics}} Data
                 Archive}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "342--342",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Anonymous:1996:Mc,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "3",
  pages =        "fmi--fmi",
  month =        may,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "May 1996",
}

@Article{Klette:1996:ICS,
  author =       "Tor Jakob Klette and Zvi Griliches",
  title =        "The inconsistency of common scale estimators when
                 output prices are unobserved and endogenous",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "343--361",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C343%3A%3AAID-JAE404%3E3.0.CO%3B2-4",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Soderlind:1996:ACA,
  author =       "Paul S{\"o}derlind and Anders Vredin",
  title =        "Applied cointegration analysis in the mirror of
                 macroeconomic theory",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "363--381",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C363%3A%3AAID-JAE402%3E3.0.CO%3B2-8",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Proietti:1996:PSS,
  author =       "Tommaso Proietti",
  title =        "Persistence of shocks on seasonal processes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "383--398",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C383%3A%3AAID-JAE403%3E3.0.CO%3B2-3",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Fiorentini:1996:ADC,
  author =       "Gabriele Fiorentini and Giorgio Calzolari and Lorenzo
                 Panattoni",
  title =        "Analytic derivatives and the computation of {GARCH}
                 estimates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "399--417",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C399%3A%3AAID-JAE401%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Galbraith:1996:CRT,
  author =       "John W. Galbraith",
  title =        "Credit rationing and threshold effects in the relation
                 between money and output",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "419--429",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C419%3A%3AAID-JAE400%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Fair:1996:CMU,
  author =       "Ray C. Fair",
  title =        "Computing median unbiased estimates in
                 macroeconometric models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "431--435",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C431%3A%3AAID-JAE396%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Silk:1996:SEC,
  author =       "Julian Silk",
  title =        "Systems estimation: A comparison of {SAS}, {SHAZAM}
                 and {TSP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "437--450",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C437%3A%3AAID-JAE405%3E3.0.CO%3B2-O",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/sas.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Anonymous:1996:FPc,
  author =       "Anonymous",
  title =        "Forthcoming Papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "451--451",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Anonymous:1996:JAEc,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Applied Econometrics}} Data
                 Archive}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "452--452",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Anonymous:1996:Md,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "4",
  pages =        "fmi--fmi",
  month =        jul,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "July 1996",
}

@Article{Diebold:1996:IEF,
  author =       "Francis X. Diebold and Mark W. Watson",
  title =        "Introduction: Econometric forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "453--454",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C453%3A%3AAID-JAE411%3E3.0.CO%3B2-3",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Granger:1996:CWI,
  author =       "Clive W. J. Granger",
  title =        "Can we improve the perceived quality of economic
                 forecasts?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "455--473",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C455%3A%3AAID-JAE408%3E3.0.CO%3B2-E",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Clements:1996:ICS,
  author =       "Michael P. Clements and David F. Hendry",
  title =        "Intercept corrections and structural change",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "475--494",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C475%3A%3AAID-JAE409%3E3.0.CO%3B2-9",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Hoffman:1996:AFP,
  author =       "Dennis L. Hoffman and Robert H. Rasche",
  title =        "Assessing forecast performance in a cointegrated
                 system",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "495--517",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C495%3A%3AAID-JAE407%3E3.0.CO%3B2-D",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Lin:1996:CIC,
  author =       "Jin-Lung Lin and Ruey S. Tsay",
  title =        "{Co}-integration constraint and forecasting: An
                 empirical examination",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "519--538",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C519%3A%3AAID-JAE410%3E3.0.CO%3B2-Q",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Weiss:1996:ETS,
  author =       "Andrew A. Weiss",
  title =        "Estimating time series models using the relevant cost
                 function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "539--560",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C539%3A%3AAID-JAE412%3E3.0.CO%3B2-I",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Christoffersen:1996:FRF,
  author =       "Peter F. Christoffersen and Francis X. Diebold",
  title =        "Further results on forecasting and model selection
                 under asymmetric loss",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "561--571",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C561%3A%3AAID-JAE406%3E3.0.CO%3B2-S",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Hamilton:1996:SMV,
  author =       "James D. Hamilton and Gang Lin",
  title =        "Stock market volatility and the business cycle",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "573--593",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C573%3A%3AAID-JAE413%3E3.0.CO%3B2-T",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Anonymous:1996:FPd,
  author =       "Anonymous",
  title =        "Forthcoming Papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "595--596",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110502",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Anonymous:1996:JAEd,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Applied Econometrics}} Data
                 Archive}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "597--597",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110503",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Anonymous:1996:Me,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "5",
  pages =        "fmi--fmi",
  month =        sep,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110501",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "September 1996",
}

@Article{Anonymous:1996:A,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "599--599",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110602",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{MacKinnon:1996:NDF,
  author =       "James G. MacKinnon",
  title =        "Numerical distribution functions for unit root and
                 cointegration tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "601--618",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C601%3A%3AAID-JAE417%3E3.0.CO%3B2-T",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Papke:1996:EMF,
  author =       "Leslie E. Papke and Jeffrey M. Wooldridge",
  title =        "Econometric methods for fractional response variables
                 with an application to 401(k) plan participation
                 rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "619--632",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C619%3A%3AAID-JAE418%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Anglin:1996:SEH,
  author =       "Paul M. Anglin and Ramazan Gen{\c{c}}ay",
  title =        "Semiparametric estimation of a hedonic price
                 function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "633--648",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C633%3A%3AAID-JAE414%3E3.0.CO%3B2-T",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Ivaldi:1996:CFT,
  author =       "Marc Ivaldi and Norbert Ladoux and Herv{\'e} Ossard
                 and Michel Simioni",
  title =        "Comparing {Fourier} and translog specifications of
                 multiproduct technology: Evidence from an incomplete
                 panel of {French} farmers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "649--667",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C649%3A%3AAID-JAE416%3E3.0.CO%3B2-4",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Creedy:1996:NLM,
  author =       "John Creedy and Jenny Lye and Vance L. Martin",
  title =        "A non-linear model of the real {US/UK} exchange rate",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "669--686",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C669%3A%3AAID-JAE415%3E3.0.CO%3B2-5",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Pierse:1996:GV,
  author =       "Richard G. Pierse",
  title =        "{GAUSSX}: Version 3.4",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "687--693",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C687%3A%3AAID-JAE419%3E3.0.CO%3B2-Y",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Fiebig:1996:BRB,
  author =       "Denzil G. Fiebig",
  title =        "Book Review: {{\booktitle{Book review: Bayesian
                 analysis in statistics and econometrics: Essays in
                 honor of Arnold Zellner. Edited by Donald A. Berry}},
                 Kathryn M. Challoner and John Geweke. John Wiley, New
                 York, 1996, ISBN 0-471-11856-7, hardbound, \pounds 90,
                 pp.xxii + 577}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "695--697",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C695%3A%3AAID-JAE420%3E3.0.CO%3B2-S",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Anonymous:1996:Mf,
  author =       "Anonymous",
  title =        "Masthead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "11",
  number =       "6",
  pages =        "fmi--fmi",
  month =        nov,
  year =         "1996",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3950110601",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "November 1996",
}

@Article{Tunali:1997:CRA,
  author =       "Insan Tunali and Jonathan B. Pritchett",
  title =        "{Cox} regression with alternative concepts of waiting
                 time: the {New Orleans} yellow fever epidemic of 1853",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "1",
  pages =        "1--25",
  month =        jan,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C1%3A%3AAID-JAE423%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1997",
}

@Article{Ravn:1997:PTS,
  author =       "Morten O. Ravn",
  title =        "Permanent and transitory shocks, and the {UK} business
                 cycle",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "1",
  pages =        "27--48",
  month =        jan,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C27%3A%3AAID-JAE421%3E3.0.CO%3B2-H",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1997",
}

@Article{Fornari:1997:SVS,
  author =       "Fabio Fornari and Antonio Mele",
  title =        "Sign- and volatility-switching {ARCH} models: theory
                 and applications to international stock markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "1",
  pages =        "49--65",
  month =        jan,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C49%3A%3AAID-JAE422%3E3.0.CO%3B2-6",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1997",
}

@Article{Greenberg:1997:PAM,
  author =       "Edward Greenberg and Robert P. Parks",
  title =        "A predictive approach to model selection and
                 multicollinearity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "1",
  pages =        "67--75",
  month =        jan,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C67%3A%3AAID-JAE427%3E3.0.CO%3B2-W",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1997",
}

@Article{Cribari-Neto:1997:EPE,
  author =       "Francisco Cribari-Neto",
  title =        "Econometric programming environments: {GAUSS}, {Ox}
                 and {S-Plus}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "1",
  pages =        "77--89",
  month =        jan,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C77%3A%3AAID-JAE425%3E3.0.CO%3B2-0",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1997",
}

@Article{Imbens:1997:BRF,
  author =       "Guido W. Imbens",
  title =        "Book Review: {{\booktitle{The Foundations of
                 Econometric Analysis}}, David F. Hendry and Mary S.
                 Morgan, Cambridge University Press, Cambridge, ISBN
                 0-521-38043-X, 558pp, \pounds 40 hb.}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "1",
  pages =        "91--94",
  month =        jan,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C91%3A%3AAID-JAE428%3E3.0.CO%3B2-7",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "January 1997",
}

@Article{Kadiyala:1997:NME,
  author =       "K. Rao Kadiyala and Sune Karlsson",
  title =        "Numerical methods for estimation and inference in
                 {Bayesian} {VAR}-models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "2",
  pages =        "99--132",
  month =        mar,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C99%3A%3AAID-JAE429%3E3.0.CO%3B2-A",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Mills:1997:SIB,
  author =       "Jeffrey A. Mills and Sourushe Zandvakili",
  title =        "Statistical inference via bootstrapping for measures
                 of inequality",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "2",
  pages =        "133--150",
  month =        mar,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C133%3A%3AAID-JAE433%3E3.0.CO%3B2-H",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Hall:1997:CCR,
  author =       "Stephen G. Hall and Zacharias Psaradakis and Martin
                 Sola",
  title =        "Cointegration and changes in regime: the {Japanese}
                 consumption function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "2",
  pages =        "151--168",
  month =        mar,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C151%3A%3AAID-JAE424%3E3.0.CO%3B2-J",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Racine:1997:FCV,
  author =       "Jeff Racine",
  title =        "Feasible cross--validatory model selection for general
                 stationary processes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "2",
  pages =        "169--179",
  month =        mar,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C169%3A%3AAID-JAE426%3E3.0.CO%3B2-P",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Mccullough:1997:RRV,
  author =       "B. D. Mccullough",
  title =        "A review of {RATS} v4.2: benchmarking numerical
                 accuracy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "2",
  pages =        "181--190",
  month =        mar,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C181%3A%3AAID-JAE431%3E3.0.CO%3B2-O",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  keywords =     "Regression Analysis of Time Series (RATS)",
  onlinedate =   "04 December 1998",
}

@Article{Mcaleer:1997:BR,
  author =       "Michael Mcaleer",
  title =        "Book review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "2",
  pages =        "191--193",
  month =        mar,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C191%3A%3AAID-JAE434%3E3.0.CO%3B2-E",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Trivedi:1997:EME,
  author =       "Pravin K. Trivedi",
  title =        "Econometric models of event counts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "199--201",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C199%3A%3AAID-JAE442%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Cameron:1997:CDR,
  author =       "A. Colin Cameron and Per Johansson",
  title =        "Count data regression using series expansions: with
                 applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "203--223",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C203%3A%3AAID-JAE446%3E3.0.CO%3B2-2",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Gurmu:1997:SPE,
  author =       "Shiferaw Gurmu",
  title =        "Semi-parametric estimation of {Hurdle} regression
                 models with an application to Medicaid3 utilization",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "225--242",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C225%3A%3AAID-JAE445%3E3.0.CO%3B2-Y",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Crepon:1997:EIF,
  author =       "Bruno Cr{\'e}pon and Emmanuel Duguet",
  title =        "Estimating the innovation function from patent
                 numbers: {GMM} on count panel data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "243--263",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C243%3A%3AAID-JAE444%3E3.0.CO%3B2-4",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Cincera:1997:PRT,
  author =       "Michele Cincera",
  title =        "Patents, {R\&D}, and technological spillovers at the
                 firm level: some evidence from econometric count models
                 for panel data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "265--280",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C265%3A%3AAID-JAE439%3E3.0.CO%3B2-J",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Windmeijer:1997:ECD,
  author =       "F. A. G. Windmeijer and J. M. C. Santos Silva",
  title =        "Endogeneity in count data models: an application to
                 demand for health care",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "281--294",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C281%3A%3AAID-JAE436%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Geil:1997:EIH,
  author =       "Peter Geil and Andreas Million and Ralph Rotte and
                 Klaus F. Zimmermann",
  title =        "Economic incentives and hospitalization in {Germany}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "295--311",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C295%3A%3AAID-JAE443%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Deb:1997:DMC,
  author =       "Partha Deb and Pravin K. Trivedi",
  title =        "Demand for medical care by the elderly: a finite
                 mixture approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "313--336",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C313%3A%3AAID-JAE440%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Mullahy:1997:HEZ,
  author =       "John Mullahy",
  title =        "Heterogeneity, excess zeros, and the structure of
                 count data models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "3",
  pages =        "337--350",
  month =        may,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C337%3A%3AAID-JAE438%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Lee:1997:GCM,
  author =       "Kevin Lee and M. Hashem Pesaran and Ron Smith",
  title =        "Growth and convergence in a multi-country empirical
                 stochastic {Solow} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "4",
  pages =        "357--392",
  month =        jul,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C357%3A%3AAID-JAE441%3E3.0.CO%3B2-T",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Bianchi:1997:TCE,
  author =       "Marco Bianchi",
  title =        "Testing for convergence: evidence from non-parametric
                 multimodality tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "4",
  pages =        "393--409",
  month =        jul,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C393%3A%3AAID-JAE447%3E3.0.CO%3B2-J",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Gordon:1997:STD,
  author =       "Stephen Gordon",
  title =        "Stochastic trends, deterministic trends, and business
                 cycle turning points",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "4",
  pages =        "411--434",
  month =        jul,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C411%3A%3AAID-JAE432%3E3.0.CO%3B2-9",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Culver:1997:TUR,
  author =       "Sarah E. Culver and David H. Papell",
  title =        "Is there a unit root in the inflation rate? {Evidence}
                 from sequential break and panel data models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "4",
  pages =        "435--444",
  month =        jul,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C435%3A%3AAID-JAE430%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Silk:1997:TR,
  author =       "Julian Silk",
  title =        "{TSP} 4.4: a review",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "4",
  pages =        "445--453",
  month =        jul,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C445%3A%3AAID-JAE448%3E3.0.CO%3B2-C",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Madsen:1997:BRQ,
  author =       "Jakob B. Madsen",
  title =        "Book review: {{\booktitle{Quantitative Financial
                 Economics: Stocks, Bonds and Foreign Exchange}}. Keith
                 Cuthbertson. John Wiley, New York, 1996. ISBN
                 0-471-95359-8 (cased), 0-471-95360-1 pp470. Price:
                 US\$95 (cased), US\$60 (paperback)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "4",
  pages =        "455--457",
  month =        jul,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C455%3A%3AAID-JAE449%3E3.0.CO%3B2-8",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Magnus:1997:DE,
  author =       "Jan R. Magnus and Mary S. Morgan",
  title =        "Design of the experiment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "459--465",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C459%3A%3AAID-JAE461%3E3.0.CO%3B2-M",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Magnus:1997:OE,
  author =       "Jan R. Magnus and Mary S. Morgan",
  title =        "Organization of the experiment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "467--476",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C467%3A%3AAID-JAE462%3E3.0.CO%3B2-O",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Anderson:1997:CBI,
  author =       "Heather M. Anderson and Farshid Vahid",
  title =        "On the correspondence between individual and aggregate
                 food consumption functions: evidence from the {USA} and
                 {The Netherlands}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "477--507",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C477%3A%3AAID-JAE452%3E3.0.CO%3B2-O",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{VanDriel:1997:DFU,
  author =       "Hans {Van Driel} and Venuta Nadall and Kees
                 Zeelenberg",
  title =        "The demand for food in the {United States} and {The
                 Netherlands}: a systems approach with the {CBS} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "509--532",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C509%3A%3AAID-JAE451%3E3.0.CO%3B2-P",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Leamer:1997:RTS,
  author =       "Edward E. Leamer",
  title =        "Revisiting {Tobin}'s 1950 study of food expenditure",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "533--561",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C533%3A%3AAID-JAE454%3E3.0.CO%3B2-V",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Bearse:1997:EEM,
  author =       "Peter M. Bearse and Hamparsum Bozdogan and Alan M.
                 Schlottmann",
  title =        "Empirical econometric modelling of food consumption
                 using a new informational complexity approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "563--592",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C563%3A%3AAID-JAE453%3E3.0.CO%3B2-V",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Song:1997:CSM,
  author =       "Haiyan Song and Xiaming Liu and Peter Romilly",
  title =        "A comparative study of modelling the demand for food
                 in the {United States} and {The Netherlands}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "593--613",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C593%3A%3AAID-JAE450%3E3.0.CO%3B2-0",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{DeCrombrugghe:1997:SDF,
  author =       "Denis {De Crombrugghe} and Franz C. Palm and
                 Jean-Pierre Urbain",
  title =        "Statistical demand functions for food in the {USA} and
                 the {Netherlands}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "615--645",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C615%3A%3AAID-JAE455%3E3.0.CO%3B2-L",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Tobin:1997:CPJ,
  author =       "James Tobin",
  title =        "Comments by {Professor} {James} Tobin",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "647--650",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C647%3A%3AAID-JAE463%3E3.0.CO%3B2-H",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Magnus:1997:DBD,
  author =       "Jan R. Magnus and Mary S. Morgan",
  title =        "The data: a brief description",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "5",
  pages =        "651--661",
  month =        sep # "--" # oct,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C651%3A%3AAID-JAE464%3E3.0.CO%3B2-V",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Kapteyn:1997:IPE,
  author =       "Arie Kapteyn and Sara van de Geer and Huib {Van de
                 Stadt} and Tom Wansbeek",
  title =        "Interdependent preferences: an econometric analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "6",
  pages =        "665--686",
  month =        nov # "--" # dec,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C665%3A%3AAID-JAE437%3E3.0.CO%3B2-U",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Fleissig:1997:DLF,
  author =       "Adrian R. Fleissig",
  title =        "The dynamic {Laurent} flexible form and the demand for
                 money",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "6",
  pages =        "687--699",
  month =        nov # "--" # dec,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C687%3A%3AAID-JAE435%3E3.0.CO%3B2-S",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Davis:1997:FSU,
  author =       "E. Philip Davis and Gabriel Fagan",
  title =        "Are financial spreads useful indicators of future
                 inflation and output growth in {EU} countries?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "6",
  pages =        "701--714",
  month =        nov # "--" # dec,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C701%3A%3AAID-JAE456%3E3.0.CO%3B2-9",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Hai:1997:USF,
  author =       "Weike Hai and Nelson C. Mark and Yangru Wu",
  title =        "Understanding spot and forward exchange rate
                 regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "6",
  pages =        "715--734",
  month =        nov # "--" # dec,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C715%3A%3AAID-JAE470%3E3.0.CO%3B2-C",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Cribari-Neto:1997:MEP,
  author =       "Francisco Cribari-Neto and Mark J. Jensen",
  title =        "{MATLAB} as an econometric programming environment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "6",
  pages =        "735--744",
  month =        nov # "--" # dec,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C735%3A%3AAID-JAE471%3E3.0.CO%3B2-7",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/matlab.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{McKenzie:1997:BRU,
  author =       "Colin McKenzie",
  title =        "Book Reviews: {{\booktitle{Undergraduate
                 econometrics}}, R. C. Hill, W. E. Griffiths, and G. G.
                 Judge, John Wiley, New York, 1997, A\$57.95, ISBN
                 0-471-13993-9, pp. xiv + 366. \booktitle{Instructor's
                 resource guide to accompany undergraduate
                 econometrics}, W. E. Griffiths, R. C. Hill, and L. C.
                 Marsh, John Wiley, New York, 1997, ISBN 0-471-19189-2,
                 pp. 510 + floppy disk}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "12",
  number =       "6",
  pages =        "745--749",
  month =        nov # "--" # dec,
  year =         "1997",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C745%3A%3AAID-JAE472%3E3.0.CO%3B2-3",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Buchinsky:1998:DCF,
  author =       "Moshe Buchinsky",
  title =        "The dynamics of changes in the female wage
                 distribution in the {USA}: a quantile regression
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "1",
  pages =        "1--30",
  month =        jan # "--" # feb,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C1%3A%3AAID-JAE474%3E3.0.CO%3B2-A",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Koedijk:1998:ETZ,
  author =       "Kees G. Koedijk and Philip A. Stork and Casper G. {De
                 Vries}",
  title =        "An {EMS} target zone model in discrete time",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "1",
  pages =        "31--48",
  month =        jan # "--" # feb,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C31%3A%3AAID-JAE458%3E3.0.CO%3B2-F",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Tse:1998:CHY,
  author =       "Y. K. Tse",
  title =        "The conditional heteroscedasticity of the yen-dollar
                 exchange rate",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "1",
  pages =        "49--55",
  month =        jan # "--" # feb,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C49%3A%3AAID-JAE459%3E3.0.CO%3B2-O",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Beyer:1998:MMD,
  author =       "Andreas Beyer",
  title =        "Modelling money demand in {Germany}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "1",
  pages =        "57--76",
  month =        jan # "--" # feb,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C57%3A%3AAID-JAE457%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{McKenzie:1998:M,
  author =       "C. R. McKenzie",
  title =        "Microfit 4.0",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "1",
  pages =        "77--89",
  month =        jan # "--" # feb,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C77%3A%3AAID-JAE477%3E3.0.CO%3B2-V",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Leong:1998:BRP,
  author =       "Kenneth Leong",
  title =        "Book Review: {{\booktitle{Periodicity and Stochastic
                 Trends in Economic Time Series}}, Philip Hans Franses,
                 Oxford University Press, Oxford, 1996, \pounds 35.00
                 (hardback), ISBN 0-19-877453-2 (hardback), pp. xii +
                 230}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "1",
  pages =        "91--95",
  month =        jan # "--" # feb,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C91%3A%3AAID-JAE473%3E3.0.CO%3B2-M",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 1998",
}

@Article{Zellner:1998:AFF,
  author =       "Arnold Zellner and Hang Ryu",
  title =        "Alternative functional forms for production, cost and
                 returns to scale functions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "2",
  pages =        "101--127",
  month =        mar # "--" # apr,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C101%3A%3AAID-JAE465%3E3.0.CO%3B2-V",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Ghysels:1998:BIP,
  author =       "Eric Ghysels and Robert E. McCulloch and Ruey S.
                 Tsay",
  title =        "{Bayesian} inference for periodic regime-switching
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "2",
  pages =        "129--143",
  month =        mar # "--" # apr,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C129%3A%3AAID-JAE466%3E3.0.CO%3B2-2",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Delgado:1998:TNN,
  author =       "Miguel A. Delgado and Juan Mora",
  title =        "Testing non-nested semiparametric models: an
                 application to {Engel} curves specification",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "2",
  pages =        "145--162",
  month =        mar # "--" # apr,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C145%3A%3AAID-JAE467%3E3.0.CO%3B2-9",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Vella:1998:WWD,
  author =       "Francis Vella and Marno Verbeek",
  title =        "Whose wages do unions raise? {A} dynamic model of
                 unionism and wage rate determination for young men",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "2",
  pages =        "163--183",
  month =        mar # "--" # apr,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C163%3A%3AAID-JAE460%3E3.0.CO%3B2-Y",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Butler:1998:DMC,
  author =       "J. S. Butler and T. Aldrich Finegan and John J.
                 Siegfried",
  title =        "Does more calculus improve student learning in
                 intermediate micro- and macroeconomic theory?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "2",
  pages =        "185--202",
  month =        mar # "--" # apr,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C185%3A%3AAID-JAE478%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Sephton:1998:EV,
  author =       "Peter S. Sephton",
  title =        "Easyreg: version 1.12",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "2",
  pages =        "203--207",
  month =        mar # "--" # apr,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C203%3A%3AAID-JAE487%3E3.0.CO%3B2-E",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Madsen:1998:BRB,
  author =       "Jakob B. Madsen",
  title =        "Book review: {{\booktitle{Basic Econometrics}},
                 Damodar N. Gujarati, McGraw-Hill, New York, 1995, ISBN
                 0-07-025214-9 (paperback), pp. 838. Price {US\$74.95},
                 \pounds 23.50 (paperback)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "2",
  pages =        "209--212",
  month =        mar # "--" # apr,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C209%3A%3AAID-JAE488%3E3.0.CO%3B2-U",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Ryden:1998:SFD,
  author =       "Tobias Ryd{\'e}n and Timo Ter{\"a}svirta and Stefan
                 {\AA}sbrink",
  title =        "Stylized facts of daily return series and the hidden
                 {Markov} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "3",
  pages =        "217--244",
  month =        may # "--" # jun,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C217%3A%3AAID-JAE476%3E3.0.CO%3B2-V",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Martens:1998:TEC,
  author =       "Martin Martens and Paul Kofman and Ton C. F. Vorst",
  title =        "A threshold error-correction model for intraday
                 futures and index returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "3",
  pages =        "245--263",
  month =        may # "--" # jun,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C245%3A%3AAID-JAE480%3E3.0.CO%3B2-E",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Normandin:1998:SRA,
  author =       "Michel Normandin and Pascal St-Amour",
  title =        "Substitution, risk aversion, taste shocks and equity
                 premia",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "3",
  pages =        "265--281",
  month =        may # "--" # jun,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C265%3A%3AAID-JAE475%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Bianchi:1998:UPD,
  author =       "Marco Bianchi and Gylfi Zoega",
  title =        "Unemployment persistence: does the size of the shock
                 matter?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "3",
  pages =        "283--304",
  month =        may # "--" # jun,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C283%3A%3AAID-JAE469%3E3.0.CO%3B2-S",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Kasa:1998:ISD,
  author =       "Kenneth Kasa",
  title =        "Identifying the source of dynamics in disaggregated
                 import data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "3",
  pages =        "305--320",
  month =        may # "--" # jun,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C305%3A%3AAID-JAE468%3E3.0.CO%3B2-U",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Tufte:1998:CRC,
  author =       "David Tufte",
  title =        "{CATS} in {RATS}: cointegration analysis of time
                 series: version 1.01",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "3",
  pages =        "321--330",
  month =        may # "--" # jun,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C321%3A%3AAID-JAE491%3E3.0.CO%3B2-L",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  keywords =     "Regression Analysis of Time Series (RATS)",
  onlinedate =   "21 December 1998",
}

@Article{Mahieu:1998:EAS,
  author =       "Ronald J. Mahieu and Peter C. Schotman",
  title =        "An empirical application of stochastic volatility
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "4",
  pages =        "333--360",
  month =        jul # "--" # aug,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C333%3A%3AAID-JAE479%3E3.0.CO%3B2-I",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Temple:1998:RTA,
  author =       "Jonathan R. W. Temple",
  title =        "Robustness tests of the augmented {Solow} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "4",
  pages =        "361--375",
  month =        jul # "--" # aug,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C361%3A%3AAID-JAE483%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Sickles:1998:ATP,
  author =       "Robin C. Sickles and Mary L. Streitwieser",
  title =        "An analysis of technology, productivity, and
                 regulatory distortion in the interstate natural gas
                 transmission industry: 1977--1985",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "4",
  pages =        "377--395",
  month =        jul # "--" # aug,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C377%3A%3AAID-JAE484%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Trede:1998:APM,
  author =       "Mark M. Trede",
  title =        "The age profile of mobility measures: an application
                 to earnings in {West} {Germany}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "4",
  pages =        "397--409",
  month =        jul # "--" # aug,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C397%3A%3AAID-JAE482%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Marquez:1998:RPP,
  author =       "Jaime Marquez",
  title =        "Review of {PcGive} Professional 9.0 For {Windows}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "4",
  pages =        "411--420",
  month =        jul # "--" # aug,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C411%3A%3AAID-JAE494%3E3.0.CO%3B2-%23",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Turkington:1998:BRH,
  author =       "Darrell Turkington",
  title =        "Book review: {{\booktitle{Handbook of Matrices}},
                 Helmut L{\"u}tkepohl, Wiley, New York, 1996, ISBN
                 0-471-96688-6 (hardback), pp. xvi + 304. Price
                 A\$195.95 (hardback), A\$89.95 (paperback)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "4",
  pages =        "421--423",
  month =        jul # "--" # aug,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C421%3A%3AAID-JAE496%3E3.0.CO%3B2-T",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 1998",
}

@Article{Horowitz:1998:IAS,
  author =       "Joel Horowitz and Myoung-Jae Lee and Bertrand
                 Melenberg and Arthur van Soest",
  title =        "Introduction: application of semiparametric methods
                 for micro-data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "431--433",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C431%3A%3AAID-JAE505%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{Blundell:1998:SEC,
  author =       "Richard Blundell and Alan Duncan and Krishna
                 Pendakur",
  title =        "Semiparametric estimation and consumer demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "435--461",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C435%3A%3AAID-JAE506%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{Bhalotra:1998:IRA,
  author =       "Sonia Bhalotra and Cliff Attfield",
  title =        "Intrahousehold resource allocation in rural
                 {Pakistan}: a semiparametric analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "463--480",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C463%3A%3AAID-JAE510%3E3.0.CO%3B2-3",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{Schafgans:1998:EWD,
  author =       "Marcia M. A. Schafgans",
  title =        "Ethnic wage differences in {Malaysia}: parametric and
                 semiparametric estimation of the {Chinese--Malay} wage
                 gap",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "481--504",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C481%3A%3AAID-JAE509%3E3.0.CO%3B2-I",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{Chesher:1998:IDH,
  author =       "Andrew Chesher",
  title =        "Individual demands from household aggregates: time and
                 age variation in the composition of diet",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "505--524",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C505%3A%3AAID-JAE504%3E3.0.CO%3B2-Q",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{Burda:1998:SAG,
  author =       "Michael C. Burda and Wolfgang H{\"a}rdle and Marlene
                 M{\"u}ller and Axel Werwatz",
  title =        "Semiparametric analysis of {German East-West}
                 migration intentions: facts and theory",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "525--541",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C525%3A%3AAID-JAE508%3E3.0.CO%3B2-C",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{Olson:1998:CPS,
  author =       "Craig A. Olson",
  title =        "A comparison of parametric and semiparametric
                 estimates of the effect of spousal health insurance
                 coverage on weekly hours worked by wives",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "543--565",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C543%3A%3AAID-JAE507%3E3.0.CO%3B2-J",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{Euwals:1998:TPV,
  author =       "Rob Euwals and Bertrand Melenberg and Arthur van
                 Soest",
  title =        "Testing the predictive value of subjective labour
                 supply data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "5",
  pages =        "567--585",
  month =        sep # "--" # oct,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C567%3A%3AAID-JAE511%3E3.0.CO%3B2-M",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 1999",
  remark =       "Special issues on Application of Semiparametric
                 Methods for Micro-Data.",
}

@Article{DeLaCroix:1998:ISI,
  author =       "David {De La Croix} and Jean-Pierre Urbain",
  title =        "Intertemporal substitution in import demand and habit
                 formation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "589--612",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C589%3A%3AAID-JAE489%3E3.0.CO%3B2-2",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{Perez:1998:COB,
  author =       "Stephen J. Perez",
  title =        "Causal ordering and `The bank lending channel'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "613--626",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C613%3A%3AAID-JAE492%3E3.0.CO%3B2-7",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{Johnson:1998:GDT,
  author =       "David Johnson and Robert McClelland",
  title =        "A general dependence test and applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "627--644",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C627%3A%3AAID-JAE486%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{Baltagi:1998:ECP,
  author =       "Badi H. Baltagi and James M. Griffin and Sharada R.
                 Vadali",
  title =        "Excess capacity: a permanent characteristic of {US}
                 airlines?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "645--657",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C645%3A%3AAID-JAE485%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{Bidarkota:1998:OUI,
  author =       "Prasad V. Bidarkota and J. Huston McCulloch",
  title =        "Optimal univariate inflation forecasting with
                 symmetric stable shocks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "659--670",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C659%3A%3AAID-JAE481%3E3.0.CO%3B2-Q",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{Vickner:1998:CES,
  author =       "Steven S. Vickner and Stephen P. Davies",
  title =        "Comment: on the estimation of simultaneous-equations
                 error-components models with an application to a model
                 of developing country foreign trade",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "671--671",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C671%3A%3AAID-JAE522%3E3.0.CO%3B2-B",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{Teyssiere:1998:XIS,
  author =       "Gilles Teyssi{\`e}re",
  title =        "{XploRe} 4.0, an interactive statistical computing
                 environment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "673--679",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C673%3A%3AAID-JAE512%3E3.0.CO%3B2-6",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{McKenzie:1998:BRT,
  author =       "Colin McKenzie",
  title =        "Book Review: {{\booktitle{Time Series and Dynamic
                 Models}}, Christian Gourieroux and Alain Monfort,
                 Cambridge University Press, Cambridge, 1997, ISBN
                 0-521-41146-7 (hardbound), ISBN 0-521-42308-2
                 (paperback), pp. xv + 668. Price \pounds 65.00
                 (hardbound), \pounds 22.95 (paperback)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "13",
  number =       "6",
  pages =        "681--684",
  month =        nov # "--" # dec,
  year =         "1998",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C681%3A%3AAID-JAE518%3E3.0.CO%3B2-U",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 December 1998",
}

@Article{Salemi:1999:ENR,
  author =       "Michael K. Salemi",
  title =        "Estimating the natural rate of unemployment and
                 testing the natural rate hypothesis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "1",
  pages =        "1--25",
  month =        jan # "--" # feb,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C1%3A%3AAID-JAE495%3E3.0.CO%3B2-%23",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 February 1999",
}

@Article{Cati:1999:URP,
  author =       "Regina Celia Cati and Marcio G. P. Garcia and Pierre
                 Perron",
  title =        "Unit roots in the presence of abrupt governmental
                 interventions with an application to {Brazilian} data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "1",
  pages =        "27--56",
  month =        jan # "--" # feb,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C27%3A%3AAID-JAE490%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 February 1999",
}

@Article{Angrist:1999:JIV,
  author =       "J. D. Angrist and G. W. Imbens and A. B. Krueger",
  title =        "Jackknife instrumental variables estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "1",
  pages =        "57--67",
  month =        jan # "--" # feb,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C57%3A%3AAID-JAE501%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See replication report \cite{Nakov:2010:JIV}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 February 1999",
}

@Article{Blomquist:1999:SSP,
  author =       "S{\"o}ren Blomquist and Matz Dahlberg",
  title =        "Small sample properties of {LIML} and jackknife {IV}
                 estimators: experiments with weak instruments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "1",
  pages =        "69--88",
  month =        jan # "--" # feb,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C69%3A%3AAID-JAE521%3E3.0.CO%3B2-7",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 February 1999",
}

@Article{McCullough:1999:BRM,
  author =       "B. D. McCullough",
  title =        "Book review: {{\booktitle{Mathematical Statistics for
                 Economics and Business}}, Ron C. Mittelhammer,
                 Springer-Verlag, New York, 1996, xviii + 723 pp.
                 \$57.95, hardback only; solutions manual free to
                 instructors who adopt the text.}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "1",
  pages =        "89--93",
  month =        jan # "--" # feb,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C89%3A%3AAID-JAE523%3E3.0.CO%3B2-%23",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 February 1999",
}

@Article{Watanabe:1999:NLF,
  author =       "Toshiaki Watanabe",
  title =        "A non-linear filtering approach to stochastic
                 volatility models with an application to daily stock
                 returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "2",
  pages =        "101--121",
  month =        mar # "--" # apr,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C101%3A%3AAID-JAE499%3E3.0.CO%3B2-A",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 1999",
}

@Article{Clements:1999:MCS,
  author =       "Michael P. Clements and Jeremy Smith",
  title =        "A {Monte Carlo} study of the forecasting performance
                 of empirical {SETAR} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "2",
  pages =        "123--141",
  month =        mar # "--" # apr,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C123%3A%3AAID-JAE493%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 1999",
}

@Article{Hall:1999:DPC,
  author =       "Stephen G. Hall and Zacharias Psaradakis and Martin
                 Sola",
  title =        "Detecting periodically collapsing bubbles: a
                 {Markov}-switching unit root test",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "2",
  pages =        "143--154",
  month =        mar # "--" # apr,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C143%3A%3AAID-JAE500%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 1999",
}

@Article{Engsted:1999:ELM,
  author =       "Tom Engsted and Niels Haldrup",
  title =        "Estimating the {LQAC} model with {$ {\rm I}(2) $}
                 variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "2",
  pages =        "155--170",
  month =        mar # "--" # apr,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C155%3A%3AAID-JAE497%3E3.0.CO%3B2-%23",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 1999",
}

@Article{Bekdache:1999:TVB,
  author =       "Basma Bekdache",
  title =        "The time-varying behaviour of real interest rates: a
                 re-evaluation of the recent evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "2",
  pages =        "171--190",
  month =        mar # "--" # apr,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C171%3A%3AAID-JAE502%3E3.0.CO%3B2-U",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 1999",
}

@Article{McCullough:1999:ESR,
  author =       "B. D. McCullough",
  title =        "Econometric software reliability: {EViews}, {LIMDEP},
                 {SHAZAM} and {TSP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "2",
  pages =        "191--202",
  month =        mar # "--" # apr,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C191%3A%3AAID-JAE524%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 1999",
}

@Article{Blundell:1999:ELD,
  author =       "Richard Blundell and Jean Marc Robin",
  title =        "Estimation in large and disaggregated demand systems:
                 an estimator for conditionally linear systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "3",
  pages =        "209--232",
  month =        may # "--" # jun,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C209%3A%3AAID-JAE532%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 1999",
}

@Article{Amacher:1999:EST,
  author =       "Gregory S. Amacher and Daniel Hellerstein",
  title =        "The error structure of time series cross-section
                 hedonic models with sporadic event timing and serial
                 correlation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "3",
  pages =        "233--252",
  month =        may # "--" # jun,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C233%3A%3AAID-JAE513%3E3.0.CO%3B2-A",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 1999",
}

@Article{Burkhauser:1999:TSI,
  author =       "Richard V. Burkhauser and Amy Crews Cutts and Mary C.
                 Daly and Stephen P. Jenkins",
  title =        "Testing the significance of income distribution
                 changes over the 1980s business cycle: a cross-national
                 comparison",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "3",
  pages =        "253--272",
  month =        may # "--" # jun,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C253%3A%3AAID-JAE519%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 1999",
}

@Article{Cubadda:1999:CCS,
  author =       "Gianluca Cubadda",
  title =        "Common cycles in seasonal non-stationary time series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "3",
  pages =        "273--291",
  month =        may # "--" # jun,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C273%3A%3AAID-JAE498%3E3.0.CO%3B2-N",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 1999",
}

@Article{Choi:1999:TRW,
  author =       "In Choi",
  title =        "Testing the random walk hypothesis for real exchange
                 rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "3",
  pages =        "293--308",
  month =        may # "--" # jun,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C293%3A%3AAID-JAE503%3E3.0.CO%3B2-5",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 1999",
}

@Article{Wright:1999:TUR,
  author =       "Jonathan H. Wright",
  title =        "Testing for a unit root in the volatility of asset
                 returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "3",
  pages =        "309--318",
  month =        may # "--" # jun,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C309%3A%3AAID-JAE531%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 1999",
}

@Article{Cribari-Neto:1999:RYA,
  author =       "Francisco Cribari-Neto and Spyros G. Zarkos",
  title =        "{R}: yet another econometric programming environment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "3",
  pages =        "319--329",
  month =        may # "--" # jun,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C319%3A%3AAID-JAE533%3E3.0.CO%3B2-Q",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 1999",
}

@Article{Romeo:1999:LDC,
  author =       "Charles Romeo and Barry Sopher",
  title =        "Learning and decision costs in one-person games",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "4",
  pages =        "335--357",
  month =        jul # "--" # aug,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C335%3A%3AAID-JAE537%3E3.0.CO%3B2-D",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 1999",
}

@Article{Skalin:1999:ALS,
  author =       "Joakim Skalin and Timo Ter{\"a}svirta",
  title =        "Another look at {Swedish} business cycles,
                 1861--1988",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "4",
  pages =        "359--378",
  month =        jul # "--" # aug,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C359%3A%3AAID-JAE517%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 1999",
}

@Article{Choi:1999:EDR,
  author =       "Woon Gyu Choi",
  title =        "Estimating the discount rate policy reaction function
                 of the monetary authority",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "4",
  pages =        "379--401",
  month =        jul # "--" # aug,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C379%3A%3AAID-JAE516%3E3.0.CO%3B2-2",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 1999",
}

@Article{Aaberge:1999:LSI,
  author =       "Rolf Aaberge and Ugo Colombino and Steinar Str{\o}m",
  title =        "Labour supply in {Italy}: an empirical analysis of
                 joint household decisions, with taxes and quantity
                 constraints",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "4",
  pages =        "403--422",
  month =        jul # "--" # aug,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C403%3A%3AAID-JAE520%3E3.0.CO%3B2-4",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 1999",
}

@Article{Baltagi:1999:AER,
  author =       "Badi H. Baltagi",
  title =        "Applied econometrics rankings: 1989--1995",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "4",
  pages =        "423--441",
  month =        jul # "--" # aug,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C423%3A%3AAID-JAE536%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 1999",
}

@Article{MacKinnon:1999:LOS,
  author =       "James G. MacKinnon",
  title =        "The {Linux} operating system: {Debian GNU\slash
                 Linux}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "4",
  pages =        "443--452",
  month =        jul # "--" # aug,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C443%3A%3AAID-JAE535%3E3.0.CO%3B2-L",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 30 09:50:34 2018",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/linux.bib;
                 https://www.math.utah.edu/pub/tex/bib/unix.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 1999",
}

@Article{Li:1999:ERT,
  author =       "Kai Li",
  title =        "Exchange rate target zone models: a {Bayesian}
                 evaluation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "5",
  pages =        "461--490",
  month =        sep # "--" # oct,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C461%3A%3AAID-JAE540%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 1999",
}

@Article{Kilian:1999:ERM,
  author =       "Lutz Kilian",
  title =        "Exchange rates and monetary fundamentals: what do we
                 learn from long-horizon regressions?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "5",
  pages =        "491--510",
  month =        sep # "--" # oct,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C491%3A%3AAID-JAE527%3E3.0.CO%3B2-D",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 1999",
}

@Article{Lutkepohl:1999:ISL,
  author =       "Helmut L{\"u}tkepohl and Timo Ter{\"a}svirta and
                 J{\"u}rgen Wolters",
  title =        "Investigating stability and linearity of a {German}
                 {M1} money demand function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "5",
  pages =        "511--525",
  month =        sep # "--" # oct,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C511%3A%3AAID-JAE529%3E3.0.CO%3B2-C",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 1999",
}

@Article{Liu:1999:NLC,
  author =       "Zhenjuan Liu and Thanasis Stengos",
  title =        "Non-linearities in cross-country growth regressions: a
                 semiparametric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "5",
  pages =        "527--538",
  month =        sep # "--" # oct,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C527%3A%3AAID-JAE528%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 1999",
}

@Article{VanDijk:1999:TAP,
  author =       "Dick {Van Dijk} and Philip Hans Franses and Andr{\'e}
                 Lucas",
  title =        "Testing for {ARCH} in the presence of additive
                 outliers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "5",
  pages =        "539--562",
  month =        sep # "--" # oct,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C539%3A%3AAID-JAE526%3E3.0.CO%3B2-W",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 1999",
}

@Article{MacKinnon:1999:NDF,
  author =       "James G. MacKinnon and Alfred A. Haug and Leo
                 Michelis",
  title =        "Numerical distribution functions of likelihood ratio
                 tests for cointegration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "5",
  pages =        "563--577",
  month =        sep # "--" # oct,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C563%3A%3AAID-JAE530%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 1999",
}

@Article{Sena:1999:SFE,
  author =       "Vania Sena",
  title =        "Stochastic frontier estimation: a review of the
                 software options",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "5",
  pages =        "579--586",
  month =        sep # "--" # oct,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C579%3A%3AAID-JAE545%3E3.0.CO%3B2-T",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 1999",
}

@Article{Romeo:1999:CIS,
  author =       "Charles J. Romeo",
  title =        "Conducting inference in semiparametric duration models
                 under inequality restrictions on the shape of the
                 hazard implied by job search theory",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "6",
  pages =        "587--605",
  month =        nov # "--" # dec,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C587%3A%3AAID-JAE541%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 January 2000",
}

@Article{Aronsson:1999:IIB,
  author =       "Thomas Aronsson and S{\"o}ren Blomquist and Hans
                 Sackl{\'e}n",
  title =        "Identifying interdependent behaviour in an empirical
                 model of labour supply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "6",
  pages =        "607--626",
  month =        nov # "--" # dec,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C607%3A%3AAID-JAE538%3E3.0.CO%3B2-C",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 January 2000",
}

@Article{Hodgson:1999:AEC,
  author =       "Douglas J. Hodgson",
  title =        "Adaptive estimation of cointegrated models: simulation
                 evidence and an application to the forward exchange
                 market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "6",
  pages =        "627--650",
  month =        nov # "--" # dec,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C627%3A%3AAID-JAE525%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 January 2000",
}

@Article{Sareen:1999:POC,
  author =       "Samita Sareen",
  title =        "Posterior odds comparison of a symmetric low-price,
                 sealed-bid auction within the common-value and the
                 independent-private-values paradigms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "6",
  pages =        "651--676",
  month =        nov # "--" # dec,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C651%3A%3AAID-JAE539%3E3.0.CO%3B2-M",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 January 2000",
}

@Article{Koop:1999:BAC,
  author =       "Gary Koop",
  title =        "{Bayesian} analysis, computation and communication
                 software",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "14",
  number =       "6",
  pages =        "677--689",
  month =        nov # "--" # dec,
  year =         "1999",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C677%3A%3AAID-JAE553%3E3.0.CO%3B2-I",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 January 2000",
}

@Article{Horrace:2000:MCB,
  author =       "William C. Horrace and Peter Schmidt",
  title =        "Multiple comparisons with the best, with economic
                 applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "1",
  pages =        "1--26",
  month =        jan # "--" # feb,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C1%3A%3AAID-JAE551%3E3.0.CO%3B2-Y",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 March 2000",
}

@Article{Ocal:2000:BCN,
  author =       "Nadir {\"O}cal and Denise R. Osborn",
  title =        "Business cycle non-linearities in {UK} consumption and
                 production",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "1",
  pages =        "27--43",
  month =        jan # "--" # feb,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C27%3A%3AAID-JAE552%3E3.0.CO%3B2-F",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 March 2000",
}

@Article{Grier:2000:ERN,
  author =       "Kevin B. Grier and Mark J. Perry",
  title =        "The effects of real and nominal uncertainty on
                 inflation and output growth: some {GARCH-M} evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "1",
  pages =        "45--58",
  month =        jan # "--" # feb,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C45%3A%3AAID-JAE542%3E3.0.CO%3B2-K",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 March 2000",
}

@Article{Hobijn:2000:APR,
  author =       "Bart Hobijn and Philip Hans Franses",
  title =        "Asymptotically perfect and relative convergence of
                 productivity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "1",
  pages =        "59--81",
  month =        jan # "--" # feb,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C59%3A%3AAID-JAE544%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 March 2000",
}

@Article{Martin:2000:UDS,
  author =       "Gael M. Martin",
  title =        "{US} deficit sustainability: a new approach based on
                 multiple endogenous breaks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "1",
  pages =        "83--105",
  month =        jan # "--" # feb,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C83%3A%3AAID-JAE543%3E3.0.CO%3B2-J",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 March 2000",
}

@Article{Lilien:2000:ESR,
  author =       "David M. Lilien",
  title =        "Econometric software reliability and nonlinear
                 estimation in {EViews}: comment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "1",
  pages =        "107--110",
  month =        jan # "--" # feb,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C107%3A%3AAID-JAE554%3E3.0.CO%3B2-4",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 March 2000",
}

@Article{McCullough:2000:R,
  author =       "B. D. McCullough",
  title =        "Reply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "1",
  pages =        "111--111",
  month =        jan # "--" # feb,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C111%3A%3AAID-JAE555%3E3.0.CO%3B2-I",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 March 2000",
}

@Article{Loudon:2000:EAA,
  author =       "Geoffrey F. Loudon and Wing H. Watt and Pradeep K.
                 Yadav",
  title =        "An empirical analysis of alternative parametric {ARCH}
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "2",
  pages =        "117--136",
  month =        mar # "--" # apr,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C117%3A%3AAID-JAE550%3E3.0.CO%3B2-4",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2000",
}

@Article{Liesenfeld:2000:SVM,
  author =       "Roman Liesenfeld and Robert C. Jung",
  title =        "Stochastic volatility models: conditional normality
                 versus heavy-tailed distributions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "2",
  pages =        "137--160",
  month =        mar # "--" # apr,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C137%3A%3AAID-JAE546%3E3.0.CO%3B2-M",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2000",
}

@Article{Luintel:2000:RER,
  author =       "Kul B. Luintel",
  title =        "Real exchange rate behaviour: evidence from black
                 markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "2",
  pages =        "161--185",
  month =        mar # "--" # apr,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C161%3A%3AAID-JAE547%3E3.0.CO%3B2-Y",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2000",
}

@Article{Yatchew:2000:SEE,
  author =       "A. Yatchew",
  title =        "Scale economies in electricity distribution: a
                 semiparametric analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "2",
  pages =        "187--210",
  month =        mar # "--" # apr,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C187%3A%3AAID-JAE548%3E3.0.CO%3B2-B",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2000",
}

@Article{Vinod:2000:RGW,
  author =       "H. D. Vinod",
  title =        "Review of {GAUSS} for {Windows}, including its
                 numerical accuracy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "2",
  pages =        "211--220",
  month =        mar # "--" # apr,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C211%3A%3AAID-JAE556%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2000",
}

@Article{Raper:2000:DMP,
  author =       "Kellie Curry Raper and H. Alan Love and C. Richard
                 Shumway",
  title =        "Determining market power exertion between buyers and
                 sellers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "3",
  pages =        "225--252",
  month =        may # "--" # jun,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C225%3A%3AAID-JAE561%3E3.0.CO%3B2-S",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2000",
}

@Article{Machado:2000:BCQ,
  author =       "Jos{\'e} A. F. Machado and Jos{\'e} Mata",
  title =        "{Box--Cox} quantile regression and the distribution of
                 firm sizes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "3",
  pages =        "253--274",
  month =        may # "--" # jun,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C253%3A%3AAID-JAE559%3E3.0.CO%3B2-8",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2000",
}

@Article{Bollino:2000:LHT,
  author =       "C. Andrea Bollino and Federico Perali and Nicola
                 Rossi",
  title =        "Linear household technologies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "3",
  pages =        "275--287",
  month =        may # "--" # jun,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C275%3A%3AAID-JAE560%3E3.0.CO%3B2-Q",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2000",
}

@Article{Arulampalam:2000:USY,
  author =       "Wiji Arulampalam and Alison L. Booth",
  title =        "Union status of young men in {Britain}: a decade of
                 change",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "3",
  pages =        "289--310",
  month =        may # "--" # jun,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C289%3A%3AAID-JAE549%3E3.0.CO%3B2-P",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2000",
}

@Article{DeJong:2000:KIV,
  author =       "David N. DeJong and Beth F. Ingram and Charles H.
                 Whiteman",
  title =        "{Keynesian} impulses versus {Solow} residuals:
                 identifying sources of business cycle fluctuations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "3",
  pages =        "311--329",
  month =        may # "--" # jun,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C311%3A%3AAID-JAE557%3E3.0.CO%3B2-L",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2000",
}

@Article{Racine:2000:CTG,
  author =       "J. Racine",
  title =        "The {Cygwin} tools: a {GNU} toolkit for {Windows}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "3",
  pages =        "331--341",
  month =        may # "--" # jun,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C331%3A%3AAID-JAE558%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:19:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2000",
}

@Article{Cardoso:2000:WDA,
  author =       "A. R. Cardoso",
  title =        "Wage differentials across firms: an application of
                 multilevel modelling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "4",
  pages =        "343--354",
  month =        jul # "--" # aug,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C343%3A%3AAID-JAE565%3E3.0.CO%3B2-6",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2000",
}

@Article{Demery:2000:IIT,
  author =       "David Demery and Nigel W. Duck",
  title =        "Incomplete information and the time series behaviour
                 of consumption",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "4",
  pages =        "355--366",
  month =        jul # "--" # aug,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C355%3A%3AAID-JAE566%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2000",
}

@Article{Pudney:2000:GRP,
  author =       "Stephen Pudney and Michael Shields",
  title =        "Gender, race, pay and promotion in the {British}
                 nursing profession: estimation of a generalized ordered
                 probit model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "4",
  pages =        "367--399",
  month =        jul # "--" # aug,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C367%3A%3AAID-JAE563%3E3.0.CO%3B2-Z",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2000",
}

@Article{Dahlberg:2000:EDB,
  author =       "Matz Dahlberg and Eva Johansson",
  title =        "An examination of the dynamic behaviour of local
                 governments using {GMM} bootstrapping methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "4",
  pages =        "401--416",
  month =        jul # "--" # aug,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C401%3A%3AAID-JAE564%3E3.0.CO%3B2-G",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2000",
}

@Article{Gagne:2000:CTS,
  author =       "Robert Gagn{\'e} and Carmine Nappi",
  title =        "The cost and technological structure of aluminium
                 smelters worldwide",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "4",
  pages =        "417--432",
  month =        jul # "--" # aug,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C417%3A%3AAID-JAE562%3E3.0.CO%3B2-3",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2000",
}

@Article{Sephton:2000:FAP,
  author =       "P. S. Sephton",
  title =        "Financial analysis package for {GAUSS}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "4",
  pages =        "433--438",
  month =        jul # "--" # aug,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C433%3A%3AAID-JAE569%3E3.0.CO%3B2-T",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2000",
}

@Article{Pakes:2000:ZG,
  author =       "Ariel Pakes",
  title =        "{Zvi Griliches} 1930--1999",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "5",
  pages =        "443--444",
  month =        sep # "--" # oct,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C443%3A%3AAID-JAE574%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2000",
}

@Article{McFadden:2000:MMM,
  author =       "Daniel McFadden and Kenneth Train",
  title =        "Mixed {MNL} models for discrete response",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "5",
  pages =        "447--470",
  month =        sep # "--" # oct,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C447%3A%3AAID-JAE570%3E3.0.CO%3B2-1",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2000",
}

@Article{Harvey:2000:TMF,
  author =       "David Harvey and Paul Newbold",
  title =        "Tests for multiple forecast encompassing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "5",
  pages =        "471--482",
  month =        sep # "--" # oct,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C471%3A%3AAID-JAE567%3E3.0.CO%3B2-X",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2000",
}

@Article{Ruge-Murcia:2000:UFM,
  author =       "Francisco J. Ruge-Murcia",
  title =        "Uncovering financial markets' beliefs about inflation
                 targets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "5",
  pages =        "483--512",
  month =        sep # "--" # oct,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C483%3A%3AAID-JAE571%3E3.0.CO%3B2-6",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2000",
}

@Article{Lanne:2000:NUR,
  author =       "Markku Lanne",
  title =        "Near unit roots, cointegration, and the term structure
                 of interest rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "5",
  pages =        "513--529",
  month =        sep # "--" # oct,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C513%3A%3AAID-JAE568%3E3.0.CO%3B2-R",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2000",
}

@Article{Eddelbuttel:2000:EO,
  author =       "Dirk Eddelb{\"u}ttel",
  title =        "Econometrics with {Octave}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "5",
  pages =        "531--542",
  month =        sep # "--" # oct,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C531%3A%3AAID-JAE573%3E3.0.CO%3B2-8",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/matlab.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2000",
}

@Article{Pesaran:2000:EC,
  author =       "M. Hashem Pesaran",
  title =        "Editorial clarification",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "5",
  pages =        "543--543",
  month =        sep # "--" # oct,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C543%3A%3AAID-JAE575%3E3.0.CO%3B2-W",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2000",
}

@Article{Geweke:2000:IID,
  author =       "John Geweke and John Rust and Herman K. {Van Dijk}",
  title =        "Introduction: inference and decision making",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "545--546",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.576",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{VanVuuren:2000:MEE,
  author =       "Aico {Van Vuuren} and Gerard J. {Van Den Berg} and
                 Geert Ridder",
  title =        "Measuring the equilibrium effects of unemployment
                 benefits dispersion",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "547--574",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.581",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Bilias:2000:STD,
  author =       "Yannis Bilias",
  title =        "Sequential testing of duration data: the case of the
                 {Pennsylvania} `reemployment bonus' experiment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "575--594",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.579",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Stinebrickner:2000:SCV,
  author =       "Todd R. Stinebrickner",
  title =        "Serially correlated variables in dynamic, discrete
                 choice models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "595--624",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.578",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Chamberlain:2000:EAM,
  author =       "Gary Chamberlain",
  title =        "Econometric applications of maxmin expected utility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "625--644",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.583",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Schorfheide:2000:LFB,
  author =       "Frank Schorfheide",
  title =        "Loss function-based evaluation of {DSGE} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "645--670",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.582",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Bos:2000:DER,
  author =       "Charles S. Bos and Ronald J. Mahieu and Herman K. {Van
                 Dijk}",
  title =        "Daily exchange rate behaviour and hedging of currency
                 risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "671--696",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.577",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Dungey:2000:MLF,
  author =       "Mardi Dungey and Vance L. Martin and Adrian R. Pagan",
  title =        "A multivariate latent factor decomposition of
                 international bond yield spreads",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "697--715",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.584",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Paap:2000:DMP,
  author =       "Richard Paap and Philip Hans Franses",
  title =        "A dynamic multinomial probit model for brand choice
                 with different long-run and short-run effects of
                 marketing-mix variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "15",
  number =       "6",
  pages =        "717--744",
  month =        nov # "--" # dec,
  year =         "2000",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.580",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2001",
}

@Article{Campolieti:2001:BSE,
  author =       "Michele Campolieti",
  title =        "{Bayesian} semiparametric estimation of discrete
                 duration models: an application of the {Dirichlet}
                 process prior",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "1",
  pages =        "1--22",
  month =        jan # "--" # feb,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.587",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 April 2001",
}

@Article{Martins:2001:PSE,
  author =       "Maria Fraga O. Martins",
  title =        "Parametric and semiparametric estimation of sample
                 selection models: an empirical application to the
                 female labour force in {Portugal}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "1",
  pages =        "23--39",
  month =        jan # "--" # feb,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.572",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 April 2001",
}

@Article{Kim:2001:QFI,
  author =       "H. Youn Kim and Junsoo Lee",
  title =        "Quasi-fixed inputs and long-run equilibrium in
                 production: a cointegration analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "1",
  pages =        "41--57",
  month =        jan # "--" # feb,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.589",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 April 2001",
}

@Article{Fisher:2001:ECF,
  author =       "Douglas Fisher and Adrian R. Fleissig and Apostolos
                 Serletis",
  title =        "An empirical comparison of flexible demand system
                 functional forms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "1",
  pages =        "59--80",
  month =        jan # "--" # feb,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.585",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 April 2001",
}

@Article{Koning:2001:CDL,
  author =       "Ruud H. Koning",
  title =        "A comparison of different {\LaTeX} programs",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "1",
  pages =        "81--92",
  month =        jan # "--" # feb,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.588",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/texbook3.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 April 2001",
}

@Article{Pesaran:2001:RSP,
  author =       "M Hashem Pesaran",
  title =        "The {Richard} Stone Prize in Applied Econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "1",
  pages =        "93--93",
  month =        jan # "--" # feb,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.593",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 April 2001",
}

@Article{Anonymous:2001:JAEa,
  author =       "Anonymous",
  title =        "Journal of Applied Econometrics Annual Lecture
                 Series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "1",
  pages =        "94--94",
  month =        jan # "--" # feb,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.594",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 April 2001",
}

@Article{Gil-Alana:2001:TSF,
  author =       "L. A. Gil-Ala{\~n}a and P. M. Robinson",
  title =        "Testing of seasonal fractional integration in {UK} and
                 {Japanese} consumption and income",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "2",
  pages =        "95--114",
  month =        mar # "--" # apr,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.597",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2001",
}

@Article{Beck:2001:ACH,
  author =       "Stacie Beck",
  title =        "Autoregressive conditional heteroscedasticity in
                 commodity spot prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "2",
  pages =        "115--132",
  month =        mar # "--" # apr,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.591",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2001",
}

@Article{Fong:2001:MCV,
  author =       "Wai Mun Fong and Kim Hock See",
  title =        "Modelling the conditional volatility of commodity
                 index futures as a regime switching process",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "2",
  pages =        "133--163",
  month =        mar # "--" # apr,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.590",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2001",
}

@Article{Kenkel:2001:EPA,
  author =       "Donald S. Kenkel and Joseph V. Terza",
  title =        "The effect of physician advice on alcohol consumption:
                 count regression with an endogenous treatment effect",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "2",
  pages =        "165--184",
  month =        mar # "--" # apr,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.596",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2001",
}

@Article{Swann:2001:SPC,
  author =       "Christopher A. Swann",
  title =        "Software for parallel computing: the {LAM}
                 implementation of {MPI}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "2",
  pages =        "185--194",
  month =        mar # "--" # apr,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.595",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/pvm.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2001",
}

@Article{Anonymous:2001:JAEb,
  author =       "Anonymous",
  title =        "Journal of Applied Econometrics Annual Lecture
                 Series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "2",
  pages =        "195--195",
  month =        mar # "--" # apr,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.607",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2001",
}

@Article{Anonymous:2001:FPa,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "2",
  pages =        "196--196",
  month =        mar # "--" # apr,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.608",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2001",
}

@Article{Hendry:2001:SIM,
  author =       "David F. Hendry and M. Hashem Pesaran",
  title =        "A special issue in memory of {John Denis Sargan}:
                 studies in empirical macroeconometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "197--202",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.602",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Cameron:2001:EUH,
  author =       "Gavin Cameron and John Muellbauer",
  title =        "Earnings, unemployment, and housing in {Britain}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "203--220",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.612",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Banerjee:2001:AIM,
  author =       "Anindya Banerjee and Lynne Cockerell and Bill
                 Russell",
  title =        "An {I(2)} analysis of inflation and the markup",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "221--240",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.609",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Ericsson:2001:OIL,
  author =       "Neil R. Ericsson and John S. Irons and Ralph W.
                 Tryon",
  title =        "Output and inflation in the long run",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "241--253",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.614",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Hendry:2001:MUI,
  author =       "David F. Hendry",
  title =        "Modelling {UK} inflation, 1875--1991",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "255--275",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.615",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Terasvirta:2001:NLE,
  author =       "Timo Ter{\"a}svirta and Ann-Charlotte Eliasson",
  title =        "Non-linear error correction and the {UK} demand for
                 broad money, 1878--1993",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "277--288",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.611",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Pesaran:2001:BTA,
  author =       "M. Hashem Pesaran and Yongcheol Shin and Richard J.
                 Smith",
  title =        "Bounds testing approaches to the analysis of level
                 relationships",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "289--326",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.616",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See replication work \cite{Natsiopoulos:2022:ABT}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Bergstrom:2001:SWA,
  author =       "A. R. Bergstrom",
  title =        "Stability and wage acceleration in macroeconomic
                 models of cyclical growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "327--340",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.592",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Juselius:2001:EIM,
  author =       "Katarina Juselius",
  title =        "{European} integration and monetary transmission
                 mechanisms: the case of {Italy}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "341--358",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.603",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Marcellino:2001:SSM,
  author =       "Massimiliano Marcellino and Grayham E. Mizon",
  title =        "Small-system modelling of real wages, inflation,
                 unemployment and output per capita in {Italy}
                 1970--1994",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "359--370",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.610",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Wickens:2001:ESI,
  author =       "Michael R. Wickens and Roberto Motto",
  title =        "Estimating shocks and impulse response functions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "371--387",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.617",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Phillips:2001:DEN,
  author =       "Peter C. B. Phillips",
  title =        "Descriptive econometrics for non-stationary time
                 series with empirical illustrations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "389--413",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.600",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Nyblom:2001:TAS,
  author =       "Jukka Nyblom and Andrew Harvey",
  title =        "Testing against smooth stochastic trends",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "415--429",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.604",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Marinucci:2001:FSI,
  author =       "D. Marinucci and P. M. Robinson",
  title =        "Finite sample improvements in statistical inference
                 with {I(1)} processes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "431--444",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.613",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Hirschberg:2001:CAW,
  author =       "Joseph G. Hirschberg and Esfandiar Maasoumi and Daniel
                 J. Slottje",
  title =        "Clusters of attributes and well-being in the {USA}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "3",
  pages =        "445--460",
  month =        may # "--" # jun,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.605",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2001",
  remark =       "Special issue in Memory of John Denis Sargan
                 1924--1996: Studies in Empirical Macroeconometrics.",
}

@Article{Altissimo:2001:NLD,
  author =       "Filippo Altissimo and Giovanni L. Violante",
  title =        "The non-linear dynamics of output and unemployment in
                 the {U.S.}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "4",
  pages =        "461--486",
  month =        jul # "--" # aug,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.599",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 August 2001",
}

@Article{Jacobson:2001:MPA,
  author =       "Tor Jacobson and Per Jansson and Anders Vredin and
                 Anders Warne",
  title =        "Monetary policy analysis and inflation targeting in a
                 small open economy: a {VAR} approach*",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "4",
  pages =        "487--520",
  month =        jul # "--" # aug,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.586",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 August 2001",
}

@Article{Wang:2001:FPG,
  author =       "Kai-Li Wang and Christopher Fawson and Christopher B.
                 Barrett and James B. McDonald",
  title =        "A flexible parametric {GARCH} model with an
                 application to exchange rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "4",
  pages =        "521--536",
  month =        jul # "--" # aug,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.606",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 August 2001",
}

@Article{Shively:2001:TSG,
  author =       "Philip A. Shively",
  title =        "Trend-stationary {GNP}: evidence from a new exact
                 pointwise most powerful invariant unit root test",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "4",
  pages =        "537--551",
  month =        jul # "--" # aug,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.598",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 August 2001",
}

@Article{Mrkaic:2001:SEP,
  author =       "Mico Mrkaic",
  title =        "{Scilab} as an econometric programming system",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "4",
  pages =        "553--559",
  month =        jul # "--" # aug,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.622",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 August 2001",
}

@Article{Pesaran:2001:JAEa,
  author =       "M. Hashem Pesaran",
  title =        "Journal of Applied Econometrics Conference Sponsorship
                 Grants",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "4",
  pages =        "561--561",
  month =        jul # "--" # aug,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.626",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 August 2001",
}

@Article{Anonymous:2001:FPb,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "4",
  pages =        "562--562",
  month =        jul # "--" # aug,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.625",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 August 2001",
}

@Article{Fernandez:2001:MUC,
  author =       "Carmen Fern{\'a}ndez and Eduardo Ley and Mark F. J.
                 Steel",
  title =        "Model uncertainty in cross-country growth
                 regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "563--576",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.623",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Silva:2001:STN,
  author =       "J. M. C. Santos Silva",
  title =        "A score test for non-nested hypotheses with
                 applications to discrete data models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "577--597",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.601",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Dutta:2001:IDI,
  author =       "Jayasri Dutta and J. A. Sefton and M. R. Weale",
  title =        "Income distribution and income dynamics in the {United
                 Kingdom}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "599--617",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.620",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Belzil:2001:UIS,
  author =       "Christian Belzil",
  title =        "Unemployment insurance and subsequent job duration:
                 job matching versus unobserved heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "619--636",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.618",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Kolenikov:2001:SRR,
  author =       "Stanislav Kolenikov",
  title =        "Software review: Review of {Stata} 7",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "637--646",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.631",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Garratt:2001:BRA,
  author =       "Anthony Garratt",
  title =        "Book Review: {{\booktitle{Applied macroeconometrics}},
                 Carlo A. Favero, Oxford University Press, Oxford, 2001,
                 ISBN 0-19-877583-0 (hardback), pp. xi + 282, \pounds
                 40.00}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "647--652",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.632",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Pesaran:2001:JAEb,
  author =       "M. Hashem Pesaran",
  title =        "Journal of Applied Econometrics distinguished
                 authors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "653--654",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.633",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Anonymous:2001:FPc,
  author =       "Anonymous",
  title =        "Forthcoming papers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "5",
  pages =        "655--655",
  month =        sep # "--" # oct,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.642",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2001",
}

@Article{Diebold:2001:MPT,
  author =       "Francis X. Diebold and Lutz Kilian",
  title =        "Measuring predictability: theory and macroeconomic
                 applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "6",
  pages =        "657--669",
  month =        nov # "--" # dec,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.619",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 December 2001",
}

@Article{Maynard:2001:ROE,
  author =       "Alex Maynard and Peter C. B. Phillips",
  title =        "Rethinking an old empirical puzzle: econometric
                 evidence on the forward discount anomaly",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "6",
  pages =        "671--708",
  month =        nov # "--" # dec,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.624",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 December 2001",
}

@Article{ODonnell:2001:EER,
  author =       "Christopher J. O'Donnell and Alicia N. Rambaldi and
                 Howard E. Doran",
  title =        "Estimating economic relationships subject to firm- and
                 time-varying equality and inequality constraints",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "6",
  pages =        "709--726",
  month =        nov # "--" # dec,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.639",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 December 2001",
}

@Article{Coenen:2001:DME,
  author =       "G. Coenen and J.-L. Vega",
  title =        "The demand for {M3} in the euro area",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "6",
  pages =        "727--748",
  month =        nov # "--" # dec,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.629",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 December 2001",
}

@Article{Weeks:2001:BRM,
  author =       "Melvyn Weeks",
  title =        "Book Review: {{\booktitle{Measurement error and latent
                 variables in econometrics}}, Tom Wansbeek and Erik
                 Meijer, advanced textbooks in economics: editors C.
                 Bliss and M. D. Intriligator, North-Holland,
                 Amsterdam}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "16",
  number =       "6",
  pages =        "749--753",
  month =        nov # "--" # dec,
  year =         "2001",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.648",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 December 2001",
}

@Article{Aassve:2002:THM,
  author =       "Arnstein Aassve and Simon Burgess and Andrew Chesher
                 and Carol Propper",
  title =        "Transitions from home to marriage of young
                 {Americans}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "1",
  pages =        "1--23",
  month =        jan # "--" # feb,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.636",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2002",
}

@Article{Laroque:2002:LMI,
  author =       "Guy Laroque and Bernard Salani{\'e}",
  title =        "Labour market institutions and employment in
                 {France}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "1",
  pages =        "25--48",
  month =        jan # "--" # feb,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.656",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2002",
}

@Article{Vakratsas:2002:SLH,
  author =       "Demetrios Vakratsas and Frank M. Bass",
  title =        "A segment-level hazard approach to studying household
                 purchase timing decisions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "1",
  pages =        "49--59",
  month =        jan # "--" # feb,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.653",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2002",
}

@Article{Camacho:2002:WLI,
  author =       "Maximo Camacho and Gabriel Perez-Quiros",
  title =        "This is what the leading indicators lead",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "1",
  pages =        "61--80",
  month =        jan # "--" # feb,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.641",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2002",
}

@Article{Irvine:2002:SEM,
  author =       "Ian J. Irvine and William A. Sims",
  title =        "A simple and efficient method for estimating the
                 magnitude and precision of welfare changes: comment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "1",
  pages =        "81--83",
  month =        jan # "--" # feb,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.654",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2002",
}

@Article{March:2002:RSW,
  author =       "Richard A. March",
  title =        "A review of {SORITEC} for {Windows}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "1",
  pages =        "85--90",
  month =        jan # "--" # feb,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.649",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2002",
}

@Article{Moosa:2002:MTS,
  author =       "I. A. Moosa and J. L. Baxter",
  title =        "Modelling the trend and seasonals within an {AIDS}
                 model of the demand for alcoholic beverages in the
                 {United Kingdom}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "2",
  pages =        "95--106",
  month =        mar # "--" # apr,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.634",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2002",
}

@Article{Kilian:2002:QUA,
  author =       "Lutz Kilian and Tao Zha",
  title =        "Quantifying the uncertainty about the half-life of
                 deviations from {PPP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "2",
  pages =        "107--125",
  month =        mar # "--" # apr,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.621",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 February 2002",
}

@Article{Tsionas:2002:SFM,
  author =       "Efthymios G. Tsionas",
  title =        "Stochastic frontier models with random coefficients",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "2",
  pages =        "127--147",
  month =        mar # "--" # apr,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.637",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2002",
}

@Article{Otrok:2002:EAP,
  author =       "Christopher Otrok and B. Ravikumar and Charles H.
                 Whiteman",
  title =        "Evaluating asset-pricing models using the
                 {Hansen--Jagannathan} bound: a {Monte Carlo}
                 investigation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "2",
  pages =        "149--174",
  month =        mar # "--" # apr,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.640",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2002",
}

@Article{Racine:2002:URT,
  author =       "Jeff Racine and Rob Hyndman",
  title =        "Using {R} to teach econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "2",
  pages =        "175--189",
  month =        mar # "--" # apr,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.657",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2002",
}

@Article{Weeks:2002:BRI,
  author =       "Melvyn Weeks",
  title =        "Book Reviews: {{\booktitle{Introductory Econometrics:
                 A Modern Approach}}, Jeffrey M. Wooldridge,
                 South-Western College Publishing, 2000, 1-538-85013-2,
                 824, Price (hb) \$98.75}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "2",
  pages =        "191--193",
  month =        mar # "--" # apr,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.665",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2002",
}

@Article{Collard:2002:SMU,
  author =       "Fabrice Collard and Patrick F{\`e}ve and
                 Fran{\c{c}}ois Langot and Corinne Perraudin",
  title =        "A structural model of {US} aggregate job flows",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "3",
  pages =        "197--223",
  month =        may # "--" # jun,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.644",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 May 2002",
}

@Article{Blume:2002:LCS,
  author =       "Andreas Blume and Douglas V. DeJong and George R.
                 Neumann and N. E. Savin",
  title =        "Learning and communication in sender-receiver games:
                 an econometric investigation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "3",
  pages =        "225--247",
  month =        may # "--" # jun,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.647",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 May 2002",
}

@Article{Bloemen:2002:RBW,
  author =       "Hans G. Bloemen",
  title =        "The relation between wealth and labour market
                 transitions: an empirical study for the {Netherlands}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "3",
  pages =        "249--268",
  month =        may # "--" # jun,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.630",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2002",
}

@Article{Haigh:2002:CSH,
  author =       "Michael S. Haigh and Matthew T. Holt",
  title =        "Crack spread hedging: accounting for time-varying
                 volatility spillovers in the energy futures markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "3",
  pages =        "269--289",
  month =        may # "--" # jun,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.628",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2002",
}

@Article{Pollock:2002:RTW,
  author =       "D. S. G. Pollock",
  title =        "A review of {TSW}: the {Windows} version of the
                 {TRAMO--SEATS} program",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "3",
  pages =        "291--299",
  month =        may # "--" # jun,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.655",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 May 2002",
}

@Article{Conley:2002:SED,
  author =       "Timothy G. Conley and Giorgio Topa",
  title =        "Socio-economic distance and spatial patterns in
                 unemployment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "4",
  pages =        "303--327",
  month =        jul # "--" # aug,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.670",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2002",
}

@Article{Jalan:2002:GPT,
  author =       "Jyotsna Jalan and Martin Ravallion",
  title =        "Geographic poverty traps? {A} micro model of
                 consumption growth in rural {China}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "4",
  pages =        "329--346",
  month =        jul # "--" # aug,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.645",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2002",
}

@Article{Franses:2002:CLE,
  author =       "Philip Hans Franses and Richard Paap",
  title =        "Censored latent effects autoregression, with an
                 application to {US} unemployment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "4",
  pages =        "347--366",
  month =        jul # "--" # aug,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.627",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2002",
}

@Article{Prieger:2002:FPS,
  author =       "James E. Prieger",
  title =        "A flexible parametric selection model for non-normal
                 data with application to health care usage",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "4",
  pages =        "367--392",
  month =        jul # "--" # aug,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.638",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2002",
}

@Article{Terza:2002:AAE,
  author =       "Joseph V. Terza",
  title =        "Alcohol abuse and employment: a second look",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "4",
  pages =        "393--404",
  month =        jul # "--" # aug,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.671",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2002",
}

@Article{Baiocchi:2002:VET,
  author =       "Giovanni Baiocchi and Walter Distaso",
  title =        "Visual econometrics: teaching and practising
                 econometrics using {ViSta}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "4",
  pages =        "405--414",
  month =        jul # "--" # aug,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.663",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2002",
}

@Article{McCullough:2002:BRP,
  author =       "B. D. McCullough",
  title =        "Book Review: {{\booktitle{Probability theory and
                 statistical inference: econometric modelling with
                 observational data}}, Aris Spanos, Cambridge University
                 Press, 1999, pp. 815 + xxviii, price (pb) \$49.95, (hb)
                 \$105.00}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "4",
  pages =        "415--418",
  month =        jul # "--" # aug,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.675",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2002",
}

@Article{Franses:2002:FVI,
  author =       "Philip Hans Franses and Michael McAleer",
  title =        "Financial volatility: an introduction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "419--424",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.693",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Engle:2002:NFA,
  author =       "Robert Engle",
  title =        "New frontiers for {ARCH} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "425--446",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.683",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Granger:2002:SCR,
  author =       "Clive W. J. Granger",
  title =        "Some comments on risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "447--456",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.687",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Barndorff-Nielsen:2002:EQV,
  author =       "Ole E. Barndorff-Nielsen and Neil Shephard",
  title =        "Estimating quadratic variation using realized
                 variance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "457--477",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.691",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Meddahi:2002:TCB,
  author =       "Nour Meddahi",
  title =        "A theoretical comparison between integrated and
                 realized volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "479--508",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.689",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Chan:2002:MLE,
  author =       "Felix Chan and Michael McAleer",
  title =        "Maximum likelihood estimation of {STAR} and
                 {STAR--GARCH} models: theory and {Monte Carlo}
                 evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "509--534",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.686",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Forsberg:2002:BGB,
  author =       "Lars Forsberg and Tim Bollerslev",
  title =        "Bridging the gap between the distribution of realized
                 {(ECU)} volatility and {ARCH} modelling (of the Euro):
                 the {GARCH--NIG} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "535--548",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.685",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{vanderWeide:2002:GGM,
  author =       "Roy van der Weide",
  title =        "{GO--GARCH}: a multivariate generalized orthogonal
                 {GARCH} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "549--564",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.688",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Chen:2002:TIE,
  author =       "Yi-Ting Chen and Chung-Ming Kuan",
  title =        "Time irreversibility and {EGARCH} effects in {US}
                 stock index returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "565--578",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.692",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Andreou:2002:DMB,
  author =       "Elena Andreou and Eric Ghysels",
  title =        "Detecting multiple breaks in financial market
                 volatility dynamics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "579--600",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.684",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Franses:2002:MFL,
  author =       "Philip Hans Franses and Marco {Van Der Leij} and
                 Richard Paap",
  title =        "Modelling and forecasting level shifts in absolute
                 returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "5",
  pages =        "601--616",
  month =        sep # "--" # oct,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.690",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2002",
}

@Article{Hodgson:2002:TCA,
  author =       "Douglas J. Hodgson and Oliver Linton and Keith
                 Vorkink",
  title =        "Testing the capital asset pricing model efficiently
                 under elliptical symmetry: a semiparametric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "6",
  pages =        "617--639",
  month =        dec,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.646",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 December 2002",
}

@Article{Chattopadhyay:2002:DAH,
  author =       "Sudip Chattopadhyay",
  title =        "Divergence in alternative {Hicksian} welfare measures:
                 the case of revealed preference for public amenities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "6",
  pages =        "641--666",
  month =        dec,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.635",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2002",
}

@Article{Koopman:2002:SVM,
  author =       "Siem Jan Koopman and Eugenie Hol Uspensky",
  title =        "The stochastic volatility in mean model: empirical
                 evidence from international stock markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "6",
  pages =        "667--689",
  month =        dec,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.652",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 November 2002",
}

@Article{Belaire-Franch:2002:HCB,
  author =       "Jorge Belaire-Franch and Dulce Contreras",
  title =        "How to compute the {BDS} test: a software comparison",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "6",
  pages =        "691--699",
  month =        dec,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.679",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Kuklys:2002:BRS,
  author =       "Wiebke Kuklys",
  title =        "Book Review: {{\booktitle{Stated choice methods:
                 analysis and application}}, Jordan J. Louviere, David
                 A. Hensher and Joffre D. Swait, Cambridge University
                 Press, ISBN: 0-521-78830-7}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "17",
  number =       "6",
  pages =        "701--704",
  month =        dec,
  year =         "2002",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.701",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 December 2002",
}

@Article{Bai:2003:CAM,
  author =       "Jushan Bai and Pierre Perron",
  title =        "Computation and analysis of multiple structural change
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "1--22",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.659",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Pagan:2003:SFA,
  author =       "Adrian R. Pagan and Kirill A. Sossounov",
  title =        "A simple framework for analysing bull and bear
                 markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "23--46",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.664",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Geroski:2003:DFS,
  author =       "P. A. Geroski and S. Lazarova and G. Urga and C. F.
                 Walters",
  title =        "Are differences in firm size transitory or
                 permanent?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "47--59",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.676",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See erratum \cite{Anonymous:2003:EJA}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Hochguertel:2003:PMP,
  author =       "Stefan Hochguertel",
  title =        "Precautionary motives and portfolio decisions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "61--77",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.658",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 October 2002",
}

@Article{Wheeler:2003:EAE,
  author =       "Christopher H. Wheeler",
  title =        "Evidence on agglomeration economies, diseconomies, and
                 growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "79--104",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.678",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Baiocchi:2003:GES,
  author =       "Giovanni Baiocchi and Walter Distaso",
  title =        "{GRETL}: Econometric software for the {GNU}
                 generation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "105--110",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.704",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 February 2003",
}

@Article{Pesaran:2003:IRS,
  author =       "Hashem Pesaran",
  title =        "Introducing a replication section",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "111--111",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.709",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 February 2003",
}

@Article{Schmidt-Dengler:2003:SMA,
  author =       "Philipp Schmidt-Dengler",
  title =        "A structural model of aggregate {US} job flows:
                 another look",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "113--118",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.702",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 February 2003",
}

@Article{Drukker:2003:RRE,
  author =       "David M. Drukker and Weihua Guan",
  title =        "``{Replicating the results in `On efficient estimation
                 with panel data: an empirical comparison of
                 instrumental variables estimators'\,'': by Baltagi, B.
                 H. and Khanti-Akom, S. (1990), Journal of Applied
                 Econometrics, Vol {\bf 5}, pages 401--406}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "1",
  pages =        "119--119",
  month =        jan # "--" # feb,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.708",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Baltagi:1990:EEP}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 February 2003",
}

@Article{Lewbel:2003:RRF,
  author =       "Arthur Lewbel",
  title =        "A rational rank four demand system",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "127--135",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.677",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 October 2002",
}

@Article{Dolado:2003:LRD,
  author =       "Juan J. Dolado and Jes{\'u}s Gonzalo and Laura
                 Mayoral",
  title =        "Long-range dependence in {Spanish} political opinion
                 poll series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "137--155",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.700",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 January 2003",
}

@Article{Jones:2003:IHC,
  author =       "Andrew M. Jones and Jos{\'e} M. Labeaga",
  title =        "Individual heterogeneity and censoring in panel data
                 estimates of tobacco expenditure",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "157--177",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.673",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Campo:2003:AFP,
  author =       "Sandra Campo and Isabelle Perrigne and Quang Vuong",
  title =        "Asymmetry in first-price auctions with affiliated
                 private values",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "179--207",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.697",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 January 2003",
}

@Article{Deschamps:2003:TVI,
  author =       "Philippe J. Deschamps",
  title =        "Time-varying intercepts and equilibrium analysis: an
                 extension of the dynamic almost ideal demand model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "209--236",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.674",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Wells:2003:RFM,
  author =       "Curt Wells",
  title =        "Retesting {Fair}'s (1978) model on infidelity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "237--239",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.699",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 January 2003",
}

@Article{McKenzie:2003:LO,
  author =       "C. R. McKenzie and Sumiko Takaoka",
  title =        "2002: A {LIMDEP} odyssey",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "241--247",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.705",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 April 2003",
}

@Article{Anonymous:2003:EJA,
  author =       "Anonymous",
  title =        "Erratum: {{\booktitle{Journal of Applied
                 Econometrics}} Vol {\bf 18} No 1 2003, pages 47--59.
                 Are differences in firm size transitory or permanent?
                 P. A. Geroski, S. Lazarova, G. Urga and C. F.
                 Walters}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "2",
  pages =        "249--249",
  month =        mar # "--" # apr,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.714",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Geroski:2003:DFS}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 April 2003",
}

@Article{Shachar:2003:PLH,
  author =       "Ron Shachar",
  title =        "Party loyalty as habit formation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "3",
  pages =        "251--269",
  month =        may # "--" # jun,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.698",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 June 2003",
}

@Article{Psaradakis:2003:DCA,
  author =       "Zacharias Psaradakis and Martin Sola",
  title =        "On detrending and cyclical asymmetry",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "3",
  pages =        "271--289",
  month =        may # "--" # jun,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.681",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Minicozzi:2003:ESI,
  author =       "Alexandra L. Minicozzi",
  title =        "Estimation of sons' intergenerational earnings
                 mobility in the presence of censoring",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "3",
  pages =        "291--314",
  month =        may # "--" # jun,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.682",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Tobias:2003:FSH,
  author =       "Justin L. Tobias and Mingliang Li",
  title =        "A finite-sample hierarchical analysis of wage
                 variation across public high schools: evidence from the
                 {NLSY} and high school and beyond",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "3",
  pages =        "315--336",
  month =        may # "--" # jun,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.696",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2002",
}

@Article{Kerkhofs:2003:IEC,
  author =       "Marcel Kerkhofs and Peter Kooreman",
  title =        "Identification and estimation of a class of household
                 production models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "3",
  pages =        "337--369",
  month =        may # "--" # jun,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.706",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2003",
}

@Article{Baiocchi:2003:MEP,
  author =       "Giovanni Baiocchi",
  title =        "Managing econometric projects using {Perl}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "3",
  pages =        "371--378",
  month =        may # "--" # jun,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.713",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 June 2003",
}

@Article{Weeks:2003:BRD,
  author =       "M. Weeks",
  title =        "Book Review: {{\booktitle{Discrete choice methods with
                 simulation}}, Kenneth E. Train, Cambridge University
                 Press, 2003, ISBN: 0-521-81696-3, pp. 334}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "3",
  pages =        "379--383",
  month =        may # "--" # jun,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.719",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 June 2003",
}

@Article{Riphahn:2003:IED,
  author =       "Regina T. Riphahn and Achim Wambach and Andreas
                 Million",
  title =        "Incentive effects in the demand for health care: a
                 bivariate panel count data estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "4",
  pages =        "387--405",
  month =        jul # "--" # aug,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.680",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2002",
}

@Article{Holt:2003:QRE,
  author =       "Matthew T. Holt and Andrew M. McKenzie",
  title =        "Quasi-rational and ex ante price expectations in
                 commodity supply models: an empirical analysis of the
                 {US} broiler market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "4",
  pages =        "407--426",
  month =        jul # "--" # aug,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.694",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 August 2003",
}

@Article{Mariano:2003:NCI,
  author =       "Roberto S. Mariano and Yasutomo Murasawa",
  title =        "A new coincident index of business cycles based on
                 monthly and quarterly series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "4",
  pages =        "427--443",
  month =        jul # "--" # aug,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.695",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2002",
}

@Article{Clements:2003:EIF,
  author =       "Michael P. Clements and Nick Taylor",
  title =        "Evaluating interval forecasts of high-frequency
                 financial data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "4",
  pages =        "445--456",
  month =        jul # "--" # aug,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.703",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 January 2003",
}

@Article{Nyholm:2003:IPI,
  author =       "Ken Nyholm",
  title =        "Inferring the private information content of trades: a
                 regime-switching approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "4",
  pages =        "457--470",
  month =        jul # "--" # aug,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.707",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 March 2003",
}

@Article{Falk:2003:TLR,
  author =       "Barry Falk and Chun-Hsuan Wang",
  title =        "Testing long-run {PPP} with infinite-variance
                 returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "4",
  pages =        "471--484",
  month =        jul # "--" # aug,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.711",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 April 2003",
}

@Article{Vinod:2003:RMV,
  author =       "H. D. Vinod",
  title =        "Review of {mathStatica} (v.1): an add-on to
                 {Mathematica}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "4",
  pages =        "485--491",
  month =        jul # "--" # aug,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.718",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/mathematica.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 August 2003",
}

@Article{Durlauf:2003:SIE,
  author =       "Steven N. Durlauf and Robert A. Moffitt",
  title =        "Special issue on empirical analysis of social
                 interactions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "499--499",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.742",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Epple:2003:PEF,
  author =       "Dennis Epple and Richard Romano and Holger Sieg",
  title =        "Peer effects, financial aid and selection of students
                 into colleges and universities: an empirical analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "501--525",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.737",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Hanushek:2003:DPA,
  author =       "Eric A. Hanushek and John F. Kain and Jacob M. Markman
                 and Steven G. Rivkin",
  title =        "Does peer ability affect student achievement?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "527--544",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.741",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Page:2003:CBS,
  author =       "Marianne E. Page and Gary Solon",
  title =        "Correlations between sisters and neighbouring girls in
                 their subsequent income as adults",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "545--562",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.739",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Ioannides:2003:NEH,
  author =       "Yannis M. Ioannides and Jeffrey E. Zabel",
  title =        "Neighbourhood effects and housing demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "563--584",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.740",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Rees:2003:IWP,
  author =       "Daniel I. Rees and Jeffrey S. Zax and Joshua Herries",
  title =        "Interdependence in worker productivity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "585--604",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.738",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Conley:2003:ILI,
  author =       "Timothy G. Conley and Giorgio Topa",
  title =        "Identification of local interaction models with
                 imperfect location data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "605--618",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.736",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Pesaran:2003:JAE,
  author =       "M. Hashem Pesaran",
  title =        "Journal of applied econometrics scholars programme",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "5",
  pages =        "619--619",
  month =        sep # "--" # oct,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.748",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2003",
}

@Article{Anderson:2003:PAW,
  author =       "Gordon Anderson",
  title =        "Poverty in {America} 1970--1990: who did gain ground?
                 {An} application of stochastic dominance criteria
                 employing simultaneous inequality tests in a partial
                 panel",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "6",
  pages =        "621--640",
  month =        nov # "--" # dec,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.712",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 September 2003",
}

@Article{Giot:2003:VRL,
  author =       "Pierre Giot and S{\'e}bastien Laurent",
  title =        "Value-at-risk for long and short trading positions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "6",
  pages =        "641--663",
  month =        nov # "--" # dec,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.710",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 May 2003",
}

@Article{Albuquerque:2003:PLL,
  author =       "Pedro H. Albuquerque",
  title =        "A practical log-linear aggregation method with
                 examples: heterogeneous income growth in the {USA}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "6",
  pages =        "665--678",
  month =        nov # "--" # dec,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.715",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 September 2003",
}

@Article{Belzil:2003:SEI,
  author =       "Christian Belzil and J{\"o}rgen Hansen",
  title =        "Structural estimates of the intergenerational
                 education correlation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "6",
  pages =        "679--696",
  month =        nov # "--" # dec,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.716",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 July 2003",
}

@Article{Fougere:2003:BIM,
  author =       "Denis Foug{\`e}re and Thierry Kamionka",
  title =        "{Bayesian} inference for the mover-stayer model in
                 continuous time with an application to labour market
                 transition data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "6",
  pages =        "697--723",
  month =        nov # "--" # dec,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.727",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 October 2003",
}

@Article{Brooks:2003:MGM,
  author =       "Chris Brooks and Simon P. Burke and Gita Persand",
  title =        "Multivariate {GARCH} models: software choice and
                 estimation issues",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "18",
  number =       "6",
  pages =        "725--734",
  month =        nov # "--" # dec,
  year =         "2003",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.717",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 September 2003",
}

@Article{Baum:2004:NEE,
  author =       "Christopher F. Baum and Mustafa Caglayan and Neslihan
                 Ozkan",
  title =        "Nonlinear effects of exchange rate volatility on the
                 volume of bilateral exports",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "1--23",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.725",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 September 2003",
}

@Article{Haley:2004:SIR,
  author =       "M. Ryan Haley and Harry J. Paarsch",
  title =        "The stochastic implications of rent maximization: an
                 application to stumpage rates for timber in {British}
                 {Columbia}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "25--48",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.730",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2004",
}

@Article{Mavromaras:2004:TLS,
  author =       "Kostas G. Mavromaras and Chris D. Orme",
  title =        "Temporary layoffs and split population models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "49--67",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.734",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2004",
}

@Article{Psaradakis:2004:MEC,
  author =       "Zacharias Psaradakis and Martin Sola and Fabio
                 Spagnolo",
  title =        "On {Markov} error-correction models, with an
                 application to stock prices and dividends",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "69--88",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.729",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2004",
}

@Article{Gregory:2004:MSA,
  author =       "Allan W. Gregory and Alfred A. Haug and Nicoletta
                 Lomuto",
  title =        "Mixed signals among tests for cointegration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "89--98",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.733",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2004",
}

@Article{Isacsson:2004:EER,
  author =       "Gunnar Isacsson",
  title =        "Estimating the economic return to educational levels
                 using data on twins",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "99--119",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.724",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2004",
}

@Article{Planas:2004:CID,
  author =       "Christophe Planas and Alessandro Rossi",
  title =        "Can inflation data improve the real-time reliability
                 of output gap estimates?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "121--133",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.726",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2004",
}

@Article{Cziraky:2004:LPS,
  author =       "Dario Czir{\'a}ky",
  title =        "{LISREL} 8.54: A program for structural equation
                 modelling with latent variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "1",
  pages =        "135--141",
  month =        jan # "--" # feb,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.767",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2004",
}

@Article{Smith:2004:MPP,
  author =       "L. Vanessa Smith and Stephen Leybourne and Tae-Hwan
                 Kim and Paul Newbold",
  title =        "More powerful panel data unit root tests with an
                 application to mean reversion in real exchange rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "2",
  pages =        "147--170",
  month =        mar # "--" # apr,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.723",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2004",
}

@Article{Masanjala:2004:SMC,
  author =       "Winford H. Masanjala and Chris Papageorgiou",
  title =        "The {Solow} model with {CES} technology:
                 nonlinearities and parameter heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "2",
  pages =        "171--201",
  month =        mar # "--" # apr,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.722",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 March 2004",
}

@Article{Li:2004:DDS,
  author =       "Mingliang Li and Dale J. Poirier and Justin L.
                 Tobias",
  title =        "Do dropouts suffer from dropping out? {Estimation} and
                 prediction of outcome gains in generalized selection
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "2",
  pages =        "203--225",
  month =        mar # "--" # apr,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.731",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 March 2004",
}

@Article{Egger:2004:DTF,
  author =       "Peter Egger and Michael Pfaffermayr",
  title =        "Distance, trade and {FDI}: a {Hausman--Taylor} {SUR}
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "2",
  pages =        "227--246",
  month =        mar # "--" # apr,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.721",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2004",
}

@Article{Camba-Mendez:2004:STM,
  author =       "Gonzalo Camba-Mendez and Ana Lamo",
  title =        "Short-term monitoring of fiscal policy discipline",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "2",
  pages =        "247--265",
  month =        mar # "--" # apr,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.728",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2004",
}

@Article{Adebayo:2004:BGM,
  author =       "Samson B. Adebayo",
  title =        "{Bayesian} geoadditive modelling of breastfeeding
                 initiation in {Nigeria}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "2",
  pages =        "267--281",
  month =        mar # "--" # apr,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.732",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2004",
}

@Article{Koning:2004:FAF,
  author =       "Ruud H. Koning",
  title =        "{FinMetrics}: analysis of financial data in {S-PLUS}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "2",
  pages =        "283--290",
  month =        mar # "--" # apr,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.775",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 April 2004",
}

@Article{Chou:2004:HIS,
  author =       "Shin-Yi Chou and Jin-Tan Liu and Cliff J. Huang",
  title =        "Health insurance and savings over the life cycle --- a
                 semiparametric smooth coefficient estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "295--322",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.735",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2004",
}

@Article{Lee:2004:SCS,
  author =       "Myoung-Jae Lee",
  title =        "Selection correction and sensitivity analysis for
                 ordered treatment effect on count response",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "323--337",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.743",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 March 2004",
}

@Article{Basistha:2004:WWC,
  author =       "Arabinda Basistha and Richard Startz",
  title =        "Why were changes in the federal funds rate smaller in
                 the 1990s?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "339--354",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.745",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2004",
}

@Article{Coe:2004:LRM,
  author =       "Patrick J. Coe and James M. Nason",
  title =        "Long-run monetary neutrality and long-horizon
                 regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "355--373",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.749",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2004",
}

@Article{Frolich:2004:MER,
  author =       "Markus Fr{\"o}lich and Almas Heshmati and Michael
                 Lechner",
  title =        "A microeconometric evaluation of rehabilitation of
                 long-term sickness in {Sweden}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "375--396",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.757",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2004",
}

@Article{Das:2004:PPR,
  author =       "Sanghamitra Das and Ramprasad Sengupta",
  title =        "Projection pursuit regression and disaggregate
                 productivity effects: the case of the {Indian} blast
                 furnaces",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "397--418",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.756",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2004",
}

@Article{Zheng:2004:PCD,
  author =       "Buhong Zheng",
  title =        "Poverty comparisons with dependent samples",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "419--428",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.779",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2004",
}

@Article{Romeu:2004:EGC,
  author =       "Andr{\'e}s Romeu",
  title =        "{ExpEnd}: {GAUSS} code for panel count-data models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "3",
  pages =        "429--434",
  month =        may # "--" # jun,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.782",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2004",
}

@Article{Pudney:2004:KGE,
  author =       "Stephen Pudney",
  title =        "Keeping off the grass? {An} econometric model of
                 cannabis consumption in {Britain}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "4",
  pages =        "435--453",
  month =        jul # "--" # aug,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.746",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 May 2004",
}

@Article{Winkelmann:2004:HCR,
  author =       "Rainer Winkelmann",
  title =        "Health care reform and the number of doctor visits ---
                 an econometric analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "4",
  pages =        "455--472",
  month =        jul # "--" # aug,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.764",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 2004",
}

@Article{Contoyannis:2004:DHB,
  author =       "Paul Contoyannis and Andrew M. Jones and Nigel Rice",
  title =        "The dynamics of health in the {British} Household
                 Panel Survey",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "4",
  pages =        "473--503",
  month =        jul # "--" # aug,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.755",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 2004",
}

@Article{Wilson:2004:NAR,
  author =       "Paul W. Wilson and Kathleen Carey",
  title =        "Nonparametric analysis of returns to scale in the {US}
                 hospital industry",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "4",
  pages =        "505--524",
  month =        jul # "--" # aug,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.801",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 2004",
}

@Article{Hayo:2004:RP,
  author =       "Bernd Hayo",
  title =        "Review of {PcGive} 10",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "4",
  pages =        "525--531",
  month =        jul # "--" # aug,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.789",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 2004",
}

@Article{Li:2004:PRE,
  author =       "Qi Li and Jeff Racine",
  title =        "Predictor relevance and extramarital affairs",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "4",
  pages =        "533--535",
  month =        jul # "--" # aug,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.777",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 2004",
}

@Article{Anderson:2004:MIA,
  author =       "Gordon Anderson",
  title =        "Making inferences about the polarization, welfare and
                 poverty of nations: a study of 101 countries
                 1970--1995",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "5",
  pages =        "537--550",
  month =        sep # "--" # oct,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.750",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 May 2004",
}

@Article{Grier:2004:AEU,
  author =       "Kevin B. Grier and {\'O}lan T. Henry and Nilss
                 Olekalns and Kalvinder Shields",
  title =        "The asymmetric effects of uncertainty on inflation and
                 output growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "5",
  pages =        "551--565",
  month =        sep # "--" # oct,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.763",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See replication report \cite{Savva:2016:RGH}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 September 2004",
}

@Article{Jeon:2004:REF,
  author =       "Byung M. Jeon and Robin C. Sickles",
  title =        "The role of environmental factors in growth
                 accounting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "5",
  pages =        "567--591",
  month =        sep # "--" # oct,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.769",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 September 2004",
}

@Article{Cappellari:2004:MLI,
  author =       "Lorenzo Cappellari and Stephen P. Jenkins",
  title =        "Modelling low income transitions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "5",
  pages =        "593--610",
  month =        sep # "--" # oct,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.778",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 September 2004",
}

@Article{Luginbuhl:2004:CEG,
  author =       "Rob Luginbuhl and Siem Jan Koopman",
  title =        "Convergence in {European} {GDP} series: a multivariate
                 common converging trend-cycle decomposition",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "5",
  pages =        "611--636",
  month =        sep # "--" # oct,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.785",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 September 2004",
}

@Article{Tsui:2004:CHE,
  author =       "Albert K. Tsui and Kin-Yip Ho",
  title =        "Conditional heteroscedasticity of exchange rates:
                 further results based on the fractionally integrated
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "5",
  pages =        "637--642",
  month =        sep # "--" # oct,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.802",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 September 2004",
}

@Article{Christensen:2004:SIE,
  author =       "Bent Jesper Christensen and Nabanita Datta Gupta and
                 John Rust",
  title =        "Special issue on the econometrics of social
                 insurance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "647--648",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.803",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Benitez-Silva:2004:HLB,
  author =       "Hugo Ben{\'\i}tez-Silva and Moshe Buchinsky and Hiu
                 Man Chan and Sofia Cheidvasser and John Rust",
  title =        "How large is the bias in self-reported disability?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "649--670",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.797",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Burkhauser:2004:DPM,
  author =       "Richard V. Burkhauser and J. S. Butler and Gulcin
                 Gumus",
  title =        "Dynamic programming model estimates of Social Security
                 Disability Insurance application timing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "671--685",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.804",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{An:2004:MMP,
  author =       "Mark Y. An and Bent Jesper Christensen and Nabanita
                 Datta Gupta",
  title =        "Multivariate mixed proportional hazard modelling of
                 the joint retirement of married couples",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "687--704",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.783",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{French:2004:DDH,
  author =       "Eric French and John Bailey Jones",
  title =        "On the distribution and dynamics of health care
                 costs",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "705--721",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.790",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Gustman:2004:SSP,
  author =       "Alan L. Gustman and Thomas L. Steinmeier",
  title =        "Social security, pensions and retirement behaviour
                 within the family",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "723--737",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.753",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 May 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Heyma:2004:SDA,
  author =       "Arjan Heyma",
  title =        "A structural dynamic analysis of retirement behaviour
                 in the {Netherlands}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "739--759",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.781",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Hurd:2004:ESS,
  author =       "Michael D. Hurd and James P. Smith and Julie M.
                 Zissimopoulos",
  title =        "The effects of subjective survival on retirement and
                 Social Security claiming",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "761--775",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.752",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 May 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Mastrogiacomo:2004:RBD,
  author =       "Mauro Mastrogiacomo and Rob Alessie and Maarten
                 Lindeboom",
  title =        "Retirement behaviour of {Dutch} elderly households",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "777--793",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.784",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Karlstrom:2004:DPA,
  author =       "Anders Karlstrom and Marten Palme and Ingemar
                 Svensson",
  title =        "A dynamic programming approach to model the retirement
                 behaviour of blue-collar workers in {Sweden}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "795--807",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.798",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Thoursie:2004:RSS,
  author =       "Peter Skogman Thoursie",
  title =        "Reporting sick: are sporting events contagious?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "6",
  pages =        "809--823",
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.758",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2004",
  remark =       "Special issue on the econometrics of social
                 insurance.",
}

@Article{Koop:2004:LAH,
  author =       "Gary Koop and Justin L. Tobias",
  title =        "Learning about heterogeneity in returns to schooling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "7",
  pages =        "827--849",
  month =        nov # "--" # dec,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.744",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2004",
}

@Article{Hu:2004:DFF,
  author =       "Ling Hu and Peter C. B. Phillips",
  title =        "Dynamics of the federal funds target rate: a
                 nonstationary discrete choice approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "7",
  pages =        "851--867",
  month =        nov # "--" # dec,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.747",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 May 2004",
}

@Article{Sun:2004:UFE,
  author =       "Yixiao Sun and Peter C. B. Phillips",
  title =        "Understanding the {Fisher} equation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "7",
  pages =        "869--886",
  month =        nov # "--" # dec,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.760",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 November 2004",
}

@Article{McCluskey:2004:MIC,
  author =       "Jill J. McCluskey and Kwamena K. Quagrainie",
  title =        "Measurement of industry conduct with a latent
                 structure",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "7",
  pages =        "887--897",
  month =        nov # "--" # dec,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.793",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 November 2004",
}

@Article{Becker:2004:GTT,
  author =       "Ralf Becker and Walter Enders and Stan Hurn",
  title =        "A general test for time dependence in parameters",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "19",
  number =       "7",
  pages =        "899--906",
  month =        nov # "--" # dec,
  year =         "2004",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.751",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 May 2004",
}

@Article{Cockx:2005:DDE,
  author =       "Bart Cockx and Muriel Dejemeppe",
  title =        "Duration dependence in the exit rate out of
                 unemployment in {Belgium}. {Is} it true or spurious?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "1--23",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.761",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 December 2004",
}

@Article{Herranz:2005:ARO,
  author =       "Neus Herranz and Ricardo Mora and Javier
                 Ruiz-Castillo",
  title =        "An algorithm to reduce the occupational space in
                 gender segregation studies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "25--37",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.829",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 February 2005",
}

@Article{Wooldridge:2005:SSI,
  author =       "Jeffrey M. Wooldridge",
  title =        "Simple solutions to the initial conditions problem in
                 dynamic, nonlinear panel data models with unobserved
                 heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "39--54",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.770",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 February 2005",
}

@Article{Maasoumi:2005:RIC,
  author =       "Esfandiar Maasoumi and Daniel L. Millimet",
  title =        "Robust inference concerning recent trends in {US}
                 environmental quality",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "55--77",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.759",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 December 2004",
}

@Article{Sollis:2005:EPP,
  author =       "Robert Sollis",
  title =        "Evidence on purchasing power parity from univariate
                 models: the case of smooth transition
                 trend-stationarity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "79--98",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.772",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 February 2005",
}

@Article{Zeileis:2005:MSC,
  author =       "Achim Zeileis and Friedrich Leisch and Christian
                 Kleiber and Kurt Hornik",
  title =        "Monitoring structural change in dynamic econometric
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "99--121",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.776",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 February 2005",
}

@Article{Schuermann:2005:RRB,
  author =       "Til Schuermann",
  title =        "A review of recent books on credit risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "123--130",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.827",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 February 2005",
}

@Article{Laurent:2005:BGB,
  author =       "S{\'e}bastien Laurent and Jean-Pierre Urbain",
  title =        "Bridging the gap between {Ox} and {Gauss} using
                 {OxGauss}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "1",
  pages =        "131--139",
  month =        jan # "--" # feb,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.809",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 February 2005",
}

@Article{vanDijk:2005:DBC,
  author =       "Dick van Dijk and Herman K. van Dijk and Philip Hans
                 Franses",
  title =        "On the dynamics of business cycle analysis: {Editors}'
                 introduction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "147--150",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.844",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Harding:2005:SFC,
  author =       "Don Harding and Adrian Pagan",
  title =        "A suggested framework for classifying the modes of
                 cycle research",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "151--159",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.838",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Smets:2005:CSF,
  author =       "Frank Smets and Raf Wouters",
  title =        "Comparing shocks and frictions in {US} and euro area
                 business cycles: a {Bayesian} {DSGE} Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "161--183",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.834",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Peersman:2005:WCE,
  author =       "Gert Peersman",
  title =        "What caused the early millennium slowdown? {Evidence}
                 based on vector autoregressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "185--207",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.832",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Jacobs:2005:CSS,
  author =       "Jan P. A. M. Jacobs and Kenneth F. Wallis",
  title =        "Comparing {SVARs} and {SEMs}: two models of the {UK}
                 economy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "209--228",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.839",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Canova:2005:TUS,
  author =       "Fabio Canova",
  title =        "The transmission of {US} shocks to {Latin} {America}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "229--251",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.837",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Smith:2005:HWD,
  author =       "Penelope A. Smith and Peter M. Summers",
  title =        "How well do {Markov} switching models describe actual
                 business cycles? {The} case of synchronization",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "253--274",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.845",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Carvalho:2005:CTC,
  author =       "Vasco M. Carvalho and Andrew C. Harvey",
  title =        "Convergence in the trends and cycles of {Euro}-zone
                 income",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "275--289",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.820",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Kim:2005:NPE,
  author =       "Chang-Jin Kim and James Morley and Jeremy Piger",
  title =        "Nonlinearity and the permanent effects of recessions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "291--309",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.831",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Koopman:2005:BDC,
  author =       "Siem Jan Koopman and Andr{\'e} Lucas",
  title =        "Business and default cycles for credit risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "2",
  pages =        "311--323",
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.833",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2005",
  remark =       "Special Issue: Recent Developments in Business Cycle
                 Analysis",
}

@Article{Rapach:2005:VRL,
  author =       "David E. Rapach and Mark E. Wohar",
  title =        "Valuation ratios and long-horizon stock price
                 predictability",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "3",
  pages =        "327--344",
  month =        mar # "--" # apr,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.774",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2005",
}

@Article{Sarno:2005:MFS,
  author =       "Lucio Sarno and Giorgio Valente",
  title =        "Modelling and forecasting stock returns: exploiting
                 the futures market, regime shifts and international
                 spillovers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "3",
  pages =        "345--376",
  month =        mar # "--" # apr,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.787",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 March 2005",
}

@Article{Lim:2005:PPH,
  author =       "G. C. Lim and G. M. Martin and V. L. Martin",
  title =        "Parametric pricing of higher order moments in
                 {S\&P500} options",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "3",
  pages =        "377--404",
  month =        mar # "--" # apr,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.762",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 December 2004",
}

@Article{Smith:2005:POT,
  author =       "Aaron Smith",
  title =        "Partially overlapping time series: a new model for
                 volatility dynamics in commodity futures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "3",
  pages =        "405--422",
  month =        mar # "--" # apr,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.846",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2005",
}

@Article{Spagnolo:2005:TUF,
  author =       "Fabio Spagnolo and Zacharias Psaradakis and Martin
                 Sola",
  title =        "Testing the unbiased forward exchange rate hypothesis
                 using a {Markov} switching model and instrumental
                 variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "3",
  pages =        "423--437",
  month =        mar # "--" # apr,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.773",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2005",
}

@Article{Chan:2005:RRL,
  author =       "Joshua C. C. Chan",
  title =        "Replication of the results in `learning about
                 heterogeneity in returns to schooling'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "3",
  pages =        "439--443",
  month =        mar # "--" # apr,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.847",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2005",
}

@Article{Machado:2005:CDC,
  author =       "Jos{\'e} A. F. Machado and Jos{\'e} Mata",
  title =        "Counterfactual decomposition of changes in wage
                 distributions using quantile regression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "445--465",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.788",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2005",
}

@Article{Grammig:2005:DCM,
  author =       "Joachim Grammig and Reinhard Hujer and Michael
                 Scheidler",
  title =        "Discrete choice modelling in airline network
                 management",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "467--486",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.799",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 March 2005",
}

@Article{Pendakur:2005:SEL,
  author =       "Krishna Pendakur",
  title =        "Semiparametric estimation of lifetime equivalence
                 scales",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "487--507",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.768",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2005",
}

@Article{Gong:2005:EGC,
  author =       "Xiaodong Gong and Arthur van Soest and Ping Zhang",
  title =        "The effects of the gender of children on expenditure
                 patterns in rural {China}: a semiparametric analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "509--527",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.780",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 March 2005",
}

@Article{Das:2005:WWE,
  author =       "Sanghamitra Das and Charles F. Manski and Mark D.
                 Manuszak",
  title =        "Walk or wait? {An} empirical analysis of street
                 crossing decisions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "529--548",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.791",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 March 2005",
}

@Article{Lee:2005:AJT,
  author =       "Myoung-jae Lee and Sang-jun Lee",
  title =        "Analysis of job-training effects on {Korean} women",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "549--562",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.771",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2005",
}

@Article{Bollinger:2005:DTW,
  author =       "Christopher R. Bollinger and Martin H. David",
  title =        "{I} didn't tell, and {I} won't tell: dynamic response
                 error in the {SIPP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "563--569",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.794",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2005",
}

@Article{Teyssiere:2005:STS,
  author =       "Gilles Teyssi{\`e}re",
  title =        "Structural time series modelling with {STAMP} 6.02",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "4",
  pages =        "571--577",
  month =        may # "--" # jun,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.826",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2005",
}

@Article{Hsiao:2005:AVD,
  author =       "Cheng Hsiao and Yan Shen and Hiroshi Fujiki",
  title =        "Aggregate vs. disaggregate data analysis --- a paradox
                 in the estimation of a money demand function of {Japan}
                 under the low interest rate policy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "5",
  pages =        "579--601",
  month =        jul # "--" # aug,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.806",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2005",
}

@Article{Favero:2005:PCW,
  author =       "Carlo A. Favero and Massimiliano Marcellino and
                 Francesca Neglia",
  title =        "Principal components at work: the empirical analysis
                 of monetary policy with large data sets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "5",
  pages =        "603--620",
  month =        jul # "--" # aug,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.815",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2005",
}

@Article{Kim:2005:NFM,
  author =       "Dong Heon Kim and Denise R. Osborn and Marianne
                 Sensier",
  title =        "Nonlinearity in the {Fed}'s monetary policy rule",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "5",
  pages =        "621--639",
  month =        jul # "--" # aug,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.792",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2005",
}

@Article{El-Gamal:2005:IHT,
  author =       "Mahmoud A. El-Gamal and Hulusi Inanoglu",
  title =        "Inefficiency and heterogeneity in {Turkish} banking:
                 1990--2000",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "5",
  pages =        "641--664",
  month =        jul # "--" # aug,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.835",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2005",
}

@Article{Psaradakis:2005:MSC,
  author =       "Zacharias Psaradakis and Morten O. Ravn and Martin
                 Sola",
  title =        "{Markov} switching causality and the money-output
                 relationship",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "5",
  pages =        "665--683",
  month =        jul # "--" # aug,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.819",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2005",
}

@Article{Zeileis:2005:VMS,
  author =       "Achim Zeileis and Christian Kleiber",
  title =        "Validating multiple structural change models --- a
                 case study",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "5",
  pages =        "685--690",
  month =        jul # "--" # aug,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.856",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2005",
}

@Article{Fuertes:2005:GTT,
  author =       "Ana-Maria Fuertes and Marwan Izzeldin and Anthony
                 Murphy",
  title =        "A guided tour of {TSMod} 4.03",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "5",
  pages =        "691--698",
  month =        jul # "--" # aug,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.825",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2005",
}

@Article{Rodriguez-Poo:2005:STS,
  author =       "Juan M. Rodr{\'\i}guez-P{\'o}o and Stefan Sperlich and
                 Ana I. Fern{\'a}ndez",
  title =        "Semiparametric three-step estimation methods for
                 simultaneous equation systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "6",
  pages =        "699--721",
  month =        sep # "--" # oct,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.796",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 March 2005",
}

@Article{Koop:2005:SBI,
  author =       "Gary Koop and Dale J. Poirier and Justin Tobias",
  title =        "Semiparametric {Bayesian} inference in multiple
                 equation models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "6",
  pages =        "723--747",
  month =        sep # "--" # oct,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.810",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2005",
}

@Article{Bacchiocchi:2005:TPP,
  author =       "Emanuele Bacchiocchi and Luca Fanelli",
  title =        "Testing the purchasing power parity through {$ {\rm
                 I}(2) $} cointegration techniques",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "6",
  pages =        "749--770",
  month =        sep # "--" # oct,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.786",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 June 2005",
}

@Article{Gonzalez:2005:NBR,
  author =       "Libertad Gonz{\'a}lez",
  title =        "Nonparametric bounds on the returns to language
                 skills",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "6",
  pages =        "771--795",
  month =        sep # "--" # oct,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.795",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2005",
}

@Article{Boswijk:2005:DAC,
  author =       "H. Peter Boswijk and Jurgen A. Doornik",
  title =        "Distribution approximations for cointegration tests
                 with stationary exogenous regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "6",
  pages =        "797--810",
  month =        sep # "--" # oct,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.811",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2005",
}

@Article{Fok:2005:MLP,
  author =       "Dennis Fok and Dick van Dijk and Philip Hans Franses",
  title =        "A multi-level panel {STAR} model for {US}
                 manufacturing sectors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "6",
  pages =        "811--827",
  month =        sep # "--" # oct,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.822",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 September 2005",
}

@Article{Davig:2005:PED,
  author =       "Troy Davig",
  title =        "Periodically expanding discounted debt: a threat to
                 fiscal policy sustainability?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "829--840",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.807",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2005",
}

@Article{Nishiyama:2005:CEE,
  author =       "Shin-Ichi Nishiyama",
  title =        "The cross-{Euler} equation approach to intertemporal
                 substitution in import demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "841--872",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.816",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2005",
}

@Article{Hansen:2005:FCV,
  author =       "Peter R. Hansen and Asger Lunde",
  title =        "A forecast comparison of volatility models: does
                 anything beat a {GARCH(1,1)}?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "873--889",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.800",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 March 2005",
}

@Article{Fernandez-Villaverde:2005:EDE,
  author =       "Jes{\'u}s Fern{\'a}ndez-Villaverde and Juan F.
                 Rubio-Ram{\'\i}rez",
  title =        "Estimating dynamic equilibrium economies: linear
                 versus nonlinear likelihood",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "891--910",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.814",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2005",
}

@Article{Fernandez-Rodriguez:2005:TCD,
  author =       "Fernando Fern{\'a}ndez-Rodr{\'\i}guez and Sim{\'o}n
                 Sosvilla-Rivero and Juli{\'a}n Andrada-F{\'e}lix",
  title =        "Testing chaotic dynamics via {Lyapunov} exponents",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "911--930",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.805",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2005",
}

@Article{Pepper:2005:BAG,
  author =       "John V. Pepper",
  title =        "{{\booktitle{The Bias Against Guns: why almost
                 everything you've heard about gun control is wrong}}.
                 John Lott, Jr., Regnery Publishing, Inc. 2003, pp.
                 349}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "931--942",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.882",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2005",
}

@Article{Anonymous:2005:A,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "943--944",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.883",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2005",
}

@Article{Anonymous:2005:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "20",
  number =       "7",
  pages =        "947--949",
  month =        dec,
  year =         "2005",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.884",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2005",
}

@Article{Guidolin:2006:EMN,
  author =       "Massimo Guidolin and Allan Timmermann",
  title =        "An econometric model of nonlinear dynamics in the
                 joint distribution of stock and bond returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "1",
  pages =        "1--22",
  month =        jan # "--" # feb,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.824",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2006",
}

@Article{Li:2006:HSC,
  author =       "Mingliang Li",
  title =        "High school completion and future youth unemployment:
                 new evidence from High School and Beyond",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "1",
  pages =        "23--53",
  month =        jan # "--" # feb,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.817",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 October 2005",
}

@Article{Dennis:2006:PPU,
  author =       "Richard Dennis",
  title =        "The policy preferences of the {US} {Federal} Reserve",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "1",
  pages =        "55--77",
  month =        jan # "--" # feb,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.808",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 June 2005",
}

@Article{Bauwens:2006:MGM,
  author =       "Luc Bauwens and S{\'e}bastien Laurent and Jeroen V. K.
                 Rombouts",
  title =        "Multivariate {GARCH} models: a survey",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "1",
  pages =        "79--109",
  month =        jan # "--" # feb,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.842",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2006",
}

@Article{Mamuneas:2006:EDR,
  author =       "Theofanis P. Mamuneas and Andreas Savvides and
                 Thanasis Stengos",
  title =        "Economic development and the return to human capital:
                 a smooth coefficient semiparametric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "1",
  pages =        "111--132",
  month =        jan # "--" # feb,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.813",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2005",
}

@Article{Racine:2006:SRG,
  author =       "Jeff Racine",
  title =        "Software review: {\tt gnuplot} 4.0: a portable
                 interactive plotting utility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "1",
  pages =        "133--141",
  month =        jan # "--" # feb,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.885",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2006",
}

@Article{Patton:2006:EMM,
  author =       "Andrew J. Patton",
  title =        "Estimation of multivariate models for time series of
                 possibly different lengths",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "2",
  pages =        "147--173",
  month =        mar,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.865",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2006",
}

@Article{DeJong:2006:TSC,
  author =       "David N. DeJong and Roman Liesenfeld and
                 Jean-Fran{\c{c}}ois Richard",
  title =        "Timing structural change: a conditional probabilistic
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "2",
  pages =        "175--190",
  month =        mar,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.821",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2006",
}

@Article{Kleijn:2006:BMA,
  author =       "Richard Kleijn and Herman K. van Dijk",
  title =        "{Bayes} model averaging of cyclical decompositions in
                 economic time series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "2",
  pages =        "191--212",
  month =        mar,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.823",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2006",
}

@Article{Hellstrom:2006:BCD,
  author =       "J{\"o}rgen Hellstr{\"o}m",
  title =        "A bivariate count data model for household tourism
                 demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "2",
  pages =        "213--226",
  month =        mar,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.812",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2005",
}

@Article{Meijer:2006:MWE,
  author =       "Erik Meijer and Jan Rouwendal",
  title =        "Measuring welfare effects in models with random
                 coefficients",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "2",
  pages =        "227--244",
  month =        mar,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.841",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2006",
}

@Article{Garcia-Perez:2006:JSN,
  author =       "J. Ignacio Garc{\'\i}a-P{\'e}rez",
  title =        "Job separation in a non-stationary search model: a
                 structural estimation to evaluate alternative
                 unemployment insurance systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "2",
  pages =        "245--272",
  month =        mar,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.818",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2006",
}

@Article{Anonymous:2006:JAE,
  author =       "Anonymous",
  title =        "Journal of Applied Econometrics distinguished
                 authors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "2",
  pages =        "273--274",
  month =        mar,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.913",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2006",
}

@Article{Fruhwirth-Schnatter:2006:HDC,
  author =       "Sylvia Fr{\"u}hwirth-Schnatter and Sylvia Kaufmann",
  title =        "How do changes in monetary policy affect bank lending?
                 {An} analysis of {Austrian} bank data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "3",
  pages =        "275--305",
  month =        apr,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.830",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2006",
}

@Article{Alexander:2006:NMG,
  author =       "Carol Alexander and Emese Lazar",
  title =        "Normal mixture {GARCH(1,1)}: applications to exchange
                 rate modelling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "3",
  pages =        "307--336",
  month =        apr,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.849",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2006",
}

@Article{Willis:2006:MPR,
  author =       "Jonathan L. Willis",
  title =        "Magazine prices revisited",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "3",
  pages =        "337--344",
  month =        apr,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.836",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2006",
}

@Article{Audrino:2006:EPM,
  author =       "Francesco Audrino and Fabio Trojani",
  title =        "Estimating and predicting multivariate volatility
                 thresholds in global stock markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "3",
  pages =        "345--369",
  month =        apr,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.869",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2006",
}

@Article{Stengos:2006:IPP,
  author =       "T. Stengos and E. Zacharias",
  title =        "Intertemporal pricing and price discrimination: a
                 semiparametric hedonic analysis of the personal
                 computer market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "3",
  pages =        "371--386",
  month =        apr,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.828",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2006",
}

@Article{Kordas:2006:SBR,
  author =       "Gregory Kordas",
  title =        "Smoothed binary regression quantiles",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "3",
  pages =        "387--407",
  month =        apr,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.843",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2006",
}

@Article{Smallwood:2006:GLM,
  author =       "Aaron D. Smallwood and Stefan C. Norrbin",
  title =        "Generalized long memory processes, failure of
                 cointegration tests and exchange rate dynamics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "4",
  pages =        "409--417",
  month =        may # "--" # jun,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.857",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2006",
}

@Article{Busetti:2006:TSI,
  author =       "Fabio Busetti",
  title =        "Tests of seasonal integration and cointegration in
                 multivariate unobserved component models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "4",
  pages =        "419--438",
  month =        may # "--" # jun,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.852",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2006",
}

@Article{Dewachter:2006:JMT,
  author =       "Hans Dewachter and Marco Lyrio and Konstantijn Maes",
  title =        "A joint model for the term structure of interest rates
                 and the macroeconomy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "4",
  pages =        "439--462",
  month =        may # "--" # jun,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.848",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2006",
}

@Article{Galvao:2006:SBT,
  author =       "Ana Beatriz C. Galv{\~a}o",
  title =        "Structural break threshold {VARs} for predicting {US}
                 recessions using the spread",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "4",
  pages =        "463--487",
  month =        may # "--" # jun,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.840",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2006",
}

@Article{Abrevaya:2006:EES,
  author =       "Jason Abrevaya",
  title =        "Estimating the effect of smoking on birth outcomes
                 using a matched panel data approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "4",
  pages =        "489--519",
  month =        may # "--" # jun,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.851",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2006",
}

@Article{Garratt:2006:PVT,
  author =       "Anthony Garratt and Donald Robertson and Stephen
                 Wright",
  title =        "Permanent vs transitory components and economic
                 fundamentals",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "4",
  pages =        "521--542",
  month =        may # "--" # jun,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.850",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2006",
}

@Article{Baltagi:2006:EEM,
  author =       "Badi H. Baltagi",
  title =        "Estimating an economic model of crime using panel data
                 from {North} {Carolina}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "4",
  pages =        "543--547",
  month =        may # "--" # jun,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.861",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2006",
}

@Article{Donkers:2006:DTS,
  author =       "Bas Donkers and Richard Paap and Jedid-Jah Jonker and
                 Philip Hans Franses",
  title =        "Deriving target selection rules from endogenously
                 selected samples",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "549--562",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.858",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2006",
}

@Article{Clark:2006:DEP,
  author =       "Todd E. Clark",
  title =        "Disaggregate evidence on the persistence of consumer
                 price inflation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "563--587",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.859",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2006",
}

@Article{Shintani:2006:NMC,
  author =       "Mototsugu Shintani",
  title =        "A nonparametric measure of convergence towards
                 purchasing power parity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "589--604",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.867",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2006",
}

@Article{Pittau:2006:EEI,
  author =       "Maria Grazia Pittau and Roberto Zelli",
  title =        "Empirical evidence of income dynamics across {EU}
                 regions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "605--628",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.855",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2006",
}

@Article{Stengos:2006:ESE,
  author =       "Thanasis Stengos and Yiguo Sun and Dianqin Wang",
  title =        "Estimates of semiparametric equivalence scales",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "629--639",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.863",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2006",
}

@Article{Yang:2006:MFS,
  author =       "Z. L. Yang and Y. K. Tse",
  title =        "Modelling firm-size distribution using {Box--Cox}
                 heteroscedastic regression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "641--653",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.870",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2006",
}

@Article{Paya:2006:TAE,
  author =       "Ivan Paya and David A. Peel",
  title =        "Temporal aggregation of an {ESTAR} process: some
                 implications for purchasing power parity adjustment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "655--668",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.860",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2006",
}

@Article{Tsionas:2006:IDS,
  author =       "Efthymios G. Tsionas",
  title =        "Inference in dynamic stochastic frontier models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "669--676",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.862",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2006",
}

@Article{McCullough:2006:RT,
  author =       "B. D. McCullough",
  title =        "A review of {TESTU01}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "5",
  pages =        "677--682",
  month =        jul # "--" # aug,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.917",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2006",
}

@Article{Bruggemann:2006:SMS,
  author =       "Ralf Br{\"u}ggemann and Helmut L{\"u}tkepohl",
  title =        "A small monetary system for the euro area based on
                 {German} data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "683--702",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.864",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2006",
}

@Article{Isiklar:2006:HQD,
  author =       "Gultekin Isiklar and Kajal Lahiri and Prakash
                 Loungani",
  title =        "How quickly do forecasters incorporate news?
                 {Evidence} from cross-country surveys",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "703--725",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.886",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Yang:2006:EMC,
  author =       "Jian Yang and Cheng Hsiao and Qi Li and Zijun Wang",
  title =        "The emerging market crisis and stock market linkages:
                 further evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "727--744",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.889",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Armantier:2006:ECF,
  author =       "Olivier Armantier and Erwann Sba{\"I}",
  title =        "Estimation and comparison of [{French}] {Treasury}
                 auction formats when bidders are asymmetric",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "745--779",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.875",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Wilke:2006:SPE,
  author =       "Ralf A. Wilke",
  title =        "Semi-parametric estimation of consumption-based
                 equivalence scales: the case of {Germany}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "781--802",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.888",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Dagsvik:2006:SLS,
  author =       "John K. Dagsvik and Steinar Str{\O}m",
  title =        "Sectoral labour supply, choice restrictions and
                 functional form",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "803--826",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.866",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Davidson:2006:CAJ,
  author =       "Russell Davidson and James G. MacKinnon",
  title =        "The case against {JIVE}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "827--833",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.873",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Ackerberg:2006:CCA,Blomquist:2006:CAJ} and
                 reply \cite{Davidson:2006:RAD}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Ackerberg:2006:CCA,
  author =       "Daniel A. Ackerberg and Paul J. Devereux",
  title =        "Comment on {`The case against JIVE'}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "835--838",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.871",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Davidson:2006:CAJ}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Blomquist:2006:CAJ,
  author =       "S{\"o}ren Blomquist and Matz Dahlberg",
  title =        "The case against {JIVE}: a comment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "839--841",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.872",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Davidson:2006:CAJ}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Davidson:2006:RAD,
  author =       "Russell Davidson and James G. MacKinnon",
  title =        "Reply to {Ackerberg} and {Devereux} and {Blomquist}
                 and {Dahlberg} on {`The case against JIVE'}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "843--844",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.874",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Hill:2006:WDR,
  author =       "Daniel H. Hill",
  title =        "Wealth dynamics: reducing noise in panel data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "845--860",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.878",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Hensher:2006:HDR,
  author =       "David A. Hensher",
  title =        "How do respondents process stated choice experiments?
                 {Attribute} consideration under varying information
                 load",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "861--878",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.877",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Ornaghi:2006:AEM,
  author =       "Carmine Ornaghi",
  title =        "Assessing the effects of measurement errors on the
                 estimation of production functions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "879--891",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.887",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{Li:2006:CAG,
  author =       "Mingliang Li and Justin L. Tobias",
  title =        "Calculus attainment and grades received in
                 intermediate economic theory",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "6",
  pages =        "893--896",
  month =        sep # "--" # oct,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.876",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2006",
}

@Article{vanOurs:2006:CCJ,
  author =       "Jan C. van Ours",
  title =        "Cannabis, cocaine and jobs",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "897--917",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.868",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2006",
}

@Article{Simonsen:2006:CMA,
  author =       "Marianne Simonsen and Lars Skipper",
  title =        "The costs of motherhood: an analysis using matching
                 estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "919--934",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.893",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2006",
}

@Article{Blau:2006:HIR,
  author =       "David M. Blau and Donna B. Gilleskie",
  title =        "Health insurance and retirement of married couples",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "935--953",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.921",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 November 2006",
}

@Article{Carro:2006:DMC,
  author =       "Jes{\'u}s M. Carro and Pedro Mira",
  title =        "A dynamic model of contraceptive choice of {Spanish}
                 couples",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "955--980",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.879",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2006",
}

@Article{Fukuda:2006:APC,
  author =       "Kosei Fukuda",
  title =        "Age-period-cohort decomposition of aggregate data: an
                 application to {US} and {Japanese} household saving
                 rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "981--998",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.906",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2006",
}

@Article{Maitra:2006:EHC,
  author =       "Pushkar Maitra and Farshid Vahid",
  title =        "The effect of household characteristics on living
                 standards in {South Africa} 1993--1998: a quantile
                 regression analysis with sample attrition",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "999--1018",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.853",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2006",
}

@Article{Unayama:2006:ECA,
  author =       "Takashi Unayama",
  title =        "The {Engel} curve for alcohol and the rank of demand
                 systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "1019--1038",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.881",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2006",
}

@Article{Ho:2006:WER,
  author =       "Katherine Ho",
  title =        "The welfare effects of restricted hospital choice in
                 the {US} medical care market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "1039--1079",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.896",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 November 2006",
}

@Article{Deb:2006:BAT,
  author =       "Partha Deb and Murat K. Munkin and Pravin K. Trivedi",
  title =        "{Bayesian} analysis of the two-part model with
                 endogeneity: application to health care expenditure",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "1081--1099",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.891",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2006",
}

@Article{Wang:2006:CPC,
  author =       "Zijun Wang",
  title =        "Convergence of productivity: a comment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "1101--1102",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.895",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2006",
}

@Article{Mixon:2006:TUE,
  author =       "J. Wilson {Mixon, Jr.} and Ryan J. Smith",
  title =        "Teaching undergraduate econometrics with {GRETL}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "7",
  pages =        "1103--1107",
  month =        nov,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.927",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2006",
}

@Article{Co:2006:ISD,
  author =       "Catherine Y. Co and John S. Landon-Lane and Myeong-Su
                 Yun",
  title =        "Inter-state dynamics of invention activities,
                 1930--2000",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1111--1134",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.909",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Pesavento:2006:SSC,
  author =       "Elena Pesavento and Barbara Rossi",
  title =        "Small-sample confidence intervals for multivariate
                 impulse response functions at long horizons",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1135--1155",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.894",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Lanne:2006:NDI,
  author =       "Markku Lanne",
  title =        "Nonlinear dynamics of interest rate and inflation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1157--1168",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.908",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Bali:2006:TRR,
  author =       "Turan G. Bali and Lin Peng",
  title =        "Is there a risk-return trade-off? {Evidence} from
                 high-frequency data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1169--1198",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.911",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Lahiri:2006:MMP,
  author =       "Kajal Lahiri and Fushang Liu",
  title =        "Modelling multi-period inflation uncertainty using a
                 panel of density forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1199--1219",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.880",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 November 2006",
}

@Article{Donald:2006:EMM,
  author =       "Stephen G. Donald and Harry J. Paarsch and Jacques
                 Robert",
  title =        "An empirical model of the multi-unit, sequential,
                 clock auction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1221--1247",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.854",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Banerjee:2006:RIL,
  author =       "Anindya Banerjee and Paul Mizen",
  title =        "A re-interpretation of the linear quadratic model when
                 inventories and sales are polynomially cointegrated",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1249--1264",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.892",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Francesconi:2006:IMS,
  author =       "Marco Francesconi and Cheti Nicoletti",
  title =        "Intergenerational mobility and sample selection in
                 short panels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1265--1293",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.910",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Dominitz:2006:IEB,
  author =       "Jeff Dominitz and Robert P. Sherman",
  title =        "Identification and estimation of bounds on school
                 performance measures: a nonparametric analysis of a
                 mixture model with verification",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "21",
  number =       "8",
  pages =        "1295--1326",
  month =        dec,
  year =         "2006",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.912",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2006",
}

@Article{Dees:2007:EIL,
  author =       "Stephane Dees and Filippo di Mauro and M. Hashem
                 Pesaran and L. Vanessa Smith",
  title =        "Exploring the international linkages of the euro area:
                 a global {VAR} analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "1--38",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.932",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 March 2007",
}

@Article{Artis:2007:TMC,
  author =       "Michael Artis and Ana Beatriz Galv{\~a}o and
                 Massimiliano Marcellino",
  title =        "The transmission mechanism in a changing world",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "39--61",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.923",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Anderson:2007:NAL,
  author =       "Heather M. Anderson and George Athanasopoulos and
                 Farshid Vahid",
  title =        "Nonlinear autoregressive leading indicator models of
                 output in {G-7} countries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "63--87",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.935",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Dungey:2007:UFM,
  author =       "Mardi Dungey and Vance L. Martin",
  title =        "Unravelling financial market linkages during crises",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "89--119",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.936",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 March 2007",
}

@Article{Clements:2007:EFF,
  author =       "Michael P. Clements and Fred Joutz and Herman O.
                 Stekler",
  title =        "An evaluation of the forecasts of the federal reserve:
                 a pooled approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "121--136",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.954",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Schleicher:2007:CCA,
  author =       "Christoph Schleicher",
  title =        "Codependence in cointegrated autoregressive models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "137--159",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.930",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Lee:2007:EHP,
  author =       "Jaejoon Lee and Charles R. Nelson",
  title =        "Expectation horizon and the {Phillips} Curve: the
                 solution to an empirical puzzle",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "161--178",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.928",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Giannoni:2007:ROM,
  author =       "Marc P. Giannoni",
  title =        "Robust optimal monetary policy in a forward-looking
                 model with parameter and shock uncertainty",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "179--213",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.934",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Creel:2007:RFM,
  author =       "Michael Creel",
  title =        "{I} ran four million probits last night: {HPC}
                 clustering with {ParallelKnoppix}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "1",
  pages =        "215--223",
  month =        jan # "--" # feb,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.945",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Baltagi:2007:HCS,
  author =       "Badi H. Baltagi and M. Hashem Pesaran",
  title =        "Heterogeneity and cross section dependence in panel
                 data models: theory and applications introduction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "229--232",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.955",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Choi:2007:SHT,
  author =       "In Choi and Timothy K. Chue",
  title =        "Subsampling hypothesis tests for nonstationary panels
                 with applications to exchange rates and stock prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "233--264",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.920",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Pesaran:2007:SPU,
  author =       "M. Hashem Pesaran",
  title =        "A simple panel unit root test in the presence of
                 cross-section dependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "265--312",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.951",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2007",
}

@Article{Kapetanios:2007:DFE,
  author =       "George Kapetanios",
  title =        "Dynamic factor extraction of cross-sectional
                 dependence in panel unit root tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "313--338",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.943",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Baltagi:2007:PUR,
  author =       "Badi H. Baltagi and Georges Bresson and Alain
                 Pirotte",
  title =        "Panel unit root tests and spatial dependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "339--360",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.950",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Serlenga:2007:GMI,
  author =       "Laura Serlenga and Yongcheol Shin",
  title =        "Gravity models of {intra-EU} trade: application of the
                 {CCEP--HT} estimation in heterogeneous panels with
                 unobserved common time-specific factors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "361--381",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.944",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See replication report \cite{Baltagi:2010:NRS}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Moon:2007:EAN,
  author =       "Hyungsik Roger Moon and Benoit Perron",
  title =        "An empirical analysis of nonstationarity in a panel of
                 interest rates with factors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "383--400",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.931",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Fachin:2007:LRT,
  author =       "Stefano Fachin",
  title =        "Long-run trends in internal migrations in {Italy}: a
                 study in panel cointegration with dependent units",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "401--428",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.907",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Pedroni:2007:SCB,
  author =       "Peter Pedroni",
  title =        "Social capital, barriers to production and capital
                 shares: implications for the importance of parameter
                 heterogeneity from a nonstationary panel approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "429--451",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.948",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Hsiao:2007:EIW,
  author =       "Cheng Hsiao and Yan Shen and Boqing Wang and Greg
                 Weeks",
  title =        "Evaluating the impacts of {Washington} state repeated
                 job search services on the earnings of prime-age female
                 {TANF} recipients",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "2",
  pages =        "453--475",
  month =        mar,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.949",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2007",
}

@Article{Hajivassiliou:2007:ULC,
  author =       "Vassilis A. Hajivassiliou and Yannis M. Ioannides",
  title =        "Unemployment and liquidity constraints",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "479--510",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.953",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Stewart:2007:IDU,
  author =       "Mark B. Stewart",
  title =        "The interrelated dynamics of unemployment and low-wage
                 employment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "511--531",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.922",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Augurzky:2007:APM,
  author =       "Boris Augurzky and Jochen Kluve",
  title =        "Assessing the performance of matching algorithms when
                 selection into treatment is strong",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "533--557",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.919",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Egger:2007:SAE,
  author =       "Peter Egger and Michael Pfaffermayr and Andrea Weber",
  title =        "Sectoral adjustment of employment to shifts in
                 outsourcing and trade: evidence from a dynamic fixed
                 effects multinomial logit model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "559--580",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.914",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Hernandez:2007:WCM,
  author =       "Monica Hernandez and Stephen Pudney and Ruth Hancock",
  title =        "The welfare cost of means-testing: pensioner
                 participation in income support",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "581--598",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.940",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Soetevent:2007:DCM,
  author =       "Adriaan R. Soetevent and Peter Kooreman",
  title =        "A discrete-choice model with social interactions: with
                 an application to high school teen behavior",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "599--624",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.924",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Browning:2007:HHD,
  author =       "Martin Browning and M. Dolores Collado",
  title =        "Habits and heterogeneity in demands: a panel data
                 analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "625--640",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.952",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Groom:2007:DDF,
  author =       "Ben Groom and Phoebe Koundouri and Ekaterini
                 Panopoulou and Theologos Pantelidis",
  title =        "Discounting the distant future: How much does model
                 selection affect the certainty equivalent rate?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "641--656",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.937",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Shachar:2007:CBR,
  author =       "Ron Shachar and Zvi Eckstein",
  title =        "Correcting for bias in retrospective data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "657--675",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.939",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Flores-Lagunes:2007:FSE,
  author =       "Alfonso Flores-Lagunes",
  title =        "Finite sample evidence of {IV} estimators under weak
                 instruments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "677--694",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.916",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Parmeter:2007:NEH,
  author =       "Christopher F. Parmeter and Daniel J. Henderson and
                 Subal C. Kumbhakar",
  title =        "Nonparametric estimation of a hedonic price function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "695--699",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.929",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Watson:2007:JAE,
  author =       "Mark Watson",
  title =        "Journal of Applied Econometrics Annual Lecture
                 Series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "701--701",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.969",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Anonymous:2007:JAE,
  author =       "Anonymous",
  title =        "Journal Of Applied Econometrics Scholars Programme",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "3",
  pages =        "702--702",
  month =        apr # "--" # may,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.970",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2007",
}

@Article{Getachew:2007:PER,
  author =       "Lullit Getachew and Robin C. Sickles",
  title =        "The policy environment and relative price efficiency
                 of {Egyptian} private sector manufacturing:
                 1987/88--1995/96",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "703--728",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.933",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2007",
}

@Article{Flores-Lagunes:2007:ITE,
  author =       "Alfonso Flores-Lagunes and William C. Horrace and Kurt
                 E. Schnier",
  title =        "Identifying technically efficient fishing vessels: a
                 non-empty, minimal subset approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "729--745",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.942",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2007",
}

@Article{Hill:2007:ETL,
  author =       "Jonathan B. Hill",
  title =        "Efficient tests of long-run causation in trivariate
                 {VAR} processes with a rolling window study of the
                 money-income relationship",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "747--765",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.925",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2007",
}

@Article{Bae:2007:MDF,
  author =       "Youngsoo Bae and Robert M. de Jong",
  title =        "Money demand function estimation by nonlinear
                 cointegration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "767--793",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.915",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Allon:2007:NEC,
  author =       "Gad Allon and Michael Beenstock and Steven Hackman and
                 Ury Passy and Alexander Shapiro",
  title =        "Nonparametric estimation of concave production
                 technologies by entropic methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "795--816",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.918",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2007",
}

@Article{Ranjan:2007:BIG,
  author =       "Priya Ranjan and Justin L. Tobias",
  title =        "{Bayesian} inference for the gravity model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "817--838",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.926",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2007",
}

@Article{Devereux:2007:SSB,
  author =       "Paul J. Devereux",
  title =        "Small-sample bias in synthetic cohort models of labor
                 supply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "839--848",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.938",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2007",
}

@Article{Yalta:2007:GNA,
  author =       "A. Talha Yalta and A. Yasemin Yalta",
  title =        "{GRETL} 1.6.0 and its numerical accuracy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "4",
  pages =        "849--854",
  month =        jun # "--" # jul,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.946",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2007",
}

@Article{Chung:2007:MFE,
  author =       "Jaehun Chung and Yongmiao Hong",
  title =        "Model-free evaluation of directional predictability in
                 foreign exchange markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "5",
  pages =        "855--889",
  month =        aug,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.965",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 August 2007",
}

@Article{Komunjer:2007:APD,
  author =       "Ivana Komunjer",
  title =        "Asymmetric power distribution: Theory and applications
                 to risk measurement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "5",
  pages =        "891--921",
  month =        aug,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.961",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 July 2007",
}

@Article{Jimenez-Martin:2007:ELC,
  author =       "Sergi Jim{\'e}nez-Mart{\'\i}n and Alfonso R.
                 S{\'a}nchez Mart{\'\i}n",
  title =        "An evaluation of the life cycle effects of minimum
                 pensions on retirement behavior",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "5",
  pages =        "923--950",
  month =        aug,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.956",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 June 2007",
}

@Article{McCaig:2007:IWC,
  author =       "Brian McCaig and Adonis Yatchew",
  title =        "International welfare comparisons and nonparametric
                 testing of multivariate stochastic dominance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "5",
  pages =        "951--969",
  month =        aug,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.964",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 June 2007",
}

@Article{Bierens:2007:SNC,
  author =       "Herman J. Bierens and Jose R. Carvalho",
  title =        "Semi-nonparametric competing risks analysis of
                 recidivism",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "5",
  pages =        "971--993",
  month =        aug,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.960",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 August 2007",
}

@Article{Offstein:2007:EGM,
  author =       "Norman Offstein",
  title =        "An extortionary guerrilla movement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "6",
  pages =        "995--1011",
  month =        sep # "--" # oct,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.962",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 June 2007",
}

@Article{Banzhaf:2007:MAM,
  author =       "H. Spencer Banzhaf and V. Kerry Smith",
  title =        "Meta-analysis in model implementation: choice sets and
                 the valuation of air quality improvements",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "6",
  pages =        "1013--1031",
  month =        sep # "--" # oct,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.977",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 October 2007",
}

@Article{Ertur:2007:GTI,
  author =       "Cem Ertur and Wilfried Koch",
  title =        "Growth, technological interdependence and spatial
                 externalities: theory and evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "6",
  pages =        "1033--1062",
  month =        sep # "--" # oct,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.963",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 August 2007",
}

@Article{Kalwij:2007:PTW,
  author =       "Adriaan S. Kalwij and Rob Alessie",
  title =        "Permanent and transitory wages of {British} men,
                 1975--2001: year, age and cohort effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "6",
  pages =        "1063--1093",
  month =        sep # "--" # oct,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.941",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 June 2007",
}

@Article{Walker:2007:IPN,
  author =       "Joan L. Walker and Moshe Ben-Akiva and Denis Bolduc",
  title =        "Identification of parameters in normal error component
                 logit-mixture {(NECLM)} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "6",
  pages =        "1095--1125",
  month =        sep # "--" # oct,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.971",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 October 2007",
}

@Article{Metaxoglou:2007:ECE,
  author =       "Konstantinos Metaxoglou and Aaron Smith",
  title =        "Efficiency of the {California} electricity reserves
                 market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "6",
  pages =        "1127--1144",
  month =        sep # "--" # oct,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.982",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 October 2007",
}

@Article{McKenzie:2007:E,
  author =       "C. R. McKenzie and Sumiko Takaoka",
  title =        "{EViews} 5.1",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "6",
  pages =        "1145--1152",
  month =        sep # "--" # oct,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.947",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 October 2007",
}

@Article{Bauwens:2007:EIO,
  author =       "Luc Bauwens and Alvaro Escribano and Michel Lubrano",
  title =        "The Econometrics of Industrial Organization",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1153--1156",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1000",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Hausman:2007:CBI,
  author =       "Jerry Hausman and Ephraim Leibtag",
  title =        "Consumer benefits from increased competition in
                 shopping outlets: Measuring the effect of {Wal-Mart}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1157--1177",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.994",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Wolak:2007:QSS,
  author =       "Frank A. Wolak",
  title =        "Quantifying the supply-side benefits from forward
                 contracting in wholesale electricity markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1179--1209",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.989",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Bernard:2007:FSI,
  author =       "Jean-Thomas Bernard and Nadhem Idoudi and Lynda Khalaf
                 and Cl{\'e}ment Y{\'e}lou",
  title =        "Finite sample inference methods for dynamic energy
                 demand models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1211--1226",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.996",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Pinkse:2007:SSM,
  author =       "Joris Pinkse and Margaret Slade",
  title =        "Semi-structural models of advertising competition",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1227--1246",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.983",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Argentesi:2007:EMP,
  author =       "Elena Argentesi and Lapo Filistrucchi",
  title =        "Estimating market power in a two-sided market: The
                 case of newspapers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1247--1266",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.997",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Guasch:2007:CIL,
  author =       "J. Luis Guasch and Jean-Jacques Laffont and
                 St{\'e}phane Straub",
  title =        "Concessions of infrastructure in {Latin} {America}:
                 Government-led renegotiation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1267--1294",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.987",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Mouchart:2007:BPM,
  author =       "Michel Mouchart and Marie Vandresse",
  title =        "Bargaining powers and market segmentation in freight
                 transport",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1295--1313",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.988",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{VanBiesebroeck:2007:CAP,
  author =       "Johannes {Van Biesebroeck}",
  title =        "Complementarities in automobile production",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1315--1345",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.995",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Czarnitzki:2007:RBR,
  author =       "Dirk Czarnitzki and Bernd Ebersberger and Andreas
                 Fier",
  title =        "The relationship between {R\&D} collaboration,
                 subsidies and {R\&D} performance: Empirical evidence
                 from {Finland} and {Germany}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1347--1366",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.992",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Simar:2007:SIA,
  author =       "L{\'e}opold Simar and Valentin Zelenyuk",
  title =        "Statistical inference for aggregates of {Farrell}-type
                 efficiencies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1367--1394",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.991",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Pesaran:2007:JAE,
  author =       "M. Hashem Pesaran",
  title =        "Journal of Applied Econometrics Dissertation Prize",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1395--1395",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1001",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Anonymous:2007:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to Referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "22",
  number =       "7",
  pages =        "1397--1398",
  month =        dec,
  year =         "2007",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.999",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2007",
}

@Article{Cavaliere:2008:IDR,
  author =       "Giuseppe Cavaliere and Luca Fanelli and Attilio
                 Gardini",
  title =        "International dynamic risk sharing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "1",
  pages =        "1--16",
  month =        jan # "--" # feb,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.968",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2008",
}

@Article{Straetmans:2008:EUS,
  author =       "S. T. M. Straetmans and W. F. C. Verschoor and C. C.
                 P. Wolff",
  title =        "Extreme {US} stock market fluctuations in the wake of
                 9/11",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "1",
  pages =        "17--42",
  month =        jan # "--" # feb,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.973",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2008",
}

@Article{Gallizo:2008:MPA,
  author =       "Jose Luis Gallizo and Pilar Gargallo and Manuel
                 Salvador",
  title =        "Multivariate partial adjustment of financial ratios: a
                 {Bayesian} hierarchical approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "1",
  pages =        "43--64",
  month =        jan # "--" # feb,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.966",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2008",
}

@Article{Rapach:2008:SBG,
  author =       "David E. Rapach and Jack K. Strauss",
  title =        "Structural breaks and {GARCH} models of exchange rate
                 volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "1",
  pages =        "65--90",
  month =        jan # "--" # feb,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.976",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2008",
}

@Article{Ray:2008:PHA,
  author =       "Surajit Ray and N. E. Savin",
  title =        "The performance of heteroskedasticity and
                 autocorrelation robust tests: a {Monte Carlo} study
                 with an application to the three-factor {FAMA--French}
                 asset-pricing model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "1",
  pages =        "91--109",
  month =        jan # "--" # feb,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.972",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 August 2007",
}

@Article{Chen:2008:UAS,
  author =       "Yi-Ting Chen",
  title =        "A unified approach to standardized-residuals-based
                 correlation tests for {GARCH-type} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "1",
  pages =        "111--133",
  month =        jan # "--" # feb,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.985",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2008",
}

@Article{Anonymous:2008:BRJ,
  author =       "Anonymous",
  title =        "Book Review: {{\booktitle{Journal of Applied
                 Econometrics}}}: Call for papers for Special Issue:
                 {``Forecast Uncertainty in Macroeconomics and
                 Finance''}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "1",
  pages =        "135--135",
  month =        jan # "--" # feb,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1002",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2008",
}

@Article{Henderson:2008:GL,
  author =       "Daniel J. Henderson and Daniel L. Millimet",
  title =        "Is gravity linear?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "2",
  pages =        "137--172",
  month =        mar,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.974",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 February 2008",
}

@Article{Kim:2008:BCA,
  author =       "Chang-Jin Kim and James Morley and Jeremy Piger",
  title =        "{Bayesian} counterfactual analysis of the sources of
                 the great moderation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "2",
  pages =        "173--191",
  month =        mar,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.978",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 November 2007",
}

@Article{Westerlund:2008:PCT,
  author =       "Joakim Westerlund",
  title =        "Panel cointegration tests of the {Fisher} effect",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "2",
  pages =        "193--233",
  month =        mar,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.967",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 August 2007",
}

@Article{Parent:2008:UVS,
  author =       "Olivier Parent and James P. LeSage",
  title =        "Using the variance structure of the conditional
                 autoregressive spatial specification to model knowledge
                 spillovers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "2",
  pages =        "235--256",
  month =        mar,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.981",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 February 2008",
}

@Article{Matas-Mir:2008:ESA,
  author =       "Antonio Matas-Mir and Denise R. Osborn and Marco J.
                 Lombardi",
  title =        "The effect of seasonal adjustment on the properties of
                 business cycle regimes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "2",
  pages =        "257--278",
  month =        mar,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.980",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 February 2008",
}

@Article{Yalta:2008:GLP,
  author =       "A. Talha Yalta and Riccardo Lucchetti",
  title =        "The {GNU/Linux} platform and freedom respecting
                 software for economists",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "2",
  pages =        "279--286",
  month =        mar,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.990",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 February 2008",
}

@Article{Gorgens:2008:BAS,
  author =       "Tue G{\o}rgens and Chris Ryan",
  title =        "A bounds analysis of school completion rates in
                 {Australia}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "3",
  pages =        "287--304",
  month =        apr,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.975",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 February 2008",
}

@Article{Ichino:2008:THJ,
  author =       "Andrea Ichino and Fabrizia Mealli and Tommaso
                 Nannicini",
  title =        "From temporary help jobs to permanent employment: what
                 can we learn from matching estimators and their
                 sensitivity?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "3",
  pages =        "305--327",
  month =        apr,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.998",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 April 2008",
}

@Article{Kreider:2008:IDS,
  author =       "Brent Kreider and John Pepper",
  title =        "Inferring disability status from corrupt data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "3",
  pages =        "329--349",
  month =        apr,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.979",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 April 2008",
}

@Article{Savage:2008:LFD,
  author =       "Scott J. Savage and Donald M. Waldman",
  title =        "Learning and fatigue during choice experiments: a
                 comparison of online and mail survey modes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "3",
  pages =        "351--371",
  month =        apr,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.984",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 February 2008",
}

@Article{Heiss:2008:SNI,
  author =       "Florian Heiss",
  title =        "Sequential numerical integration in nonlinear state
                 space models for microeconometric panel data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "3",
  pages =        "373--389",
  month =        apr,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.993",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 February 2008",
}

@Article{Pesaran:2008:MAJ,
  author =       "M. Hashem Pesaran",
  title =        "{March 2008} Announcement: {{\booktitle{Journal of
                 Applied Econometrics}}} Distinguished Authors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "3",
  pages =        "391--393",
  month =        apr,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1012",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 April 2008",
}

@Article{Bloemen:2008:EUC,
  author =       "Hans G. Bloemen and Arie Kapteyn",
  title =        "The estimation of utility-consistent labor supply
                 models by means of simulated scores",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "4",
  pages =        "395--422",
  month =        jun,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1010",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2008",
}

@Article{Leuven:2008:AAE,
  author =       "Edwin Leuven and Hessel Oosterbeek",
  title =        "An alternative approach to estimate the wage returns
                 to private-sector training",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "4",
  pages =        "423--434",
  month =        jun,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1005",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2008",
}

@Article{Deschamps:2008:CST,
  author =       "Philippe J. Deschamps",
  title =        "Comparing smooth transition and {Markov} switching
                 autoregressive models of {US} unemployment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "4",
  pages =        "435--462",
  month =        jun,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1014",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2008",
}

@Article{Mora:2008:NDM,
  author =       "Ricardo Mora",
  title =        "A nonparametric decomposition of the {Mexican}
                 {American} average wage gap",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "4",
  pages =        "463--485",
  month =        jun,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1006",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2008",
}

@Article{Alfo:2008:TCH,
  author =       "Marco Alf{\`o} and Giovanni Trovato and Robert J.
                 Waldmann",
  title =        "Testing for country heterogeneity in growth models
                 using a finite mixture approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "4",
  pages =        "487--514",
  month =        jun,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1008",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2008",
}

@Article{Li:2008:MOS,
  author =       "Jinhu Li and Jeffrey S. Racine",
  title =        "{Maxima}: An open source computer algebra system",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "4",
  pages =        "515--523",
  month =        jun,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1007",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/macsyma.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2008",
}

@Article{Nason:2008:INK,
  author =       "James M. Nason and Gregor W. Smith",
  title =        "Identifying the new {Keynesian} {Phillips} curve",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "525--551",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1011",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Maheu:2008:LFS,
  author =       "John M. Maheu and Stephen Gordon",
  title =        "Learning, forecasting and structural breaks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "553--583",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1018",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Gonzalez-Rivera:2008:JCS,
  author =       "Gloria Gonz{\'a}lez-Rivera and Tae-Hwy Lee and Santosh
                 Mishra",
  title =        "Jumps in cross-sectional rank and expected returns: a
                 mixture model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "585--606",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1015",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Henderson:2008:MWM,
  author =       "Daniel J. Henderson and Christopher F. Parmeter and R.
                 Robert Russell",
  title =        "Modes, weighted modes, and calibrated modes: evidence
                 of clustering using modality tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "607--638",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1023",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Fagiolo:2008:OGR,
  author =       "Giorgio Fagiolo and Mauro Napoletano and Andrea
                 Roventini",
  title =        "Are output growth-rate distributions fat-tailed?
                 {Some} evidence from {OECD} countries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "639--669",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1003",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Masanjala:2008:RLR,
  author =       "Winford H. Masanjala and Chris Papageorgiou",
  title =        "Rough and lonely road to prosperity: a reexamination
                 of the sources of growth in {Africa} using {Bayesian}
                 model averaging",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "671--682",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1020",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See comments
                 \cite{Cuaresma:2011:HDA,Papageorgiou:2011:HUI}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Holloway:2008:BED,
  author =       "Garth Holloway and Simeon Ehui and Amare Teklu",
  title =        "{Bayes} estimates of distance-to-market: transactions
                 costs, cooperatives and milk-market development in the
                 {Ethiopian} highlands",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "683--696",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1019",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Anonymous:2008:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "5",
  pages =        "697--698",
  month =        aug,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1029",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2008",
}

@Article{Li:2008:SBI,
  author =       "Tong Li and Xiaoyong Zheng",
  title =        "Semiparametric {Bayesian} inference for dynamic Tobit
                 panel data models with unobserved heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "699--728",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1017",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2008",
}

@Article{Hussinger:2008:RSF,
  author =       "Katrin Hussinger",
  title =        "{R\&D} and subsidies at the firm level: an application
                 of parametric and semiparametric two-step selection
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "729--747",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1016",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2008",
}

@Article{Iyer:2008:EET,
  author =       "Krishna G. Iyer and Alicia N. Rambaldi and Kam Ki
                 Tang",
  title =        "Efficiency externalities of trade and alternative
                 forms of foreign investment in {OECD} countries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "749--766",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1024",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2008",
}

@Article{Kline:2008:WBB,
  author =       "Brendan Kline and Justin L. Tobias",
  title =        "The wages of {BMI}: {Bayesian} analysis of a skewed
                 treatment-response model with nonparametric
                 endogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "767--793",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1028",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2008",
}

@Article{Barnett:2008:RMV,
  author =       "William A. Barnett and Ousmane Seck",
  title =        "{Rotterdam} model versus almost ideal demand system:
                 will the best specification please stand up?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "795--824",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1009",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2008",
}

@Article{Bontemps:2008:SHP,
  author =       "Christophe Bontemps and Michel Simioni and Yves
                 Surry",
  title =        "Semiparametric hedonic price models: assessing the
                 effects of agricultural nonpoint source pollution",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "825--842",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1022",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2008",
}

@Article{BenMansour:2008:RAA,
  author =       "Selima {Ben Mansour} and Ely{\`e}s Jouini and
                 Jean-Michel Marin and Clotilde Napp and Christian
                 Robert",
  title =        "Are risk-averse agents more optimistic? {A} {Bayesian}
                 estimation approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "843--860",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1027",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2008",
}

@Article{Harrison:2008:SRR,
  author =       "Teresa D. Harrison",
  title =        "Software review: Review of {\tt np} software for {R}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "6",
  pages =        "861--865",
  month =        sep # "--" # oct,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1004",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2008",
}

@Article{Dubois:2008:ISI,
  author =       "Pierre Dubois and Marc Ivaldi and Thierry Magnac",
  title =        "Introduction to the special issue on the Econometrics
                 of Auctions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "7",
  pages =        "867--869",
  month =        nov # "--" # dec,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1042",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 November 2008",
}

@Article{Lu:2008:ERA,
  author =       "Jingfeng Lu and Isabelle Perrigne",
  title =        "Estimating risk aversion from ascending and sealed-bid
                 auctions: the case of timber auction data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "7",
  pages =        "871--896",
  month =        nov # "--" # dec,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1032",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 November 2008",
}

@Article{Ji:2008:MRP,
  author =       "Lu Ji and Tong Li",
  title =        "Multi-round procurement auctions with secret reserve
                 prices: theory and evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "7",
  pages =        "897--923",
  month =        nov # "--" # dec,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1031",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 October 2008",
}

@Article{Rezende:2008:EAL,
  author =       "Leonardo Rezende",
  title =        "Econometrics of auctions by least squares",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "7",
  pages =        "925--948",
  month =        nov # "--" # dec,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1036",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 November 2008",
}

@Article{Fevrier:2008:NIE,
  author =       "Philippe F{\'e}vrier",
  title =        "Nonparametric identification and estimation of a class
                 of common value auction models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "7",
  pages =        "949--964",
  month =        nov # "--" # dec,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1041",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 November 2008",
}

@Article{Armantier:2008:ANE,
  author =       "Olivier Armantier and Jean-Pierre Florens and
                 Jean-Fran{\c{c}}ois Richard",
  title =        "Approximation of {Nash} equilibria in {Bayesian}
                 games",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "23",
  number =       "7",
  pages =        "965--981",
  month =        nov # "--" # dec,
  year =         "2008",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1040",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 November 2008",
}

@Article{Engers:2009:AMD,
  author =       "Maxim Engers and Monica Hartmann and Steven Stern",
  title =        "Annual miles drive used car prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "1--33",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1034",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2008",
}

@Article{Balke:2009:MFV,
  author =       "Nathan S. Balke and Mark E. Wohar",
  title =        "Market fundamentals versus rational bubbles in stock
                 prices: a {Bayesian} perspective",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "35--75",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1025",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2008",
}

@Article{Martin:2009:DOM,
  author =       "Gael M. Martin and Andrew Reidy and Jill Wright",
  title =        "Does the option market produce superior forecasts of
                 noise-corrected volatility measures?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "77--104",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1033",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2008",
}

@Article{Feng:2009:EPU,
  author =       "Guohua Feng and Apostolos Serletis",
  title =        "Efficiency and productivity of the {US} banking
                 industry, 1998--2005: evidence from the {Fourier} cost
                 function satisfying global regularity conditions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "105--138",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1021",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2008",
}

@Article{Caggiano:2009:IOC,
  author =       "Giovanni Caggiano and Leone Leonida",
  title =        "International output convergence: evidence from an
                 autocorrelation function approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "139--162",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1038",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2008",
}

@Article{Porro:2009:RRP,
  author =       "Giuseppe Porro and Stefano Maria Iacus",
  title =        "Random Recursive Partitioning: a matching method for
                 the estimation of the average treatment effect",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "163--185",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1026",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2008",
}

@Article{Basistha:2009:HPC,
  author =       "Arabinda Basistha",
  title =        "Hours per capita and productivity: evidence from
                 correlated unobserved components models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "187--206",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1013",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2008",
}

@Article{Pesaran:2009:JAE,
  author =       "M. Hashem Pesaran",
  title =        "Journal of Applied Econometrics Dissertation Prize",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "1",
  pages =        "207--207",
  month =        jan # "--" # feb,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1043",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 December 2008",
}

@Article{Doppelhofer:2009:JGDa,
  author =       "Gernot Doppelhofer and Melvyn Weeks",
  title =        "Jointness of growth determinants",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "209--244",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1046",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See comments \cite{Strachan:2009:CJG,Ley:2009:CJG} and
                 reply \cite{Doppelhofer:2009:JGDb}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Strachan:2009:CJG,
  author =       "Rodney W. Strachan",
  title =        "Comment on {`Jointness of growth determinants' by
                 Gernot Doppelhofer and Melvyn Weeks}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "245--247",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1050",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Doppelhofer:2009:JGDa}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Ley:2009:CJG,
  author =       "Eduardo Ley and Mark F. J. Steel",
  title =        "Comments on `Jointness of growth determinants'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "248--251",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1049",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Doppelhofer:2009:JGDa}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Doppelhofer:2009:JGDb,
  author =       "Gernot Doppelhofer and Melvyn Weeks",
  title =        "`{Jointness} of growth determinants': Reply to
                 comments by {Rodney Strachan}, {Eduardo Ley} and {Mark
                 F. J. Steel}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "252--256",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1047",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See
                 \cite{Doppelhofer:2009:JGDa,Strachan:2009:CJG,Ley:2009:CJG}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Li:2009:BCU,
  author =       "Ji Li and Lung-fei Lee",
  title =        "Binary choice under social interactions: an empirical
                 study with and without subjective data on
                 expectations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "257--281",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1035",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Maynard:2009:PIP,
  author =       "Alex Maynard and Jiaping Qiu",
  title =        "Public insurance and private savings: who is affected
                 and by how much?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "282--308",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1039",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Alan:2009:EEE,
  author =       "Sule Alan and Orazio Attanasio and Martin Browning",
  title =        "Estimating {Euler} equations with noisy data: two
                 exact {GMM} estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "309--324",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1037",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Ashley:2009:ACI,
  author =       "Richard Ashley",
  title =        "Assessing the credibility of instrumental variables
                 inference with imperfect instruments via sensitivity
                 analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "325--337",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1044",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Rosholm:2009:LMT,
  author =       "Michael Rosholm and Lars Skipper",
  title =        "Is labour market training a curse for the unemployed?
                 {Evidence} from a social experiment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "338--365",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1048",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Meredith:2009:TRE,
  author =       "Evan Meredith and Jeffrey S. Racine",
  title =        "Towards reproducible econometric research: the {{\tt
                 Sweave}} framework",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "2",
  pages =        "366--374",
  month =        mar,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1030",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/litprog.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2009",
}

@Article{Chintagunta:2009:ISI,
  author =       "Pradeep Chintagunta and Philip Hans Franses and
                 Richard Paap",
  title =        "Introduction to the special issue on new econometric
                 models in marketing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "375--376",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1055",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Bockenholt:2009:DRR,
  author =       "Ulf B{\"o}ckenholt and Sema Barlas and Peter G. M. van
                 der Heijden",
  title =        "Do randomized-response designs eliminate response
                 biases? {An} empirical study of non-compliance
                 behavior",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "377--392",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1052",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Ching:2009:PCM,
  author =       "Andrew Ching and T{\"u}lin Erdem and Michael Keane",
  title =        "The price consideration model of brand choice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "393--420",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1053",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Chintagunta:2009:MMM,
  author =       "Pradeep K. Chintagunta and Harikesh S. Nair and R.
                 Sukumar",
  title =        "Measuring marketing-mix effects in the 32/64 bit
                 video-game console market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "421--445",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1056",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Ebbes:2009:FIA,
  author =       "Peter Ebbes and Michel Wedel and Ulf B{\"o}ckenholt",
  title =        "Frugal {IV} alternatives to identify the parameter for
                 an endogenous regressor",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "446--468",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1058",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Fok:2009:MCL,
  author =       "Dennis Fok and Richard Paap",
  title =        "Modeling category-level purchase timing with
                 brand-level marketing variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "469--489",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1059",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Musalem:2009:BER,
  author =       "Andr{\'e}s Musalem and Eric T. Bradlow and Jagmohan S.
                 Raju",
  title =        "{Bayesian} estimation of random-coefficients choice
                 models using aggregate data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "490--516",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1060",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Sandor:2009:CPE,
  author =       "Zsolt S{\'a}ndor and Philip Hans Franses",
  title =        "Consumer price evaluations through choice
                 experiments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "3",
  pages =        "517--535",
  month =        apr # "--" # may,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1061",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2009",
}

@Article{Mohtadi:2009:RCT,
  author =       "Hamid Mohtadi and Antu Panini Murshid",
  title =        "Risk of catastrophic terrorism: an extreme value
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "537--559",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1066",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Liu:2009:POH,
  author =       "Qianqiu Liu",
  title =        "On portfolio optimization: How and when do we benefit
                 from high-frequency data?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "560--582",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1062",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Christodoulakis:2009:APE,
  author =       "G. A. Christodoulakis and E. C. Mamatzakis",
  title =        "Assessing the prudence of economic forecasts in the
                 {EU}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "583--606",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1045",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Bai:2009:BDI,
  author =       "Jushan Bai and Serena Ng",
  title =        "Boosting diffusion indices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "607--629",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1063",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Villani:2009:SSP,
  author =       "Mattias Villani",
  title =        "Steady-state priors for vector autoregressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "630--650",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1065",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Ley:2009:EPA,
  author =       "Eduardo Ley and Mark F. J. Steel",
  title =        "On the effect of prior assumptions in {Bayesian} model
                 averaging with applications to growth regression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "651--674",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1057",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Atkinson:2009:FEF,
  author =       "Scott E. Atkinson and Jeffrey H. Dorfman",
  title =        "Feasible estimation of firm-specific allocative
                 inefficiency through {Bayesian} numerical methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "675--697",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1051",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Choirat:2009:EP,
  author =       "Christine Choirat and Raffello Seri",
  title =        "Econometrics with {Python}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "698--704",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1088",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/python.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Anonymous:2009:ARa,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "4",
  pages =        "705--707",
  month =        jun # "--" # jul,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1089",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 April 2009",
}

@Article{Liu:2009:FRV,
  author =       "Chun Liu and John M. Maheu",
  title =        "Forecasting realized volatility: a {Bayesian}
                 model-averaging approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "709--733",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1070",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Klein:2009:SMB,
  author =       "Roger Klein and Francis Vella",
  title =        "A semiparametric model for binary response and
                 continuous outcomes under index heteroscedasticity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "735--762",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1064",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Bonhomme:2009:PAC,
  author =       "St{\'e}phane Bonhomme and Gr{\'e}gory Jolivet",
  title =        "The pervasive absence of compensating differentials",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "763--795",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1074",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Bergemann:2009:EDE,
  author =       "Annette Bergemann and Bernd Fitzenberger and Stefan
                 Speckesser",
  title =        "Evaluating the dynamic employment effects of training
                 programs in {East} {Germany} using conditional
                 difference-in-differences",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "797--823",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1054",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Turner:2009:TCU,
  author =       "Paul Turner",
  title =        "Testing for cointegration using the {Johansen}
                 approach: are we using the correct critical values?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "825--831",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1073",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Koenker:2009:RER,
  author =       "Roger Koenker and Achim Zeileis",
  title =        "On reproducible econometric research",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "833--847",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1083",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Baiocchi:2009:POO,
  author =       "Giovanni Baiocchi",
  title =        "{PDL}: an object-oriented programming environment for
                 econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "849--856",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1096",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Stoye:2009:BRC,
  author =       "J. Stoye",
  title =        "Book Review: {Charles F. Manski,
                 \booktitle{Identification for Prediction and Decision}
                 (Harvard University Press 2007)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "857--862",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1067",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Pesaran:2009:RSP,
  author =       "M. Hashem Pesaran",
  title =        "The {Richard} Stone Prize in Applied Econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "863--863",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.76",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Pesaran:2009:A,
  author =       "M. Hashem Pesaran",
  title =        "Announcement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "865--865",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.77",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Anonymous:2009:EAR,
  author =       "Anonymous",
  title =        "Erratum: Acknowledgement to Referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "5",
  pages =        "867--869",
  month =        aug,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1108",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 July 2009",
}

@Article{Hendry:2009:MCG,
  author =       "David F. Hendry and M. Hashem Pesaran",
  title =        "In memory of {Clive Granger}: an advisory board member
                 of the {Journal}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "871--873",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1125",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Gadea:2009:ASP,
  author =       "M. Dolores Gadea and Laura Mayoral",
  title =        "Aggregation is not the solution: the {PPP} puzzle
                 strikes back",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "875--894",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1078",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Mumtaz:2009:TVY,
  author =       "Haroon Mumtaz and Paolo Surico",
  title =        "Time-varying yield curve dynamics and monetary
                 policy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "895--913",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1084",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Gladden:2009:RBW,
  author =       "Tricia Gladden and Christopher Taber",
  title =        "The relationship between wage growth and wage levels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "914--932",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1072",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Eickmeier:2009:CHE,
  author =       "Sandra Eickmeier",
  title =        "Comovements and heterogeneity in the euro area
                 analyzed in a non-stationary dynamic factor model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "933--959",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1068",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Mountford:2009:WEF,
  author =       "Andrew Mountford and Harald Uhlig",
  title =        "What are the effects of fiscal policy shocks?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "960--992",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1079",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Hochguertel:2009:CIV,
  author =       "Stefan Hochguertel and Henry Ohlsson",
  title =        "Compensatory inter vivos gifts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "993--1023",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1071",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Lindeboom:2009:HWE,
  author =       "Maarten Lindeboom and Marcel Kerkhofs",
  title =        "Health and work of the elderly: subjective health
                 measures, reporting errors and endogeneity in the
                 relationship between health and work",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "1024--1046",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1077",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Cook:2009:RES,
  author =       "Steven Cook",
  title =        "A re-examination of the stationarity of inflation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "1047--1053",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1098",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Anonymous:2009:RNS,
  author =       "Anonymous",
  title =        "Replications in the `Narrow Sense'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "1054--1054",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1145",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 October 2009",
}

@Article{Anonymous:2009:E,
  author =       "Anonymous",
  title =        "Erratum",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "6",
  pages =        "1055--1055",
  month =        sep # "--" # oct,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1126",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2009",
}

@Article{Chen:2009:LAE,
  author =       "Xiaohong Chen and Sydney C. Ludvigson",
  title =        "Land of addicts? {An} empirical investigation of
                 habit-based asset pricing models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1057--1093",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1091",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Biewen:2009:MSD,
  author =       "Martin Biewen",
  title =        "Measuring state dependence in individual poverty
                 histories when there is feedback to employment status
                 and household composition",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1095--1116",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1081",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Costanigro:2009:ECS,
  author =       "Marco Costanigro and Ron C. Mittelhammer and Jill J.
                 McCluskey",
  title =        "Estimating class-specific parametric models under
                 class uncertainty: local polynomial regression
                 clustering in an hedonic analysis of wine markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1117--1135",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1094",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Balcombe:2009:DCC,
  author =       "Kelvin Balcombe and Iain Fraser",
  title =        "Dichotomous-choice contingent valuation with `dont
                 know' responses and misreporting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1137--1152",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1109",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Phillips:2009:ETG,
  author =       "Peter C. B. Phillips and Donggyu Sul",
  title =        "Economic transition and growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1153--1185",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1080",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Clements:2009:FUO,
  author =       "Michael P. Clements and Ana Beatriz Galv{\~a}o",
  title =        "Forecasting {US} output growth using leading
                 indicators: an appraisal using {MIDAS} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1187--1206",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1075",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Huang:2009:PEF,
  author =       "Yongfu Huang",
  title =        "The political economy of financial reform: are {Abiad}
                 and {Mody} right?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1207--1213",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1093",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See comments \cite{Zandberg:2012:PEF}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Anonymous:2009:ARb,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "24",
  number =       "7",
  pages =        "1215--1217",
  month =        nov # "--" # dec,
  year =         "2009",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1144",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2009",
}

@Article{Durlauf:2010:IMU,
  author =       "Steven N. Durlauf and Shaun P. Vahey",
  title =        "Introduction: `Model uncertainty and macroeconomics'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "1--3",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1135",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Clark:2010:AFV,
  author =       "Todd E. Clark and Michael W. McCracken",
  title =        "Averaging forecasts from {VARs} with uncertain
                 instabilities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "5--29",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1127",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Korenok:2010:IEE,
  author =       "Oleg Korenok and Stanislav Radchenko and Norman R.
                 Swanson",
  title =        "International evidence on the efficacy of
                 new-{Keynesian} models of inflation persistence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "31--54",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1128",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Fukac:2010:LIE,
  author =       "Martin Fukac and Adrian Pagan",
  title =        "Limited information estimation and evaluation of
                 {DSGE} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "55--70",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1130",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Banbura:2010:LBV,
  author =       "Marta Ba{\'n}bura and Domenico Giannone and Lucrezia
                 Reichlin",
  title =        "Large {Bayesian} vector auto regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "71--92",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1137",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Justiniano:2010:MPU,
  author =       "Alejandro Justiniano and Bruce Preston",
  title =        "Monetary policy and uncertainty in an empirical small
                 open-economy model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "93--128",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1153",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Edge:2010:WMM,
  author =       "Rochelle M. Edge and Thomas Laubach and John C.
                 Williams",
  title =        "Welfare-maximizing monetary policy under parameter
                 uncertainty",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "129--143",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1136",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Onatski:2010:EPP,
  author =       "Alexei Onatski and Noah Williams",
  title =        "Empirical and policy performance of a forward-looking
                 monetary model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "145--176",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1131",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Lubik:2010:LCS,
  author =       "Thomas A. Lubik and Paolo Surico",
  title =        "The {Lucas} critique and the stability of empirical
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "177--194",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1129",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Pesaran:2010:JAE,
  author =       "M. Hashem Pesaran",
  title =        "Journal of applied econometrics distinguished
                 authors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "1",
  pages =        "195--195",
  month =        jan # "--" # feb,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1164",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2010",
}

@Article{Shephard:2010:RFF,
  author =       "Neil Shephard and Kevin Sheppard",
  title =        "Realising the future: forecasting with
                 high-frequency-based volatility {(HEAVY)} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "2",
  pages =        "197--231",
  month =        mar,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1158",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2010",
}

@Article{Andersen:2010:CTM,
  author =       "Torben G. Andersen and Tim Bollerslev and Per
                 Frederiksen and Morten {\O}rregaard Nielsen",
  title =        "Continuous-time models, realized volatilities, and
                 testable distributional implications for daily stock
                 returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "2",
  pages =        "233--261",
  month =        mar,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1105",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2010",
}

@Article{Dufour:2010:MRB,
  author =       "Jean-Marie Dufour and Lynda Khalaf and Marie-Claude
                 Beaulieu",
  title =        "Multivariate residual-based finite-sample tests for
                 serial dependence and {ARCH} effects with applications
                 to asset pricing models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "2",
  pages =        "263--285",
  month =        mar,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1092",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2010",
}

@Article{Lancaster:2010:BQR,
  author =       "Tony Lancaster and Sung Jae Jun",
  title =        "{Bayesian} quantile regression methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "2",
  pages =        "287--307",
  month =        mar,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1069",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2010",
}

@Article{Kaufmann:2010:DFT,
  author =       "Sylvia Kaufmann",
  title =        "Dating and forecasting turning points by {Bayesian}
                 clustering with dynamic structure: a suggestion with an
                 application to {Austrian} data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "2",
  pages =        "309--344",
  month =        mar,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1076",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2010",
}

@Article{Bao:2010:GIV,
  author =       "Yong Bao and Melody Lo and Franklin G. {Mixon, Jr.}",
  title =        "General-interest versus specialty journals: Using
                 intellectual influence of econometrics research to rank
                 economics journals and articles",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "2",
  pages =        "345--353",
  month =        mar,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1104",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2010",
}

@Article{Kelchtermans:2010:PSD,
  author =       "Stijn Kelchtermans and Frank Verboven",
  title =        "Participation and study decisions in a public system
                 of higher education",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "3",
  pages =        "355--391",
  month =        apr # "--" # may,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1087",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2010",
}

@Article{Huang:2010:DTE,
  author =       "Fali Huang and Myoung-Jae Lee",
  title =        "Dynamic treatment effect analysis of {TV} effects on
                 child cognitive development",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "3",
  pages =        "392--419",
  month =        apr # "--" # may,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1165",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2010",
}

@Article{Pendakur:2010:SEC,
  author =       "Krishna Pendakur and Stefan Sperlich",
  title =        "Semiparametric estimation of consumer demand systems
                 in real expenditure",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "3",
  pages =        "420--457",
  month =        apr # "--" # may,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1085",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2010",
}

@Article{Henderson:2010:TMR,
  author =       "Daniel J. Henderson",
  title =        "A test for multimodality of regression derivatives
                 with application to nonparametric growth regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "3",
  pages =        "458--480",
  month =        apr # "--" # may,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1099",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2010",
}

@Article{Miniaci:2010:MVE,
  author =       "Raffaele Miniaci and Sergio Pastorello",
  title =        "Mean-variance econometric analysis of household
                 portfolios",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "3",
  pages =        "481--504",
  month =        apr # "--" # may,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1107",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2010",
}

@Article{Baltagi:2010:NRS,
  author =       "Badi H. Baltagi",
  title =        "Narrow Replication of {Serlenga and Shin (2007)
                 Gravity models of intra-EU trade: application of the
                 CCEP--HT estimation in heterogeneous panels with
                 unobserved common time-specific factors}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "3",
  pages =        "505--506",
  month =        apr # "--" # may,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1169",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Serlenga:2007:GMI}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2010",
}

@Article{Anonymous:2010:JAE,
  author =       "Anonymous",
  title =        "Journal of Applied Econometrics dissertation prize",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "3",
  pages =        "507--507",
  month =        apr # "--" # may,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1170",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2010",
}

@Article{Ciccarelli:2010:FUS,
  author =       "Matteo Ciccarelli and Kirstin Hubrich",
  title =        "Forecast uncertainty: sources, measurement and
                 evaluation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "509--513",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1179",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Lahiri:2010:MFU,
  author =       "Kajal Lahiri and Xuguang Sheng",
  title =        "Measuring forecast uncertainty by disagreement: The
                 missing link",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "514--538",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1167",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Alquist:2010:WDW,
  author =       "Ron Alquist and Lutz Kilian",
  title =        "What do we learn from the price of crude oil
                 futures?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "539--573",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1159",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Hubrich:2010:FES,
  author =       "Kirstin Hubrich and Kenneth D. West",
  title =        "Forecast evaluation of small nested model sets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "574--594",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1176",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Giacomini:2010:FCU,
  author =       "Raffaella Giacomini and Barbara Rossi",
  title =        "Forecast comparisons in unstable environments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "595--620",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1177",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Jore:2010:CFD,
  author =       "Anne Sofie Jore and James Mitchell and Shaun P.
                 Vahey",
  title =        "Combining forecast densities from {VARs} with
                 uncertain instabilities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "621--634",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1162",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Jorda:2010:PFE,
  author =       "{\`O}scar Jord{\`a} and Massimiliano Marcellino",
  title =        "Path forecast evaluation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "635--662",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1166",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Camacho:2010:IES,
  author =       "Maximo Camacho and Gabriel Perez-Quiros",
  title =        "Introducing the euro-sting: Short-term indicator of
                 euro area growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "663--694",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1174",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Creal:2010:ERU,
  author =       "Drew Creal and Siem Jan Koopman and Eric Zivot",
  title =        "Extracting a robust {US} business cycle using a
                 time-varying multivariate model-based bandpass filter",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "695--719",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1185",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Edge:2010:CFP,
  author =       "Rochelle M. Edge and Michael T. Kiley and
                 Jean-Philippe Laforte",
  title =        "A comparison of forecast performance between federal
                 reserve staff forecasts, simple reduced-form models,
                 and a {DSGE} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "4",
  pages =        "720--754",
  month =        jun # "--" # jul,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1175",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Canova:2010:ETS,
  author =       "Fabio Canova and David Lopez-Salido and Claudio
                 Michelacci",
  title =        "The effects of technology shocks on hours and output:
                 a robustness analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "5",
  pages =        "755--773",
  month =        aug,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1090",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2010",
}

@Article{Guerron-Quintana:2010:WYM,
  author =       "Pablo A. Guerron-Quintana",
  title =        "What you match does matter: the effects of data on
                 {DSGE} estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "5",
  pages =        "774--804",
  month =        aug,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1106",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2010",
}

@Article{Bosco:2010:LRR,
  author =       "Bruno Bosco and Lucia Parisio and Matteo Pelagatti and
                 Fabio Baldi",
  title =        "Long-run relations in {European} electricity prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "5",
  pages =        "805--832",
  month =        aug,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1095",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2010",
}

@Article{Jarocinski:2010:RMP,
  author =       "Marek Jaroci{\'n}ski",
  title =        "Responses to monetary policy shocks in the east and
                 the west of {Europe}: a comparison",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "5",
  pages =        "833--868",
  month =        aug,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1082",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2010",
}

@Article{Kapetanios:2010:ETV,
  author =       "George Kapetanios and Tony Yates",
  title =        "Estimating time variation in measurement error from
                 data revisions: an application to backcasting and
                 forecasting in dynamic models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "5",
  pages =        "869--893",
  month =        aug,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1121",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2010",
}

@Article{Haupt:2010:NEH,
  author =       "Harry Haupt and Joachim Schnurbus and Rolf Tschernig",
  title =        "On nonparametric estimation of a hedonic price
                 function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "5",
  pages =        "894--901",
  month =        aug,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1186",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2010",
}

@Article{Douglas:2010:WGP,
  author =       "Christopher Douglas and Ana Mar{\'\i}a Herrera",
  title =        "Why are gasoline prices sticky? {A} test of
                 alternative models of price adjustment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "903--928",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1115",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 September 2009",
}

@Article{Prat:2010:RLD,
  author =       "Julien Prat",
  title =        "The rate of learning-by-doing: estimates from a
                 search-matching model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "929--962",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1114",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 October 2009",
}

@Article{Blavatskyy:2010:MSC,
  author =       "Pavlo R. Blavatskyy and Ganna Pogrebna",
  title =        "Models of stochastic choice and decision theories: why
                 both are important for analyzing decisions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "963--986",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1116",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 September 2009",
}

@Article{deRoos:2010:DMU,
  author =       "Nicolas de Roos and Yianis Sarafidis",
  title =        "Decision making under risk in Deal or No Deal",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "987--1027",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1110",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 September 2009",
}

@Article{Clements:2010:FET,
  author =       "Michael P. Clements and David I. Harvey",
  title =        "Forecast encompassing tests and probability
                 forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "1028--1062",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1097",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2009",
}

@Article{Nakov:2010:JIV,
  author =       "Anton Nakov",
  title =        "Jackknife instrumental variables estimation:
                 replication and extension of {Angrist}, {Imbens} and
                 {Krueger} (1999)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "1063--1066",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1191",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Angrist:1999:JIV}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2010",
}

@Article{Pesaran:2010:RSP,
  author =       "M Hashem Pesaran",
  title =        "The {Richard} Stone Prize in Applied Econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "1067--1068",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1210",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 September 2010",
}

@Article{Anonymous:2010:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to Referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "6",
  pages =        "1069--1072",
  month =        sep # "--" # oct,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1212",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 September 2010",
}

@Article{Bond:2010:CAG,
  author =       "Steve Bond and Asli Leblebicio{\u{g}}lu and Fabio
                 Schiantarelli",
  title =        "Capital accumulation and growth: a new look at the
                 empirical evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1073--1099",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1163",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Tan:2010:NOT,
  author =       "Chih Ming Tan",
  title =        "No one true path: uncovering the interplay between
                 geography, institutions, and fractionalization in
                 economic development",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1100--1127",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1102",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Juarez:2010:NGD,
  author =       "Miguel A. Ju{\'a}rez and Mark F. J. Steel",
  title =        "Non-{Gaussian} dynamic {Bayesian} modelling for panel
                 data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1128--1154",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1113",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Park:2010:HDC,
  author =       "Cheolbeom Park",
  title =        "How does changing age distribution impact stock
                 prices? {A} nonparametric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1155--1178",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1101",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Mehta:2010:IAP,
  author =       "Aditi Mehta and Marc Rysman and Tim Simcoe",
  title =        "Identifying the age profile of patent citations: new
                 estimates of knowledge diffusion",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1179--1204",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1086",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Finger:2010:RRS,
  author =       "Robert Finger",
  title =        "Review of `Robustbase' software for {R}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1205--1210",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1194",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Huynh:2010:FSD,
  author =       "Kim P. Huynh and David T. Jacho-Ch{\'a}vez",
  title =        "Firm size distributions through the lens of functional
                 principal components analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1211--1214",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1200",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Perrigne:2010:BRH,
  author =       "Isabelle Perrigne",
  title =        "Book Review: {Harry J. Paarsch and Han Hong,
                 \booktitle{An Introduction to the Structural
                 Econometrics of Auction Data} (The MIT Press 2006)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "25",
  number =       "7",
  pages =        "1215--1222",
  month =        nov # "--" # dec,
  year =         "2010",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1195",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 November 2010",
}

@Article{Geweke:2011:HMN,
  author =       "John Geweke and Gianni Amisano",
  title =        "Hierarchical {Markov} normal mixture models with
                 applications to financial asset returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "1",
  pages =        "1--29",
  month =        jan # "--" # feb,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1119",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2011",
}

@Article{Eicher:2011:DPP,
  author =       "Theo S. Eicher and Chris Papageorgiou and Adrian E.
                 Raftery",
  title =        "Default priors and predictive performance in
                 {Bayesian} model averaging, with application to growth
                 determinants",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "1",
  pages =        "30--55",
  month =        jan # "--" # feb,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1112",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2011",
}

@Article{Westerlund:2011:NPT,
  author =       "Joakim Westerlund and Wolfgang Hess",
  title =        "A new poolability test for cointegrated panels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "1",
  pages =        "56--88",
  month =        jan # "--" # feb,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1143",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2011",
}

@Article{Fujita:2011:DWF,
  author =       "Shigeru Fujita",
  title =        "Dynamics of worker flows and vacancies: evidence from
                 the sign restriction approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "1",
  pages =        "89--121",
  month =        jan # "--" # feb,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1111",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2011",
}

@Article{Cho:2011:EMM,
  author =       "Sung-Jin Cho",
  title =        "An empirical model of mainframe computer investment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "1",
  pages =        "122--150",
  month =        jan # "--" # feb,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1207",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 September 2010",
}

@Article{DeHaan:2011:EIS,
  author =       "Monique {De Haan} and Erik Plug",
  title =        "Estimating intergenerational schooling mobility on
                 censored samples: consequences and remedies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "1",
  pages =        "151--166",
  month =        jan # "--" # feb,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1123",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2011",
}

@Article{Chang:2011:MLM,
  author =       "Jae Bong Chang and Jayson L. Lusk",
  title =        "Mixed logit models: accuracy and software choice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "1",
  pages =        "167--172",
  month =        jan # "--" # feb,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1201",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2011",
}

@Article{Kiefer:2011:DEC,
  author =       "Nicholas M. Kiefer",
  title =        "Default estimation, correlated defaults, and expert
                 information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "173--192",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1124",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2011",
}

@Article{DiezDeLosRios:2011:AVN,
  author =       "Antonio {Diez De Los Rios} and Ren{\'e} Garcia",
  title =        "Assessing and valuing the nonlinear structure of hedge
                 fund returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "193--212",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1147",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2011",
}

@Article{Brady:2011:MDH,
  author =       "Ryan R. Brady",
  title =        "Measuring the diffusion of housing prices across space
                 and over time",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "213--231",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1118",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2011",
}

@Article{Copeland:2011:RPS,
  author =       "Adam Copeland and George Hall",
  title =        "The response of prices, sales, and output to temporary
                 changes in demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "232--269",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1120",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2011",
}

@Article{Kumbhakar:2011:SES,
  author =       "Subal C. Kumbhakar and Efthymios G. Tsionas",
  title =        "Stochastic error specification in primal and dual
                 production systems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "270--297",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1100",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2011",
}

@Article{Berenguer-Rico:2011:RSS,
  author =       "Vanessa Berenguer-Rico and Josep Llu{\'\i}s
                 Carrion-i-Silvestre",
  title =        "Regime shifts in stock-flow {$ {\rm I}(2)$--$ {\rm
                 I}(1)$} systems: the case of {US} fiscal
                 sustainability",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "298--321",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1139",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2011",
}

@Article{Attanasio:2011:ICC,
  author =       "Orazio P. Attanasio and Monica Paiella",
  title =        "Intertemporal consumption choices, transaction costs
                 and limited participation in financial markets:
                 reconciling data and theory",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "322--343",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1154",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2011",
}

@Article{Ho:2011:NPP,
  author =       "Anson T. Y. Ho and Kim P. Huynh and David T.
                 Jacho-Ch{\'a}vez",
  title =        "{{\tt npRmpi}}: A package for parallel distributed
                 kernel estimation in {R}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "2",
  pages =        "344--349",
  month =        mar,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1221",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 November 2010",
}

@Article{Bellemare:2011:IMA,
  author =       "Charles Bellemare and Charles F. Manski",
  title =        "Introduction: `Measurement and analysis of subjective
                 expectations'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "351--351",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1241",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 March 2011",
}

@Article{Dominitz:2011:MIE,
  author =       "Jeff Dominitz and Charles F. Manski",
  title =        "Measuring and interpreting expectations of equity
                 returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "352--370",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1225",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 November 2010",
}

@Article{Gouret:2011:WKM,
  author =       "Fabian Gouret and Guillaume Hollard",
  title =        "When {Kahneman} meets {Manski}: Using dual systems of
                 reasoning to interpret subjective expectations of
                 equity returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "371--392",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1224",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 November 2010",
}

@Article{Hudomiet:2011:SMC,
  author =       "P{\'e}ter Hudomiet and G{\'a}bor K{\'e}zdi and Robert
                 J. Willis",
  title =        "Stock market crash and expectations of {American}
                 households",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "393--415",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1226",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 November 2010",
}

@Article{Hurd:2011:SME,
  author =       "Michael Hurd and Maarten {Van Rooij} and Joachim
                 Winter",
  title =        "Stock market expectations of {Dutch} households",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "416--436",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1242",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 March 2011",
}

@Article{Bellemare:2011:MWP,
  author =       "Charles Bellemare and Alexander Sebald and Martin
                 Strobel",
  title =        "Measuring the willingness to pay to avoid guilt:
                 estimation using equilibrium and stated belief models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "437--453",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1227",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2010",
}

@Article{DeBruin:2011:MCU,
  author =       "W{\"a}ndi Bruine {De Bruin} and Charles F. Manski and
                 Giorgio Topa and Wilbert van der Klaauw",
  title =        "Measuring consumer uncertainty about future
                 inflation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "454--478",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1239",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 March 2011",
}

@Article{Delavande:2011:EPE,
  author =       "Adeline Delavande and Xavier Gin{\'e} and David
                 McKenzie",
  title =        "Eliciting probabilistic expectations with visual aids
                 in developing countries: how sensitive are answers to
                 variations in elicitation design?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "479--497",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1233",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2011",
}

@Article{Delavande:2011:IUA,
  author =       "Adeline Delavande and Susann Rohwedder",
  title =        "Individuals' uncertainty about future social security
                 benefits and portfolio choice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "498--519",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1235",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 March 2011",
}

@Article{Zafar:2011:CSE,
  author =       "Basit Zafar",
  title =        "Can subjective expectations data be used in choice
                 models? {Evidence} on cognitive biases",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "520--544",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1236",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 March 2011",
}

@Article{Pesaran:2011:JAE,
  author =       "M. Hashem Pesaran",
  title =        "Journal of Applied Econometrics distinguished
                 authors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "545--546",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1240",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 March 2011",
}

@Article{Anonymous:2011:JAE,
  author =       "Anonymous",
  title =        "Journal of Applied Econometrics dissertation prize",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "3",
  pages =        "547--547",
  month =        apr # "--" # may,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1244",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 March 2011",
}

@Article{Jones:2011:HDH,
  author =       "Andrew M. Jones and Stefanie Schurer",
  title =        "How does heterogeneity shape the socioeconomic
                 gradient in health satisfaction?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "4",
  pages =        "549--579",
  month =        jun # "--" # jul,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1134",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 May 2011",
}

@Article{Eckstein:2011:JWM,
  author =       "Zvi Eckstein and Suqin Ge and Barbara Petrongolo",
  title =        "Job and wage mobility with minimum wages and imperfect
                 compliance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "4",
  pages =        "580--612",
  month =        jun # "--" # jul,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1142",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 May 2011",
}

@Article{Dagsvik:2011:ERS,
  author =       "John K. Dagsvik and Torbj{\o}rn H{\ae}geland and Arvid
                 Raknerud",
  title =        "Estimating the returns to schooling: a likelihood
                 approach based on normal mixtures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "4",
  pages =        "613--640",
  month =        jun # "--" # jul,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1172",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 May 2011",
}

@Article{Michaud:2011:FFE,
  author =       "Pierre-Carl Michaud and Konstantinos Tatsiramos",
  title =        "Fertility and female employment dynamics in {Europe}:
                 the effect of using alternative econometric modeling
                 assumptions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "4",
  pages =        "641--668",
  month =        jun # "--" # jul,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1133",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 May 2011",
}

@Article{Bien:2011:IMI,
  author =       "Katarzyna Bien and Ingmar Nolte and Winfried
                 Pohlmeier",
  title =        "An inflated multivariate integer count hurdle model:
                 an application to bid and ask quote dynamics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "4",
  pages =        "669--707",
  month =        jun # "--" # jul,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1122",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 May 2011",
}

@Article{Sun:2011:BAL,
  author =       "Kai Sun and Daniel J. Henderson and Subal C.
                 Kumbhakar",
  title =        "Biases in approximating log production",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "4",
  pages =        "708--714",
  month =        jun # "--" # jul,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1229",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2010",
}

@Article{Bai:2011:CMC,
  author =       "Jushan Bai and Peng Wang",
  title =        "Conditional {Markov} chain and its application in
                 economic time series analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "715--734",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1140",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Carriero:2011:FLD,
  author =       "Andrea Carriero and George Kapetanios and Massimiliano
                 Marcellino",
  title =        "Forecasting large datasets with {Bayesian} reduced
                 rank multivariate models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "735--761",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1150",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Fanelli:2011:SBT,
  author =       "Luca Fanelli and Giulio Palomba",
  title =        "Simulation-based tests of forward-looking models under
                 {VAR} learning dynamics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "762--782",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1138",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Giustinelli:2011:NPB,
  author =       "Pamela Giustinelli",
  title =        "Non-parametric bounds on quantiles under monotonicity
                 assumptions: with an application to the {Italian}
                 education returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "783--824",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1132",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Khwaja:2011:CTE,
  author =       "Ahmed Khwaja and Gabriel Picone and Martin Salm and
                 Justin G. Trogdon",
  title =        "A comparison of treatment effects estimators using a
                 structural model of {AMI} treatment choices and
                 severity of illness information from hospital charts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "825--853",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1181",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Chang:2011:SET,
  author =       "Sheng-Kai Chang",
  title =        "Simulation estimation of two-tiered dynamic panel
                 Tobit models with an application to the labor supply of
                 married women",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "854--871",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1141",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{VanOphem:2011:FVD,
  author =       "Hans {Van Ophem}",
  title =        "The frequency of visiting a doctor: Is the decision to
                 go independent of the frequency?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "872--879",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1252",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2011",
}

@Article{Adkins:2011:UGM,
  author =       "Lee C. Adkins",
  title =        "Using {\tt gretl} for {Monte Carlo} experiments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "880--885",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1228",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 December 2010",
}

@Article{Park:2011:HDC,
  author =       "Cheolbeom Park",
  title =        "How does changing age distribution impact stock
                 prices? {A} nonparametric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "886--887",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1117",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Park:2011:AR,
  author =       "Cheolbeom Park",
  title =        "Acknowledgement to Referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "5",
  pages =        "888--891",
  month =        aug,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1255",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 2011",
}

@Article{Lahaye:2011:JCM,
  author =       "J{\'e}r{\^o}me Lahaye and S{\'e}bastien Laurent and
                 Christopher J. Neely",
  title =        "Jumps, cojumps and macro announcements",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "893--921",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1149",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2011",
}

@Article{Chiriac:2011:MFM,
  author =       "Roxana Chiriac and Valeri Voev",
  title =        "Modelling and forecasting multivariate realized
                 volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "922--947",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1152",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2011",
}

@Article{Ehrmann:2011:SBM,
  author =       "Michael Ehrmann and Marcel Fratzscher and Roberto
                 Rigobon",
  title =        "{Stocks}, bonds, money markets and exchange rates:
                 measuring international financial transmission",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "948--974",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1173",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2011",
}

@Article{Senyuz:2011:FAP,
  author =       "Zeynep Senyuz",
  title =        "Factor analysis of permanent and transitory dynamics
                 of the {US} economy and the stock market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "975--998",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1193",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2011",
}

@Article{Audrino:2011:MFS,
  author =       "Francesco Audrino and Marcelo C. Medeiros",
  title =        "Modeling and forecasting short-term interest rates:
                 The benefits of smooth regimes, macroeconomic
                 variables, and bagging",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "999--1022",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1171",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2011",
}

@Article{Mitchell:2011:EDF,
  author =       "James Mitchell and Kenneth F. Wallis",
  title =        "Evaluating density forecasts: forecast combinations,
                 model mixtures, calibration and sharpness",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "1023--1040",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1192",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2011",
}

@Article{Cuaresma:2011:HDA,
  author =       "Jesus Crespo Cuaresma",
  title =        "How different is {Africa}? {A} comment on {Masanjala}
                 and {Papageorgiou}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "1041--1047",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1180",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Masanjala:2008:RLR} and comment
                 \cite{Papageorgiou:2011:HUI}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2011",
}

@Article{Papageorgiou:2011:HUI,
  author =       "Chris Papageorgiou",
  title =        "How to use interaction terms in {BMA}: Reply to
                 {Crespo Cuaresma}'s comment on {Masanjala} and
                 {Papageorgiou} (2008)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "1048--1050",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1263",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Masanjala:2008:RLR,Cuaresma:2011:HDA}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 August 2011",
}

@Article{Ropponen:2011:REC,
  author =       "Olli Ropponen",
  title =        "Reconciling the evidence of {Card} and {Krueger}
                 (1994) and {Neumark} and {Wascher} (2000)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "6",
  pages =        "1051--1057",
  month =        sep # "--" # oct,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1258",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "The research referred to appears in Card and Krueger
                 (\booktitle{American Economic Review} 1994; {\bf 84}:
                 772--793) and Neumark and Wascher (\booktitle{American
                 Economic Review} 2000; {\bf 90}: 1362--1396).",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2011",
}

@Article{Engelberg:2011:ATV,
  author =       "Joseph Engelberg and Charles F. Manski and Jared
                 Williams",
  title =        "Assessing the temporal variation of macroeconomic
                 forecasts by a panel of changing composition",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "7",
  pages =        "1059--1078",
  month =        nov # "--" # dec,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1206",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 September 2010",
}

@Article{Gobillon:2011:ELF,
  author =       "Laurent Gobillon and Thierry Magnac and Harris Selod",
  title =        "The effect of location on finding a job in the {Paris}
                 region",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "7",
  pages =        "1079--1112",
  month =        nov # "--" # dec,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1168",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 October 2011",
}

@Article{Campbell:2011:CLM,
  author =       "Jeffrey R. Campbell",
  title =        "Competition in large markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "7",
  pages =        "1113--1136",
  month =        nov # "--" # dec,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1155",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 October 2011",
}

@Article{vanOurs:2011:CUM,
  author =       "Jan C. van Ours and Jenny Williams",
  title =        "Cannabis use and mental health problems",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "7",
  pages =        "1137--1156",
  month =        nov # "--" # dec,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1182",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 October 2011",
}

@Article{Bretteville-Jensen:2011:CDS,
  author =       "Anne Line Bretteville-Jensen and Liana Jacobi",
  title =        "Climbing the drug staircase: a {Bayesian} analysis of
                 the initiation of hard drug use",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "7",
  pages =        "1157--1186",
  month =        nov # "--" # dec,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1160",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 October 2011",
}

@Article{Davis:2011:EEG,
  author =       "Lucas W. Davis and Lutz Kilian",
  title =        "Estimating the effect of a gasoline tax on carbon
                 emissions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "7",
  pages =        "1187--1214",
  month =        nov # "--" # dec,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1156",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 October 2011",
}

@Article{Gomes:2011:NRY,
  author =       "F{\'a}bio Augusto Reis Gomes and Louren{\c{c}}o S.
                 Paz",
  title =        "Narrow Replication of Yogo (2004) Estimating the
                 Elasticity of Intertemporal Substitution when
                 Instruments are Weak",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "26",
  number =       "7",
  pages =        "1215--1216",
  month =        nov # "--" # dec,
  year =         "2011",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1264",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 August 2011",
}

@Article{Smith:2012:DES,
  author =       "Loren K. Smith",
  title =        "Dynamics and equilibrium in a structural model of
                 wide-body commercial aircraft markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "1--33",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1151",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2012",
}

@Article{Li:2012:TSV,
  author =       "Shanjun Li",
  title =        "Traffic safety and vehicle choice: quantifying the
                 effects of the `arms race' on {American} roads",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "34--62",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1161",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2012",
}

@Article{Gautier:2012:SFE,
  author =       "Pieter A. Gautier and Bas van der Klaauw",
  title =        "Selection in a field experiment with voluntary
                 participation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "63--84",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1184",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2012",
}

@Article{Dardanoni:2012:SMI,
  author =       "Valentino Dardanoni and Mario Fiorini and Antonio
                 Forcina",
  title =        "Stochastic monotonicity in intergenerational mobility
                 tables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "85--107",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1146",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2012",
}

@Article{Kraay:2012:IVR,
  author =       "Aart Kraay",
  title =        "Instrumental variables regressions with uncertain
                 exclusion restrictions: a {Bayesian} approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "108--128",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1148",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2012",
}

@Article{Xie:2012:MIN,
  author =       "Hui Xie and Yi Qian",
  title =        "Measuring the impact of nonignorability in panel data
                 with non-monotone nonresponse",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "129--159",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1157",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2012",
}

@Article{Correa:2012:ICU,
  author =       "Juan A. Correa",
  title =        "Innovation and competition: An unstable relationship",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "160--166",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1262",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Racine:2012:RPI,
  author =       "Jeffrey S. Racine",
  title =        "{RStudio}: A Platform-Independent {IDE} for {R} and
                 {Sweave}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "1",
  pages =        "167--172",
  month =        jan # "--" # feb,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1278",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/litprog.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 October 2011",
}

@Article{Flores-Lagunes:2012:ESS,
  author =       "Alfonso Flores-Lagunes and Kurt Erik Schnier",
  title =        "Estimation of sample selection models with spatial
                 dependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "173--204",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1189",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{Das:2012:PED,
  author =       "Abhiman Das and Subal C. Kumbhakar",
  title =        "Productivity and efficiency dynamics in {Indian}
                 banking: An input distance function approach
                 incorporating quality of inputs and outputs",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "205--234",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1183",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{McAndrew:2012:IRP,
  author =       "Clare McAndrew and James L. Smith and Rex Thompson",
  title =        "The impact of reserve prices on the perceived bias of
                 expert appraisals of fine art",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "235--252",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1188",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{Feng:2012:ATE,
  author =       "Qu Feng and William C. Horrace",
  title =        "Alternative technical efficiency measures: Skew, bias
                 and scale",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "253--268",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1190",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{Hafner:2012:DSC,
  author =       "Christian M. Hafner and Hans Manner",
  title =        "Dynamic stochastic copula models: estimation,
                 inference and applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "269--295",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1197",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{Eicher:2012:TCD,
  author =       "Theo S. Eicher and Christian Henn and Chris
                 Papageorgiou",
  title =        "Trade creation and diversion revisited: Accounting for
                 model uncertainty and natural trading partner effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "296--321",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1198",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{Dhaene:2012:STM,
  author =       "Geert Dhaene and J. M. C. Santos Silva",
  title =        "Specification and testing of models estimated by
                 quadrature",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "322--332",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1196",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{Kalouptsidi:2012:MSC,
  author =       "Myrto Kalouptsidi",
  title =        "From market shares to consumer types: Duality in
                 differentiated product demand estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "333--342",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1187",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2012",
}

@Article{Farbmacher:2012:GMW,
  author =       "Helmut Farbmacher",
  title =        "{GMM} with many weak moment conditions: Replication
                 and application of {Newey} and {Windmeijer} (2009)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "2",
  pages =        "343--346",
  month =        mar,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1277",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 November 2011",
}

@Article{Hu:2012:ENM,
  author =       "Yingyao Hu and Geert Ridder",
  title =        "Estimation of nonlinear models with mismeasured
                 regressors using marginal information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "3",
  pages =        "347--385",
  month =        apr # "--" # may,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1202",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2012",
}

@Article{Hospido:2012:MHD,
  author =       "L. Hospido",
  title =        "Modelling heterogeneity and dynamics in the volatility
                 of individual wages",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "3",
  pages =        "386--414",
  month =        apr # "--" # may,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1204",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2012",
}

@Article{Kumar:2012:NEI,
  author =       "Anil Kumar",
  title =        "Nonparametric estimation of the impact of taxes on
                 female labor supply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "3",
  pages =        "415--439",
  month =        apr # "--" # may,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1205",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 September 2010",
}

@Article{Ilbas:2012:RPU,
  author =       "Pelin Ilbas",
  title =        "Revealing the preferences of the {US} {Federal}
                 Reserve",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "3",
  pages =        "440--473",
  month =        apr # "--" # may,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1199",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2012",
}

@Article{Iglesias:2012:IIV,
  author =       "Emma M. Iglesias and Garry D. A. Phillips",
  title =        "Improved instrumental variables estimation of
                 simultaneous equations under conditionally
                 heteroskedastic disturbances",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "3",
  pages =        "474--499",
  month =        apr # "--" # may,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1203",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2012",
}

@Article{Smith:2012:MDU,
  author =       "Michael S. Smith and Quan Gan and Robert J. Kohn",
  title =        "Modelling dependence using skew t copulas: {Bayesian}
                 inference and applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "3",
  pages =        "500--522",
  month =        apr # "--" # may,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1215",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 October 2010",
}

@Article{Anonymous:2012:JAE,
  author =       "Anonymous",
  title =        "Journal of Applied Econometrics Dissertation Prize",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "3",
  pages =        "523--523",
  month =        apr # "--" # may,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2271",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:20:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2012",
}

@Article{Polito:2012:OMP,
  author =       "Vito Polito and Mike Wickens",
  title =        "Optimal monetary policy using an unrestricted {VAR}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "525--553",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1219",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 October 2010",
}

@Article{Greenwood-Nimmo:2012:PFO,
  author =       "Matthew Greenwood-Nimmo and Viet Hoang Nguyen and
                 Yongcheol Shin",
  title =        "Probabilistic forecasting of output growth, inflation
                 and the balance of trade in a {GVAR} framework",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "554--573",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1208",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 September 2010",
}

@Article{Moench:2012:TSS,
  author =       "Emanuel Moench",
  title =        "Term structure surprises: the predictive content of
                 curvature, level, and slope",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "574--602",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1220",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2010",
}

@Article{Bernard:2012:IRT,
  author =       "Jean-Thomas Bernard and Jean-Marie Dufour and Lynda
                 Khalaf and Maral Kichian",
  title =        "An identification-robust test for time-varying
                 parameters in the dynamics of energy prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "603--624",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1213",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 November 2010",
}

@Article{Hautsch:2012:BRA,
  author =       "Nikolaus Hautsch and Lada M. Kyj and Roel C. A.
                 Oomen",
  title =        "A blocking and regularization approach to
                 high-dimensional realized covariance estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "625--645",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1218",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 October 2010",
}

@Article{Mroz:2012:SFE,
  author =       "Thomas A. Mroz",
  title =        "A simple, flexible estimator for count and other
                 ordered discrete data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "646--665",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1211",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 October 2010",
}

@Article{Kan:2012:LWR,
  author =       "Kamhon Kan and Myoung-Jae Lee",
  title =        "Lose weight for a raise only if overweight: Marginal
                 integration for semi-linear panel models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "666--685",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1209",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 September 2010",
}

@Article{Feldkircher:2012:IDR,
  author =       "Martin Feldkircher and Stefan Zeugner",
  title =        "The impact of data revisions on the robustness of
                 growth determinants --- a note on `determinants of
                 economic growth: Will data tell?'",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "686--694",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2265",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2014",
}

@Article{Zandberg:2012:PEF,
  author =       "Eelco Zandberg and Jakob {De Haan} and J. Paul
                 Elhorst",
  title =        "The political economy of financial reform: How robust
                 are {Huang}'s findings?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "695--699",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2269",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Huang:2009:PEF}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 March 2012",
}

@Article{Anonymous:2012:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "4",
  pages =        "700--703",
  month =        jun # "--" # jul,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2284",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2014",
}

@Article{Hsiao:2012:PDA,
  author =       "Cheng Hsiao and H. Steve Ching and Shui Ki Wan",
  title =        "A panel data approach for program evaluation:
                 measuring the benefits of political and economic
                 integration of {Hong Kong} with {Mainland China}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "705--740",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1230",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 January 2011",
}

@Article{Fiorini:2012:FEE,
  author =       "Mario Fiorini",
  title =        "Fostering educational enrolment through subsidies: the
                 issue of timing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "741--772",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1214",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 October 2010",
}

@Article{Behrens:2012:DGU,
  author =       "Kristian Behrens and Cem Ertur and Wilfried Koch",
  title =        "`Dual' gravity: using spatial econometrics to control
                 for multilateral resistance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "773--794",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1231",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2010",
}

@Article{Becker:2012:WST,
  author =       "Ralf Becker and Denise R. Osborn",
  title =        "Weighted smooth transition regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "795--811",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1222",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 November 2010",
}

@Article{Lanne:2012:BMS,
  author =       "Markku Lanne and Arto Luoma and Jani Luoto",
  title =        "{Bayesian} model selection and forecasting in
                 noncausal autoregressive models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "812--830",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1217",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2010",
}

@Article{Fok:2012:ROL,
  author =       "Dennis Fok and Richard Paap and Bram {Van Dijk}",
  title =        "a rank-ordered logit model with unobserved
                 heterogeneity in ranking capabilities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "831--846",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1223",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 November 2010",
}

@Article{Paluch:2012:IVA,
  author =       "Michal Paluch and Alois Kneip and Werner Hildenbrand",
  title =        "Individual versus aggregate income elasticities for
                 heterogeneous populations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "847--869",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1237",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 March 2011",
}

@Article{Amini:2012:CMA,
  author =       "Shahram M. Amini and Christopher F. Parmeter",
  title =        "Comparison of model averaging techniques: assessing
                 growth determinants",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "5",
  pages =        "870--876",
  month =        aug,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2288",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 June 2012",
}

@Article{Hansen:2012:RGJ,
  author =       "Peter Reinhard Hansen and Zhuo Huang and Howard Howan
                 Shek",
  title =        "Realized {GARCH}: a joint model for returns and
                 realized measures of volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "6",
  pages =        "877--906",
  month =        sep # "--" # oct,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1234",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 March 2011",
}

@Article{Noureldin:2012:MHF,
  author =       "Diaa Noureldin and Neil Shephard and Kevin Sheppard",
  title =        "Multivariate high-frequency-based volatility {(HEAVY)}
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "6",
  pages =        "907--933",
  month =        sep # "--" # oct,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1260",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 August 2011",
}

@Article{Laurent:2012:FAM,
  author =       "S{\'e}bastien Laurent and Jeroen V. K. Rombouts and
                 Francesco Violante",
  title =        "On the forecasting accuracy of multivariate {GARCH}
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "6",
  pages =        "934--955",
  month =        sep # "--" # oct,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1248",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 April 2011",
}

@Article{Christiansen:2012:CLF,
  author =       "Charlotte Christiansen and Maik Schmeling and Andreas
                 Schrimpf",
  title =        "A comprehensive look at financial volatility
                 prediction by economic variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "6",
  pages =        "956--977",
  month =        sep # "--" # oct,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2298",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 August 2012",
}

@Article{Bontemps:2012:TDA,
  author =       "Christian Bontemps and Nour Meddahi",
  title =        "Testing distributional assumptions: A {GMM} approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "6",
  pages =        "978--1012",
  month =        sep # "--" # oct,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1250",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2011",
}

@Article{Garcia:2012:RAI,
  author =       "Ren{\'e} Garcia and Richard Luger",
  title =        "Risk aversion, intertemporal substitution, and the
                 term structure of interest rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "6",
  pages =        "1013--1036",
  month =        sep # "--" # oct,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1247",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 April 2011",
}

@Article{Liu:2012:LPS,
  author =       "Xiaodong Liu and John H. Kagel and Lung-Fei Lee",
  title =        "Learning from peers in signaling game experiments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1037--1058",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1253",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2011",
}

@Article{Durlauf:2012:GDR,
  author =       "Steven N. Durlauf and Andros Kourtellos and Chih Ming
                 Tan",
  title =        "Is {God} in the details? {A} reexamination of the role
                 of religion in economic growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1059--1075",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1245",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 April 2011",
}

@Article{DeLuca:2012:EEC,
  author =       "Giuseppe {De Luca} and Franco Peracchi",
  title =        "Estimating {Engel} curves under unit and item
                 nonresponse",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1076--1099",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1232",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 January 2011",
}

@Article{Kuo:2012:ECU,
  author =       "Tzu-Chun Kuo",
  title =        "Evaluating {Californian} under-age drunk driving laws:
                 endogenous policy lags",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1100--1115",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1243",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 April 2011",
}

@Article{Fruhwirth-Schnatter:2012:LME,
  author =       "Sylvia Fr{\"u}hwirth-Schnatter and Christoph Pamminger
                 and Andrea Weber and Rudolf Winter-Ebmer",
  title =        "Labor market entry and earnings dynamics: {Bayesian}
                 inference using mixtures-of-experts {Markov} chain
                 clustering",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1116--1137",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1249",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2011",
}

@Article{Guggenberger:2012:SDT,
  author =       "Patrik Guggenberger and Gitanjali Kumar",
  title =        "On the size distortion of tests after an
                 overidentifying restrictions pretest",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1138--1160",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1251",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2011",
}

@Article{Murtazashvili:2012:AMI,
  author =       "Irina Murtazashvili",
  title =        "An alternative measure of intergenerational income
                 mobility based on a random coefficient model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1161--1173",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1246",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 April 2011",
}

@Article{Benoit:2012:BQR,
  author =       "Dries F. Benoit and Dirk {Van den Poel}",
  title =        "Binary quantile regression: a {Bayesian} approach
                 based on the asymmetric {Laplace} distribution",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1174--1188",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1216",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 October 2010",
}

@Article{Akay:2012:FSC,
  author =       "Alpaslan Akay",
  title =        "Finite-sample comparison of alternative methods for
                 estimating dynamic panel data models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1189--1204",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1254",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2011",
}

@Article{McKenzie:2012:E,
  author =       "C. R. McKenzie and Sumiko Takaoka",
  title =        "{EViews} 7.2",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1205--1210",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2303",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 September 2012",
}

@Article{Anonymous:2012:RSP,
  author =       "Anonymous",
  title =        "The {Richard} Stone Prize in Applied Econometrics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "27",
  number =       "7",
  pages =        "1211--1212",
  month =        nov # "--" # dec,
  year =         "2012",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2307",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2012",
}

@Article{Dobbelaere:2013:PDE,
  author =       "Sabien Dobbelaere and Jacques Mairesse",
  title =        "Panel data estimates of the production function and
                 product and labor market imperfections",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "1--46",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1256",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 August 2011",
}

@Article{Semykina:2013:EDP,
  author =       "Anastasia Semykina and Jeffrey M. Wooldridge",
  title =        "Estimation of dynamic panel data models with sample
                 selection",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "47--61",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1266",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2011",
}

@Article{Jochmann:2013:SSV,
  author =       "Markus Jochmann and Gary Koop and Roberto
                 Leon-Gonzalez and Rodney W. Strachan",
  title =        "Stochastic search variable selection in vector error
                 correction models with an application to a model of the
                 {UK} macroeconomy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "62--81",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1238",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 March 2011",
}

@Article{DAgostino:2013:MFS,
  author =       "Antonello D'Agostino and Luca Gambetti and Domenico
                 Giannone",
  title =        "Macroeconomic forecasting and structural change",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "82--101",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1257",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2011",
}

@Article{Sheng:2013:DCD,
  author =       "Liugang Sheng",
  title =        "Did {China} diversify its foreign reserves?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "102--125",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1268",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 October 2011",
}

@Article{Bruckner:2013:SPA,
  author =       "Markus Br{\"u}ckner",
  title =        "On the simultaneity problem in the aid and growth
                 debate",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "126--150",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1259",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2011",
}

@Article{Drakos:2013:IDM,
  author =       "Konstantinos Drakos and Panagiotis Th. Konstantinou",
  title =        "Investment decisions in manufacturing: assessing the
                 effects of real oil prices and their uncertainty",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "151--165",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2297",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 August 2012",
}

@Article{Deconinck:2013:NSR,
  author =       "Koen Deconinck and Marijke Verpoorten",
  title =        "Narrow and scientific replication of {`The slave trade
                 and the origins of mistrust in Africa'}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "166--169",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2309",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 November 2012",
}

@Article{McKenzie:2013:M,
  author =       "C. R. McKenzie and Sumiko Takaoka",
  title =        "Microfit 5.0",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "1",
  pages =        "170--175",
  month =        jan # "--" # feb,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2308",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 November 2012",
}

@Article{Koop:2013:FML,
  author =       "Gary M. Koop",
  title =        "Forecasting with Medium and Large {Bayesian} {VARS}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "2",
  pages =        "177--203",
  month =        mar,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1270",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 October 2011",
}

@Article{Korobilis:2013:VFU,
  author =       "Dimitris Korobilis",
  title =        "Var forecasting using {Bayesian} variable selection",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "2",
  pages =        "204--230",
  month =        mar,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1271",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 October 2011",
}

@Article{Fagan:2013:WGS,
  author =       "Gabriel Fagan and James R. Lothian and Paul D.
                 Mcnelis",
  title =        "Was the gold standard really destabilizing?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "2",
  pages =        "231--249",
  month =        mar,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2262",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2012",
}

@Article{Groen:2013:MMM,
  author =       "Jan J. J. Groen and George Kapetanios and Simon
                 Price",
  title =        "Multivariate methods for monitoring structural
                 change",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "2",
  pages =        "250--274",
  month =        mar,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1272",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 October 2011",
}

@Article{VanderKlaauw:2013:CSH,
  author =       "Bas {Van der Klaauw} and Jan C. {Van Ours}",
  title =        "Carrot and stick: how re-employment bonuses and
                 benefit sanctions affect exit rates from welfare",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "2",
  pages =        "275--296",
  month =        mar,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1265",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 October 2011",
}

@Article{Hong:2013:MEN,
  author =       "Seung-Hyun Hong",
  title =        "Measuring the effect of {Napster} on recorded music
                 sales: difference-in-differences estimates under
                 compositional changes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "2",
  pages =        "297--324",
  month =        mar,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1269",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 October 2011",
}

@Article{Richardson:2013:DDV,
  author =       "Katarina Richardson and Gerard J. van den Berg",
  title =        "Duration dependence versus unobserved heterogeneity in
                 treatment effects: {Swedish} labor market training and
                 the transition rate to employment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "2",
  pages =        "325--351",
  month =        mar,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2263",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2012",
}

@Article{Wei:2013:RRL,
  author =       "Min Wei and Jonathan H. Wright",
  title =        "Reverse regressions and long--horizon forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "353--371",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1274",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 November 2011",
}

@Article{Castagnetti:2013:ECB,
  author =       "Carolina Castagnetti and Eduardo Rossi",
  title =        "Euro corporate bond risk factors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "372--391",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1280",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 December 2011",
}

@Article{Kuzin:2013:PVM,
  author =       "Vladimir Kuzin and Massimiliano Marcellino and
                 Christian Schumacher",
  title =        "Pooling versus model selection for nowcasting {GDP}
                 with many predictors: empirical evidence for six
                 industrialized countries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "392--411",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2279",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 May 2012",
}

@Article{Fomby:2013:GAN,
  author =       "Thomas Fomby and Yuki Ikeda and Norman V. Loayza",
  title =        "The growth aftermath of natural disasters",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "412--434",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1273",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2011",
}

@Article{Chortareas:2013:HPP,
  author =       "Georgios Chortareas and George Kapetanios",
  title =        "How puzzling is the {PPP} puzzle? {An} alternative
                 half-life measure of convergence to {PPP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "435--457",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2261",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  keywords =     "purchasing power parity (PPP)",
  onlinedate =   "20 January 2012",
}

@Article{Clements:2013:RTF,
  author =       "Michael P. Clements and Ana Beatriz Galv{\~a}o",
  title =        "Real-time forecasting of inflation and output growth
                 with autoregressive models in the presence of data
                 revisions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "458--477",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2274",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 May 2012",
}

@Article{Doh:2013:LRR,
  author =       "Taeyoung Doh",
  title =        "Long-run risks in the term structure of interest
                 rates: estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "478--497",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2266",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2012",
}

@Article{Mumtaz:2013:TVD,
  author =       "Haroon Mumtaz and Laura Sunder-Plassmann",
  title =        "Time-varying dynamics of the real exchange rate: an
                 empirical analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "498--525",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2270",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 May 2012",
}

@Article{Anonymous:2013:JAE,
  author =       "Anonymous",
  title =        "Journal of applied econometrics dissertation prize",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "3",
  pages =        "526--526",
  month =        apr # "--" # may,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2324",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 March 2013",
}

@Article{Goldman:2013:MER,
  author =       "Dana Goldman and Nicole Maestas",
  title =        "Medical expenditure risk and household portfolio
                 choice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "527--550",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2278",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 May 2012",
}

@Article{Li:2013:CSV,
  author =       "Qi Li and Desheng Ouyang and Jeffrey S. Racine",
  title =        "Categorical semiparametric varying-coefficient
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "551--579",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1261",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 August 2011",
}

@Article{Mitchell:2013:EAP,
  author =       "James Mitchell and Richard J. Smith and Martin R.
                 Weale",
  title =        "Efficient aggregation of panel qualitative survey
                 data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "580--603",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2273",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 May 2012",
}

@Article{Caliendo:2013:BDU,
  author =       "Marco Caliendo and Konstantinos Tatsiramos and Arne
                 Uhlendorff",
  title =        "Benefit duration, unemployment duration and job match
                 quality: a regression--discontinuity approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "604--627",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2293",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 July 2012",
}

@Article{Humlum:2013:RYC,
  author =       "Maria Knoth Humlum and Rune Majlund Vejlin",
  title =        "The responses of youth to a cash transfer conditional
                 on schooling: a quasi--experimental study",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "628--649",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1267",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 September 2011",
}

@Article{Henry:2013:ERP,
  author =       "Marc Henry and Ismael Mourifi{\'e}",
  title =        "{Euclidean} revealed preferences: testing the spatial
                 voting model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "650--666",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1276",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 October 2011",
}

@Article{Amisano:2013:EPS,
  author =       "Gianni Amisano and Maria Letizia Giorgetti",
  title =        "Entry into pharmaceutical submarkets: a {Bayesian}
                 panel probit analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "667--701",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2267",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 August 2012",
}

@Article{Fell:2013:SCC,
  author =       "Harrison Fell and Alan C. Haynie",
  title =        "Spatial competition with changing market
                 institutions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "702--719",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2272",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 May 2012",
}

@Article{Cuaresma:2013:SFM,
  author =       "Jes{\'u}s Crespo Cuaresma and Martin Feldkircher",
  title =        "Spatial filtering, model uncertainty and the speed of
                 income convergence in {Europe}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "4",
  pages =        "720--741",
  month =        jun # "--" # jul,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2277",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 May 2012",
}

@Article{Bauwens:2013:MVM,
  author =       "Luc Bauwens and Christian M. Hafner and Diane
                 Pierret",
  title =        "Multivariate volatility modeling of electricity
                 futures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "743--761",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2280",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 May 2012",
}

@Article{Wright:2013:ERT,
  author =       "Jonathan H. Wright",
  title =        "Evaluating real--time var forecasts with an
                 informative democratic prior",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "762--776",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2268",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2012",
}

@Article{Creal:2013:GAS,
  author =       "Drew Creal and Siem Jan Koopman and Andr{\'e} Lucas",
  title =        "Generalized autoregressive score models with
                 applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "777--795",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1279",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 January 2012",
}

@Article{Ermisch:2013:EPE,
  author =       "John Ermisch and Marco Francesconi",
  title =        "The effect of parental employment on child schooling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "796--822",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2260",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 January 2012",
}

@Article{DiPorto:2013:TLR,
  author =       "Edoardo {Di Porto} and Federico Revelli",
  title =        "Tax--limited reaction functions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "823--839",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.1275",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 October 2011",
}

@Article{Pollak:2013:UHC,
  author =       "Andreas Pollak",
  title =        "Unemployment, human capital depreciation, and
                 unemployment insurance policy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "840--863",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2275",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 May 2012",
}

@Article{Li:2013:HIE,
  author =       "Shanjun Li and Yanyan Liu and Klaus Deininger",
  title =        "How important are endogenous peer effects in group
                 lending? {Estimating} a static game of incomplete
                 information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "864--882",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2276",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 May 2012",
}

@Article{Arin:2013:NGE,
  author =       "K. Peren Arin and Michael Berlemann and Faik Koray and
                 Torben Kuhlenkasper",
  title =        "Nonlinear growth effects of taxation: a
                 semi--parametric approach using average marginal tax
                 rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "883--899",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2311",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 January 2013",
}

@Article{Pesaran:2013:DA,
  author =       "M. Hashem Pesaran",
  title =        "Distinguished authors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "5",
  pages =        "900--901",
  month =        aug,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2344",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 July 2013",
}

@Article{Onatski:2013:FAL,
  author =       "Alexei Onatski and Francisco Ruge-Murcia",
  title =        "Factor analysis of a large {DSGE} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "6",
  pages =        "903--928",
  month =        sep # "--" # oct,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2287",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2012",
}

@Article{Andreasen:2013:NLD,
  author =       "Martin M. Andreasen",
  title =        "Non-linear {DSGE} models and the central difference
                 {Kalman} filter",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "6",
  pages =        "929--955",
  month =        sep # "--" # oct,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2282",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 May 2012",
}

@Article{Burda:2013:PPF,
  author =       "Martin Burda and Matthew Harding",
  title =        "Panel probit with flexible correlated effects:
                 quantifying technology spillovers in the presence of
                 latent heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "6",
  pages =        "956--981",
  month =        sep # "--" # oct,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2285",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2012",
}

@Article{Millimet:2013:ETE,
  author =       "Daniel L. Millimet and Rusty Tchernis",
  title =        "Estimation of treatment effects without an exclusion
                 restriction: with an application to the analysis of the
                 school breakfast program",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "6",
  pages =        "982--1017",
  month =        sep # "--" # oct,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2286",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2012",
}

@Article{Keane:2013:CAM,
  author =       "Michael Keane and Nada Wasi",
  title =        "Comparing alternative models of heterogeneity in
                 consumer choice behavior",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "6",
  pages =        "1018--1045",
  month =        sep # "--" # oct,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2304",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 September 2012",
}

@Article{Xu:2013:NEE,
  author =       "Pai Xu",
  title =        "Nonparametric estimation of entry cost in first--price
                 procurement auctions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "6",
  pages =        "1046--1065",
  month =        sep # "--" # oct,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2264",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 March 2012",
}

@Article{Cipollini:2013:SVM,
  author =       "Fabrizio Cipollini and Robert F. Engle and Giampiero
                 M. Gallo",
  title =        "Semiparametric vector mem",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1067--1086",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2292",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 September 2012",
}

@Article{Baumeister:2013:RTV,
  author =       "Christiane Baumeister and Gert Peersman",
  title =        "The role of time--varying price elasticities in
                 accounting for volatility changes in the crude oil
                 market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1087--1109",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2283",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2012",
}

@Article{Dovonon:2013:CHF,
  author =       "Prosper Dovonon",
  title =        "Conditionally heteroskedastic factor models with
                 skewness and leverage effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1110--1137",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2281",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2012",
}

@Article{Preve:2013:ETV,
  author =       "Daniel Preve and Yiu-Kuen Tse",
  title =        "Estimation of time--varying adjusted probability of
                 informed trading and probability of symmetric
                 order--flow shock",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1138--1152",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2302",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 August 2012",
}

@Article{Arni:2013:HEU,
  author =       "Patrick Arni and Rafael Lalive and Jan C. {Van Ours}",
  title =        "How effective are unemployment benefit sanctions?
                 {Looking} beyond unemployment exit",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1153--1178",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2289",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2012",
}

@Article{Schoder:2013:CAI,
  author =       "Christian Schoder and Christian R. Proa{\~n}o and
                 Willi Semmler",
  title =        "Are the current account imbalances between {EMU}
                 countries sustainable? {Evidence} from parametric and
                 non-parametric tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1179--1204",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2291",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 July 2012",
}

@Article{Moraga-Gonzalez:2013:SNE,
  author =       "Jos{\'e} Luis Moraga-Gonz{\'a}lez and Zsolt S{\'a}ndor
                 and Matthijs R. Wildenbeest",
  title =        "Semi-nonparametric estimation of consumer search
                 costs",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1205--1223",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2290",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2012",
}

@Article{Delgado:2013:EEE,
  author =       "Michael S. Delgado and Christopher F. Parmeter",
  title =        "Embarrassingly easy embarrassingly parallel processing
                 in {R}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1224--1230",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2362",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 October 2013",
}

@Article{Anonymous:2013:AR,
  author =       "Anonymous",
  title =        "Acknowledgement to Referees",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "28",
  number =       "7",
  pages =        "1231--1234",
  month =        nov # "--" # dec,
  year =         "2013",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2370",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 November 2013",
}

@Article{Esfahani:2014:EGM,
  author =       "Hadi Salehi Esfahani and Kamiar Mohaddes and M. Hashem
                 Pesaran",
  title =        "An empirical growth model for major oil exporters",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "1--21",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2294",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 August 2012",
}

@Article{Gramacy:2014:ERF,
  author =       "Robert Gramacy and Samuel W. Malone and Enrique Ter
                 Horst",
  title =        "Exchange rate fundamentals, forecasting, and
                 speculation: {Bayesian} models in black markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "22--41",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2314",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 January 2013",
}

@Article{Dewachter:2014:IYC,
  author =       "Hans Dewachter and Leonardo Iania and Marco Lyrio",
  title =        "Information in the yield curve: a macro--finance
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "42--64",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2305",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 October 2012",
}

@Article{Jungbacker:2014:SDF,
  author =       "Borus Jungbacker and Siem Jan Koopman and Michel van
                 der Wel",
  title =        "Smooth dynamic factor analysis with application to the
                 us term structure of interest rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "65--90",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2319",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 June 2013",
}

@Article{Boucher:2014:DPA,
  author =       "Vincent Boucher and Yann Bramoull{\'e} and Habiba
                 Djebbari and Bernard Fortin",
  title =        "Do peers affect student achievement? {Evidence} from
                 {Canada} using group size variation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "91--109",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2299",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 August 2012",
}

@Article{Tsionas:2014:FHP,
  author =       "Efthymios G. Tsionas and Subal C. Kumbhakar",
  title =        "Firm heterogeneity, persistent and transient technical
                 inefficiency: a generalized true random--effects
                 model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "110--132",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2300",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 September 2012",
}

@Article{Banbura:2014:MLE,
  author =       "Marta Ba{\'n}bura and Michele Modugno",
  title =        "Maximum likelihood estimation of factor models on
                 datasets with arbitrary pattern of missing data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "133--160",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2306",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 November 2012",
}

@Article{MacKinnon:2014:NDF,
  author =       "James G. MacKinnon and Morten {\O}rregaard Nielsen",
  title =        "Numerical distribution functions of fractional unit
                 root and cointegration tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "161--171",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2295",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2012",
}

@Article{Klossner:2014:EAV,
  author =       "Stefan Kl{\"o}{\ss}ner and Sven Wagner",
  title =        "Exploring all {VAR} orderings for calculating
                 spillovers? {Yes}, we can! --- a note on {Diebold} and
                 {Yilmaz} (2009)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "1",
  pages =        "172--179",
  month =        jan # "--" # feb,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2366",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 December 2013",
}

@Article{Carro:2014:SDH,
  author =       "Jesus M. Carro and Alejandra Traferri",
  title =        "State dependence and heterogeneity in health using a
                 bias--corrected fixed--effects estimator",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "181--207",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2301",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2012",
}

@Article{Ziebarth:2014:EEG,
  author =       "Nicolas R. Ziebarth and Martin Karlsson",
  title =        "The effects of expanding the generosity of the
                 statutory sickness insurance system",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "208--230",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2317",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 March 2013",
}

@Article{Kim:2014:DLR,
  author =       "Dukpa Kim and Tatsushi Oka",
  title =        "Divorce law reforms and divorce rates in the {USA}: an
                 interactive fixed--effects approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "231--245",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2310",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2013",
}

@Article{VanSoest:2014:HSR,
  author =       "Arthur {Van Soest} and Hana Vonkova",
  title =        "How sensitive are retirement decisions to financial
                 incentives? {A} stated preference analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "246--264",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2313",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 January 2013",
}

@Article{Campolieti:2014:TVD,
  author =       "Michele Campolieti and Deborah Gefang and Gary Koop",
  title =        "Time variation in the dynamics of worker flows:
                 evidence from {North America} and {Europe}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "265--290",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2296",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 August 2012",
}

@Article{Chang:2014:DGE,
  author =       "Dongfeng Chang and Apostolos Serletis",
  title =        "The demand for gasoline: evidence from household
                 survey data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "291--313",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2312",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 January 2013",
}

@Article{Laroque:2014:IRF,
  author =       "Guy Laroque and Bernard Salani{\'e}",
  title =        "Identifying the response of fertility to financial
                 incentives",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "314--332",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2332",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 June 2013",
}

@Article{Restrepo-Tobon:2014:EQL,
  author =       "Diego Restrepo-Tob{\'o}n and Subal C. Kumbhakar",
  title =        "Enjoying the quiet life under deregulation? {Not}
                 quite",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "333--343",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2374",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2014",
}

@Article{Moser:2014:MPR,
  author =       "Mathias Moser and Paul Hofmarcher",
  title =        "Model priors revisited: interaction terms in {BMA}
                 growth applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "344--347",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2365",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 November 2013",
}

@Article{Ho:2014:CPN,
  author =       "Anson T. Y. Ho and Kim P. Huynh and David T.
                 Jacho-Ch{\'a}vez",
  title =        "{CRS}: a package for nonparametric spline estimation
                 in {R}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "2",
  pages =        "348--352",
  month =        mar,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2381",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2014",
}

@Article{Hoevenaars:2014:SAA,
  author =       "Roy P. P. M. Hoevenaars and Roderick D. J. Molenaar
                 and Peter C. Schotman and Tom B. M. Steenkamp",
  title =        "Strategic asset allocation for long--term investors:
                 parameter uncertainty and prior information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "353--376",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2331",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2013",
}

@Article{Dungey:2014:MLO,
  author =       "Mardi Dungey and Denise R. Osborn",
  title =        "Modelling large open economies with international
                 linkages: the {USA} and euro area",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "377--393",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2323",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2013",
}

@Article{Wagenvoort:2014:UCR,
  author =       "Rien J. L. M. Wagenvoort and Sanne Zwart",
  title =        "Uncovering the common risk--free rate in the {European
                 Monetary Union}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "394--414",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2335",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 July 2013",
}

@Article{Clark:2014:TEF,
  author =       "Todd E. Clark and Michael W. Mccracken",
  title =        "Tests of equal forecast accuracy for overlapping
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "415--430",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2316",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 March 2013",
}

@Article{Everaert:2014:PAC,
  author =       "Gerdie Everaert and Lorenzo Pozzi",
  title =        "The predictability of aggregate consumption growth in
                 {OECD} countries: a panel data analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "431--453",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2338",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2013",
}

@Article{Kilian:2014:RIS,
  author =       "Lutz Kilian and Daniel P. Murphy",
  title =        "The role of inventories and speculative trading in the
                 global market for crude oil",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "454--478",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2322",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 April 2013",
}

@Article{Lutkepohl:2014:DDS,
  author =       "Helmut L{\"u}tkepohl and Aleksei NetSunajev",
  title =        "Disentangling demand and supply shocks in the crude
                 oil market: how to check sign restrictions in
                 structural vars",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "479--496",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2330",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2013",
}

@Article{Teulings:2014:ERM,
  author =       "Coen N. Teulings and Nikolay Zubanov",
  title =        "Is economic recovery a myth? {Robust} estimation of
                 impulse responses",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "497--514",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2333",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2013",
}

@Article{Baltagi:2014:FES,
  author =       "Badi H. Baltagi and Jing Li",
  title =        "Further evidence on the spatio--temporal model of
                 house prices in the {United States}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "3",
  pages =        "515--522",
  month =        apr # "--" # may,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2372",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  note =         "See replication report \cite{Millo:2015:NRS}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2013",
}

@Article{Abrevaya:2014:ECP,
  author =       "Jason Abrevaya and Shu Shen",
  title =        "Estimation of censored panel--data models with slope
                 heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "523--548",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2325",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 April 2013",
}

@Article{Ormosi:2014:TIP,
  author =       "Peter L. Ormosi",
  title =        "A tip of the iceberg? {The} probability of catching
                 cartels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "549--566",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2326",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 April 2013",
}

@Article{Kleinjans:2014:RFP,
  author =       "Kristin J. Kleinjans and Arthur {Van Soest}",
  title =        "Rounding, focal point answers and nonresponse to
                 subjective probability questions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "567--585",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2321",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 April 2013",
}

@Article{Eren:2014:WBJ,
  author =       "Ozkan Eren and Serkan Ozbeklik",
  title =        "Who benefits from job corps? {A} distributional
                 analysis of an active labor market program",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "586--611",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2345",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2013",
}

@Article{Lee:2014:MTH,
  author =       "Soohyung Lee and Azeem M. Shaikh",
  title =        "Multiple testing and heterogeneous treatment effects:
                 re--evaluating the effect of progresa on school
                 enrollment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "612--626",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2327",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 April 2013",
}

@Article{Watkins:2014:MEI,
  author =       "John G. T. Watkins and Andrey L. Vasnev and Richard
                 Gerlach",
  title =        "Multiple event incidence and duration analysis for
                 credit data incorporating non-stochastic loan
                 maturity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "627--648",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2329",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 May 2013",
}

@Article{Jones:2014:ABT,
  author =       "Andrew M. Jones and James Lomas and Nigel Rice",
  title =        "Applying beta--type size distributions to healthcare
                 cost regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "649--670",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2334",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 July 2013",
}

@Article{Basu:2014:EPC,
  author =       "Anirban Basu",
  title =        "Estimating person-centered treatment (pet) effects
                 using instrumental variables: an application to
                 evaluating prostate cancer treatments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "4",
  pages =        "671--691",
  month =        jun # "--" # jul,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2343",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 October 2013",
}

@Article{vanDijk:2014:FIR,
  author =       "Dick van Dijk and Siem Jan Koopman and Michel van der
                 Wel and Jonathan H. Wright",
  title =        "Forecasting interest rates with shifting endpoints",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "693--712",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2358",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 October 2013",
}

@Article{Berge:2014:FDE,
  author =       "Travis J. Berge",
  title =        "Forecasting disconnected exchange rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "713--735",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2350",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 October 2013",
}

@Article{Gaglianone:2014:COD,
  author =       "Wagner Piazza Gaglianone and Luiz Renato Lima",
  title =        "Constructing optimal density forecasts from point
                 forecast combinations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "736--757",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2352",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 September 2013",
}

@Article{Kaufmann:2014:DRE,
  author =       "Hendrik Kaufmann and Florian Heinen and Philipp
                 Sibbertsen",
  title =        "The dynamics of real exchange rates: a
                 reconsideration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "758--773",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2336",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2013",
}

@Article{Hansen:2014:RBG,
  author =       "Peter Reinhard Hansen and Asger Lunde and Valeri
                 Voev",
  title =        "Realized beta {GARCH}: a multivariate {GARCH} model
                 with realized measures of volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "774--799",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2389",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2014",
}

@Article{Prono:2014:RCH,
  author =       "Todd Prono",
  title =        "The role of conditional heteroskedasticity in
                 identifying and estimating linear triangular systems,
                 with applications to asset pricing models that include
                 a mismeasured factor",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "800--824",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2340",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2013",
}

@Article{Song:2014:MRS,
  author =       "Yong Song",
  title =        "Modelling regime switching and structural breaks with
                 an infinite hidden {Markov} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "825--842",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2337",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2013",
}

@Article{Gospodinov:2014:MMM,
  author =       "Nikolay Gospodinov and Damba Lkhagvasuren",
  title =        "A moment-matching method for approximating vector
                 autoregressive processes by finite-state {Markov}
                 chains",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "5",
  pages =        "843--859",
  month =        aug,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2354",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 September 2013",
}

@Article{Hartley:2014:WRW,
  author =       "Roger Hartley and Gauthier Lanot and Ian Walker",
  title =        "Who really wants to be a millionaire? {Estimates} of
                 risk aversion from gameshow data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "861--879",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2353",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 September 2013",
}

@Article{Johnston:2014:CMH,
  author =       "David Johnston and Carol Propper and Stephen Pudney
                 and Michael Shields",
  title =        "Child mental health and educational attainment:
                 multiple observers and the measurement error problem",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "880--900",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2359",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 October 2013",
}

@Article{Chen:2014:SPE,
  author =       "Stacey H. Chen and Shakeeb Khan",
  title =        "Semi-parametric estimation of program impacts on
                 dispersion of potential wages",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "901--919",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2351",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 October 2013",
}

@Article{Huber:2014:ICM,
  author =       "Martin Huber",
  title =        "Identifying causal mechanisms (primarily) based on
                 inverse probability weighting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "920--943",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2341",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 June 2013",
}

@Article{DePaula:2014:HBA,
  author =       "{\'A}ureo {De Paula} and Gil Shapira and Petra E.
                 Todd",
  title =        "How beliefs about {HIV} status affect risky behaviors:
                 evidence from {Malawi}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "944--964",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2342",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 August 2013",
}

@Article{Johar:2014:DCI,
  author =       "Meliyanni Johar and Shiko Maruyama",
  title =        "Does coresidence improve an elderly parent's health?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "965--983",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2339",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2013",
}

@Article{Sorensen:2014:REI,
  author =       "Kenneth L. S{\o}rensen and Rune Vejlin",
  title =        "Return to experience and initial wage level: do low
                 wage workers catch up?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "984--1006",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2346",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 August 2013",
}

@Article{Haupt:2014:SQB,
  author =       "Harry Haupt and Kathrin Kagerer and Winfried J.
                 Steiner",
  title =        "Smooth quantile--based modeling of brand sales, price
                 and promotional effects from retail scanner panels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "6",
  pages =        "1007--1028",
  month =        sep # "--" # oct,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2347",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 October 2013",
}

@Article{Canova:2014:IRA,
  author =       "Fabio Canova and Frank Schorfheide and Herman van
                 Dijk",
  title =        "Introduction to recent advances in methods and
                 applications for {DSGE} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1029--1030",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2415",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2014",
}

@Article{Curdia:2014:RSG,
  author =       "Vasco C{\'u}rdia and Marco {Del Negro} and Daniel L.
                 Greenwald",
  title =        "Rare shocks, great recessions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1031--1052",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2395",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2014",
}

@Article{Bi:2014:EFL,
  author =       "Huixin Bi and Nora Traum",
  title =        "Estimating fiscal limits: the case of {Greece}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1053--1072",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2401",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 July 2014",
}

@Article{Herbst:2014:SMC,
  author =       "Edward Herbst and Frank Schorfheide",
  title =        "Sequential {Monte Carlo} sampling for {DSGE} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1073--1098",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2397",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 July 2014",
}

@Article{Canova:2014:CVE,
  author =       "Fabio Canova and Filippo Ferroni and Christian
                 Matthes",
  title =        "Choosing the variables to estimate singular {DSGE}
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1099--1117",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2414",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 September 2014",
}

@Article{Foroni:2014:MFS,
  author =       "Claudia Foroni and Massimiliano Marcellino",
  title =        "Mixed-frequency structural models: identification,
                 estimation, and policy analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1118--1144",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2396",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 May 2014",
}

@Article{Caldara:2014:PTP,
  author =       "Dario Caldara and Richard Harrison and Anna
                 Lipi{\'n}ska",
  title =        "Practical tools for policy analysis in {DSGE} models
                 with missing shocks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1145--1163",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2409",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 October 2014",
}

@Article{Basturk:2014:PPE,
  author =       "Nalan Bast{\"u}rk and Cem {\c{C}}akmakli and S. Pinar
                 Ceyhan and Herman K. {Van Dijk}",
  title =        "Posterior-predictive evidence on {US} inflation using
                 extended new {Keynesian} {Phillips} curve models with
                 non-filtered data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1164--1182",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2411",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 November 2014",
}

@Article{Kleibergen:2014:IIL,
  author =       "Frank Kleibergen and Sophocles Mavroeidis",
  title =        "Identification issues in limited--information
                 {Bayesian} analysis of structural macroeconomic
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1183--1209",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2398",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 August 2014",
}

@Article{Benati:2014:SIR,
  author =       "Luca Benati and Thomas A. Lubik",
  title =        "Sales, inventories and real interest rates: a century
                 of stylized facts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "29",
  number =       "7",
  pages =        "1210--1222",
  month =        nov # "--" # dec,
  year =         "2014",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2408",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 September 2014",
}

@Article{Banerjee:2015:CPD,
  author =       "Anindya Banerjee and Josep Llu{\'\i}s
                 Carrion-i-Silvestre",
  title =        "Cointegration in Panel Data with Structural Breaks and
                 Cross-Section Dependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "1--23",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2348",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2015",
}

@Article{Traum:2015:WDG,
  author =       "Nora Traum and Shu-Chun S. Yang",
  title =        "When Does Government Debt Crowd Out Investment?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "24--45",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2356",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2015",
}

@Article{Carriero:2015:BVS,
  author =       "Andrea Carriero and Todd E. Clark and Massimiliano
                 Marcellino",
  title =        "{Bayesian} {VARs}: Specification Choices and Forecast
                 Accuracy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "46--73",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2315",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 March 2013",
}

@Article{Wolters:2015:EPD,
  author =       "Maik H. Wolters",
  title =        "Evaluating Point and Density Forecasts of {DSGE}
                 Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "74--96",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2363",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2015",
}

@Article{Krippner:2015:TFN,
  author =       "Leo Krippner",
  title =        "A Theoretical Foundation for the {Nelson--Siegel}
                 Class of Yield Curve Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "97--118",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2360",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2015",
}

@Article{Perron:2015:UOE,
  author =       "Pierre Perron and Yohei Yamamoto",
  title =        "Using {OLS} to Estimate and Test for Structural
                 Changes in Models with Endogenous Regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "119--144",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2320",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2015",
}

@Article{Anundsen:2015:ERS,
  author =       "Andr{\'e} K. Anundsen",
  title =        "Econometric Regime Shifts and the {US} Subprime
                 Bubble",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "145--169",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2367",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2015",
}

@Article{Brzezinski:2015:RRA,
  author =       "Micha{\l} Brzezinski",
  title =        "Relative Risk Aversion and Power-Law Distribution of
                 Macroeconomic Disasters",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "1",
  pages =        "170--175",
  month =        jan # "--" # feb,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2402",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2015",
}

@Article{Calderon:2015:ICP,
  author =       "C{\'e}sar Calder{\'o}n and Enrique Moral-Benito and
                 Luis Serv{\'e}n",
  title =        "Is infrastructure capital productive? {A} dynamic
                 heterogeneous approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "177--198",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2373",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 January 2014",
}

@Article{Luciani:2015:MPH,
  author =       "Matteo Luciani",
  title =        "Monetary Policy and the Housing Market: A Structural
                 Factor Analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "199--218",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2318",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2013",
}

@Article{Sala:2015:DMF,
  author =       "Luca Sala",
  title =        "{DSGE} Models in the Frequency Domains",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "219--240",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2375",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 January 2014",
}

@Article{Canova:2015:EMP,
  author =       "Fabio Canova and Alain Schlaepfer",
  title =        "Has the {Euro--Mediterranean} Partnership Affected
                 {Mediterranean} Business Cycles?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "241--262",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2364",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 October 2013",
}

@Article{Hautsch:2015:DHF,
  author =       "Nikolaus Hautsch and Lada M. Kyj and Peter Malec",
  title =        "Do High-Frequency Data Improve High-Dimensional
                 Portfolio Allocations?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "263--290",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2361",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2013",
}

@Article{Bocart:2015:VPI,
  author =       "Fabian Y. R. P. Bocart and Christian M. Hafner",
  title =        "Volatility of Price Indices for Heterogeneous Goods
                 with Applications to the Fine Art Market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "291--312",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2355",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 September 2013",
}

@Article{Sanroman:2015:CPH,
  author =       "Graciela Sanroman",
  title =        "Cost and Preference Heterogeneity in Risky Financial
                 Markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "313--332",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2328",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2013",
}

@Article{Siikamaki:2015:FSS,
  author =       "Juha Siikam{\"a}ki and Douglas M. Larson",
  title =        "Finding Sensitivity to Scope in Nonmarket Valuation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "333--349",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2357",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 October 2013",
}

@Article{Bottasso:2015:RIK,
  author =       "Anna Bottasso and Carolina Castagnetti and Maurizio
                 Conti",
  title =        "{R\&D}, Innovation and Knowledge Spillovers: A
                 Reappraisal of {Bottazzi} and {Peri} (2007) in the
                 Presence of Cross-Sectional Dependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "2",
  pages =        "350--352",
  month =        mar,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2392",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2014",
}

@Article{Burda:2015:BSC,
  author =       "Martin Burda and Matthew Harding and Jerry Hausman",
  title =        "A {Bayesian} Semiparametric Competing Risk Model with
                 Unobserved Heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "353--376",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2368",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 March 2014",
}

@Article{Corsi:2015:MAK,
  author =       "Fulvio Corsi and Stefano Peluso and Francesco
                 Audrino",
  title =        "Missing in Asynchronicity: A {Kalman}-em Approach for
                 Multivariate Realized Covariance Estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "377--397",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2378",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 January 2014",
}

@Article{Gaynor:2015:AHP,
  author =       "Martin S. Gaynor and Samuel A. Kleiner and William B.
                 Vogt",
  title =        "Analysis of Hospital Production: An Output Index
                 Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "398--421",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2371",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2013",
}

@Article{Dong:2015:RDA,
  author =       "Yingying Dong",
  title =        "Regression Discontinuity Applications with Rounding
                 Errors in the Running Variable",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "422--446",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2369",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 March 2014",
}

@Article{Balcombe:2015:VAA,
  author =       "Kelvin Balcombe and Iain Fraser and Eugene McSorley",
  title =        "Visual Attention and Attribute Attendance in
                 Multi-Attribute Choice Experiments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "447--467",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2383",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 January 2014",
}

@Article{Berlemann:2015:URB,
  author =       "Michael Berlemann and S{\"o}ren Enkelmann and Torben
                 Kuhlenkasper",
  title =        "Unraveling the Relationship Between {Presidential}
                 Approval and the Economy: A Multidimensional
                 Semiparametric Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "468--486",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2380",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2014",
}

@Article{Battistin:2015:IEE,
  author =       "Erich Battistin and Michele {De Nadai}",
  title =        "Identification and Estimation of {Engel} Curves with
                 Endogenous and Unobserved Expenditures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "487--508",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2349",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 September 2013",
}

@Article{Baltagi:2015:HHP,
  author =       "Badi H. Baltagi and Georges Bresson and Jean-Michel
                 Etienne",
  title =        "Hedonic Housing Prices in {Paris}: An Unbalanced
                 Spatial Lag Pseudo-Panel Model with Nested Random
                 Effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "3",
  pages =        "509--528",
  month =        apr # "--" # may,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2377",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 February 2014",
}

@Article{Hardle:2015:LAM,
  author =       "Wolfgang K. H{\"a}rdle and Nikolaus Hautsch and
                 Andrija Mihoci",
  title =        "Local Adaptive Multiplicative Error Models for
                 High-Frequency Forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "529--550",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2376",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2014",
}

@Article{Clark:2015:MFP,
  author =       "Todd E. Clark and Francesco Ravazzolo",
  title =        "Macroeconomic Forecasting Performance under
                 Alternative Specifications of Time-Varying Volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "551--575",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2379",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 January 2014",
}

@Article{Fuentes:2015:SPL,
  author =       "Julieta Fuentes and Pilar Poncela and Julio
                 Rodr{\'\i}guez",
  title =        "Sparse Partial Least Squares in Time Series for
                 Macroeconomic Forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "576--595",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2384",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 March 2014",
}

@Article{Bauwens:2015:CSB,
  author =       "Luc Bauwens and Gary Koop and Dimitris Korobilis and
                 Jeroen V. K. Rombouts",
  title =        "The Contribution of Structural Break Models to
                 Forecasting Macroeconomic Series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "596--620",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2387",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 March 2014",
}

@Article{Juvenal:2015:SOM,
  author =       "Luciana Juvenal and Ivan Petrella",
  title =        "Speculation in the Oil Market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "621--649",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2388",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 March 2014",
}

@Article{Chan:2015:PPC,
  author =       "Joshua C. C. Chan and Justin L. Tobias",
  title =        "Priors and Posterior Computation in Linear Endogenous
                 Variable Models with Imperfect Instruments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "650--674",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2390",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 March 2014",
}

@Article{Kascha:2015:SIS,
  author =       "Christian Kascha and Carsten Trenkler",
  title =        "Simple Identification and Specification of
                 Cointegrated {VARMA} Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "675--702",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2393",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  keywords =     "vector autoregressive moving-average (VARMA) model",
  onlinedate =   "22 April 2014",
}

@Article{Millo:2015:NRS,
  author =       "Giovanni Millo",
  title =        "Narrow Replication of {`A Spatio--Temporal Model of
                 House Prices in the USA'} Using {R}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "4",
  pages =        "703--704",
  month =        jun # "--" # jul,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2424",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
                 https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
  note =         "See \cite{Baltagi:2014:FES}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 October 2014",
}

@Article{Ma:2015:SRP,
  author =       "Shujie Ma and Jeffrey S. Racine and Lijian Yang",
  title =        "Spline Regression in the Presence of Categorical
                 Predictors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "705--717",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2410",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2014",
}

@Article{Frolich:2015:CMN,
  author =       "Markus Fr{\"o}lich and Michael Lechner",
  title =        "Combining Matching and Nonparametric Instrumental
                 Variable Estimation: Theory and An Application to the
                 Evaluation of Active Labour Market Policies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "718--738",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2417",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 October 2014",
}

@Article{Hickman:2015:RST,
  author =       "Brent R. Hickman and Timothy P. Hubbard",
  title =        "Replacing Sample Trimming with Boundary Correction in
                 Nonparametric Estimation of First-Price Auctions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "739--762",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2385",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2014",
}

@Article{Uysal:2015:DRE,
  author =       "S. Derya Uysal",
  title =        "Doubly Robust Estimation of Causal Effects with
                 Multivalued Treatments: An Application to the Returns
                 to Schooling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "763--786",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2386",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 March 2014",
}

@Article{Givord:2015:WDS,
  author =       "Pauline Givord and Lionel Wilner",
  title =        "When Does the Stepping-Stone Work? {Fixed}-Term
                 Contracts Versus Temporary Agency Work in Changing
                 Economic Conditions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "787--805",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2394",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 May 2014",
}

@Article{Bhat:2015:NUC,
  author =       "Chandra R. Bhat and Rajesh Paleti and Marisol Castro",
  title =        "A New Utility-Consistent Econometric Approach to
                 Multivariate Count Data Modeling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "806--825",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2405",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 July 2014",
}

@Article{Mastromarco:2015:EFT,
  author =       "Camilla Mastromarco and L{\'e}opold Simar",
  title =        "Effect of {FDI} and Time on Catching Up: New Insights
                 from a Conditional Nonparametric Frontier Analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "826--847",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2382",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2014",
}

@Article{Chakravarty:2015:GBB,
  author =       "Abhishek Chakravarty",
  title =        "Gender-Biased Breastfeeding in {Egypt}: Examining the
                 Fertility Preference Hypotheses of {Jayachandran} and
                 {Kuziemko} (2011)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "5",
  pages =        "848--855",
  month =        aug,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2445",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 February 2015",
}

@Article{Cavalcanti:2015:CPV,
  author =       "Tiago V. De V. Cavalcanti and Kamiar Mohaddes and
                 Mehdi Raissi",
  title =        "Commodity Price Volatility and the Sources of Growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "857--873",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2407",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 September 2014",
}

@Article{Kim:2015:PPP,
  author =       "Hyeongwoo Kim and Ippei Fujiwara and Bruce E. Hansen
                 and Masao Ogaki",
  title =        "Purchasing Power Parity and the {Taylor} Rule",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "874--903",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2391",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 April 2014",
}

@Article{Pelagatti:2015:EFP,
  author =       "Matteo Pelagatti and Emilio Colombo",
  title =        "On the Empirical Failure of Purchasing Power Parity
                 Tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "904--923",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2418",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2014",
}

@Article{Castelnuovo:2015:MPI,
  author =       "Efrem Castelnuovo and Luca Fanelli",
  title =        "Monetary Policy Indeterminacy and Identification
                 Failures in the {U.S.}: Results from a Robust Test",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "924--947",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2423",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 October 2014",
}

@Article{Wagner:2015:EKC,
  author =       "Martin Wagner",
  title =        "The Environmental {Kuznets} Curve, Cointegration and
                 Nonlinearity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "948--967",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2421",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2014",
}

@Article{Anzuini:2015:MEP,
  author =       "Alessio Anzuini and Patrizio Pagano and Massimiliano
                 Pisani",
  title =        "Macroeconomic Effects of Precautionary Demand for
                 Oil",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "968--986",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2419",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2014",
}

@Article{Hevia:2015:EFY,
  author =       "Constantino Hevia and Martin Gonzalez-Rozada and
                 Martin Sola and Fabio Spagnolo",
  title =        "Estimating and Forecasting the Yield Curve Using A
                 {Markov} Switching Dynamic {Nelson} and {Siegel}
                 Model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "987--1009",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2399",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2014",
}

@Article{Kulaksizoglu:2015:LOC,
  author =       "Tamer Kulaksizoglu",
  title =        "Lag Order and Critical Values of the Augmented
                 {Dickey--Fuller} Test: A Replication",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "6",
  pages =        "1010--1010",
  month =        sep # "--" # oct,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2458",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 April 2015",
}

@Article{Aastveit:2015:WDO,
  author =       "Knut Are Aastveit and Hilde C. Bj{\o}rnland and Leif
                 Anders Thorsrud",
  title =        "What Drives Oil Prices? {Emerging} Versus Developed
                 Economies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1013--1028",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2406",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 September 2014",
}

@Article{Boero:2015:MCP,
  author =       "Gianna Boero and Jeremy Smith and Kenneth F. Wallis",
  title =        "The Measurement and Characteristics of Professional
                 Forecasters' Uncertainty",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1029--1046",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2400",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2014",
}

@Article{Ferraresi:2015:FPC,
  author =       "Tommaso Ferraresi and Andrea Roventini and Giorgio
                 Fagiolo",
  title =        "Fiscal Policies and Credit Regimes: A {TVAR}
                 Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1047--1072",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2420",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 October 2014",
}

@Article{Camacho:2015:ENS,
  author =       "Maximo Camacho and Gabriel Perez-Quiros and Pilar
                 Poncela",
  title =        "Extracting Nonlinear Signals from Several Economic
                 Indicators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1073--1089",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2416",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2014",
}

@Article{Conrad:2015:ALT,
  author =       "Christian Conrad and Karin Loch",
  title =        "Anticipating Long-Term Stock Market Volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1090--1114",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2404",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 August 2014",
}

@Article{Hu:2015:EIS,
  author =       "Xuequn Hu and Murat K. Munkin and Pravin K. Trivedi",
  title =        "Estimating Incentive and Selection Effects in the
                 {Medigap} Insurance Market: An Application with
                 {Dirichlet} Process Mixture Model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1115--1143",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2403",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 July 2014",
}

@Article{Huber:2015:TCI,
  author =       "Martin Huber and Blaise Melly",
  title =        "A Test of the Conditional Independence Assumption in
                 Sample Selection Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1144--1168",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2431",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 January 2015",
}

@Article{Elder:2015:IRI,
  author =       "Todd E. Elder and John H. Goddeeris and Steven J.
                 Haider",
  title =        "Isolating the Roles of Individual Covariates in
                 Reweighting Estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1169--1191",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2433",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 January 2015",
}

@Article{DeGraeve:2015:RSF,
  author =       "Ferre {De Graeve} and Karl Walentin",
  title =        "Refining Stylized Facts from Factor Models of
                 Inflation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1192--1209",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2413",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 September 2014",
}

@Article{Yin:2015:HMM,
  author =       "Xiangkang Yin and Jing Zhao",
  title =        "A Hidden {Markov} Model Approach to Information-Based
                 Trading: Theory and Applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "30",
  number =       "7",
  pages =        "1210--1234",
  month =        nov # "--" # dec,
  year =         "2015",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2412",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 September 2014",
}

@Article{Anonymous:2016:CSD,
  author =       "Anonymous",
  title =        "Cross-Sectional {Dependence} in {Panel Data Models}:
                 {A Special Issue}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "1--3",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2507",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 January 2016",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Demetrescu:2016:DTN,
  author =       "Matei Demetrescu and Ulrich Homm",
  title =        "Directed Tests of No Cross-Sectional Correlation in
                 Large-{$N$} Panel Data Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "4--31",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2496",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 December 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Bhattacharjee:2016:ESR,
  author =       "Arnab Bhattacharjee and Eduardo Castro and Taps Maiti
                 and Jo{\~a}o Marques",
  title =        "Endogenous {Spatial Regression} and {Delineation} of
                 {Submarkets}: {A New Framework} with {Application} to
                 {Housing Markets}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "32--57",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2478",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 July 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Giraitis:2016:EDP,
  author =       "Liudas Giraitis and George Kapetanios and Anne
                 Wetherilt and Filip Zikes",
  title =        "Estimating the {Dynamics} and {Persistence} of
                 {Financial Networks}, with an {Application} to the
                 {Sterling Money Market}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "58--84",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2457",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Verdier:2016:EDP,
  author =       "Valentin Verdier",
  title =        "Estimation of Dynamic Panel Data Models with
                 Cross-Sectional Dependence: Using Cluster Dependence
                 for Efficiency",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "85--105",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2486",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 September 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Mirestean:2016:GDR,
  author =       "Alin Mirestean and Charalambos G. Tsangarides",
  title =        "Growth {Determinants Revisited Using
                 Limited-Information Bayesian Model Averaging}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "106--132",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2472",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 June 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Lee:2016:ISD,
  author =       "Lung-fei Lee and Jihai Yu",
  title =        "Identification of {Spatial Durbin Panel Models}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "133--162",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2450",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Ando:2016:PDM,
  author =       "Tomohiro Ando and Jushan Bai",
  title =        "Panel {Data Models} with {Grouped Factor Structure
                 Under Unknown Group Membership}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "163--191",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2467",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 May 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Boneva:2016:EFT,
  author =       "Lena Boneva and Oliver Linton and Michael Vogt",
  title =        "The {Effect} of {Fragmentation} in {Trading} on
                 {Market Quality} in the {UK Equity Market}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "192--213",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2438",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 April 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Baltagi:2016:FLP,
  author =       "Badi H. Baltagi and Peter H. Egger and Michaela
                 Kesina",
  title =        "Firm-Level Productivity Spillovers in {China}'s
                 Chemical Industry: A Spatial {Hausman--Taylor}
                 Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "214--248",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2460",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 May 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Bailey:2016:TSA,
  author =       "Natalia Bailey and Sean Holly and M. Hashem Pesaran",
  title =        "A {Two-Stage Approach} to {Spatio-Temporal Analysis}
                 with {Strong} and {Weak Cross-Sectional Dependence}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "249--280",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2468",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 June 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Mastromarco:2016:MTE,
  author =       "Camilla Mastromarco and Laura Serlenga and Yongcheol
                 Shin",
  title =        "Modelling {Technical Efficiency} in {Cross Sectionally
                 Dependent Stochastic Frontier Panels}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "1",
  pages =        "281--297",
  month =        jan # "--" # feb,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2439",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2015",
  remark =       "Special issue on Cross-Sectional Dependence in Panel
                 Data Models.",
}

@Article{Hsieh:2016:SIM,
  author =       "Chih-Sheng Hsieh and Lung Fei Lee",
  title =        "A Social Interactions Model with Endogenous Friendship
                 Formation and Selectivity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "301--319",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2426",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 January 2015",
}

@Article{Simonsen:2016:PSD,
  author =       "Marianne Simonsen and Lars Skipper and Niels Skipper",
  title =        "Price Sensitivity of Demand for Prescription Drugs:
                 Exploiting a Regression Kink Design",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "320--337",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2436",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2015",
}

@Article{Beare:2016:ETP,
  author =       "Brendan K. Beare and Lawrence D. W. Schmidt",
  title =        "An Empirical Test of Pricing Kernel Monotonicity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "338--356",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2422",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 October 2014",
}

@Article{Ahelegbey:2016:BGM,
  author =       "Daniel Felix Ahelegbey and Monica Billio and Roberto
                 Casarin",
  title =        "{Bayesian} graphical models for structural vector
                 autoregressive processes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "357--386",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2443",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2015",
}

@Article{Kelejian:2016:ETS,
  author =       "Harry H. Kelejian and Gianfranco Piras",
  title =        "An Extension of the {$J$}-Test to a Spatial Panel Data
                 Framework",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "387--402",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2425",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 January 2015",
}

@Article{Ho:2016:SLS,
  author =       "Tai-kuang Ho and Cheng-chung Lai",
  title =        "A Silver Lifeboat, not Silver Fetters: Why and how the
                 Silver Standard Insulated {China} from the {1929 Great
                 Depression}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "403--419",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2435",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2015",
}

@Article{Barigozzi:2016:IIS,
  author =       "Matteo Barigozzi and Alessio Moneta",
  title =        "Identifying the Independent Sources of Consumption
                 Variation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "420--449",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2441",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2015",
}

@Article{Spindler:2016:LIV,
  author =       "Martin Spindler",
  title =        "Lasso for Instrumental Variable Selection: A
                 Replication Study",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "2",
  pages =        "450--454",
  month =        mar,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2432",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 January 2015",
}

@Article{Firpo:2016:IED,
  author =       "Sergio Firpo and Cristine Pinto",
  title =        "Identification and Estimation of Distributional
                 Impacts of Interventions Using Changes in Inequality
                 Measures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "457--486",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2448",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2015",
}

@Article{Dagsvik:2016:LSC,
  author =       "John K. Dagsvik and Zhiyang Jia",
  title =        "Labor Supply as a Choice Among Latent Jobs: Unobserved
                 Heterogeneity and Identification",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "487--506",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2428",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 January 2015",
}

@Article{Rossi:2016:FRT,
  author =       "Barbara Rossi and Tatevik Sekhposyan",
  title =        "Forecast Rationality Tests in the Presence of
                 Instabilities, with Applications to {Federal} Reserve
                 and Survey Forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "507--532",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2440",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 January 2015",
}

@Article{Abel:2016:MBU,
  author =       "Joshua Abel and Robert Rich and Joseph Song and Joseph
                 Tracy",
  title =        "The Measurement and Behavior of Uncertainty: Evidence
                 from the {ECB} Survey of Professional Forecasters",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "533--550",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2430",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 January 2015",
}

@Article{Chan:2016:BMT,
  author =       "Joshua C. C. Chan and Gary Koop and Simon M. Potter",
  title =        "A Bounded Model of Time Variation in Trend Inflation,
                 {Nairu} and the {Phillips Curve}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "551--565",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2442",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 January 2015",
}

@Article{Kliem:2016:LFR,
  author =       "Martin Kliem and Alexander Kriwoluzky and Samad
                 Sarferaz",
  title =        "On the Low-Frequency Relationship Between Public
                 Deficits and Inflation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "566--583",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2427",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 January 2015",
}

@Article{Moral-Benito:2016:GEP,
  author =       "Enrique Moral-Benito",
  title =        "Growth Empirics in Panel Data Under Model Uncertainty
                 and Weak Exogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "584--602",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2429",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 December 2014",
}

@Article{Ho:2016:FEC,
  author =       "Anson T. Y. Ho and Kim P. Huynh and David T.
                 Jacho-Ch{\'a}vez",
  title =        "Flexible Estimation of Copulas: An Application to the
                 {US} Housing Crisis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "3",
  pages =        "603--610",
  month =        apr # "--" # may,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2437",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 January 2015",
}

@Article{Winkelmann:2016:EMP,
  author =       "Lars Winkelmann and Markus Bibinger and Tobias
                 Linzert",
  title =        "{ECB} Monetary Policy Surprises: Identification
                 Through Cojumps in Interest Rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "613--629",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2453",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 March 2015",
}

@Article{Hirose:2016:ZLB,
  author =       "Yasuo Hirose and Atsushi Inoue",
  title =        "The Zero Lower Bound and Parameter Bias in an
                 Estimated {DSGE} Model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "630--651",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2447",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 February 2015",
}

@Article{Millimet:2016:ETP,
  author =       "Daniel L. Millimet and Jayjit Roy",
  title =        "Empirical Tests of the Pollution Haven Hypothesis When
                 Environmental Regulation is Endogenous",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "652--677",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2451",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 February 2015",
}

@Article{Chaudhuri:2016:GMM,
  author =       "Saraswata Chaudhuri and David K. Guilkey",
  title =        "{GMM} with Multiple Missing Variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "678--706",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2444",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 February 2015",
}

@Article{Hurn:2016:STL,
  author =       "A. Stan Hurn and Annastiina Silvennoinen and Timo
                 Ter{\"a}svirta",
  title =        "A Smooth Transition Logit Model of The Effects of
                 Deregulation in the Electricity Market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "707--733",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2452",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 March 2015",
}

@Article{Piatek:2016:MLC,
  author =       "R{\'e}mi Piatek and Pia Pinger",
  title =        "Maintaining (Locus of) Control? {Data} Combination for
                 the Identification and Inference of Factor Structure
                 Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "734--755",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2456",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 April 2015",
}

@Article{Xun:2016:SET,
  author =       "Zhou Xun and Michel Lubrano",
  title =        "Simulation Estimation of Two-tiered Dynamic Panel
                 Tobit Models with an Application to the labour Supply
                 of Married Women: A Comment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "756--761",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2434",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2015",
}

@Article{Hansen:2016:EBD,
  author =       "Stephen Hansen and Michael McMahon and Sorawoot
                 Srisuma",
  title =        "Estimating {Bayesian} Decision Problems with
                 Heterogeneous Expertise",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "4",
  pages =        "762--771",
  month =        jun # "--" # jul,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2446",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 March 2015",
}

@Article{Blevins:2016:SMC,
  author =       "Jason R. Blevins",
  title =        "Sequential {Monte Carlo} Methods for Estimating
                 Dynamic Microeconomic Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "773--804",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2470",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 June 2015",
}

@Article{Eisenstat:2016:MIV,
  author =       "Eric Eisenstat and Rodney W. Strachan",
  title =        "Modelling Inflation Volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "805--820",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2469",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 May 2015",
}

@Article{Kapetanios:2016:FBI,
  author =       "Georges Kapetanios and Lynda Khalaf and Massimiliano
                 Marcellino",
  title =        "Factor-Based Identification-Robust Interference in
                 {IV} Regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "821--842",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2466",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2015",
}

@Article{Sokullu:2016:SPA,
  author =       "Senay Sokullu",
  title =        "A Semi-Parametric Analysis of Two-Sided Markets: An
                 Application to the Local Daily Newspapers in the
                 {USA}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "843--864",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2464",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2015",
}

@Article{Ruiz-Tagle:2016:BCC,
  author =       "Jaime Ruiz-Tagle and Francis Vella",
  title =        "Borrowing Constraints and Credit Demand in a
                 Developing Economy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "865--891",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2465",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 May 2015",
}

@Article{Fisher:2016:EMM,
  author =       "Lance A. Fisher and Hyeon-Seung Huh and Adrian R.
                 Pagan",
  title =        "Econometric Methods for Modelling Systems With a
                 Mixture of i (1) and i (0) Variables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "892--911",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2459",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2015",
}

@Article{Kamhofer:2016:RZR,
  author =       "Daniel A. Kamh{\"o}fer and Hendrik Schmitz",
  title =        "Reanalyzing Zero Returns to Education in {Germany}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "912--919",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2461",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 April 2015",
}

@Article{Jones:2016:SSR,
  author =       "Lauren E. Jones and Nicolas R. Ziebarth",
  title =        "Successful Scientific Replication and Extension of
                 {Levitt} (2008): Child Seats are Still No Safer Than
                 Seat Belts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "5",
  pages =        "920--928",
  month =        aug,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2449",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2015",
}

@Article{Bailey:2016:ECS,
  author =       "Natalia Bailey and George Kapetanios and M. Hashem
                 Pesaran",
  title =        "Exponent of Cross-Sectional Dependence: Estimation and
                 Inference",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "929--960",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2476",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 July 2015",
}

@Article{Reese:2016:PPC,
  author =       "Simon Reese and Joakim Westerlund",
  title =        "{Panicca}: Panic on Cross-Section Averages",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "961--981",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2487",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 August 2015",
}

@Article{Gengenbach:2016:ECT,
  author =       "Christian Gengenbach and Jean-Pierre Urbain and Joakim
                 Westerlund",
  title =        "Error Correction Testing in Panels with Common
                 Stochastic Trends",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "982--1004",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2475",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2015",
}

@Article{Bollerslev:2016:DHP,
  author =       "Tim Bollerslev and Andrew J. Patton and Wenjing Wang",
  title =        "Daily House Price Indices: Construction, Modeling, and
                 Longer-run Predictions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1005--1025",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2471",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 June 2015",
}

@Article{Chib:2016:BFR,
  author =       "Siddhartha Chib and Liana Jacobi",
  title =        "{Bayesian} Fuzzy Regression Discontinuity Analysis and
                 Returns to Compulsory Schooling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1026--1047",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2481",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2015",
}

@Article{Scheffel:2016:APU,
  author =       "Eric M. Scheffel",
  title =        "Accounting for the Political Uncertainty Factor",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1048--1064",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2455",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 April 2015",
}

@Article{Dimitrakopoulos:2016:SDS,
  author =       "Stefanos Dimitrakopoulos and Michalis Kolossiatis",
  title =        "State Dependence and Stickiness of Sovereign Credit
                 Ratings: Evidence from a Panel of Countries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1065--1082",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2479",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 July 2015",
}

@Article{Frey:2016:FBV,
  author =       "Christoph Frey and Frieder Mokinski",
  title =        "Forecasting with {Bayesian} Vector Autoregressions
                 Estimated Using Professional Forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1083--1099",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2483",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 August 2015",
}

@Article{Athanasopoulos:2016:DLR,
  author =       "George Athanasopoulos and Donald S. Poskitt and
                 Farshid Vahid and Wenying Yao",
  title =        "Determination of Long-run and Short-run Dynamics in
                 {EC--VARMA} Models via Canonical Correlations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1100--1119",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2484",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 September 2015",
}

@Article{Lee:2016:EOD,
  author =       "Soohyung Lee",
  title =        "Effect of Online Dating on Assortative Mating:
                 Evidence from South {Korea}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1120--1139",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2480",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 August 2015",
}

@Article{Mukherji:2016:EHD,
  author =       "Arnab Mukherji and Satrajit Roychoudhury and Pulak
                 Ghosh and Sarah Brown",
  title =        "Estimating Health Demand for an Aging Population: A
                 Flexible and Robust {Bayesian} Joint Model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1140--1158",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2463",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 April 2015",
}

@Article{Herwartz:2016:MHA,
  author =       "Helmut Herwartz and Nadja Klein and Christoph
                 Strumann",
  title =        "Modelling Hospital Admission and Length of Stay by
                 Means of Generalised Count Data Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1159--1182",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2454",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 March 2015",
}

@Article{Croushore:2016:RRP,
  author =       "Dean Croushore and Katherine Marsten",
  title =        "Reassessing the Relative Power of the Yield Spread in
                 Forecasting Recessions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1183--1191",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2485",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 September 2015",
}

@Article{Savva:2016:RGH,
  author =       "Christos S. Savva",
  title =        "Replication of {Grier}, {Henry}, {Olekalns} and
                 {Shields} (2004): the Asymmetric Effects of Uncertainty
                 on Inflation and Output Growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "6",
  pages =        "1192--1196",
  month =        sep # "--" # oct,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2462",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Grier:2004:AEU}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 April 2015",
}

@Article{Furlanetto:2016:MSU,
  author =       "Francesco Furlanetto and Nicolas Groshenny",
  title =        "Mismatch Shocks and Unemployment During the Great
                 Recession",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1197--1214",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2498",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 January 2016",
}

@Article{Prieto:2016:TVM,
  author =       "Esteban Prieto and Sandra Eickmeier and Massimiliano
                 Marcellino",
  title =        "Time Variation in Macro-Financial Linkages",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1215--1233",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2499",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2016",
}

@Article{Beck:2016:ISR,
  author =       "Guenter W. Beck and Kirstin Hubrich and Massimiliano
                 Marcellino",
  title =        "On the Importance of Sectoral and Regional Shocks for
                 Price-Setting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1234--1253",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2490",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 November 2015",
}

@Article{Lahiri:2016:FCR,
  author =       "Kajal Lahiri and George Monokroussos and Yongchen
                 Zhao",
  title =        "Forecasting Consumption: the Role of Consumer
                 Confidence in Real Time with many Predictors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1254--1275",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2494",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2015",
}

@Article{Cimadomo:2016:CTV,
  author =       "Jacopo Cimadomo and Antonello D'Agostino",
  title =        "Combining Time Variation and Mixed Frequencies: an
                 Analysis of Government Spending Multipliers in
                 {Italy}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1276--1290",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2489",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 November 2015",
}

@Article{Anundsen:2016:BCR,
  author =       "Andr{\'e} K. Anundsen and Karsten Gerdrup and Frank
                 Hansen and Kasper Kragh-S{\o}rensen",
  title =        "Bubbles and Crises: The Role of House Prices and
                 Credit",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1291--1311",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2503",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2016",
}

@Article{Pettenuzzo:2016:OPC,
  author =       "Davide Pettenuzzo and Francesco Ravazzolo",
  title =        "Optimal Portfolio Choice Under Decision-Based Model
                 Combinations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1312--1332",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2502",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2016",
}

@Article{Diks:2016:NGC,
  author =       "Cees Diks and Marcin Wolski",
  title =        "Nonlinear {Granger} Causality: Guidelines for
                 Multivariate Analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1333--1351",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2495",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2015",
}

@Article{Billio:2016:IBE,
  author =       "Monica Billio and Roberto Casarin and Francesco
                 Ravazzolo and Herman K. {Van Dijk}",
  title =        "Interconnections Between {Eurozone} and {US} Booms and
                 Busts Using a {Bayesian} Panel {Markov}-Switching {VAR}
                 Model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1352--1370",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2501",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 January 2016",
}

@Article{Cuaresma:2016:FGV,
  author =       "Jes{\'u}s Crespo Cuaresma and Martin Feldkircher and
                 Florian Huber",
  title =        "Forecasting with Global Vector Autoregressive Models:
                 a {Bayesian} Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1371--1391",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2504",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2016",
}

@Article{Lanne:2016:NBV,
  author =       "Markku Lanne and Jani Luoto",
  title =        "Noncausal {Bayesian} Vector Autoregression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1392--1406",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2497",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 January 2016",
}

@Article{Malikov:2016:CSA,
  author =       "Emir Malikov and Subal C. Kumbhakar and Mike G.
                 Tsionas",
  title =        "A Cost System Approach to the Stochastic Directional
                 Technology Distance Function with Undesirable Outputs:
                 The Case of {US} Banks in 2001--2010",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1407--1429",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2491",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 November 2015",
}

@Article{Polito:2016:OCH,
  author =       "Vito Polito and Peter Spencer",
  title =        "Optimal Control of Heteroscedastic Macroeconomic
                 Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1430--1444",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2488",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 September 2015",
}

@Article{Benoit:2016:ORB,
  author =       "Dries F. Benoit and Stefan {Van Aelst} and Dirk {Van
                 den Poel}",
  title =        "Outlier-Robust {Bayesian} Multinomial Choice
                 Modeling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1445--1466",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2482",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2015",
}

@Article{Everaert:2016:DBC,
  author =       "Gerdie Everaert and Hauke Vierke",
  title =        "Demographics and Business Cycle Volatility: A Spurious
                 Relationship?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1467--1477",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2519",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2016",
}

@Article{Nonejad:2016:RRN,
  author =       "Nima Nonejad",
  title =        "Replicating the Results in {`A New Model of Trend
                 Inflation' Using Particle Markov Chain Monte Carlo}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "31",
  number =       "7",
  pages =        "1478--1483",
  month =        nov # "--" # dec,
  year =         "2016",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2493",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 November 2015",
  remark =       "The research referred to appears in Chan et al.
                 (2013), \booktitle{Journal of Business and Economic
                 Statistics}.",
}

@Article{Coglianese:2017:ATA,
  author =       "John Coglianese and Lucas W. Davis and Lutz Kilian and
                 James H. Stock",
  title =        "Anticipation, Tax Avoidance, and the Price Elasticity
                 of Gasoline Demand",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "1--15",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2500",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 January 2016",
}

@Article{Carneiro:2017:AMR,
  author =       "Pedro Carneiro and Michael Lokshin and Nithin
                 Umapathi",
  title =        "Average and Marginal Returns to Upper Secondary
                 Schooling in {Indonesia}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "16--36",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2523",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 May 2016",
}

@Article{Lee:2017:EPT,
  author =       "Nayoung Lee and Geert Ridder and John Strauss",
  title =        "Estimation of Poverty Transition Matrices with Noisy
                 Data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "37--55",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2506",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 February 2016",
}

@Article{Huber:2017:SIB,
  author =       "Martin Huber and Lukas Laffers and Giovanni Mellace",
  title =        "Sharp {IV} Bounds on Average Treatment Effects on the
                 Treated and Other Populations Under Endogeneity and
                 Noncompliance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "56--79",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2473",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 June 2015",
}

@Article{An:2017:IEO,
  author =       "Yonghong An and Michael R. Baye and Yingyao Hu and
                 John Morgan and Matt Shum",
  title =        "Identification and Estimation of Online Price
                 Competition With an Unknown Number of Firms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "80--102",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2492",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 November 2015",
}

@Article{Warne:2017:MPL,
  author =       "Anders Warne and G{\"u}nter Coenen and Kai
                 Christoffel",
  title =        "Marginalized Predictive Likelihood Comparisons of
                 Linear {Gaussian} State-Space Models with Applications
                 to {DSGE}, {DSGE--VAR}, and {VAR} Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "103--119",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2514",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 February 2016",
}

@Article{Kole:2017:HIF,
  author =       "Erik Kole and Dick van Dijk",
  title =        "How to Identify and Forecast Bull and Bear Markets?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "120--139",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2511",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 March 2016",
}

@Article{Callot:2017:MFL,
  author =       "Laurent A. F. Callot and Anders B. Kock and Marcelo C.
                 Medeiros",
  title =        "Modeling and Forecasting Large Realized Covariance
                 Matrices and Portfolio Choice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "140--158",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2512",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2016",
}

@Article{DeNicolo:2017:FTR,
  author =       "Gianni {De Nicol{\`o}} and Marcella Lucchetta",
  title =        "Forecasting Tail Risks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "159--170",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2509",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 March 2016",
}

@Article{Lucas:2017:MFS,
  author =       "Andr{\'e} Lucas and Bernd Schwaab and Xin Zhang",
  title =        "Modeling Financial Sector Joint Tail Risk in the
                 {Euro} Area",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "171--191",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2518",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 April 2016",
}

@Article{Metaxoglou:2017:SPC,
  author =       "Konstantinos Metaxoglou and Aaron Smith",
  title =        "State Prices of Conditional Quantiles: New Evidence on
                 Time Variation in the Pricing Kernel",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "192--217",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2515",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 March 2016",
}

@Article{Baltagi:2017:RUQ,
  author =       "Badi H. Baltagi and Pallab Kumar Ghosh",
  title =        "Replication of unconditional Quantile Regressions by
                 {Firpo}, {Fortin} and {Lemieux} (2009)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "218--223",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2477",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2015",
  remark =       "The research referred to appears in
                 \booktitle{Econometrica} 2009, {\bf 77}(3): 953--973.",
}

@Article{Grant:2017:EMS,
  author =       "Angelia L. Grant",
  title =        "The Early Millennium Slowdown: Replicating the
                 {Peersman} (2005) Results",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "1",
  pages =        "224--232",
  month =        jan # "--" # feb,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2474",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 June 2015",
}

@Article{Mackinnon:2017:WBI,
  author =       "James G. Mackinnon and Matthew D. Webb",
  title =        "Wild Bootstrap Inference for Wildly Different Cluster
                 Sizes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "233--254",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2508",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2016",
}

@Article{Kulish:2017:ESM,
  author =       "Mariano Kulish and Adrian Pagan",
  title =        "Estimation and Solution of Models with Expectations
                 and Structural Changes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "255--274",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2527",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 May 2016",
}

@Article{Baumeister:2017:ICB,
  author =       "Christiane Baumeister and Lutz Kilian and Thomas K.
                 Lee",
  title =        "Inside the Crystal Ball: New Approaches to Predicting
                 the Gasoline Price at the Pump",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "275--295",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2510",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 March 2016",
}

@Article{Schwaab:2017:GCR,
  author =       "Bernd Schwaab and Siem Jan Koopman and Andr{\'e}
                 Lucas",
  title =        "Global Credit Risk: World, Country and Industry
                 Factors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "296--317",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2521",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 April 2016",
}

@Article{Grassi:2017:FSS,
  author =       "Stefano Grassi and Nima Nonejad and Paolo {Santucci De
                 Magistris}",
  title =        "Forecasting With the Standardized Self-Perturbed
                 {Kalman} Filter",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "318--341",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2522",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 April 2016",
}

@Article{Harding:2017:PQR,
  author =       "Matthew Harding and Carlos Lamarche",
  title =        "Penalized Quantile Regression with Semiparametric
                 Correlated Effects: An Application with Heterogeneous
                 Preferences",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "342--358",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2520",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2016",
}

@Article{Ward:2017:SDZ,
  author =       "Felix Ward",
  title =        "Spotting the Danger Zone: Forecasting Financial Crises
                 With Classification Tree Ensembles and Many
                 Predictors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "359--378",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2525",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 May 2016",
}

@Article{Ruge-Murcia:2017:SRB,
  author =       "Francisco Ruge-Murcia",
  title =        "Skewness Risk and Bond Prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "379--400",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2528",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 May 2016",
}

@Article{Dahlhaus:2017:CMP,
  author =       "Tatjana Dahlhaus",
  title =        "Conventional Monetary Policy Transmission During
                 Financial Crises: An Empirical Analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "401--421",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2524",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 May 2016",
}

@Article{Elhorst:2017:TDM,
  author =       "J. Paul Elhorst and Pim Heijnen and Anna Samarina and
                 Jan P. A. M. Jacobs",
  title =        "Transitions at Different Moments in Time: A Spatial
                 Probit Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "422--439",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2505",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2016",
}

@Article{Avdic:2017:AGM,
  author =       "Daniel Avdic and Per Johansson",
  title =        "Absenteeism, Gender and the Morbidity--Mortality
                 Paradox",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "440--462",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2516",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 April 2016",
}

@Article{Lien:2017:SWB,
  author =       "Donald Lien and Yue Hu and Long Liu",
  title =        "Subjective Well-Being and Income: A Re-Examination of
                 Satiation Using the Regression Kink Model With an
                 Unknown Threshold",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "463--469",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2526",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 May 2016",
}

@Article{Elshiewy:2017:DBC,
  author =       "Ossama Elshiewy and German Zenetti and Yasemin
                 Boztug",
  title =        "Differences Between Classical and {Bayesian} Estimates
                 for Mixed Logit Models: A Replication Study",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "2",
  pages =        "470--476",
  month =        mar,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2513",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 March 2016",
}

@Article{Ertur:2017:WSC,
  author =       "Cem Ertur and Antonio Musolesi",
  title =        "Weak and Strong Cross-Sectional Dependence: A Panel
                 Data Analysis of International Technology Diffusion",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "477--503",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2538",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 July 2016",
}

@Article{Maneesoonthorn:2017:ISE,
  author =       "Worapree Maneesoonthorn and Catherine S. Forbes and
                 Gael M. Martin",
  title =        "Inference on Self-Exciting Jumps in Prices and
                 Volatility Using High-Frequency Measures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "504--532",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2547",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 November 2016",
}

@Article{Clark:2017:TPA,
  author =       "Todd E. Clark and Michael W. McCracken",
  title =        "Tests of Predictive Ability for Vector Autoregressions
                 Used for Conditional Forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "533--553",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2529",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 June 2016",
}

@Article{Westerlund:2017:TPP,
  author =       "Joakim Westerlund and Hande Karabiyik and Paresh
                 Narayan",
  title =        "Testing for Predictability in panels with General
                 Predictors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "554--574",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2535",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 June 2016",
}

@Article{Gu:2017:EBR,
  author =       "Jiaying Gu and Roger Koenker",
  title =        "Empirical {Bayesball} Remixed: Empirical {Bayes}
                 Methods for Longitudinal Data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "575--599",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2530",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2016",
}

@Article{Liesenfeld:2017:LBI,
  author =       "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard and
                 Jan Vogler",
  title =        "Likelihood-Based Inference and Prediction in
                 Spatio-Temporal Panel Count Models for Urban Crimes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "600--620",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2534",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 June 2016",
}

@Article{Krause:2017:MPC,
  author =       "Melanie Krause",
  title =        "The {Millennium} Peak in Club Convergence: A New Look
                 at Distributional Changes in The Wealth of Nations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "621--642",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2542",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 August 2016",
}

@Article{Gerritsen:2017:TQS,
  author =       "Sander Gerritsen and Erik Plug and Dinand Webbink",
  title =        "Teacher Quality and Student Achievement: Evidence from
                 a Sample of {Dutch} Twins",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "643--660",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2539",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 August 2016",
}

@Article{Wrenn:2017:CPE,
  author =       "Douglas H. Wrenn and H. Allen Klaiber and David A.
                 Newburn",
  title =        "Confronting Price Endogeneity in a Duration Model of
                 Residential Subdivision Development",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "661--682",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2546",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 September 2016",
}

@Article{Proietti:2017:EDE,
  author =       "Tommaso Proietti and Martyna Marczak and Gianluigi
                 Mazzi",
  title =        "{Euromind-$ \cal D $}: A Density Estimate of Monthly
                 Gross Domestic Product for the {Euro} Area",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "683--703",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2556",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 November 2016",
}

@Article{Feve:2017:STM,
  author =       "Patrick F{\`e}ve and Jean-Guillaume Sahuc",
  title =        "In Search of the Transmission Mechanism of Fiscal
                 Policy in the {Euro} Area",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "704--718",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2517",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2016",
}

@Article{Lundberg:2017:IDS,
  author =       "Alexander L. Lundberg and Kim P. Huynh and David T.
                 Jacho-Ch{\'a}vez",
  title =        "Income and Democracy: A Smooth Varying Coefficient
                 Redux",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "3",
  pages =        "719--724",
  month =        apr # "--" # may,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2536",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 June 2016",
}

@Article{Millimet:2017:DPD,
  author =       "Daniel L. Millimet and Ian K. McDonough",
  title =        "Dynamic Panel Data Models With Irregular Spacing: With
                 an Application to Early Childhood Development",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "725--743",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2548",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2016",
}

@Article{Gouel:2017:ECS,
  author =       "Christophe Gouel and Nicolas Legrand",
  title =        "Estimating the Competitive Storage Model with Trending
                 Commodity Prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "744--763",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2553",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 October 2016",
}

@Article{Gambetti:2017:LSS,
  author =       "Luca Gambetti and Alberto Musso",
  title =        "Loan Supply Shocks and the Business Cycle",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "764--782",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2537",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 July 2016",
}

@Article{Aastveit:2017:DFM,
  author =       "Knut Are Aastveit and Claudia Foroni and Francesco
                 Ravazzolo",
  title =        "Density Forecasts With {Midas} Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "783--801",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2545",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 September 2016",
}

@Article{Droumaguet:2017:GCR,
  author =       "Matthieu Droumaguet and Anders Warne and Tomasz
                 Wo{\'z}niak",
  title =        "{Granger} Causality and Regime Inference in {Markov}
                 Switching {VAR} Models with {Bayesian} Methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "802--818",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2531",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 June 2016",
}

@Article{Everaert:2017:SES,
  author =       "Gerdie Everaert and Lorenzo Pozzi and Ruben
                 Schoonackers",
  title =        "On the Stability of the Excess Sensitivity of
                 Aggregate Consumption Growth in the {USA}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "819--840",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2552",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 October 2016",
}

@Article{James:2017:MAG,
  author =       "Jonathan James",
  title =        "{MM} Algorithm for General Mixed Multinomial Logit
                 Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "841--857",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2532",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2016",
}

@Article{VanVuuren:2017:USF,
  author =       "Aico {Van Vuuren}",
  title =        "Using a Structural-Form Model to Analyze the Impact of
                 Home Ownership on Unemployment Duration",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "858--876",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2551",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 October 2016",
}

@Article{Lima:2017:SRP,
  author =       "Luiz Renato Lima and Fanning Meng",
  title =        "Out-of-Sample Return Predictability: A Quantile
                 Combination Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "877--895",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2549",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 October 2016",
}

@Article{Nowak:2017:TAR,
  author =       "Adam Nowak and Patrick Smith",
  title =        "Textual Analysis in Real Estate",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "896--918",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2550",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 October 2016",
}

@Article{Albergaria:2017:NRF,
  author =       "Matheus Albergaria and Luiz Paulo F{\'a}vero",
  title =        "Narrow Replication of {Fisman} and {Miguel}'s (2007a)
                 {`Corruption, Norms, and Legal Enforcement: Evidence
                 from Diplomatic Parking Tickets'}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "919--922",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2540",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 August 2016",
  remark =       "The research referred to appears in \booktitle{Journal
                 of Political Economy}, 2007a; {\bf 115}(6):
                 1020--1048.",
}

@Article{Sanso-Navarro:2017:HCS,
  author =       "Marcos Sanso-Navarro and Maria Vera-Cabello and
                 Domingo P. Xim{\'e}nez-De-Emb{\'u}n",
  title =        "Human Capital Spillovers and Regional Development",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "4",
  pages =        "923--930",
  month =        jun # "--" # jul,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2541",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 August 2016",
}

@Article{Aastveit:2017:SVR,
  author =       "Knut Are Aastveit and Andrea Carriero and Todd E.
                 Clark and Massimiliano Marcellino",
  title =        "Have Standard {VARS} Remained Stable Since the
                 Crisis?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "931--951",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2555",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 November 2016",
}

@Article{Altavilla:2017:ENS,
  author =       "Carlo Altavilla and Domenico Giannone",
  title =        "The Effectiveness of Non-Standard Monetary Policy
                 Measures: Evidence from Survey Data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "952--964",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2559",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 December 2016",
}

@Article{Hur:2017:MPA,
  author =       "Joonyoung Hur",
  title =        "Monetary Policy and Asset Prices: A {Markov}-Switching
                 {DSGE} Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "965--982",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2560",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2017",
}

@Article{Gardeazabal:2017:ECB,
  author =       "Javier Gardeazabal and Ainhoa Vega-Bayo",
  title =        "An Empirical Comparison Between the Synthetic Control
                 Method and {HSIAO} et al. 's Panel Data Approach to
                 Program Evaluation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "983--1002",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2557",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 December 2016",
}

@Article{Barra:2017:JBA,
  author =       "Istv{\'a}n Barra and Lennart Hoogerheide and Siem Jan
                 Koopman and Andr{\'e} Lucas",
  title =        "Joint {Bayesian} Analysis of Parameters and States in
                 Nonlinear non-{Gaussian} State Space Models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "1003--1026",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2533",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 July 2016",
}

@Article{Chu:2017:RRB,
  author =       "Chi-Yang Chu and Daniel J. Henderson and Le Wang",
  title =        "The Robust Relationship Between {US} Food Aid and
                 Civil Conflict",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "1027--1032",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2558",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 November 2016",
}

@Article{Summers:2017:CBG,
  author =       "Peter M. Summers",
  title =        "Credit Booms Gone Bust: Replication of {Schularick}
                 and {Taylor} ({AER} 2012)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "1033--1038",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2554",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 November 2016",
}

@Article{Schnurbus:2017:ETG,
  author =       "Joachim Schnurbus and Harry Haupt and Verena Meier",
  title =        "Economic Transition and Growth: A Replication",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "1039--1042",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2544",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 September 2016",
}

@Article{Colvin:2017:WES,
  author =       "Christopher L. Colvin and Matthew McCracken",
  title =        "Work Ethic, Social Ethic, no Ethic: Measuring the
                 Economic Values of Modern {Christians}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "5",
  pages =        "1043--1053",
  month =        aug,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2543",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 August 2016",
}

@Article{Altavilla:2017:AYC,
  author =       "Carlo Altavilla and Raffaella Giacomini and Giuseppe
                 Ragusa",
  title =        "Anchoring the yield curve using survey expectations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1055--1068",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2588",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 July 2017",
}

@Article{Banerjee:2017:SFC,
  author =       "Anindya Banerjee and Massimiliano Marcellino and Igor
                 Masten",
  title =        "Structural {FECM}: Cointegration in large-scale
                 structural {FAVAR} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1069--1086",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2570",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 May 2017",
}

@Article{Fosten:2017:MSE,
  author =       "Jack Fosten",
  title =        "Model selection with estimated factors and
                 idiosyncratic components",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1087--1106",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2567",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 April 2017",
}

@Article{Heinemann:2017:EEF,
  author =       "Alexander Heinemann",
  title =        "Efficient estimation of factor models with time and
                 cross-sectional dependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1107--1122",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2571",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 April 2017",
}

@Article{Kaufmann:2017:IRI,
  author =       "Sylvia Kaufmann and Christian Schumacher",
  title =        "Identifying relevant and irrelevant variables in
                 sparse factor models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1123--1144",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2566",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 April 2017",
}

@Article{Juselius:2017:RER,
  author =       "Katarina Juselius and Katrin Assenmacher",
  title =        "Real exchange rate persistence and the excess return
                 puzzle: The case of {Switzerland} versus the {US}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1145--1155",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2562",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 February 2017",
}

@Article{Toda:2017:FTS,
  author =       "Alexis Akira Toda and Kieran James Walsh",
  title =        "Fat tails and spurious estimation of consumption-based
                 asset pricing models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1156--1177",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2564",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 February 2017",
}

@Article{Catania:2017:DSA,
  author =       "Leopoldo Catania and Anna Gloria Bill{\'e}",
  title =        "Dynamic spatial autoregressive models with
                 autoregressive and heteroskedastic disturbances",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1178--1196",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2565",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 February 2017",
}

@Article{Asali:2017:CVS,
  author =       "Muhammad Asali and Aamer S. Abu-Qarn and Michael
                 Beenstock",
  title =        "The cycle of violence in the {Second Intifada}:
                 Causality in nonlinear vector autoregressive models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "6",
  pages =        "1197--1205",
  month =        sep # "--" # oct,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2563",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 February 2017",
}

@Article{Lee:2017:DRU,
  author =       "Sokbae Lee and Ryo Okui and Yoon-Jae Whang",
  title =        "Doubly robust uniform confidence band for the
                 conditional average treatment effect function",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1207--1225",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2574",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 May 2017",
}

@Article{Boneva:2017:DCM,
  author =       "Lena Boneva and Oliver Linton",
  title =        "A discrete-choice model for large heterogeneous panels
                 with interactive fixed effects with an application to
                 the determinants of corporate bond issuance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1226--1243",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2568",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2017",
}

@Article{Fernholz:2017:NML,
  author =       "Ricardo T. Fernholz",
  title =        "Nonparametric methods and local-time-based estimation
                 for dynamic power law distributions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1244--1260",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2573",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 May 2017",
}

@Article{Francis:2017:ECF,
  author =       "Neville Francis and Michael T. Owyang and Ozge
                 Savascin",
  title =        "An endogenously clustered factor approach to
                 international business cycles",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1261--1276",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2577",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 May 2017",
}

@Article{Chan:2017:EEB,
  author =       "Joshua C. C. Chan and Eric Eisenstat",
  title =        "Efficient estimation of {Bayesian} {VARMAs} with
                 time-varying coefficients",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1277--1297",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2576",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2017",
}

@Article{Opschoor:2017:CDF,
  author =       "Anne Opschoor and Dick van Dijk and Michel van der
                 Wel",
  title =        "Combining density forecasts using focused scoring
                 rules",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1298--1313",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2575",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 May 2017",
}

@Article{Hummel:2017:LFP,
  author =       "Patrick Hummel and R. Preston McAfee",
  title =        "Loss functions for predicted click-through rates in
                 auctions for online advertising",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1314--1328",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2581",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2017",
}

@Article{Malikov:2017:EDU,
  author =       "Emir Malikov and Shunan Zhao and Subal C. Kumbhakar",
  title =        "Economies of diversification in the {US} credit union
                 sector",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1329--1347",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2569",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 April 2017",
}

@Article{Machado:2017:USH,
  author =       "Cecilia Machado",
  title =        "Unobserved selection heterogeneity and the gender wage
                 gap",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1348--1366",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2561",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 February 2017",
}

@Article{Becker:2017:EEC,
  author =       "Martin Becker and Stefan Kl{\"o}{\ss}ner",
  title =        "Estimating the economic costs of organized crime by
                 synthetic control methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "32",
  number =       "7",
  pages =        "1367--1369",
  month =        nov # "--" # dec,
  year =         "2017",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2572",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 May 2017",
}

@Article{Anonymous:2018:IIa,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "i--iv",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2597",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2018",
}

@Article{Demirer:2018:EGB,
  author =       "Mert Demirer and Francis X. Diebold and Laura Liu and
                 Kamil Yilmaz",
  title =        "Estimating global bank network connectedness",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "1--15",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2585",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 July 2017",
}

@Article{Wheelock:2018:ESE,
  author =       "David C. Wheelock and Paul W. Wilson",
  title =        "The evolution of scale economies in {US} banking",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "16--28",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2579",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 June 2017",
}

@Article{Jales:2018:EEM,
  author =       "Hugo Jales",
  title =        "Estimating the effects of the minimum wage in a
                 developing country: A density discontinuity design
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "29--51",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2586",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 July 2017",
}

@Article{Hoderlein:2018:EDW,
  author =       "Stefan Hoderlein and Anne Vanhems",
  title =        "Estimating the distribution of welfare effects using
                 quantiles",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "52--72",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2587",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 July 2017",
}

@Article{Botosaru:2018:DDW,
  author =       "Irene Botosaru and Federico H. Gutierrez",
  title =        "Difference-in-differences when the treatment status is
                 observed in only one period",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "73--90",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2583",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2017",
}

@Article{Richey:2018:DEM,
  author =       "Jeremiah Richey and Alicia Rosburg",
  title =        "Decomposing economic mobility transition matrices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "91--108",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2578",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2017",
}

@Article{Choi:2018:WIR,
  author =       "Jaerim Choi and Jiaying Gu and Shu Shen",
  title =        "Weak-instrument robust inference for two-sample
                 instrumental variables regression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "109--125",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2580",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 June 2017",
}

@Article{Bognanni:2018:SMC,
  author =       "Mark Bognanni and Edward Herbst",
  title =        "A sequential {Monte Carlo} approach to inference in
                 multiple-equation {Markov}-switching models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "126--140",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2582",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 August 2017",
}

@Article{Cho:2018:STP,
  author =       "Jin Seo Cho and Peter C. B. Phillips",
  title =        "Sequentially testing polynomial model hypotheses using
                 power transforms of regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "141--159",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2589",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 August 2017",
}

@Article{Pak:2018:PCO,
  author =       "Anton Pak",
  title =        "Predicting crude oil prices: Replication of the
                 empirical results in ``What do we learn from the price
                 of crude oil?''",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "1",
  pages =        "160--163",
  month =        jan # "--" # feb,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2584",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2017",
}

@Article{Anonymous:2018:IIb,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "i--iv",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2598",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2018",
}

@Article{Cohen-Cole:2018:MCI,
  author =       "Ethan Cohen-Cole and Xiaodong Liu and Yves Zenou",
  title =        "Multivariate choices and identification of social
                 interactions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "165--178",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2590",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 July 2017",
}

@Article{Semykina:2018:BRP,
  author =       "Anastasia Semykina and Jeffrey M. Wooldridge",
  title =        "Binary response panel data models with sample
                 selection and self-selection",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "179--197",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2592",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 August 2017",
}

@Article{Nelson:2018:DCM,
  author =       "Benjamin Nelson and Gabor Pinter and Konstantinos
                 Theodoridis",
  title =        "Do contractionary monetary policy shocks expand shadow
                 banking?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "198--211",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2594",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 August 2017",
}

@Article{Runstler:2018:BHC,
  author =       "Gerhard R{\"u}nstler and Marente Vlekke",
  title =        "Business, housing, and credit cycles",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "212--226",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2604",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2017",
}

@Article{Dungey:2018:IC,
  author =       "Mardi Dungey and Eric Renault",
  title =        "Identifying contagion",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "227--250",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2593",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 August 2017",
}

@Article{Maheu:2018:EBA,
  author =       "John M. Maheu and Yong Song",
  title =        "An efficient {Bayesian} approach to multiple
                 structural change in multivariate time series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "251--270",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2606",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2017",
}

@Article{Opitz:2018:MCR,
  author =       "Sebastian Opitz and Henry Seidel and Alexander
                 Szimayer",
  title =        "Measuring crisis risk using conditional copulas: An
                 empirical analysis of the 2008 shipping crisis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "271--289",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2609",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 November 2017",
}

@Article{Stewart:2018:NCS,
  author =       "Kenneth G. Stewart",
  title =        "Normalized {CES} supply systems: Replication of
                 {Klump}, {McAdam}, and {Willman} (2007)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "2",
  pages =        "290--296",
  month =        mar,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2591",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2017",
  remark =       "The title refers to work published in
                 \booktitle{Review of Economics and Statistics}, 2007,
                 {\bf 89}, 183--192.",
}

@Article{Anonymous:2018:IIc,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "i--iv",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2599",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 April 2018",
}

@Article{Liu:2018:IMS,
  author =       "Jia Liu and John M. Maheu",
  title =        "Improving {Markov} switching models using realized
                 variance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "297--318",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2605",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2017",
}

@Article{Mumtaz:2018:PUA,
  author =       "Haroon Mumtaz and Paolo Surico",
  title =        "Policy uncertainty and aggregate fluctuations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "319--331",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2613",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 January 2018",
}

@Article{Loaiza-Maya:2018:TSC,
  author =       "Rub{\'e}n Loaiza-Maya and Michael S. Smith and
                 Worapree Maneesoonthorn",
  title =        "Time series copulas for heteroskedastic data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "332--354",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2610",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 November 2017",
}

@Article{Choi:2018:MFM,
  author =       "In Choi and Dukpa Kim and Yun Jung Kim and Noh-Sun
                 Kwark",
  title =        "A multilevel factor model: Identification, asymptotic
                 theory and applications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "355--377",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2611",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 January 2018",
}

@Article{Chang:2018:GFI,
  author =       "Minsu Chang and Francis J. DiTraglia",
  title =        "A generalized focused information criterion for
                 {GMM}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "378--397",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2614",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2018",
}

@Article{Bee:2018:REQ,
  author =       "Marco Bee and Debbie J. Dupuis and Luca Trapin",
  title =        "Realized extreme quantile: A joint model for
                 conditional quantiles and measures of volatility with
                 {EVT} refinements",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "398--415",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2615",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2018",
}

@Article{Semykina:2018:SEA,
  author =       "Anastasia Semykina",
  title =        "Self-employment among women: Do children matter more
                 than we previously thought?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "416--434",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2596",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 September 2017",
}

@Article{Depalo:2018:IIP,
  author =       "Domenico Depalo",
  title =        "Identification issues in the public/private wage gap,
                 with an application to {Italy}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "435--456",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2608",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 December 2017",
}

@Article{Farbmacher:2018:ICT,
  author =       "Helmut Farbmacher and Raphael Guber and Johan
                 Vikstr{\"o}m",
  title =        "Increasing the credibility of the twin birth
                 instrument",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "457--472",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2616",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 January 2018",
}

@Article{Chang:2018:CCC,
  author =       "Andrew C. Chang and Phillip Li and Shawn M. Martin",
  title =        "Comparing cross-country estimates of {Lorenz} curves
                 using a {Dirichlet} distribution across estimators and
                 datasets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "473--478",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2595",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 August 2017",
}

@Article{Shen:2018:MDH,
  author =       "Shulin Shen and Jindong Pang",
  title =        "Measuring the diffusion of housing prices across space
                 and over time: Replication and further evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "3",
  pages =        "479--484",
  month =        apr # "--" # may,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2607",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 October 2017",
}

@Article{Anonymous:2018:IId,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "i--iv",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2600",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2018",
}

@Article{Bernardini:2018:PDO,
  author =       "Marco Bernardini and Gert Peersman",
  title =        "Private debt overhang and the government spending
                 multiplier: Evidence for the {United States}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "485--508",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2618",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 April 2018",
}

@Article{Chan:2018:BMC,
  author =       "Joshua C. C. Chan and Eric Eisenstat",
  title =        "{Bayesian} model comparison for time-varying parameter
                 {VARs} with stochastic volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "509--532",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2617",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2018",
}

@Article{Keijsers:2018:CLB,
  author =       "Bart Keijsers and Bart Diris and Erik Kole",
  title =        "Cyclicality in losses on bank loans",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "533--552",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2612",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 March 2018",
}

@Article{Chen:2018:ECG,
  author =       "Le-Yu Chen and Sokbae Lee",
  title =        "Exact computation of {GMM} estimators for instrumental
                 variable quantile regression models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "553--567",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2619",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2018",
}

@Article{Bockerman:2018:KMY,
  author =       "Petri B{\"o}ckerman and Ohto Kanninen and Ilpo
                 Suoniemi",
  title =        "A kink that makes you sick: The effect of sick pay on
                 absence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "568--579",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2620",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2018",
}

@Article{Bruze:2018:IMN,
  author =       "Gustaf Bruze",
  title =        "Intergenerational mobility: New evidence from
                 consumption data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "580--593",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2626",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2018",
}

@Article{Crepon:2018:ISE,
  author =       "Bruno Cr{\'e}pon and Marc Ferracci and Gregory Jolivet
                 and Gerard J. van den Berg",
  title =        "Information shocks and the empirical evaluation of
                 training programs during unemployment spells",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "594--616",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2621",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2018",
}

@Article{Bove:2018:GDT,
  author =       "Vincenzo Bove and Gunes Gokmen",
  title =        "Genetic distance, trade, and the diffusion of
                 development",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "4",
  pages =        "617--623",
  month =        jun # "--" # jul,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2622",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 May 2018",
}

@Article{Anonymous:2018:IIe,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "i--iv",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2601",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 August 2018",
}

@Article{Forni:2018:DFM,
  author =       "Mario Forni and Alessandro Giovannelli and Marco Lippi
                 and Stefano Soccorsi",
  title =        "Dynamic factor model with infinite-dimensional factor
                 space: Forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "625--642",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2634",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2018",
}

@Article{Carriero:2018:UTS,
  author =       "Andrea Carriero and Sarah Mouabbi and Elisabetta
                 Vangelista",
  title =        "{UK} term structure decompositions at the zero lower
                 bound",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "643--661",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2635",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 June 2018",
}

@Article{Ferrara:2018:WME,
  author =       "Laurent Ferrara and Pierre Gu{\'e}rin",
  title =        "What are the macroeconomic effects of high-frequency
                 uncertainty shocks?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "662--679",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2624",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 May 2018",
}

@Article{Wolters:2018:HBB,
  author =       "Maik H. Wolters",
  title =        "How the baby boomers' retirement wave distorts
                 model-based output gap estimates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "680--689",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2636",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 June 2018",
}

@Article{Shi:2018:SEB,
  author =       "Zhentao Shi and Huanhuan Zheng",
  title =        "Structural estimation of behavioral heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "690--707",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2640",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2018",
}

@Article{Sun:2018:ETS,
  author =       "Pengfei Sun and Casper G. de Vries",
  title =        "Exploiting tail shape biases to discriminate between
                 stable and student t alternatives",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "708--726",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2628",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 May 2018",
}

@Article{DeSantis:2018:SAS,
  author =       "Roberto A. {De Santis} and Srecko Zimic",
  title =        "Spillovers among sovereign debt markets:
                 Identification through absolute magnitude
                 restrictions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "727--747",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2627",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 May 2018",
}

@Article{Spolaore:2018:ADN,
  author =       "Enrico Spolaore and Romain Wacziarg",
  title =        "Ancestry and development: New evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "5",
  pages =        "748--762",
  month =        aug,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2633",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 June 2018",
}

@Article{Anonymous:2018:IIf,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "i--iv",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2602",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 October 2018",
}

@Article{Fries:2018:NNR,
  author =       "S{\'e}bastien Fries and Jean-St{\'e}phane
                 M{\'e}sonnier and Sarah Mouabbi and Jean-Paul Renne",
  title =        "National natural rates of interest and the single
                 monetary policy in the euro area",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "763--779",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2637",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2018",
}

@Article{Coroneo:2018:TOM,
  author =       "Laura Coroneo and Valentina Corradi and Paulo Santos
                 Monteiro",
  title =        "Testing for optimal monetary policy via moment
                 inequalities",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "780--796",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2629",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2018",
}

@Article{Wang:2018:HPP,
  author =       "Wuyi Wang and Peter C. B. Phillips and Liangjun Su",
  title =        "Homogeneity pursuit in panel data models: Theory and
                 application",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "797--815",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2632",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2018",
}

@Article{Chudik:2018:HPJ,
  author =       "Alexander Chudik and M. Hashem Pesaran and Jui-Chung
                 Yang",
  title =        "Half-panel jackknife fixed-effects estimation of
                 linear panels with weakly exogenous regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "816--836",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2623",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 May 2018",
}

@Article{Madeira:2018:TRE,
  author =       "Carlos Madeira",
  title =        "Testing the rationality of expectations of qualitative
                 outcomes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "837--852",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2625",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 April 2018",
}

@Article{Hevia:2018:RPS,
  author =       "Constantino Hevia and Ivan Petrella and Martin Sola",
  title =        "Risk premia and seasonality in commodity futures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "853--873",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2631",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2018",
}

@Article{Rossi:2018:IIT,
  author =       "Eduardo Rossi and Paolo Santucci de Magistris",
  title =        "Indirect inference with time series observed with
                 error",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "874--897",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2639",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 June 2018",
}

@Article{Hambuckers:2018:UED,
  author =       "Julien Hambuckers and Andreas Groll and Thomas Kneib",
  title =        "Understanding the economic determinants of the
                 severity of operational losses: A regularized
                 generalized {Pareto} regression approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "6",
  pages =        "898--935",
  month =        sep # "--" # oct,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2638",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2018",
}

@Article{Anonymous:2018:IIg,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "i--iv",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2603",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 December 2018",
}

@Article{Linde:2018:SWU,
  author =       "Jesper Lind{\'e} and Mathias Trabandt",
  title =        "Should we use linearized models to calculate fiscal
                 multipliers?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "937--965",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2641",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 July 2018",
}

@Article{Koopman:2018:DDC,
  author =       "Siem Jan Koopman and Rutger Lit and Andr{\'e} Lucas
                 and Anne Opschoor",
  title =        "Dynamic discrete copula models for high-frequency
                 stock price changes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "966--985",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2645",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 2018",
}

@Article{Brownlees:2018:RN,
  author =       "Christian Brownlees and Eul{\`a}lia Nualart and
                 Yucheng Sun",
  title =        "Realized networks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "986--1006",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2642",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 July 2018",
}

@Article{Feunou:2018:RNM,
  author =       "Bruno Feunou and C{\'e}dric Okou",
  title =        "Risk-neutral moment-based estimation of affine option
                 pricing models*",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "1007--1025",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2630",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2018",
}

@Article{Jiang:2018:TGA,
  author =       "Lei Jiang and Esfandiar Maasoumi and Jiening Pan and
                 Ke Wu",
  title =        "A test of general asymmetric dependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "1026--1043",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2643",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 July 2018",
}

@Article{Lee:2018:GBE,
  author =       "Soohyung Lee and Chiara Orsini",
  title =        "Girls and boys: Economic crisis, fertility, and birth
                 outcomes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "1044--1063",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2646",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 August 2018",
}

@Article{Donni:2018:CDH,
  author =       "Olivier Donni and Eleonora Matteazzi",
  title =        "Collective decisions, household production, and labor
                 force participation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "1064--1080",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2652",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 September 2018",
}

@Article{Glushenkova:2018:BPC,
  author =       "Marina Glushenkova and Andros Kourtellos and Marios
                 Zachariadis",
  title =        "Barriers to price convergence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "1081--1097",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2644",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 July 2018",
}

@Article{Dynarski:2018:HIF,
  author =       "Susan Dynarski and Brian Jacob and Daniel Kreisman",
  title =        "How important are fixed effects and time trends in
                 estimating returns to schooling? {Evidence} from a
                 replication of {Jacobson}, {Lalonde}, and {Sullivan},
                 2005",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "1098--1108",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2653",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 September 2018",
}

@Article{Velasquez-Giraldo:2018:FED,
  author =       "Mateo Vel{\'a}squez-Giraldo and Gustavo
                 Canavire-Bacarreza and Kim P. Huynh and David T.
                 Jacho-Chavez",
  title =        "Flexible Estimation of Demand Systems: A Copula
                 Approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "33",
  number =       "7",
  pages =        "1109--1116",
  month =        nov # "--" # dec,
  year =         "2018",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2651",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 August 2018",
}

@Article{Anonymous:2019:IIa,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "i--iv",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2688",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 February 2019",
}

@Article{Olea:2019:SCB,
  author =       "Jos{\'e} Luis Montiel Olea and Mikkel
                 Plagborg-M{\o}ller",
  title =        "Simultaneous confidence bands: Theory, implementation,
                 and an application to {SVARs}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "1--17",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2656",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 September 2018",
}

@Article{Kerssenfischer:2019:PEM,
  author =       "Mark Kerssenfischer",
  title =        "The puzzling effects of monetary policy in {VARs}:
                 Invalid identification or missing information?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "18--25",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2647",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 August 2018",
}

@Article{Boswijk:2019:CD,
  author =       "H. Peter Boswijk and Maurice J. G. Bun and Maarten
                 Pieter Schinkel",
  title =        "Cartel dating",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "26--42",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2660",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 September 2018",
}

@Article{Bernardi:2019:SGA,
  author =       "Mauro Bernardi and Leopoldo Catania",
  title =        "Switching generalized autoregressive score copula
                 models with application to systemic risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "43--65",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2650",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 August 2018",
}

@Article{Pacini:2019:TSL,
  author =       "David Pacini",
  title =        "The two-sample linear regression model with
                 interval-censored covariates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "66--81",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2654",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 September 2018",
}

@Article{Malikov:2019:UML,
  author =       "Emir Malikov and Yiguo Sun and Diane Hite",
  title =        "(Under)Mining local residential property values: A
                 semiparametric spatial quantile autoregression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "82--109",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2655",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 September 2018",
}

@Article{Alik-Lagrange:2019:EWC,
  author =       "Arthur Alik-Lagrange and Martin Ravallion",
  title =        "Estimating within-cluster spillover effects using a
                 cluster randomization with application to knowledge
                 diffusion in rural {India}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "110--128",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2658",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 September 2018",
}

@Article{Chua:2019:IFS,
  author =       "Chew Lian Chua and Sarantis Tsiaplias",
  title =        "Information flows and stock market volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "129--148",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2649",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 August 2018",
}

@Article{Eisenhauer:2019:ASF,
  author =       "Philipp Eisenhauer",
  title =        "The approximate solution of finite-horizon
                 discrete-choice dynamic programming models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "149--154",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2648",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 August 2018",
}

@Article{Millo:2019:PRR,
  author =       "Giovanni Millo",
  title =        "Private returns to {R\&D} in the presence of
                 spillovers, revisited",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "1",
  pages =        "155--159",
  month =        jan # "--" # feb,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2662",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:26:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2018",
}

@Article{Anonymous:2019:IIb,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "i--iv",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2689",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 March 2019",
}

@Article{Bjornland:2019:CPF,
  author =       "Hilde C. Bj{\o}rnland and Leif Anders Thorsrud",
  title =        "Commodity prices and fiscal policy design: Procyclical
                 despite a rule",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "161--180",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2669",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 November 2018",
}

@Article{McCracken:2019:EID,
  author =       "Michael W. McCracken and Joseph T. McGillicuddy",
  title =        "An empirical investigation of direct and iterated
                 multistep conditional forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "181--204",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2668",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 November 2018",
}

@Article{Ferroni:2019:SSI,
  author =       "Filippo Ferroni and Stefano Grassi and Miguel A.
                 Le{\'o}n-Ledesma",
  title =        "Selecting structural innovations in {DSGE} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "205--220",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2664",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 October 2018",
}

@Article{Forni:2019:SVN,
  author =       "Mario Forni and Luca Gambetti and Luca Sala",
  title =        "Structural {VARs} and noninvertible macroeconomic
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "221--246",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2665",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 October 2018",
}

@Article{Yamamoto:2019:BII,
  author =       "Yohei Yamamoto",
  title =        "Bootstrap inference for impulse response functions in
                 factor-augmented vector autoregressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "247--267",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2659",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 September 2018",
}

@Article{Karabiyik:2019:CEF,
  author =       "Hande Karabiyik and Jean-Pierre Urbain and Joakim
                 Westerlund",
  title =        "{CCE} estimation of factor-augmented regression models
                 with more factors than observables",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "268--284",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2661",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 September 2018",
}

@Article{Louzis:2019:SSM,
  author =       "Dimitrios P. Louzis",
  title =        "Steady-state modeling and macroeconomic forecasting
                 quality",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "285--314",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2657",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 September 2018",
}

@Article{vanOphem:2019:CRI,
  author =       "Hans van Ophem and Noud van Giersbergen and Kees Jan
                 van Garderen and Maurice Bun",
  title =        "The cyclicality of {R\&D} investment revisited",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "2",
  pages =        "315--324",
  month =        mar,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2667",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Mar 9 10:27:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 October 2018",
}

@Article{Anonymous:2019:IIc,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "i--iv",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2690",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 April 2019",
}

@Article{Fiorentini:2019:DST,
  author =       "Gabriele Fiorentini and Enrique Sentana",
  title =        "Dynamic specification tests for dynamic factor
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "325--346",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2678",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2018",
}

@Article{Barigozzi:2019:NNE,
  author =       "Matteo Barigozzi and Christian Brownlees",
  title =        "{NETS}: Network estimation for time series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "347--364",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2676",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 December 2018",
}

@Article{vanOordt:2019:SRB,
  author =       "Maarten van Oordt and Chen Zhou",
  title =        "Systemic risk and bank business models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "365--384",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2666",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 October 2018",
}

@Article{Ferreira:2019:ACG,
  author =       "Francisco H. G. Ferreira and Sergio Firpo and Antonio
                 F. Galvao",
  title =        "Actual and counterfactual growth incidence and delta
                 {Lorenz} curves: Estimation and inference",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "385--402",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2663",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2018",
}

@Article{Cockx:2019:MEG,
  author =       "Bart Cockx and Matteo Picchio and Stijn Baert",
  title =        "Modeling the effects of grade retention in high
                 school",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "403--424",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2670",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2018",
}

@Article{Lewis:2019:MNR,
  author =       "Kurt F. Lewis and Francisco Vazquez-Grande",
  title =        "Measuring the natural rate of interest: A note on
                 transitory shocks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "425--436",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2671",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 November 2018",
}

@Article{Angelini:2019:UAV,
  author =       "Giovanni Angelini and Emanuele Bacchiocchi and
                 Giovanni Caggiano and Luca Fanelli",
  title =        "Uncertainty across volatility regimes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "437--455",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2672",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 November 2018",
}

@Article{Garratt:2019:RTF,
  author =       "Anthony Garratt and Shaun P. Vahey and Yunyi Zhang",
  title =        "Real-time forecast combinations for the oil price",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "3",
  pages =        "456--462",
  month =        apr # "--" # may,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2673",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:50 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 November 2018",
}

@Article{Anonymous:2019:IId,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "i--iv",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2691",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 June 2019",
}

@Article{Hsiao:2019:PPS,
  author =       "Cheng Hsiao and Qiankun Zhou",
  title =        "Panel parametric, semiparametric, and nonparametric
                 construction of counterfactuals",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "463--481",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2702",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 March 2019",
}

@Article{Nicoletti:2019:SSE,
  author =       "Cheti Nicoletti and Birgitta Rabe",
  title =        "Sibling spillover effects in school achievement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "482--501",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2674",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 December 2018",
}

@Article{Aucejo:2019:CGU,
  author =       "Esteban M. Aucejo and Jonathan James",
  title =        "Catching up to girls: Understanding the gender
                 imbalance in educational attainment within race",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "502--525",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2699",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2019",
}

@Article{Kripfganz:2019:ELD,
  author =       "Sebastian Kripfganz and Claudia Schwarz",
  title =        "Estimation of linear dynamic panel data models with
                 time-invariant regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "526--546",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2681",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 January 2019",
}

@Article{Williams:2019:CAU,
  author =       "Benjamin Williams",
  title =        "Controlling for ability using test scores",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "547--565",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2683",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 January 2019",
}

@Article{Thomas:2019:SQG,
  author =       "James Thomas",
  title =        "The signal quality of grades across academic fields",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "566--587",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2684",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2019",
}

@Article{Caetano:2019:TCE,
  author =       "Gregorio Caetano and Josh Kinsler and Hao Teng",
  title =        "Towards causal estimates of children's time allocation
                 on skill development",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "588--605",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2700",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2019",
}

@Article{Postepska:2019:ECI,
  author =       "Agnieszka Postepska",
  title =        "Ethnic capital and intergenerational transmission of
                 educational attainment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "606--611",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2682",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 January 2019",
}

@Article{ilKim:2019:RAE,
  author =       "Kyoo il Kim and Yao Luo and Yingjun Su",
  title =        "A robust approach to estimating production functions:
                 Replication of the {ACF} procedure",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "4",
  pages =        "612--619",
  month =        jun # "--" # jul,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2697",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2019",
}

@Article{Anonymous:2019:IIe,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "i--iv",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2692",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 August 2019",
}

@Article{Huber:2019:SSS,
  author =       "Florian Huber and Gregor Kastner and Martin
                 Feldkircher",
  title =        "Should {I} stay or should {I} go? {A} latent threshold
                 approach to large-scale mixture innovation models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "621--640",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2680",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 January 2019",
}

@Article{Jin:2019:BPS,
  author =       "Xin Jin and John M. Maheu and Qiao Yang",
  title =        "{Bayesian} parametric and semiparametric factor models
                 for large realized covariance matrices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "641--660",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2685",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 January 2019",
}

@Article{Alessi:2019:RAP,
  author =       "Lucia Alessi and Mark Kerssenfischer",
  title =        "The response of asset prices to monetary policy
                 shocks: Stronger than thought",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "661--672",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2706",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 April 2019",
}

@Article{Dias:2019:MPH,
  author =       "Daniel A. Dias and Jo{\~a}o B. Duarte",
  title =        "Monetary policy, housing rents, and inflation
                 dynamics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "673--687",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2679",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 January 2019",
}

@Article{Foroni:2019:MFM,
  author =       "Claudia Foroni and Massimiliano Marcellino and Dalibor
                 Stevanovic",
  title =        "Mixed-frequency models with moving-average
                 components",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "688--706",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2701",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2019",
}

@Article{Clarke:2019:DSB,
  author =       "Damian Clarke and Sonia Oreffice and Climent
                 Quintana-Domeque",
  title =        "The demand for season of birth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "707--723",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2711",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 May 2019",
}

@Article{Wang:2019:PPW,
  author =       "Wendun Wang and Xinyu Zhang and Richard Paap",
  title =        "To pool or not to pool: What is a good strategy for
                 parameter estimation and forecasting in panel
                 regressions?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "724--745",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2696",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2019",
}

@Article{Westerlund:2019:CFP,
  author =       "Joakim Westerlund and Yana Petrova and Milda Norkute",
  title =        "{CCE} in fixed-{T} panels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "746--761",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2707",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 April 2019",
}

@Article{Galvao:2019:TAP,
  author =       "Antonio F. Galvao and Gabriel Montes-Rojas and Jose
                 Olmo",
  title =        "Tests of asset pricing with time-varying factor
                 loads",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "762--778",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2687",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 January 2019",
}

@Article{Polanski:2019:TTT,
  author =       "Arnold Polanski and Evarist Stoja and Frank
                 Windmeijer",
  title =        "Telling tales from the tails: High-dimensional tail
                 interdependence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "779--794",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2708",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 April 2019",
}

@Article{Gonzalez-Astudillo:2019:EUO,
  author =       "Manuel Gonz{\'a}lez-Astudillo",
  title =        "Estimating the {U.S.} output gap with state-level
                 data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "795--810",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2705",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 March 2019",
}

@Article{Herwartz:2019:LRN,
  author =       "Helmut Herwartz",
  title =        "Long-run neutrality of demand shocks: Revisiting
                 {Blanchard and Quah} (1989) with independent structural
                 shocks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "811--819",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2675",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 December 2018",
}

@Article{Luvsannyam:2019:FAV,
  author =       "Davaajargal Luvsannyam and Khuslen Batmunkh",
  title =        "A factor-augmented vector autoregressive {(FAVAR)}
                 approach for monetary policy: Replication of the
                 empirical results in ``measuring the effects of
                 monetary policy''",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "820--821",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2677",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 November 2018",
}

@Article{Fu:2019:BCR,
  author =       "Bowen Fu",
  title =        "Bubbles and crises: Replicating the {Anundsen} et al.
                 (2016) results",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "822--826",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2695",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 February 2019",
}

@Article{Asdrubali:2019:HRA,
  author =       "Pierfederico Asdrubali and Simone Tedeschi and Luigi
                 Ventura",
  title =        "Heterogeneity in risk aversion and risk sharing
                 regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "827--835",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2686",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 January 2019",
}

@Article{Berger:2019:TTV,
  author =       "Tino Berger and Bernd Kempa",
  title =        "Testing for time variation in the natural rate of
                 interest",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "836--842",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2698",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2019",
}

@Article{Huang:2019:CAT,
  author =       "Haitao Huang and Liang Peng and Vincent W. Yao",
  title =        "Comovements and asymmetric tail dependence in state
                 housing prices in the {USA}: a nonparametric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "843--849",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2703",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2019",
}

@Article{Gillitzer:2019:DGI,
  author =       "Christian Gillitzer and Martin McCarthy",
  title =        "Does global inflation help forecast inflation in
                 industrialized countries?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "850--857",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2704",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2019",
}

@Article{Lof:2019:EMR,
  author =       "Matthijs Lof",
  title =        "Expected market returns: {SVIX}, realized volatility,
                 and the role of dividends",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "5",
  pages =        "858--864",
  month =        aug,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2709",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Sep 6 16:55:51 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 April 2019",
}

@Article{Anenberg:2019:MMC,
  author =       "Elliot Anenberg and Aurel Hizmo and Edward Kung and
                 Raven Molloy",
  title =        "Measuring mortgage credit availability: A frontier
                 estimation approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "865--882",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2720",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 May 2019",
}

@Article{Baltagi:2019:SCH,
  author =       "Badi H. Baltagi and Qu Feng and Chihwa Kao",
  title =        "Structural changes in heterogeneous panels with
                 endogenous regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "883--892",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2712",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 May 2019",
}

@Article{Advani:2019:MHS,
  author =       "Arun Advani and Toru Kitagawa and Tymon
                 S{\l}oczy{\'n}ski",
  title =        "Mostly harmless simulations? {Using} {Monte Carlo}
                 studies for estimator selection",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "893--910",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 June 2019",
}

@Article{Finlay:2019:TAW,
  author =       "Keith Finlay and Leandro M. Magnusson",
  title =        "Two applications of wild bootstrap methods to improve
                 inference in {cluster-IV} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "911--933",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2710",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 April 2019",
}

@Article{Lakdawala:2019:DEM,
  author =       "Aeimit Lakdawala",
  title =        "Decomposing the effects of monetary policy using an
                 external instruments {SVAR}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "934--950",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2721",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 June 2019",
}

@Article{Angelini:2019:EUI,
  author =       "Giovanni Angelini and Luca Fanelli",
  title =        "Exogenous uncertainty and the identification of
                 structural vector autoregressions with external
                 instruments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "951--971",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See correction \cite{Anonymous:2023:CEU}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 August 2019",
}

@Article{Bertolotti:2019:TSH,
  author =       "Fabio Bertolotti and Massimiliano Marcellino",
  title =        "Tax shocks with high and low uncertainty",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "972--993",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 June 2019",
}

@Article{Han:2019:EGB,
  author =       "Sukjin Han and Sungwon Lee",
  title =        "Estimation in a generalization of bivariate probit
                 models with dummy endogenous regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "994--1015",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 July 2019",
}

@Article{Kim:2019:HGP,
  author =       "Jaeho Kim and Le Wang",
  title =        "Hidden group patterns in democracy developments:
                 {Bayesian} inference for grouped heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "6",
  pages =        "1016--1028",
  month =        sep # "--" # oct,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 August 2019",
}

@Article{Anonymous:2019:II,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "7",
  pages =        "1--4",
  month =        nov # "--" # dec,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2694",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 December 2019",
}

@Article{Kapetanios:2019:LTP,
  author =       "George Kapetanios and Massimiliano Marcellino and
                 Fabrizio Venditti",
  title =        "Large time varying parameter {VARs}: A nonparametric
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "7",
  pages =        "1027--1049",
  month =        nov # "--" # dec,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 June 2019",
}

@Article{Kotchoni:2019:MFA,
  author =       "Rachidi Kotchoni and Maxime Leroux and Dalibor
                 Stevanovic",
  title =        "Macroeconomic forecast accuracy in a data rich
                 environment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "7",
  pages =        "1050--1072",
  month =        nov # "--" # dec,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 July 2019",
}

@Article{Cuba-Borda:2019:LEM,
  author =       "Pablo Cuba-Borda and Luca Guerrieri and Matteo
                 Iacoviello and Molin Zhong",
  title =        "Likelihood evaluation of models with occasionally
                 binding constraints",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "7",
  pages =        "1073--1085",
  month =        nov # "--" # dec,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 July 2019",
}

@Article{Szydlowski:2019:ECM,
  author =       "Arkadiusz Szyd{\l}owski",
  title =        "Endogenous censoring in the mixed proportional hazard
                 model with an application to optimal unemployment
                 insurance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "7",
  pages =        "1086--1101",
  month =        nov # "--" # dec,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 July 2019",
}

@Article{Cronin:2019:MED,
  author =       "Christopher J. Cronin and David K. Guilkey and Ilene
                 S. Speizer",
  title =        "Measurement error in discrete health facility choice
                 models: An example from urban {Senegal}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "7",
  pages =        "1102--1120",
  month =        nov # "--" # dec,
  year =         "2019",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2739",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 September 2019",
}

@Article{Lin:2019:ERI,
  author =       "Wei Lin and Gloria Gonz{\'a}lez-Rivera",
  title =        "Extreme returns and intensity of trading",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "34",
  number =       "7",
  pages =        "1121--1140",
  month =        nov # "--" # dec,
  year =         "2019",
  CODEN =        "JAECET",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue Jan 28 07:44:03 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 August 2019",
}

@Article{Anonymous:2020:IIa,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "i--iv",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2713",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 February 2020",
}

@Article{Morley:2020:I,
  author =       "James Morley and Benjamin Wong",
  title =        "Estimating and accounting for the output gap with
                 large {Bayesian} vector autoregression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "1--18",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 August 2019",
}

@Article{Conrad:2020:I,
  author =       "Christian Conrad and Onno Kleen",
  title =        "Two are better than one: Volatility forecasting using
                 multiplicative component {GARCH--MIDAS} mode",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "19--45",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 November 2019",
}

@Article{Thiele:2020:I,
  author =       "Stephen Thiele",
  title =        "Modeling the conditional distribution of financial
                 returns with asymmetric tails",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "46--60",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 July 2019",
}

@Article{Gross:2020:I,
  author =       "Christian Gross and Pierre L. Siklos",
  title =        "Analyzing credit risk transmission to the nonfinancial
                 sector in {Europe}: A network approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "61--81",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 July 2019",
}

@Article{Guerrieri:2020:I,
  author =       "Luca Guerrieri and Dale Henderson and Jinill Kim",
  title =        "Interpreting shocks to the relative price of
                 investment with a two-sector model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "82--98",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 July 2019",
}

@Article{Startz:2020:I,
  author =       "Richard Startz",
  title =        "The next hundred years of growth and convergence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "99--113",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 July 2019",
}

@Article{Champagne:2020:IBC,
  author =       "Julien Champagne and Guillaume Poulin-Bellisle and
                 Rodrigo Sekkel",
  title =        "Introducing the {Bank of Canada} staff economic
                 projections database",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "114--129",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2744",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 December 2019",
}

@Article{Zhou:2020:RWO,
  author =       "Xiaoqing Zhou",
  title =        "Refining the workhorse oil market model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "1",
  pages =        "130--140",
  month =        jan # "--" # feb,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2743",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 November 2019",
}

@Article{Anonymous:2020:IIb,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "2",
  pages =        "i--iv",
  month =        mar,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2714",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 March 2020",
}

@Article{Herrera:2020:EOS,
  author =       "Ana Mar{\'\i}a Herrera and Sandeep Kumar Rangaraju",
  title =        "The effect of oil supply shocks on {US} economic
                 activity: What have we learned?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "2",
  pages =        "141--159",
  month =        mar,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2735",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 August 2019",
}

@Article{Sy:2020:SRS,
  author =       "Malick Sy and Liuren Wu",
  title =        "The shale revolution and shifting crude dynamics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "2",
  pages =        "160--175",
  month =        mar,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2745",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 December 2019",
}

@Article{Koop:2020:ROG,
  author =       "Gary Koop and Stuart McIntyre and James Mitchell and
                 Aubrey Poon",
  title =        "Regional output growth in the {United Kingdom}: More
                 timely and higher frequency estimates from 1970",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "2",
  pages =        "176--197",
  month =        mar,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2748",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 December 2019",
}

@Article{Abrevaya:2020:ICR,
  author =       "Jason Abrevaya and Chris Muris",
  title =        "Interval censored regression with fixed effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "2",
  pages =        "198--216",
  month =        mar,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2737",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 August 2019",
}

@Article{Lai:2020:EDS,
  author =       "Hung-pin Lai and Subal C. Kumbhakar",
  title =        "Estimation of a dynamic stochastic frontier model
                 using likelihood-based approaches",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "2",
  pages =        "217--247",
  month =        mar,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2746",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 December 2019",
}

@Article{Hautsch:2020:MDI,
  author =       "Nikolaus Hautsch and Rodrigo Herrera",
  title =        "Multivariate dynamic intensity peaks-over-threshold
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "2",
  pages =        "248--272",
  month =        mar,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2741",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 September 2019",
}

@Article{Anonymous:2020:IIc,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "3",
  pages =        "i--iv",
  month =        apr # "--" # may,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2715",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 April 2020",
}

@Article{Carriero:2020:AIC,
  author =       "Andrea Carriero and Todd E. Clark and Massimiliano
                 Marcellino",
  title =        "Assessing international commonality in macroeconomic
                 uncertainty and its effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "3",
  pages =        "273--293",
  month =        apr # "--" # may,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2750",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 December 2019",
}

@Article{Harding:2020:CCE,
  author =       "Matthew Harding and Carlos Lamarche and M. Hashem
                 Pesaran",
  title =        "Common correlated effects estimation of heterogeneous
                 dynamic panel quantile regression models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "3",
  pages =        "294--314",
  month =        apr # "--" # may,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2753",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 February 2020",
}

@Article{Sakaguchi:2020:EAT,
  author =       "Shosei Sakaguchi",
  title =        "Estimation of average treatment effects using panel
                 data when treatment effect heterogeneity depends on
                 unobserved fixed effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "3",
  pages =        "315--327",
  month =        apr # "--" # may,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2752",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 January 2020",
}

@Article{Hecq:2020:MCN,
  author =       "Alain Hecq and Joao Victor Issler and Sean Telg",
  title =        "Mixed causal-noncausal autoregressions with exogenous
                 regressors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "3",
  pages =        "328--343",
  month =        apr # "--" # may,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2751",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 January 2020",
}

@Article{Djogbenou:2020:CRA,
  author =       "Antoine A. Djogbenou",
  title =        "Comovements in the real activity of developed and
                 emerging economies: A test of global versus specific
                 international factors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "3",
  pages =        "344--370",
  month =        apr # "--" # may,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2749",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Thu May 28 19:11:34 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 December 2019",
}

@Article{Anonymous:2020:IId,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "4",
  pages =        "i--iv",
  month =        jun # "--" # jul,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2716",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Jul 24 09:21:10 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 June 2020",
}

@Article{Gonzalez-Rivera:2020:PRI,
  author =       "Gloria Gonzalez-Rivera and Yun Luo and Esther Ruiz",
  title =        "Prediction regions for interval-valued time series",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "4",
  pages =        "373--390",
  month =        jun # "--" # jul,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2754",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Jul 24 09:21:10 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2020",
}

@Article{Coroneo:2020:CPA,
  author =       "Laura Coroneo and Fabrizio Iacone",
  title =        "Comparing predictive accuracy in small samples using
                 fixed-smoothing asymptotics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "4",
  pages =        "391--409",
  month =        jun # "--" # jul,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2756",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Jul 24 09:21:10 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 March 2020",
}

@Article{Beckmann:2020:ERP,
  author =       "Joscha Beckmann and Gary Koop and Dimitris Korobilis
                 and Rainer Alexander Sch{\"u}ssler",
  title =        "Exchange rate predictability and dynamic {Bayesian}
                 learning",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "4",
  pages =        "410--421",
  month =        jun # "--" # jul,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2761",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Jul 24 09:21:10 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 April 2020",
}

@Article{Gallant:2020:CBM,
  author =       "A. Ronald Gallant",
  title =        "Complementary {Bayesian} method of moments
                 strategies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "4",
  pages =        "422--439",
  month =        jun # "--" # jul,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2758",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Jul 24 09:21:10 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 March 2020",
}

@Article{Dovern:2020:OIT,
  author =       "Jonas Dovern and Hans Manner",
  title =        "Order-invariant tests for proper calibration of
                 multivariate density forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "4",
  pages =        "440--456",
  month =        jun # "--" # jul,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2755",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Jul 24 09:21:10 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 February 2020",
}

@Article{Malikov:2020:EFL,
  author =       "Emir Malikov and Shunan Zhao and Subal C. Kumbhakar",
  title =        "Estimation of firm-level productivity in the presence
                 of exports: Evidence from {China}'s manufacturing",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "4",
  pages =        "457--480",
  month =        jun # "--" # jul,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2757",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Jul 24 09:21:10 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 March 2020",
}

@Article{Anonymous:2020:IIe,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "i--iv",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2717",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 August 2020",
}

@Article{Fricke:2020:ENR,
  author =       "Hans Fricke and Markus Fr{\"o}lich and Martin Huber
                 and Michael Lechner",
  title =        "Endogeneity and non-response bias in treatment
                 evaluation --- nonparametric identification of causal
                 effects by instruments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "481--504",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2764",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2020",
}

@Article{Chen:2020:DSC,
  author =       "Yi-Ting Chen",
  title =        "A distributional synthetic control method for policy
                 evaluation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "505--525",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2778",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 May 2020",
}

@Article{Muller:2020:CEM,
  author =       "Paul Muller and Bas van der Klaauw and Arjan Heyma",
  title =        "Comparing econometric methods to empirically evaluate
                 activation programs for job seekers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "526--547",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2763",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2020",
}

@Article{Kejriwal:2020:MSR,
  author =       "Mohitosh Kejriwal and Xiaoxiao Li and Evan Totty",
  title =        "Multidimensional skills and the returns to schooling:
                 Evidence from an interactive fixed-effects approach and
                 a linked survey-administrative data set",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "548--566",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2759",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 March 2020",
}

@Article{Ejrnaes:2020:FPL,
  author =       "Mette Ejrn{\ae}s and Thomas H. J{\o}rgensen",
  title =        "Family planning in a life-cycle model with income
                 risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "567--586",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2766",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2020",
}

@Article{Swanson:2020:PIR,
  author =       "Norman R. Swanson and Weiqi Xiong and Xiye Yang",
  title =        "Predicting interest rates using shrinkage methods,
                 real-time diffusion indexes, and model combinations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "587--613",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2768",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 April 2020",
}

@Article{Kaufmann:2020:DCA,
  author =       "Daniel Kaufmann",
  title =        "Is deflation costly after all? The perils of erroneous
                 historical classifications",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "614--628",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2762",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2020",
}

@Article{Zhang:2020:FSR,
  author =       "Hongwei Zhang and Qiang He and Ben Jacobsen and Fuwei
                 Jiang",
  title =        "Forecasting stock returns with model uncertainty and
                 parameter instability",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "629--644",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2747",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 December 2019",
}

@Article{Blazejowski:2020:MSV,
  author =       "Marcin B{\l}azejowski and Pawe{\l} Kufel and Jacek
                 Kwiatkowski",
  title =        "Model simplification and variable selection: a
                 replication of the {UK} inflation model by {Hendry}
                 (2001)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "5",
  pages =        "645--652",
  month =        aug,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2760",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2020",
}

@Article{Anonymous:2020:IIf,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "i--iv",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2718",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 October 2020",
}

@Article{Wu:2020:NIR,
  author =       "Jing Cynthia Wu and Fan Dora Xia",
  title =        "Negative interest rate policy and the yield curve",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "653--672",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2767",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 April 2020",
}

@Article{Kilian:2020:DDU,
  author =       "Lutz Kilian and Xiaoqing Zhou",
  title =        "Does drawing down the {US Strategic Petroleum Reserve}
                 help stabilize oil prices?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "673--691",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2798",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 August 2020",
}

@Article{Chan:2020:CLM,
  author =       "Joshua C. C. Chan and Eric Eisenstat and Chenghan Hou
                 and Gary Koop",
  title =        "Composite likelihood methods for large {Bayesian}
                 {VARs} with stochastic volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "692--711",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2793",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 June 2020",
}

@Article{Boldea:2020:CPE,
  author =       "Otilia Boldea and Bettina Drepper and Zhuojiong Gan",
  title =        "Change point estimation in panel data with
                 time-varying individual effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "712--727",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2769",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 April 2020",
}

@Article{Choi:2020:DVN,
  author =       "In Choi and Hanbat Jeong",
  title =        "Differencing versus nondifferencing in factor-based
                 forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "728--750",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2777",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 May 2020",
}

@Article{Carlino:2020:RSL,
  author =       "Gerald Carlino and Thorsten Drautzburg",
  title =        "The role of startups for local labor markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "751--775",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2783",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 June 2020",
}

@Article{Westerlund:2020:CSA,
  author =       "Joakim Westerlund",
  title =        "A cross-section average-based principal components
                 approach for fixed- T panels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "776--785",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2786",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2020",
}

@Article{Dunn:2020:RLP,
  author =       "Richard A. Dunn and Nathan W. Tefft",
  title =        "Replicating the {Levitt} and {Porter} estimates of
                 drunk driving",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "6",
  pages =        "786--796",
  month =        sep # "--" # oct,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2782",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 June 2020",
}

@Article{Anonymous:2020:IIg,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "i--iv",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2719",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 December 2020",
}

@Article{Honore:2020:IEM,
  author =       "Bo Honor{\'e} and Thomas J{\o}rgensen and {\'A}ureo de
                 Paula",
  title =        "The informativeness of estimation moments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "797--813",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2779",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2020",
}

@Article{Huber:2020:DIE,
  author =       "Martin Huber and Yu-Chin Hsu and Ying-Ying Lee and
                 Layal Lettry",
  title =        "Direct and indirect effects of continuous treatments
                 based on generalized propensity score weighting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "814--840",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2765",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2020",
}

@Article{Belzil:2020:EUF,
  author =       "Christian Belzil and J{\"o}rgen Hansen",
  title =        "The evolution of the {US} family income--schooling
                 relationship and educational selectivity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "841--859",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2785",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2020",
}

@Article{Jochmans:2020:TCE,
  author =       "Koen Jochmans",
  title =        "Testing for correlation in error-component models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "860--878",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2796",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 October 2020",
}

@Article{Jin:2020:TOS,
  author =       "Yanchun Jin and Ryo Okui",
  title =        "Testing for overconfidence statistically: a moment
                 inequality approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "879--892",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2780",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2020",
}

@Article{Bertoni:2020:WBP,
  author =       "Marco Bertoni and Giorgio Brunello and Lorenzo
                 Cappellari",
  title =        "Who benefits from privileged peers? {Evidence} from
                 siblings in schools",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "893--916",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2787",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 June 2020",
}

@Article{Verdier:2020:ATE,
  author =       "Valentin Verdier",
  title =        "Average treatment effects for stayers with correlated
                 random coefficient models of panel data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "917--939",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2789",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 June 2020",
}

@Article{Gong:2020:PAO,
  author =       "Yifan Gong and Todd Stinebrickner and Ralph
                 Stinebrickner",
  title =        "Perceived and actual option values of college
                 enrollment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "940--959",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2795",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 July 2020",
}

@Article{Petrova:2020:FED,
  author =       "Yana Petrova and Joakim Westerlund",
  title =        "Fixed effects demeaning in the presence of interactive
                 effects in treatment effects regressions and
                 elsewhere",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "35",
  number =       "7",
  pages =        "960--964",
  month =        nov # "--" # dec,
  year =         "2020",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2790",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Feb 5 16:01:16 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 June 2020",
}

@Article{Anonymous:2021:IIa,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "1--4",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2770",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 February 2021",
}

@Article{Nason:2021:MSE,
  author =       "James M. Nason and Gregor W. Smith",
  title =        "Measuring the slowly evolving trend in {US} inflation
                 with professional forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "1--17",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2784",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 June 2020",
}

@Article{Aquaro:2021:EIS,
  author =       "Michele Aquaro and Natalia Bailey and M. Hashem
                 Pesaran",
  title =        "Estimation and inference for spatial models with
                 heterogeneous coefficients: An application to {US}
                 house prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "18--44",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2792",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2020",
}

@Article{Harvey:2021:RTD,
  author =       "David I. Harvey and Stephen J. Leybourne and Robert
                 Sollis and A. M. Robert Taylor",
  title =        "Real-time detection of regimes of predictability in
                 the {US} equity premium",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "45--70",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2794",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 July 2020",
}

@Article{Harvey:2021:CCA,
  author =       "Andrew Harvey and Stephen Thiele",
  title =        "Cointegration and control: Assessing the impact of
                 events using time series data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "71--85",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2802",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 December 2020",
}

@Article{Mumtaz:2021:NEG,
  author =       "Haroon Mumtaz and Laura Sunder-Plassmann",
  title =        "Nonlinear effects of government spending shocks in the
                 {USA}: Evidence from state-level data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "86--97",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2800",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 October 2020",
}

@Article{Duval:2021:RPE,
  author =       "Romain Duval and Davide Furceri and Jakob Miethe",
  title =        "Robust political economy correlates of major product
                 and labor market reforms in advanced economies:
                 Evidence from {BAMLE} for logit models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "98--124",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2791",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 June 2020",
}

@Article{Hoke:2021:CCE,
  author =       "Sinem Hacio{\u{g}}lu Hoke and George Kapetanios",
  title =        "Common correlated effect cross-sectional dependence
                 corrections for nonlinear conditional mean panel
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "125--150",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2799",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 August 2020",
}

@Article{Demetrescu:2021:RPE,
  author =       "Matei Demetrescu and Christoph Roling and Anna
                 Titova",
  title =        "Reevaluating the prudence of economic forecasts in the
                 {EU}: The role of instrument persistence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "1",
  pages =        "151--161",
  month =        jan # "--" # feb,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2801",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 November 2020",
}

@Article{Anonymous:2021:IIb,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "2",
  pages =        "163--163",
  month =        mar,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2771",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 March 2021",
}

@Article{Hsieh:2021:SIS,
  author =       "Chih-Sheng Hsieh and Xu Lin",
  title =        "Social interactions and social preferences in social
                 networks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "2",
  pages =        "165--189",
  month =        mar,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2806",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 December 2020",
}

@Article{Laffers:2021:ECD,
  author =       "Luk{\'a}s Laff{\'e}rs and Bernhard Schmidpeter",
  title =        "Early child development and parents' labor supply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "2",
  pages =        "190--208",
  month =        mar,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2803",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 December 2020",
}

@Article{Kapoor:2021:PFA,
  author =       "Sacha Kapoor and Matthijs Oosterveen and Dinand
                 Webbink",
  title =        "The price of forced attendance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "2",
  pages =        "209--227",
  month =        mar,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2781",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 May 2020",
}

@Article{Toda:2021:EMD,
  author =       "Alexis Akira Toda and Yulong Wang",
  title =        "Efficient minimum distance estimation of {Pareto}
                 exponent from top income shares",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "2",
  pages =        "228--243",
  month =        mar,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2788",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 June 2020",
}

@Article{Bluhm:2021:FCE,
  author =       "Richard Bluhm and Martin Gassebner and Sarah Langlotz
                 and Paul Schaudt",
  title =        "Fueling conflict? {(De)escalation} and bilateral aid",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "2",
  pages =        "244--261",
  month =        mar,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2797",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 July 2020",
}

@Article{Huber:2021:DST,
  author =       "Florian Huber and Michael Pfarrhofer",
  title =        "Dynamic shrinkage in time-varying parameter stochastic
                 volatility in mean models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "2",
  pages =        "262--270",
  month =        mar,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2804",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:08 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 December 2020",
}

@Article{Anonymous:2021:IIc,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "3",
  pages =        "271--271",
  month =        apr # "--" # may,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2772",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:09 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 April 2021",
}

@Article{Bjornland:2021:SFS,
  author =       "Hilde C. Bj{\o}rnland and Frode Martin Nordvik and
                 Maximilian Rohrer",
  title =        "Supply flexibility in the shale patch: Evidence from
                 {North Dakota}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "3",
  pages =        "273--292",
  month =        apr # "--" # may,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2808",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:09 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 February 2021",
}

@Article{Hamilton:2021:MGE,
  author =       "James D. Hamilton",
  title =        "Measuring global economic activity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "3",
  pages =        "293--303",
  month =        apr # "--" # may,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2740",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:09 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 September 2019",
}

@Article{Hauzenberger:2021:CSS,
  author =       "Niko Hauzenberger and Florian Huber and Luca
                 Onorante",
  title =        "Combining shrinkage and sparsity in conjugate vector
                 autoregressive models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "3",
  pages =        "304--327",
  month =        apr # "--" # may,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2807",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:09 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 December 2020",
}

@Article{Casas:2021:TVI,
  author =       "Isabel Casas and Jiti Gao and Bin Peng and Shangyu
                 Xie",
  title =        "Time-varying income elasticities of healthcare
                 expenditure for the {OECD} and {Eurozone}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "3",
  pages =        "328--345",
  month =        apr # "--" # may,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2809",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:09 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 February 2021",
}

@Article{Hsu:2021:TMC,
  author =       "Yu-Chin Hsu and Shu Shen",
  title =        "Testing monotonicity of conditional treatment effects
                 under regression discontinuity designs",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "3",
  pages =        "346--366",
  month =        apr # "--" # may,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2805",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon May 17 14:40:09 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 December 2020",
}

@Article{Anonymous:2021:IId,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "367--367",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2773",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 June 2021",
}

@Article{Breitung:2021:HFC,
  author =       "J{\"o}rg Breitung and Malte Kn{\"u}ppel",
  title =        "How far can we forecast? {Statistical} tests of the
                 predictive content",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "369--392",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2817",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 April 2021",
}

@Article{Dupuy:2021:MCW,
  author =       "Arnaud Dupuy",
  title =        "Migration in {China}: To work or to wed?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "393--415",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2816",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 April 2021",
}

@Article{Canen:2021:CAU,
  author =       "Nathan Canen and Kyungchul Song",
  title =        "Counterfactual analysis under partial identification
                 using locally robust refinement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "416--436",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2819",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 2021",
}

@Article{Deij:2021:WIG,
  author =       "Sabine Deij and Jakob B. Madsen and Laura Puzzello",
  title =        "When are instruments generated from geographic
                 characteristics in bilateral relationships invalid?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "437--452",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2815",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 April 2021",
}

@Article{Sauer:2021:UWW,
  author =       "Robert M. Sauer and Christopher Taber",
  title =        "Understanding women's wage growth using indirect
                 inference with importance sampling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "453--473",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2818",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 May 2021",
}

@Article{Ramirez-Hassan:2021:BEE,
  author =       "Andr{\'e}s Ram{\'\i}rez-Hassan",
  title =        "{Bayesian} estimation of the exact affine {Stone}
                 index demand system: Replicating the {Lewbel} and
                 {Pendakur} (2009) results",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "484--491",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2814",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 April 2021",
}

@Article{Jenkins:2021:MEE,
  author =       "Stephen P. Jenkins and Fernando Rios-Avila",
  title =        "Measurement error in earnings data: Replication of
                 {Meijer}, {Rohwedder}, and {Wansbeek}'s mixture model
                 approach to combining survey and register data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "4",
  pages =        "474--483",
  month =        jun # "--" # jul,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2811",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 March 2021",
}

@Article{Anonymous:2021:IIe,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "493--493",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2774",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 August 2021",
}

@Article{Carriero:2021:NAP,
  author =       "Andrea Carriero and Todd E. Clark and Massimiliano
                 Marcellino",
  title =        "No-arbitrage priors, drifting volatilities, and the
                 term structure of interest rates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "495--516",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2828",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 May 2021",
}

@Article{Loaiza-Maya:2021:FBP,
  author =       "Ruben Loaiza-Maya and Gael M. Martin and David T.
                 Frazier",
  title =        "Focused {Bayesian} prediction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "517--543",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2810",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 February 2021",
}

@Article{Balboa:2021:MFI,
  author =       "Marina Balboa and Paulo M. M. Rodrigues and Antonio
                 Rubia and A. M. Robert Taylor",
  title =        "Multivariate fractional integration tests allowing for
                 conditional heteroskedasticity with an application to
                 return volatility and trading volume",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "544--565",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2829",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 May 2021",
}

@Article{Stevens:2021:EAL,
  author =       "Arnoud Stevens and Joris Wauters",
  title =        "Is euro area lowflation here to stay? {Insights} from
                 a time-varying parameter model with survey data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "566--586",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2813",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 April 2021",
}

@Article{Bailey:2021:MFS,
  author =       "Natalia Bailey and George Kapetanios and M. Hashem
                 Pesaran",
  title =        "Measurement of factor strength: Theory and practice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "587--613",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2830",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 May 2021",
}

@Article{Li:2021:UCS,
  author =       "Mengheng Li and Siem Jan Koopman",
  title =        "Unobserved components with stochastic volatility:
                 Simulation-based estimation and signal extraction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "614--627",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2831",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2021",
}

@Article{Chatterjee:2021:EHC,
  author =       "Arpita Chatterjee and James Morley and Aarti Singh",
  title =        "Estimating household consumption insurance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "5",
  pages =        "628--635",
  month =        aug,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2820",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:40 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 2021",
}

@Article{Anonymous:2021:IIf,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "637--637",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2775",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 October 2021",
}

@Article{Aaberge:2021:RID,
  author =       "Rolf Aaberge and Tarjei Havnes and Magne Mogstad",
  title =        "Ranking intersecting distribution functions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "639--662",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2832",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 July 2021",
}

@Article{Picchio:2021:INW,
  author =       "Matteo Picchio and Claudia Pigini and Stefano
                 Staffolani and Alina Verashchagina",
  title =        "If not now, when? {The} timing of childbirth and labor
                 market outcomes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "663--685",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2838",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2021",
}

@Article{Fortin:2021:LSS,
  author =       "Bernard Fortin and Nicolas Jacquemet and Bruce
                 Shearer",
  title =        "Labour supply, service intensity, and contracts:
                 Theory and evidence on physicians",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "686--702",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2840",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2021",
}

@Article{Dufays:2021:SCP,
  author =       "Arnaud Dufays and Zhuo Li and Jeroen V. K. Rombouts
                 and Yong Song",
  title =        "Sparse change-point {VAR} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "703--727",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2844",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 July 2021",
}

@Article{Schmidt:2021:IPF,
  author =       "Patrick Schmidt and Matthias Katzfuss and Tilmann
                 Gneiting",
  title =        "Interpretation of point forecasts with unknown
                 directive",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "728--743",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2833",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2021",
}

@Article{Klein:2021:GSM,
  author =       "Mathias Klein and Roland Winkler",
  title =        "The government spending multiplier at the zero lower
                 bound: International evidence from historical data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "744--759",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2835",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2021",
}

@Article{Grant:2021:DES,
  author =       "Everett Grant and Julieta Yung",
  title =        "The double-edged sword of global integration:
                 Robustness, fragility, and contagion in the
                 international firm network",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "760--783",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2839",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2021",
}

@Article{Tsiaplias:2021:CIE,
  author =       "Sarantis Tsiaplias",
  title =        "Consumer inflation expectations, income changes and
                 economic downturns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "784--807",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2836",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 July 2021",
}

@Article{Merlevede:2021:PEI,
  author =       "Bruno Merlevede and Angelos Theodorakopoulos",
  title =        "Productivity effects of internationalisation through
                 the domestic supply chain",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "808--832",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2837",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2021",
}

@Article{Nunez:2021:OCT,
  author =       "H{\'e}ctor M. N{\'u}{\~n}ez and Jes{\'u}s Otero",
  title =        "A one covariate at a time, multiple testing approach
                 to variable selection in high-dimensional linear
                 regression models: a replication in a narrow sense",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "833--841",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2850",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 July 2021",
}

@Article{Chicoine:2021:IHA,
  author =       "Luke Chicoine and Emily Lyons and Alexia Sahue",
  title =        "The impact of {HIV\slash AIDS} on human capital
                 investment in {Sub-Saharan Africa}: New evidence",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "842--852",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2847",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 July 2021",
}

@Article{Edwards:2021:DPP,
  author =       "Jeremy Edwards",
  title =        "Did {Protestantism} promote prosperity via higher
                 human capital? {Replicating} the {Becker--Woessmann}
                 (2009) results",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "6",
  pages =        "853--858",
  month =        sep # "--" # oct,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2851",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2021",
}

@Article{Anonymous:2021:IIg,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "859--859",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2776",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 December 2021",
}

@Article{Bugni:2021:PTE,
  author =       "Federico A. Bugni and Joel L. Horowitz",
  title =        "Permutation tests for equality of distributions of
                 functional data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "861--877",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2846",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 August 2021",
}

@Article{Amengual:2021:EHG,
  author =       "Dante Amengual and Jes{\'u}s Bueren and Julio A.
                 Crego",
  title =        "Endogenous health groups and heterogeneous dynamics of
                 the elderly",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "878--897",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2842",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 July 2021",
}

@Article{DeGroote:2021:TSH,
  author =       "Olivier {De Groote} and Koen Declercq",
  title =        "Tracking and specialization of high schools:
                 Heterogeneous effects of school choice",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "898--916",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2856",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2021",
}

@Article{Chou:2021:WTU,
  author =       "Cheng Chou and Ruoyao Shi",
  title =        "What time use surveys can (and cannot) tell us about
                 labor supply",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "917--937",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2848",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 July 2021",
}

@Article{Anatolyev:2021:HDF,
  author =       "Stanislav Anatolyev and Sergei Seleznev and Veronika
                 Selezneva",
  title =        "How does the financial market update beliefs about the
                 real economy? {Evidence} from the oil market",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "938--961",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2841",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 July 2021",
}

@Article{Yang:2021:SEV,
  author =       "Bingduo Yang and Christian M. Hafner and Guannan Liu
                 and Wei Long",
  title =        "Semiparametric estimation and variable selection for
                 single-index copula models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "962--988",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2812",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2021",
}

@Article{Beyeler:2021:RFF,
  author =       "Simon Beyeler and Sylvia Kaufmann",
  title =        "Reduced-form factor augmented {VAR-Exploiting}
                 sparsity to include meaningful factors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "989--1012",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2852",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 July 2021",
}

@Article{Jarrow:2021:IFB,
  author =       "Robert A. Jarrow and Simon S. Kwok",
  title =        "Inferring financial bubbles from option data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "1013--1046",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2862",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 July 2021",
}

@Article{Rebei:2021:TPS,
  author =       "Nooman Rebei and Rashid Sbia",
  title =        "Transitory and permanent shocks in the global market
                 for crude oil",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "1047--1064",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2863",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2021",
}

@Article{Kuehnle:2021:RGI,
  author =       "Daniel Kuehnle and Michael Oberfichtner and Kerstin
                 Ostermann",
  title =        "Revisiting gender identity and relative income within
                 households: a cautionary tale on the potential pitfalls
                 of density estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "1065--1073",
  month =        nov # "--" # dec,
  year =         "2021",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2853",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:41 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 July 2021",
}

@Article{Ke:2022:FC,
  author =       "Xiao Ke and Cheng Hsiao",
  title =        "Featured Cover",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "i--i",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2892",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2022",
}

@Article{Anonymous:2022:IIa,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "i--ii",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2821",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2022",
}

@Article{Angelini:2022:BID,
  author =       "Giovanni Angelini and Giuseppe Cavaliere and Luca
                 Fanelli",
  title =        "Bootstrap inference and diagnostics in state space
                 models: With applications to dynamic macro models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "3--22",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2843",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 July 2021",
}

@Article{Knuppel:2022:FUD,
  author =       "Malte Kn{\"u}ppel and Fabian Kr{\"u}ger",
  title =        "Forecast uncertainty, disagreement, and the linear
                 pool",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "23--41",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2834",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 July 2021",
}

@Article{Anesti:2022:UKN,
  author =       "Nikoleta Anesti and Ana Beatriz Galv{\~a}o and Silvia
                 Miranda-Agrippino",
  title =        "Uncertain Kingdom: Nowcasting {Gross Domestic Product}
                 and its revisions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "42--62",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2845",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 July 2021",
}

@Article{Ellingsen:2022:NMV,
  author =       "Jon Ellingsen and Vegard H. Larsen and Leif Anders
                 Thorsrud",
  title =        "News media versus {FRED}-{MD} for macroeconomic
                 forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "63--81",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2859",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 July 2021",
}

@Article{Reynaerts:2022:ESF,
  author =       "Jo Reynaerts and Jakob Vanschoonbeek",
  title =        "The economics of state fragmentation: Assessing the
                 economic impact of secession",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "82--115",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2857",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 July 2021",
}

@Article{Angelopoulos:2022:CLI,
  author =       "Konstantinos Angelopoulos and Spyridon Lazarakis and
                 James Malley",
  title =        "Cyclical labour income risk in {Great Britain}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "116--130",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2860",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 July 2021",
}

@Article{Jones:2022:ISF,
  author =       "Callum Jones and Mariano Kulish and Daniel M. Rees",
  title =        "International spillovers of forward guidance shocks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "131--160",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2858",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 July 2021",
}

@Article{Gardberg:2022:ACW,
  author =       "Malin Gardberg and Lorenzo Pozzi",
  title =        "Aggregate consumption and wealth in the long run: The
                 impact of financial liberalization",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "161--186",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2870",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 August 2021",
}

@Article{Ke:2022:EIM,
  author =       "Xiao Ke and Cheng Hsiao",
  title =        "Economic impact of the most drastic lockdown during
                 {COVID-19} pandemic --- the experience of {Hubei,
                 China}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "187--209",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2871",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 August 2021",
}

@Article{Caggiano:2022:UMP,
  author =       "Giovanni Caggiano and Efrem Castelnuovo and Gabriela
                 Nodari",
  title =        "Uncertainty and monetary policy in good and bad times:
                 a replication of the vector autoregressive
                 investigation by {Bloom} (2009)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "210--217",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2861",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 July 2021",
}

@Article{Cygan-Rehm:2022:TNW,
  author =       "Kamila Cygan-Rehm",
  title =        "Are there no wage returns to compulsory schooling in
                 {Germany}? {A} reassessment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "1",
  pages =        "218--223",
  month =        jan # "--" # feb,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2854",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Feb 21 14:08:42 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 July 2021",
}

@Article{Anonymous:2022:IIb,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "225--225",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2822",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 March 2022",
}

@Article{Kastoryano:2022:DEJ,
  author =       "Stephen Kastoryano and Bas van der Klaauw",
  title =        "Dynamic evaluation of job search assistance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "227--241",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2866",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 August 2021",
}

@Article{Rodriguez:2022:DTE,
  author =       "Jorge Rodr{\'\i}guez and Fernando Saltiel and Sergio
                 Urz{\'u}a",
  title =        "Dynamic treatment effects of job training",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "242--269",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2877",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 August 2021",
}

@Article{Leung:2022:DRI,
  author =       "Michael P. Leung",
  title =        "Dependence-robust inference using resampled
                 statistics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "270--285",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2865",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2021",
}

@Article{Sokullu:2022:ICC,
  author =       "Senay Sokullu and Christine Valente",
  title =        "Individual consumption in collective households:
                 Identification using repeated observations with an
                 application to {PROGRESA}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "286--304",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2875",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 August 2021",
}

@Article{Douch:2022:BTE,
  author =       "Mustapha Douch and Terence Huw Edwards",
  title =        "The bilateral trade effects of announcement shocks:
                 {Brexit} as a natural field experiment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "305--329",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2878",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 August 2021",
}

@Article{Fesselmeyer:2022:DDR,
  author =       "Eric Fesselmeyer and Haoming Liu and Alberto Salvo",
  title =        "Declining discount rates in {Singapore}'s market for
                 privately developed apartments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "330--350",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2867",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 August 2021",
}

@Article{vanHasselt:2022:BAA,
  author =       "Martijn van Hasselt and Christopher R. Bollinger and
                 Jeremy W. Bray",
  title =        "A {Bayesian} approach to account for misclassification
                 in prevalence and trend estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "351--367",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2879",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 August 2021",
}

@Article{Todorov:2022:IGU,
  author =       "Viktor Todorov and Yang Zhang",
  title =        "Information gains from using short-dated options for
                 measuring and forecasting volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "368--391",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2864",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 July 2021",
}

@Article{Garratt:2022:CPI,
  author =       "Anthony Garratt and Ivan Petrella",
  title =        "Commodity prices and inflation risk",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "392--414",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2868",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 August 2021",
}

@Article{Owyang:2022:CS,
  author =       "Michael T. Owyang and Jeremy Piger and Daniel Soques",
  title =        "Contagious switching",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "415--432",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2874",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 August 2021",
}

@Article{Everaert:2022:EMI,
  author =       "Gerdie Everaert and Lorenzo Pozzi",
  title =        "Encompassing measures of international consumption
                 risk sharing and their link with trade and financial
                 globalization",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "433--449",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2876",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 August 2021",
}

@Article{Schaffer:2022:DCR,
  author =       "Matthew Schaffer and Nimrod Segev",
  title =        "The deposits channel revisited",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "2",
  pages =        "450--458",
  month =        mar,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2869",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:41 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 August 2021",
}

@Article{Anonymous:2022:IIc,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "459--459",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2823",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 April 2022",
}

@Article{Chiaie:2022:CFC,
  author =       "Simona Delle Chiaie and Laurent Ferrara and Domenico
                 Giannone",
  title =        "Common factors of commodity prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "461--476",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2887",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2021",
}

@Article{Kliem:2022:EMP,
  author =       "Martin Kliem and Alexander Meyer-Gohde",
  title =        "(Un)expected monetary policy shocks and term premia",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "477--499",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2872",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 August 2021",
}

@Article{Abrigo:2022:EHI,
  author =       "Michael R. M. Abrigo and Timothy J. Halliday and
                 Teresa Molina",
  title =        "Expanding health insurance for the elderly of the
                 {Philippines}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "500--520",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2883",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 September 2021",
}

@Article{Laudicella:2022:DID,
  author =       "Mauro Laudicella and Paolo Li Donni",
  title =        "The dynamic interdependence in the demand of primary
                 and emergency secondary care: a hidden {Markov}
                 approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "521--536",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2882",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 September 2021",
}

@Article{Horrace:2022:NTT,
  author =       "William C. Horrace and Yulong Wang",
  title =        "Nonparametric tests of tail behavior in stochastic
                 frontier models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "537--562",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2888",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 December 2021",
}

@Article{Hong:2022:REA,
  author =       "Seung-Hyun Hong",
  title =        "Real estate agents' influence on housing search",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "563--582",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2891",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 January 2022",
}

@Article{Chan:2022:APR,
  author =       "Joshua C. C. Chan and Liana Jacobi and Dan Zhu",
  title =        "An automated prior robustness analysis in {Bayesian}
                 model comparison",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "583--602",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2889",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 December 2021",
}

@Article{Kynigakis:2022:DMC,
  author =       "Iason Kynigakis and Ekaterini Panopoulou",
  title =        "Does model complexity add value to asset allocation?
                 {Evidence} from machine learning forecasting models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "603--639",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2885",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 October 2021",
}

@Article{Clements:2022:IFP,
  author =       "Michael P. Clements",
  title =        "Individual forecaster perceptions of the persistence
                 of shocks to {GDP}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "640--656",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2884",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 September 2021",
}

@Article{Gouvea:2022:LDI,
  author =       "Raphael Gouv{\^e}a",
  title =        "Large devaluations and inflation inequality:
                 Replicating {Cravino} and {Levchenko} (2017) with
                 evidence from {Brazil}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "657--664",
  month =        apr # "--" # may,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2880",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Wed Apr 13 16:41:42 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 August 2021",
  remark =       "This work refers to Javier Cravino and Andrei A.
                 Levchenko, American Economic Review {\bf 107}(11),
                 3477--3509, November 2017, doi:{\tt
                 10.1257/aer.20151551}.",
}

@Article{Anonymous:2022:IId,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "665--665",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2824",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 June 2022",
}

@Article{Lewis:2022:MRA,
  author =       "Daniel J. Lewis and Karel Mertens and James H. Stock
                 and Mihir Trivedi",
  title =        "Measuring real activity using a weekly economic
                 index",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "667--687",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2873",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2021",
}

@Article{Lenza:2022:HEV,
  author =       "Michele Lenza and Giorgio E. Primiceri",
  title =        "How to estimate a vector autoregression after {March
                 2020}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "688--699",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2895",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2022",
}

@Article{Carriero:2022:GCI,
  author =       "Andrea Carriero and Francesco Corsello and
                 Massimiliano Marcellino",
  title =        "The global component of inflation volatility",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "700--721",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2896",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2022",
}

@Article{Yamamoto:2022:IFA,
  author =       "Yohei Yamamoto and Naoko Hara",
  title =        "Identifying factor-augmented vector autoregression
                 models via changes in shock variances",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "722--745",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2894",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 February 2022",
}

@Article{deHaan:2022:IPL,
  author =       "Jakob de Haan and Rasmus Wiese",
  title =        "The impact of product and labour market reform on
                 growth: Evidence for {OECD} countries based on local
                 projections",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "746--770",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2890",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 January 2022",
}

@Article{Deng:2022:ELF,
  author =       "Zichen Deng and Maarten Lindeboom",
  title =        "Early-life famine exposure, hunger recall, and
                 later-life health",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "771--787",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2897",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 March 2022",
}

@Article{Juodis:2022:RAC,
  author =       "Arturas Juodis",
  title =        "A regularization approach to common correlated effects
                 estimation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "788--810",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2899",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 March 2022",
}

@Article{Fischer:2022:RSC,
  author =       "Martin Fischer and Gawain Heckley and Martin Karlsson
                 and Therese Nilsson",
  title =        "Revisiting {Sweden}'s comprehensive school reform:
                 Effects on education and earnings",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "811--819",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2881",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 September 2021",
}

@Article{Rose:2022:SWN,
  author =       "Michael E. Rose",
  title =        "Small world: Narrow, wide, and long replication of
                 {Goyal, van der Leij and Moraga--Gonz{\'e}lez (JPE
                 2006)} and a comparison of {EconLit} and {Scopus}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "820--828",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2886",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 October 2021",
}

@Article{Anonymous:2022:C,
  author =       "Anonymous",
  title =        "Correction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "4",
  pages =        "829--830",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2893",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 February 2022",
}

@Article{Kuehnle:2022:C,
  author =       "Daniel Kuehnle and Michael Oberfichtner and Kerstin
                 Ostermann",
  title =        "Correction",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "36",
  number =       "7",
  pages =        "831--840",
  month =        jun # "--" # jul,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2898",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2022",
}

@Article{Anonymous:2022:IIe,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "841--841",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2825",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 August 2022",
}

@Article{Carriero:2022:NTR,
  author =       "Andrea Carriero and Todd E. Clark and Massimiliano
                 Marcellino",
  title =        "Nowcasting tail risk to economic activity at a weekly
                 frequency",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "843--866",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2903",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2022",
}

@Article{Kilian:2022:OPG,
  author =       "Lutz Kilian and Xiaoqing Zhou",
  title =        "Oil prices, gasoline prices, and inflation
                 expectations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "867--881",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2911",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 May 2022",
}

@Article{Cross:2022:RPS,
  author =       "Jamie L. Cross and Bao H. Nguyen and Trung Duc Tran",
  title =        "The role of precautionary and speculative demand in
                 the global market for crude oil",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "882--895",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2905",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2022",
}

@Article{Kalamara:2022:MTC,
  author =       "Eleni Kalamara and Arthur Turrell and Chris Redl and
                 George Kapetanios and Sujit Kapadia",
  title =        "Making text count: Economic forecasting using
                 newspaper text",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "896--919",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2907",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2022",
}

@Article{Coulombe:2022:HML,
  author =       "Philippe Goulet Coulombe and Maxime Leroux and Dalibor
                 Stevanovic and St{\'e}phane Surprenant",
  title =        "How is machine learning useful for macroeconomic
                 forecasting?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "920--964",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2910",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 May 2022",
}

@Article{Lee:2022:OFU,
  author =       "Tae-Hwy Lee and Shahnaz Parsaeian and Aman Ullah",
  title =        "Optimal forecast under structural breaks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "965--987",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2908",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2022",
}

@Article{Mhalla:2022:ECH,
  author =       "Linda Mhalla and Julien Hambuckers and Marie Lambert",
  title =        "Extremal connectedness of hedge funds",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "988--1009",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2900",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 May 2022",
}

@Article{Demetrescu:2022:RIU,
  author =       "Matei Demetrescu and Christoph Hanck and Robinson
                 Kruse-Becher",
  title =        "Robust inference under time-varying volatility: a
                 real-time evaluation of professional forecasters",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "1010--1030",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2906",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 May 2022",
}

@Article{Nguyen:2022:RCH,
  author =       "Trong-Nghia Nguyen and Minh-Ngoc Tran and Robert
                 Kohn",
  title =        "Recurrent conditional heteroskedasticity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "1031--1054",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2902",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 May 2022",
}

@Article{Choi:2022:GBS,
  author =       "Jinho Choi and Juan Carlos Escanciano and Junjie Guo",
  title =        "Generalized band spectrum estimation with an
                 application to the {New Keynesian Phillips} curve",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "1055--1078",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2901",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 May 2022",
}

@Article{Natsiopoulos:2022:ABT,
  author =       "Kleanthis Natsiopoulos and Nickolaos G. Tzeremes",
  title =        "{ARDL} bounds test for cointegration: Replicating the
                 Pesaran et al. (2001) results for the {UK} earnings
                 equation using {R}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "5",
  pages =        "1079--1090",
  month =        aug,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2919",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:40 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Pesaran:2001:BTA}.",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 June 2022",
}

@Article{Anonymous:2022:IIf,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1091--1091",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2826",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 October 2022",
}

@Article{SantAnna:2022:CDB,
  author =       "Pedro H. C. Sant'Anna and Xiaojun Song and Qi Xu",
  title =        "Covariate distribution balance via propensity scores",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1093--1120",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2909",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 June 2022",
}

@Article{Jochmans:2022:IVE,
  author =       "Koen Jochmans and Vincenzo Verardi",
  title =        "Instrumental-variable estimation of
                 exponential-regression models with two-way fixed
                 effects with an application to gravity equations",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1121--1137",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2932",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 August 2022",
}

@Article{Minesso:2022:DWH,
  author =       "Massimo Ferrari Minesso and Frederik Kurcz and Maria
                 Sole Pagliari",
  title =        "Do words hurt more than actions? {The} impact of trade
                 tensions on financial markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1138--1159",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2924",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 July 2022",
}

@Article{Munkin:2022:CRM,
  author =       "Murat K. Munkin",
  title =        "{Count Roy} model with finite mixtures",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1160--1181",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2928",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 August 2022",
}

@Article{Duernecker:2022:TOG,
  author =       "Georg Duernecker and Moritz Meyer and Fernando
                 Vega-Redondo",
  title =        "Trade openness and growth: a network-based approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1182--1203",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2920",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 June 2022",
}

@Article{Pesaran:2022:MTE,
  author =       "M. Hashem Pesaran and Cynthia Fan Yang",
  title =        "Matching theory and evidence on {Covid-19} using a
                 stochastic network {SIR} model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1204--1229",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2904",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 May 2022",
}

@Article{Bai:2022:MFM,
  author =       "Yu Bai and Andrea Carriero and Todd E. Clark and
                 Massimiliano Marcellino",
  title =        "Macroeconomic forecasting in a multi-country context",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1230--1255",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2923",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 July 2022",
}

@Article{DelBono:2022:IDL,
  author =       "Emilia {Del Bono} and Josh Kinsler and Ronni Pavan",
  title =        "Identification of dynamic latent factor models of
                 skill formation with translog production",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1256--1265",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2929",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 August 2022",
}

@Article{Buliskeria:2022:DRB,
  author =       "Nino Buliskeria and Jaromir Baxa",
  title =        "Do rural banks matter that much? {Burgess} and {Pande}
                 (2005) reconsidered",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "6",
  pages =        "1266--1274",
  month =        sep # "--" # oct,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2922",
  remark =       "The work referred to is Burgess, R., and Pande, R.
                 (2005). Do rural banks matter? Evidence from the Indian
                 social banking experiment. American Economic Review,
                 {\bf 95}(3), 780-795, doi:10.1257/0002828054201242",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 June 2022",
}

@Article{Anonymous:2022:IIg,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1275--1275",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2827",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 December 2022",
}

@Article{Crossley:2022:RID,
  author =       "Thomas F. Crossley and Peter Levell and Stavros
                 Poupakis",
  title =        "Regression with an imputed dependent variable",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1277--1294",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2921",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 June 2022",
}

@Article{Amengual:2022:NS,
  author =       "Dante Amengual and Xinyue Bei and Enrique Sentana",
  title =        "Normal but skewed?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1295--1313",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2927",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 August 2022",
}

@Article{Galvao:2022:FLF,
  author =       "Ana Beatriz Galv{\~a}o and Michael Owyang",
  title =        "Forecasting low-frequency macroeconomic events with
                 high-frequency data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1314--1333",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2931",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 August 2022",
}

@Article{Hjalmarsson:2022:LRP,
  author =       "Erik Hjalmarsson and Tamas Kiss",
  title =        "Long-run predictability tests are even worse than you
                 thought",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1334--1355",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2930",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 August 2022",
}

@Article{Baltagi:2022:BEM,
  author =       "Badi H. Baltagi and Peter H. Egger and Michaela
                 Kesina",
  title =        "{Bayesian} estimation of multivariate panel probits
                 with higher-order network interdependence and an
                 application to firms' global market participation in
                 {Guangdong}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1356--1378",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2934",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 August 2022",
}

@Article{Naguib:2022:DEM,
  author =       "Costanza Naguib",
  title =        "Did earnings mobility change after minimum wage
                 introduction? {Evidence} from parametric and
                 semi-nonparametric methods in {Germany}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1379--1402",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2926",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 August 2022",
}

@Article{Scrimgeour:2022:RES,
  author =       "Dean Scrimgeour",
  title =        "Reevaluating the evidence on seasonality in housing
                 market match quality: Replication of {Ngai and Tenreyro
                 (2014)}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "37",
  number =       "7",
  pages =        "1403--1409",
  month =        nov # "--" # dec,
  year =         "2022",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2933",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:41 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 August 2022",
  remark =       "The work referred to is Ngai, L. R., and Tenreyro, S.
                 (2014). Hot and cold seasons in the housing
                 market. American Economic Review, {\bf 104}(12),
                 3991--4026, doi:10.1257/aer.104.12.3991.",
}

@Article{Ahn:2023:ROU,
  author =       "Hie Joo Ahn",
  title =        "The role of observed and unobserved heterogeneity in
                 the duration of unemployment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "1",
  pages =        "3--23",
  month =        jan # "--" # feb,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2940",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:42 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 September 2022",
}

@Article{Lee:2023:DNN,
  author =       "Yoonseok Lee and Mary E. Lovely and Hoang Pham",
  title =        "Dynamic and non-neutral productivity effects of
                 foreign ownership: a nonparametric approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "1",
  pages =        "24--48",
  month =        jan # "--" # feb,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2942",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:42 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 October 2022",
}

@Article{Scida:2023:SVF,
  author =       "Daniela Scid{\'a}",
  title =        "Structural {VAR} and financial networks: a minimum
                 distance approach to spatial modeling",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "1",
  pages =        "49--68",
  month =        jan # "--" # feb,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2935",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:42 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 August 2022",
}

@Article{Fischer:2023:GBT,
  author =       "Manfred M. Fischer and Niko Hauzenberger and Florian
                 Huber and Michael Pfarrhofer",
  title =        "General {Bayesian} time-varying parameter vector
                 autoregressions for modeling government bond yields",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "1",
  pages =        "69--87",
  month =        jan # "--" # feb,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2936",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:42 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2022",
}

@Article{Chang:2023:RLH,
  author =       "Andrew C. Chang and Trace J. Levinson",
  title =        "Raiders of the lost high-frequency forecasts: New data
                 and evidence on the efficiency of the {Fed}'s
                 forecasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "1",
  pages =        "88--104",
  month =        jan # "--" # feb,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2938",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:42 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 September 2022",
}

@Article{Lima:2023:EPP,
  author =       "Luiz Renato Lima and Lucas L{\'u}cio Godeiro",
  title =        "Equity-premium prediction: Attention is all you need",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "1",
  pages =        "105--122",
  month =        jan # "--" # feb,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2939",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:42 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 September 2022",
}

@Article{Morin:2023:WHW,
  author =       "Anna{\"\i}g Morin",
  title =        "Workplace heterogeneity and wage inequality in
                 {Denmark}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "1",
  pages =        "123--133",
  month =        jan # "--" # feb,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2941",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Feb 11 10:53:42 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 September 2022",
}

@Article{Desjardins:2023:FC,
  author =       "Denise Desjardins and Georges Dionne and Yang Lu",
  title =        "Featured Cover",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2973",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 March 2023",
}

@Article{Anonymous:2023:IIa,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "135--135",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2913",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 March 2023",
}

@Article{Amburgey:2023:RTP,
  author =       "Aaron J. Amburgey and Michael W. McCracken",
  title =        "On the real-time predictive content of financial
                 condition indices for growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "137--163",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2943",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 November 2022",
}

@Article{Clements:2023:DFB,
  author =       "Michael P. Clements and Ana Beatriz Galv{\~a}o",
  title =        "Density forecasting with {Bayesian Vector
                 Autoregressive} models under macroeconomic data
                 uncertainty",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "164--185",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2944",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 November 2022",
}

@Article{Budnik:2023:ISV,
  author =       "Katarzyna Budnik and Gerhard R{\"u}nstler",
  title =        "Identifying structural {VARs} from sparse narrative
                 instruments: Dynamic effects of {US} macroprudential
                 policies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "186--201",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2945",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 November 2022",
}

@Article{Lin:2023:RTM,
  author =       "Jianhao Lin and Jiacheng Fan and Yifan Zhang and
                 Liangyuan Chen",
  title =        "Real-time macroeconomic projection using narrative
                 central bank communication",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "202--221",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2946",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 November 2022",
}

@Article{Sutherland:2023:FGE,
  author =       "Christopher S. Sutherland",
  title =        "Forward guidance and expectation formation: A
                 narrative approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "222--241",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2948",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 November 2022",
}

@Article{Desjardins:2023:HRE,
  author =       "Denise Desjardins and Georges Dionne and Yang Lu",
  title =        "Hierarchical random-effects model for the insurance
                 pricing of vehicles belonging to a fleet",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "242--259",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2949",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 December 2022",
}

@Article{Chernis:2023:RDB,
  author =       "Tony Chernis and Patrick J. Coe and Shaun P. Vahey",
  title =        "Reassessing the dependence between economic growth and
                 financial conditions since 1973",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "2",
  pages =        "260--267",
  month =        mar,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2937",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Fri Mar 24 07:38:21 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 August 2022",
}

@Article{Anonymous:2023:IIb,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "269--269",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2914",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 April 2023",
}

@Article{Laudati:2023:IES,
  author =       "Dario Laudati and M. Hashem Pesaran",
  title =        "Identifying the effects of sanctions on the {Iranian}
                 economy using newspaper coverage",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "271--294",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2947",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 November 2022",
}

@Article{Guerroon-Quintana:2023:MFT,
  author =       "Pablo Guerr{\'o}on-Quintana and Molin Zhong",
  title =        "Macroeconomic forecasting in times of crises",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "295--320",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2951",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 December 2022",
}

@Article{Jochmans:2023:TRA,
  author =       "Koen Jochmans",
  title =        "Testing random assignment to peer groups",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "321--333",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2953",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 January 2023",
}

@Article{Slichter:2023:EEM,
  author =       "David Slichter",
  title =        "The employment effects of the minimum wage: a
                 selection ratio approach to measuring treatment
                 effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "334--357",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2954",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 January 2023",
}

@Article{Ferman:2023:IDD,
  author =       "Bruno Ferman",
  title =        "Inference in difference-in-differences: How much
                 should we trust in independent clusters?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "358--369",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2955",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "08 January 2023",
}

@Article{Foroni:2023:SOR,
  author =       "Claudia Foroni and Livio Stracca",
  title =        "The shale oil revolution and the global oil supply
                 curve",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "370--387",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2950",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 November 2022",
}

@Article{Boer:2023:MIU,
  author =       "Lukas Boer and Lukas Menkhoff and Malte Rieth",
  title =        "The multifaceted impact of {US} trade policy on
                 financial markets",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "388--406",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2952",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 December 2022",
}

@Article{Acerenza:2023:TIA,
  author =       "Santiago Acerenza and Ot{\'a}vio Bartalotti and
                 D{\'e}sir{\'e} K{\'e}dagni",
  title =        "Testing identifying assumptions in bivariate probit
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "407--422",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2956",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 January 2023",
}

@Article{Bietenbeck:2023:NEI,
  author =       "Jan Bietenbeck and Matthew Collins",
  title =        "New evidence on the importance of instruction time for
                 student achievement on international assessments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "423--431",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2957",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 January 2023",
}

@Article{Caggiano:2023:GFU,
  author =       "Giovanni Caggiano and Efrem Castelnuovo",
  title =        "Global financial uncertainty",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "3",
  pages =        "432--449",
  month =        apr # "--" # may,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2958",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:41 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 January 2023",
}

@Article{Anonymous:2023:IIc,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "451--451",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2915",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "02 June 2023",
}

@Article{Doser:2023:IEN,
  author =       "Alexander Doser and Ricardo Nunes and Nikhil Rao and
                 Viacheslav Sheremirov",
  title =        "Inflation expectations and nonlinearities in the
                 {Phillips} curve",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "453--471",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2963",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 February 2023",
}

@Article{Paredes:2023:FTG,
  author =       "Joan Paredes and Javier J. P{\'e}rez and Gabriel Perez
                 Quiros",
  title =        "Fiscal targets. A guide to forecasters?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "472--492",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2968",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2023",
}

@Article{Klein:2023:DDT,
  author =       "Nadja Klein and Michael Stanley Smith and David J.
                 Nott",
  title =        "Deep distributional time series models and the
                 probabilistic forecasting of intraday electricity
                 prices",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "493--511",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2959",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 January 2023",
}

@Article{Borup:2023:QIN,
  author =       "Daniel Borup and Jorge Wolfgang Hansen and Benjamin
                 Dybro Liengaard and Erik Christian Montes Sch{\"u}tte",
  title =        "Quantifying investor narratives and their role during
                 {COVID-19}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "512--532",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2964",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 February 2023",
}

@Article{Despois:2023:IIF,
  author =       "Thomas Despois and Catherine Doz",
  title =        "Identifying and interpreting the factors in factor
                 models via sparsity: Different approaches",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "533--555",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2967",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 February 2023",
}

@Article{Huber:2023:SSC,
  author =       "Florian Huber and Gary Koop",
  title =        "Subspace shrinkage in conjugate {Bayesian} vector
                 autoregressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "556--576",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2966",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 February 2023",
}

@Article{Gustafsson:2023:BOH,
  author =       "Oskar Gustafsson and Mattias Villani and P{\"a}r
                 Stockhammar",
  title =        "{Bayesian} optimization of hyperparameters from noisy
                 marginal likelihood estimates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "577--595",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2961",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 January 2023",
}

@Article{Corradi:2023:RFS,
  author =       "Valentina Corradi and Sainan Jin and Norman R.
                 Swanson",
  title =        "Robust forecast superiority testing with an
                 application to assessing pools of expert forecasters",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "596--622",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2962",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 February 2023",
}

@Article{An:2023:IIM,
  author =       "Zidong An and Salem Abo-Zaid and Xuguang Simon Sheng",
  title =        "Inattention and the impact of monetary policy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "623--643",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2960",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 January 2023",
}

@Article{Qu:2023:UAP,
  author =       "Zhongjun Qu and Denis Tkachenko",
  title =        "Using arbitrary precision arithmetic to sharpen
                 identification analysis for {DSGE} models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "4",
  pages =        "644--667",
  month =        jun # "--" # jul,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2965",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:42 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 February 2023",
}

@Article{MacKinnon:2023:FC,
  author =       "James G. MacKinnon and Morten {\O}rregaard Nielsen and
                 Matthew D. Webb",
  title =        "Featured Cover",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3002",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 August 2023",
}

@Article{Anonymous:2023:IId,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "669--669",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2916",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 August 2023",
}

@Article{MacKinnon:2023:FRJ,
  author =       "James G. MacKinnon and Morten {\O}rregaard Nielsen and
                 Matthew D. Webb",
  title =        "Fast and reliable jackknife and bootstrap methods for
                 cluster-robust inference",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "671--694",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2969",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2023",
}

@Article{Schmidheiny:2023:ESD,
  author =       "Kurt Schmidheiny and Sebastian Siegloch",
  title =        "On event studies and distributed-lags in two-way fixed
                 effects models: Identification, equivalence, and
                 generalization",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "695--713",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2971",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2023",
}

@Article{Mitchell:2023:CDF,
  author =       "James Mitchell and Martin Weale",
  title =        "Censored density forecasts: Production and
                 evaluation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "714--734",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2972",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 February 2023",
}

@Article{Dong:2023:WCW,
  author =       "Yingying Dong and Michal Koles{\'a}r",
  title =        "When can we ignore measurement error in the running
                 variable?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "735--750",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2974",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 March 2023",
}

@Article{Eo:2023:UTI,
  author =       "Yunjong Eo and Luis Uzeda and Benjamin Wong",
  title =        "Understanding trend inflation through the lens of the
                 goods and services sectors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "751--766",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2975",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 April 2023",
}

@Article{Kondo:2023:HTZ,
  author =       "Illenin O. Kondo and Logan T. Lewis and Andrea
                 Stella",
  title =        "Heavy tailed but not {Zipf}: Firm and establishment
                 size in the {United States}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "767--785",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2976",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/benfords-law.bib;
                 https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2023",
}

@Article{Bietenbeck:2023:REG,
  author =       "Jan Bietenbeck and Petra Thiemann",
  title =        "Revisiting the effect of growing up in a recession on
                 attitudes towards redistribution",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "786--794",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2970",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 February 2023",
}

@Article{Anonymous:2023:CEU,
  author =       "Anonymous",
  title =        "Correction to {``Exogenous uncertainty and the
                 identification of structural vector autoregressions
                 with external instruments''}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "5",
  pages =        "795--797",
  month =        aug,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2994",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  note =         "See \cite{Angelini:2019:EUI}.",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 June 2023",
}

@Article{Anonymous:2023:IIe,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "799--799",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2917",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 October 2023",
}

@Article{Carrion-i-Silvestre:2023:TML,
  author =       "Josep Llu{\'\i}s Carrion-i-Silvestre and Mar{\'\i}a
                 Dolores Gadea",
  title =        "Testing for multiple level shifts with an integrated
                 or stationary noise component",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "801--819",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2977",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 March 2023",
}

@Article{Chang:2023:OPU,
  author =       "Yoosoon Chang and Ana Mar{\'\i}a Herrera and Elena
                 Pesavento",
  title =        "Oil prices uncertainty, endogenous regime switching,
                 and inflation anchoring",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "820--839",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2978",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2023",
}

@Article{Caetano:2023:RDD,
  author =       "Carolina Caetano and Gregorio Caetano and Juan Carlos
                 Escanciano",
  title =        "Regression discontinuity design with multivalued
                 treatments",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "840--856",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2982",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 April 2023",
}

@Article{Hillebrand:2023:ERM,
  author =       "Eric Hillebrand and Jakob Guldb{\ae}k Mikkelsen and
                 Lars Spreng and Giovanni Urga",
  title =        "Exchange rates and macroeconomic fundamentals:
                 Evidence of instabilities from time-varying factor
                 loadings",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "857--877",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2984",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 May 2023",
}

@Article{Shu:2023:OPR,
  author =       "Haicheng Shu and Peter Spencer",
  title =        "Oil prices in the real economy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "878--897",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2986",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 May 2023",
}

@Article{Fosten:2023:NCS,
  author =       "Jack Fosten and Shaoni Nandi",
  title =        "Nowcasting from cross-sectionally dependent panels",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "898--919",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2980",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 May 2023",
}

@Article{List:2023:MTC,
  author =       "John A. List and Azeem M. Shaikh and Atom Vayalinkal",
  title =        "Multiple testing with covariate adjustment in
                 experimental economics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "920--939",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2985",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 May 2023",
}

@Article{Hayakawa:2023:SDP,
  author =       "Kazuhiko Hayakawa and M. Hashem Pesaran and L. Vanessa
                 Smith",
  title =        "Short {$T$} dynamic panel data models with individual,
                 time and interactive effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "940--967",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2981",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 June 2023",
}

@Article{Watanabe:2023:DMZ,
  author =       "Tsutomu Watanabe and Tomoyoshi Yabu",
  title =        "The demand for money at the zero interest rate bound",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "968--976",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2983",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 May 2023",
}

@Article{Wegmuller:2023:UWE,
  author =       "Philipp Wegm{\"u}ller and Christian Glocker",
  title =        "{US} weekly economic index: Replication and
                 extension",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "6",
  pages =        "977--985",
  month =        sep # "--" # oct,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2979",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Mon Oct 16 14:44:43 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 May 2023",
}

@Article{Anonymous:2023:IIf,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "987--987",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2918",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 December 2023",
}

@Article{Liao:2023:IER,
  author =       "Wenting Liao and Jun Ma and Chengsi Zhang",
  title =        "Identifying exchange rate effects and spillovers of
                 {US} monetary policy shocks in the presence of
                 time-varying instrument relevance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "989--1006",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2998",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 July 2023",
}

@Article{Goto:2023:ERN,
  author =       "Eiji Goto and Jan P. A. M. Jacobs and Tara M. Sinclair
                 and Simon van Norden",
  title =        "Employment reconciliation and nowcasting",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1007--1017",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2995",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 July 2023",
}

@Article{Eskandari:2023:HRC,
  author =       "Ruhollah Eskandari and Morteza Zamanian",
  title =        "Heterogeneous responses to corporate marginal tax
                 rates: Evidence from small and large firms",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1018--1047",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3000",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 July 2023",
}

@Article{Park:2023:RCN,
  author =       "Seonyoung Park and Donggyun Shin",
  title =        "Recent changes in the nature of the distribution
                 dynamics of the {US} county incomes",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1048--1067",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3006",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 September 2023",
}

@Article{Chen:2023:DAK,
  author =       "Shiu-Sheng Chen",
  title =        "A direct approach to {Kilian--Lewis} style
                 counterfactual analysis in vector autoregression
                 models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1068--1076",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2996",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 June 2023",
}

@Article{Lewis:2023:AGF,
  author =       "Daniel J. Lewis and Davide Melcangi and Laura
                 Pilossoph and Aidan Toner-Rodgers",
  title =        "Approximating grouped fixed effects estimation via
                 fuzzy clustering regression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1077--1084",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2997",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 July 2023",
}

@Article{Ruth:2023:MPE,
  author =       "Sebastian K. R{\"u}th and Wouter {Van der Veken}",
  title =        "Monetary policy and exchange rate anomalies in
                 set-identified {SVARs}: Revisited",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1085--1092",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2999",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 July 2023",
}

@Article{Ferrall:2023:WHZ,
  author =       "Christopher Ferrall",
  title =        "Was {Harold Zurcher} myopic after all? {Replicating}
                 {Rust}'s engine replacement estimates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1093--1100",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3001",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 August 2023",
}

@Article{Quast:2023:FRO,
  author =       "Josefine Quast and Maik H. Wolters",
  title =        "The {Federal Reserve}'s output gap: The unreliability
                 of real-time reliability tests",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "38",
  number =       "7",
  pages =        "1101--1111",
  month =        nov # "--" # dec,
  year =         "2023",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3003",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 August 2023",
}

@Article{Kejriwal:2024:EAP,
  author =       "Mohitosh Kejriwal and Xiaoxiao Li and Linh Nguyen and
                 Evan Totty",
  title =        "The efficacy of ability proxies for estimating the
                 returns to schooling: a factor model-based evaluation",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "3--21",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3011",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 October 2023",
}

@Article{Janssens:2024:SSU,
  author =       "Eva F. Janssens and Robin L. Lumsdaine",
  title =        "Sectoral slowdowns in the {United Kingdom}: Evidence
                 from transmission probabilities and economic linkages",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "22--40",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3004",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 October 2023",
}

@Article{Cai:2024:PSE,
  author =       "Jun Cai and William C. Horrace and Christopher F.
                 Parmeter",
  title =        "Penalized sieve estimation of zero-inefficiency
                 stochastic frontiers",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "41--65",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3008",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 October 2023",
}

@Article{Chavleishvili:2024:FST,
  author =       "Sulkhan Chavleishvili and Simone Manganelli",
  title =        "Forecasting and stress testing with quantile vector
                 autoregression",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "66--85",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3009",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 October 2023",
}

@Article{Klooster:2024:ORI,
  author =       "Jens Klooster and Mikhail Zhelonkin",
  title =        "Outlier robust inference in the instrumental variable
                 model with applications to causal effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "86--106",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3012",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 October 2023",
}

@Article{Lee:2024:PII,
  author =       "Sungwon Lee",
  title =        "Partial identification and inference for conditional
                 distributions of treatment effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "107--127",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3014",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 November 2023",
}

@Article{Djogbenou:2024:IOP,
  author =       "Antoine A. Djogbenou",
  title =        "Identifying oil price shocks with global, developed,
                 and emerging latent real economy activity factors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "128--149",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3017",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 December 2023",
}

@Article{DInnocenzo:2024:HDN,
  author =       "Enzo D'Innocenzo and Andr{\'e} Lucas and Anne Opschoor
                 and Xingmin Zhang",
  title =        "Heterogeneity and dynamics in network models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "150--173",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3013",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 December 2023",
}

@Article{Cho:2024:DMP,
  author =       "Yunho Cho and James Morley and Aarti Singh",
  title =        "Did marginal propensities to consume change with the
                 housing boom and bust?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "174--199",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3016",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 January 2024",
}

@Article{Aronsson:2024:MLB,
  author =       "Thomas Aronsson and Katharina Jenderny and Gauthier
                 Lanot",
  title =        "A maximum likelihood bunching estimator of the
                 elasticity of taxable income",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "200--216",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3015",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 January 2024",
}

@Article{Crudu:2024:NWR,
  author =       "Federico Crudu and Advait Moharir",
  title =        "Narrow and wide replication of {Chalfin} and {McCrary}
                 ({REStat}, 2018)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "217--224",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3007",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 September 2023",
}

@Article{Cho:2024:RGV,
  author =       "Dooyeon Cho and Seunghwa Rho",
  title =        "Reassessing growth vulnerability",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "1",
  pages =        "225--234",
  month =        jan # "--" # feb,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3005",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:55 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 September 2023",
}

@Article{Anonymous:2024:IIa,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "235--235",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2988",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 March 2024",
}

@Article{Carlson:2024:SSL,
  author =       "Alyssa Carlson and Riju Joshi",
  title =        "Sample selection in linear panel data models with
                 heterogeneous coefficients",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "237--255",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3022",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 December 2023",
}

@Article{Bai:2024:RAM,
  author =       "Yuehao Bai and Meng Hsuan Hsieh and Jizhou Liu and Max
                 Tabord-Meehan",
  title =        "Revisiting the analysis of matched-pair and stratified
                 experiments in the presence of attrition",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "256--268",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3025",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "20 December 2023",
}

@Article{Pruser:2024:NMT,
  author =       "Jan Pr{\"u}ser and Florian Huber",
  title =        "Nonlinearities in macroeconomic tail risk through the
                 lens of big data quantile regressions",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "269--291",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3018",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 December 2023",
}

@Article{Babii:2024:PDN,
  author =       "Andrii Babii and Ryan T. Ball and Eric Ghysels and
                 Jonas Striaukas",
  title =        "Panel data nowcasting: The case of price-earnings
                 ratios",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "292--307",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3028",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 December 2023",
}

@Article{Sakaguchi:2024:PII,
  author =       "Shosei Sakaguchi",
  title =        "Partial identification and inference in duration
                 models with endogenous censoring",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "308--326",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3024",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 December 2023",
}

@Article{Kreitmeir:2024:DDP,
  author =       "David Kreitmeir and Thomas {\"U}berfuhr",
  title =        "Disease and development-The predicted mortality
                 instrument revisited",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "327--337",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3023",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 January 2024",
}

@Article{Barbaglia:2024:FGE,
  author =       "Luca Barbaglia and Sergio Consoli and Sebastiano
                 Manzan",
  title =        "Forecasting {GDP} in {Europe} with textual data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "338--355",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3027",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 January 2024",
}

@Article{Troccoli:2024:DPP,
  author =       "Claudia Troccoli",
  title =        "Does paid parental leave affect children's schooling
                 outcomes? {Replicating} {Danzer} and {Lavy} (2018)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "2",
  pages =        "356--362",
  month =        mar,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3021",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 December 2023",
}

@Article{Anonymous:2024:IIb,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "363--363",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2989",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 April 2024",
}

@Article{Centorrino:2024:BET,
  author =       "Samuele Centorrino and Mar{\'\i}a P{\'e}rez-Urdiales
                 and Boris Bravo-Ureta and Alan Wall",
  title =        "Binary endogenous treatment in stochastic frontier
                 models with an application to soil conservation in {El
                 Salvador}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "365--382",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3020",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "14 January 2024",
}

@Article{Brewer:2024:ASS,
  author =       "Dylan Brewer and Alyssa Carlson",
  title =        "Addressing sample selection bias for machine learning
                 methods",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "383--400",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3029",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 January 2024",
}

@Article{Coulombe:2024:MRF,
  author =       "Philippe Goulet Coulombe",
  title =        "The macroeconomy as a random forest",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "401--421",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3030",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "17 January 2024",
}

@Article{Anttonen:2024:SIS,
  author =       "Jetro Anttonen and Markku Lanne and Jani Luoto",
  title =        "Statistically identified structural {VAR} model with
                 potentially skewed and fat-tailed errors",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "422--437",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3019",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2024",
}

@Article{Maasoumi:2024:IFA,
  author =       "Esfandiar Maasoumi and Jianqiu Wang and Zhuo Wang and
                 Ke Wu",
  title =        "Identifying factors via automatic debiased machine
                 learning",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "438--461",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3031",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 February 2024",
}

@Article{Krolikowski:2024:ALN,
  author =       "Pawel M. Krolikowski and Kurt G. Lunsford",
  title =        "Advance layoff notices and aggregate job loss",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "462--480",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3032",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 February 2024",
}

@Article{Nibbering:2024:HDM,
  author =       "Didier Nibbering",
  title =        "A high-dimensional multinomial logit model",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "481--497",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3034",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 February 2024",
}

@Article{Bernhardt:2024:HDD,
  author =       "Robert Bernhardt and David Munro and Erin L.
                 Wolcott",
  title =        "How does the dramatic rise of nonresponse in the
                 {Current Population Survey} impact labor market
                 indicators?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "498--512",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3035",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 February 2024",
}

@Article{Anderson:2024:MSL,
  author =       "D. Mark Anderson and Yang Liang and Joseph J. Sabia",
  title =        "Mandatory seatbelt laws and traffic fatalities: a
                 reassessment",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "3",
  pages =        "513--521",
  month =        apr # "--" # may,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3026",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Tue May 28 13:31:56 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 January 2024",
}

@Article{Bates:2024:FC,
  author =       "Michael Bates and Seolah Kim",
  title =        "Featured Cover",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "??--??",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3077",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 June 2024",
}

@Article{Anonymous:2024:IIc,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "523--523",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2990",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "12 June 2024",
}

@Article{Mehic:2024:PDA,
  author =       "Adrian Mehic",
  title =        "Peer desirability and academic achievement",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "525--542",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3036",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "26 February 2024",
}

@Article{Ascari:2024:EEE,
  author =       "Guido Ascari and Qazi Haque and Leandro M. Magnusson
                 and Sophocles Mavroeidis",
  title =        "Empirical evidence on the {Euler} equation for
                 investment in the {US}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "543--563",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3037",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "27 February 2024",
}

@Article{Wang:2024:FSP,
  author =       "Taining Wang and Feng Yao and Subal C. Kumbhakar",
  title =        "A flexible stochastic production frontier model with
                 panel data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "564--588",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3033",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 March 2024",
}

@Article{Canova:2024:SWT,
  author =       "Fabio Canova",
  title =        "Should we trust cross-sectional multiplier
                 estimates?",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "589--606",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3041",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 March 2024",
}

@Article{Gregory:2024:UFP,
  author =       "Allan W. Gregory and James McNeil and Gregor W.
                 Smith",
  title =        "{US} fiscal policy shocks: Proxy-{SVAR}
                 overidentification via {GMM}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "607--619",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3038",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "06 March 2024",
}

@Article{Herwartz:2024:SIP,
  author =       "Helmut Herwartz and Shu Wang",
  title =        "Statistical identification in panel structural vector
                 autoregressive models based on independence criteria",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "620--639",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3044",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "13 March 2024",
}

@Article{Jin:2024:BLQ,
  author =       "Fei Jin and Lung-fei Lee and Kai Yang",
  title =        "Best linear and quadratic moments for spatial
                 econometric models with an application to spatial
                 interdependence patterns of employment growth in {US}
                 counties",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "640--658",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3046",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "16 March 2024",
}

@Article{Fernandez-Val:2024:HWU,
  author =       "Iv{\'a}n Fern{\'a}ndez-Val and Aico van Vuuren and
                 Francis Vella and Franco Peracchi",
  title =        "Hours worked and the {US} distribution of real annual
                 earnings 1976--2019",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "659--678",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3039",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "25 March 2024",
}

@Article{Bates:2024:EPE,
  author =       "Michael Bates and Seolah Kim",
  title =        "Estimating the price elasticity of gasoline demand in
                 correlated random coefficient models with endogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "679--696",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3042",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "28 March 2024",
}

@Article{Wu:2024:BCG,
  author =       "Frank C. Z. Wu",
  title =        "{Bayesian} collapsed {Gibbs} sampling for a stochastic
                 volatility model with a {Dirichlet} process mixture",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "697--704",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3040",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 March 2024",
}

@Article{deGendre:2024:RER,
  author =       "Alexandra de Gendre and Jan Feld and Nicol{\'a}s
                 Salamanca",
  title =        "Re-examining the relationship between patience,
                 risk-taking, and human capital investment across
                 countries",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "705--713",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3045",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "31 March 2024",
}

@Article{Besenhard:2024:ESD,
  author =       "Petra Besenhard",
  title =        "Exploring skill distribution tails through stochastic
                 dominance",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "4",
  pages =        "714--720",
  month =        jun # "--" # jul,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3043",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:52 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "01 April 2024",
}

@Article{Anonymous:2024:IId,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "721--721",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2991",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "11 August 2024",
}

@Article{Liu:2024:IFB,
  author =       "Jia Liu and John M. Maheu and Yong Song",
  title =        "Identification and forecasting of bull and bear
                 markets using multivariate returns",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "723--745",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3048",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 April 2024",
}

@Article{Lenza:2024:HDM,
  author =       "Michele Lenza and Jiri Slacalek",
  title =        "How does monetary policy affect income and wealth
                 inequality? {Evidence} from quantitative easing in the
                 euro area",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "746--765",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3053",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "10 April 2024",
}

@Article{Albuquerque:2024:CDB,
  author =       "Bruno Albuquerque",
  title =        "Corporate debt booms, financial constraints, and the
                 investment nexus",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "766--789",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3047",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 April 2024",
}

@Article{Mitchell:2024:CDF,
  author =       "James Mitchell and Aubrey Poon and Dan Zhu",
  title =        "Constructing density forecasts from quantile
                 regressions: Multimodality in macrofinancial dynamics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "790--812",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3049",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 April 2024",
}

@Article{Leiva-Leon:2024:RTW,
  author =       "Danilo Leiva-Le{\'o}n and Gabriel Perez Quiros and
                 Eyno Rots",
  title =        "Real-time weakness of the global economy",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "813--832",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3054",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2024",
}

@Article{Kleen:2024:SME,
  author =       "Onno Kleen",
  title =        "Scaling and measurement error sensitivity of scoring
                 rules for distribution forecasts",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "833--849",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3056",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 April 2024",
}

@Article{Harvey:2024:TEF,
  author =       "David I. Harvey and Stephen J. Leybourne and Yang Zu",
  title =        "Tests for equal forecast accuracy under
                 heteroskedasticity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "850--869",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3050",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 April 2024",
}

@Article{Dewitte:2024:GTD,
  author =       "Ruben Dewitte and Bruno Merlevede and Glenn Rayp",
  title =        "Gains from trade: Demand, supply, and idiosyncratic
                 shocks",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "870--886",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3051",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 April 2024",
}

@Article{Ashwin:2024:NEA,
  author =       "Julian Ashwin and Eleni Kalamara and Lorena Saiz",
  title =        "Nowcasting {Euro} area {GDP} with news sentiment: a
                 tale of two crises",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "887--905",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3057",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 May 2024",
}

@Article{Alfano:2024:TEE,
  author =       "Marco Alfano and Joseph-Simon G{\"o}rlach",
  title =        "Terrorism and education: Evidence from instrumental
                 variables estimators",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "906--925",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3058",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "09 May 2024",
}

@Article{Gonzalez-Rivera:2024:EUS,
  author =       "Gloria Gonz{\'a}lez-Rivera and C. Vladimir
                 Rodr{\'\i}guez-Caballero and Esther Ruiz",
  title =        "Expecting the unexpected: Stressed scenarios for
                 economic growth",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "926--942",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3060",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "22 May 2024",
}

@Article{Noh:2024:REC,
  author =       "Eul Noh",
  title =        "Revisiting the effects of conventional and
                 unconventional monetary policies",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "943--951",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3052",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 April 2024",
}

@Article{Khalil:2024:HRP,
  author =       "Umair Khalil and Mandar Oak and Sundar Ponnusamy",
  title =        "The heterogeneous role of party affiliation in the
                 runner-up effect",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "952--959",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3055",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 April 2024",
}

@Article{Choi:2024:NAS,
  author =       "Sangyup Choi and Jaehun Jeong and Dohyeon Park and
                 Donghoon Yoo",
  title =        "News or animal spirits? {Consumer} confidence and
                 economic activity: Redux",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "5",
  pages =        "960--966",
  month =        aug,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3070",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "21 May 2024",
}

@Article{Anonymous:2024:IIe,
  author =       "Anonymous",
  title =        "Issue Information",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "967--967",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.2992",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "07 October 2024",
}

@Article{Hansen:2024:RAM,
  author =       "Lars Peter Hansen and Thomas J. Sargent",
  title =        "Risk, ambiguity, and misspecification: Decision
                 theory, robust control, and statistics",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "969--999",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3010",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "23 October 2023",
}

@Article{Bjornland:2024:SOB,
  author =       "Hilde C. Bj{\o}rnland and Julia Skretting",
  title =        "The shale oil boom and the {US} economy: Spillovers
                 and time-varying effects",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1000--1020",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3059",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 May 2024",
}

@Article{Galichon:2024:ESM,
  author =       "Alfred Galichon and Bernard Salani{\'e}",
  title =        "Estimating separable matching models",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1021--1044",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3061",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 June 2024",
}

@Article{Battistin:2024:QGD,
  author =       "Erich Battistin and Carlos Lamarche and Enrico
                 Rettore",
  title =        "Quantiles of the gain distribution of an early
                 childhood intervention",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1045--1064",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3071",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "15 June 2024",
}

@Article{Barbarino:2024:SER,
  author =       "Alessandro Barbarino and Travis J. Berge and Andrea
                 Stella",
  title =        "The stability and economic relevance of output gap
                 estimates",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1065--1081",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3062",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "18 June 2024",
}

@Article{Sebbesen:2024:PBE,
  author =       "Anja Sebbesen and Harald Oberhofer",
  title =        "The propagation of business expectations within the
                 {European Union}",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1082--1103",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3075",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "19 June 2024",
}

@Article{Dovern:2024:TDS,
  author =       "Jonas Dovern and Alexander Glas and Geoff Kenny",
  title =        "Testing for differences in survey-based density
                 expectations: a compositional data approach",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1104--1122",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3080",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "24 June 2024",
}

@Article{Tommasi:2024:IPB,
  author =       "Denni Tommasi and Lina Zhang",
  title =        "Identifying program benefits when participation is
                 misreported",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1123--1148",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3079",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "29 June 2024",
}

@Article{Zimmert:2024:PTS,
  author =       "Franziska Zimmert and Michael Zimmert",
  title =        "Part-time subsidies and maternal reemployment:
                 Evidence from a difference-in-differences analysis",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1149--1171",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3072",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "04 July 2024",
}

@Article{Kim:2024:UST,
  author =       "Minki Kim and Munseob Lee",
  title =        "The {US} structural transformation and regional
                 convergence: Racial heterogeneity",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1172--1179",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3074",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "03 June 2024",
}

@Article{Bekhtiar:2024:RWP,
  author =       "Karim Bekhtiar and Benjamin Bittschi and Richard
                 Sellner",
  title =        "Robots at work? {Pitfalls} of industry-level data",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1180--1189",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3073",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "05 June 2024",
}

@Article{Yang:2024:EDC,
  author =       "Hong Yang and Wen Zhang",
  title =        "Explaining the decline of {China}'s labor share: a
                 wide replication of {Oberfield} and {Raval} (2021)",
  journal =      j-J-APPL-ECONOMETRICS,
  volume =       "39",
  number =       "6",
  pages =        "1190--1197",
  month =        sep # "--" # oct,
  year =         "2024",
  CODEN =        "JAECET",
  DOI =          "https://doi.org/10.1002/jae.3082",
  ISSN =         "0883-7252 (print), 1099-1255 (electronic)",
  ISSN-L =       "0883-7252",
  bibdate =      "Sat Oct 12 09:33:53 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
  acknowledgement = ack-nhfb,
  ajournal =     "J. Appl. Econometrics",
  fjournal =     "Journal of Applied Econometrics",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/10991255;
                 https://www.jstor.org/journal/japplecon",
  onlinedate =   "30 June 2024",
}