@Preamble{
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@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-J-ECONOMETRICS = "Journal of Econometrics"}
@Article{Rilstone:1996:SOB,
author = "Paul Rilstone and V. K. Srivastava and Aman Ullah",
title = "The second-order bias and mean squared error of
nonlinear estimators",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "369--395",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(96)89457-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Rilstone:2005:CSO}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407696894577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:Ea,
author = "Anonymous",
title = "Editorial",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "1--7",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00015-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000159",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2000:NRM,
author = "Yacine A{\"\i}t-Sahalia and Andrew W. Lo",
title = "Nonparametric risk management and implied risk
aversion",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "9--51",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00016-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000160",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Broadie:2000:AOS,
author = "Mark Broadie and J{\'e}r{\^o}me Detemple and Eric
Ghysels and Olivier Torr{\'e}s",
title = "{American} options with stochastic dividends and
volatility: A nonparametric investigation",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "53--92",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00017-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000172",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Garcia:2000:PHD,
author = "Ren{\'e} Garcia and Ramazan Gen{\c{c}}ay",
title = "Pricing and hedging derivative securities with neural
networks and a homogeneity hint",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "93--115",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00018-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000184",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clement:2000:ESR,
author = "E. Clement and C. Gourieroux and A. Monfort",
title = "Econometric specification of the risk neutral
valuation model",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "117--143",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00019-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000196",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacquier:2000:BAC,
author = "Eric Jacquier and Robert Jarrow",
title = "{Bayesian} analysis of contingent claim model error",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "145--180",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00020-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000202",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bates:2000:PCF,
author = "David S. Bates",
title = "Post-'87 crash fears in the {S\&P} 500 futures option
market",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "181--238",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00021-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000214",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollen:2000:RSF,
author = "Nicolas P. B. Bollen and Stephen F. Gray and Robert E.
Whaley",
title = "Regime switching in foreign exchange rates:: Evidence
from currency option prices",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "239--276",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00022-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000226",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bakshi:2000:PHL,
author = "Gurdip Bakshi and Charles Cao and Zhiwu Chen",
title = "Pricing and hedging long-term options",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "277--318",
month = jan,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00023-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000238",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PJa,
author = "Anonymous",
title = "Pages 1--320 ({January 2000})",
journal = j-J-ECONOMETRICS,
volume = "94",
number = "1--2",
pages = "??--??",
month = jan,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abrevaya:2000:REG,
author = "Jason Abrevaya",
title = "Rank estimation of a generalized fixed-effects
regression model",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "1--23",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00027-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000275",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Charlier:2000:ECR,
author = "Erwin Charlier and Bertrand Melenberg and Arthur van
Soest",
title = "Estimation of a censored regression panel data model
using conditional moment restrictions efficiently",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "25--56",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00028-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000287",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nakatsuma:2000:BAA,
author = "Teruo Nakatsuma",
title = "{Bayesian} analysis of {ARMA-GARCH} models: A {Markov}
chain sampling approach",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "57--69",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00029-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000299",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ayat:2000:URT,
author = "Leila Ayat and Peter Burridge",
title = "Unit root tests in the presence of uncertainty about
the non-stochastic trend",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "71--96",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00030-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000305",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2000:DCP,
author = "Jae-Young Kim",
title = "Detection of change in persistence of a linear time
series",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "97--116",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00031-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Kim:2002:CDC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000317",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2000:NSQ,
author = "Lung-fei Lee",
title = "A numerically stable quadrature procedure for the
one-factor random-component discrete choice model",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "117--129",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00032-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000329",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ryu:2000:EDU,
author = "Hang K. Ryu and Daniel J. Slottje",
title = "Estimating the density of unemployment duration based
on contaminated samples or small samples",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "131--156",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00033-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000330",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Banerjee:2000:SUT,
author = "Anurag N. Banerjee and Jan R. Magnus",
title = "On the sensitivity of the usual $t$- and {$F$}-tests
to covariance misspecification",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "157--176",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00034-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000342",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:2000:TCR,
author = "Helmut L{\"u}tkepohl and Pentti Saikkonen",
title = "Testing for the cointegrating rank of a {VAR} process
with a time trend",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "177--198",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00035-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000354",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2000:TTR,
author = "Yi-Ting Chen and Ray Y. Chou and Chung-Ming Kuan",
title = "Testing time reversibility without moment
restrictions",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "199--218",
month = mar,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00036-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000366",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PMa,
author = "Anonymous",
title = "Pages 1--218 ({March 2000})",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "1",
pages = "??--??",
month = mar,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:Eb,
author = "Anonymous",
title = "Editorial",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "219--220",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00037-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000378",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:C,
author = "Anonymous",
title = "Conference",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "221--221",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00047-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000470",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bierens:2000:ECC,
author = "Herman J. Bierens and Norman R. Swanson",
title = "The econometric consequences of the ceteris paribus
condition in economic theory",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "223--253",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00038-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900038X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chamberlain:2000:EDT,
author = "Gary Chamberlain",
title = "Econometrics and decision theory",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "255--283",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00039-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000391",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanGarderen:2000:CSA,
author = "Kees Jan van Garderen and Kevin Lee and M. Hashem
Pesaran",
title = "Cross-sectional aggregation of non-linear models",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "285--331",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00040-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000408",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hardle:2000:IBE,
author = "W. H{\"a}rdle and J. Horowitz",
title = "{Internet}-based econometric computing",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "333--345",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00041-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900041X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koenker:2000:GEF,
author = "Roger Koenker",
title = "{Galton}, {Edgeworth}, Frisch, and prospects for
quantile regression in econometrics",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "347--374",
month = apr,
year = "2000",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000433",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2000:ERC,
author = "Joel L. Horowitz and N. E. Savin",
title = "Empirically relevant critical values for hypothesis
tests: A bootstrap approach",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "375--389",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00042-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000421",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lancaster:2000:IPP,
author = "Tony Lancaster",
title = "The incidental parameter problem since 1948",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "391--413",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00044-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000445",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:2000:IPD,
author = "Charles F. Manski",
title = "Identification problems and decisions under ambiguity:
Empirical analysis of treatment response and normative
analysis of treatment choice",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "415--442",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00045-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000457",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sims:2000:ULP,
author = "Christopher A. Sims",
title = "Using a likelihood perspective to sharpen econometric
discourse: Three examples",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "443--462",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00046-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000469",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "463--463",
month = apr,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00067-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PAa,
author = "Anonymous",
title = "Pages 219--464 ({April 2000})",
journal = j-J-ECONOMETRICS,
volume = "95",
number = "2",
pages = "??--??",
month = apr,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ellison:2000:SFN,
author = "Glenn Ellison and Sara Fisher Ellison",
title = "A simple framework for nonparametric specification
testing",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "1--23",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00048-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000482",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Butler:2000:ERM,
author = "J. S. Butler",
title = "Efficiency results of {MLE} and {GMM} estimation with
sampling weights",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "25--37",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00049-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000494",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2000:TSE,
author = "Valentina Corradi and Norman R. Swanson and Halbert
White",
title = "Testing for stationarity-ergodicity and for
comovements between nonlinear discrete time {Markov}
processes",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "39--73",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00050-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000500",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Timmermann:2000:MMS,
author = "Allan Timmermann",
title = "Moments of {Markov} switching models",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "75--111",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00051-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000512",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2000:NIS,
author = "Miguel A. Delgado and Javier Hidalgo",
title = "Nonparametric inference on structural breaks",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "113--144",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00052-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000524",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2000:RCT,
author = "Valentina Corradi",
title = "Reconsidering the continuous time limit of the {$ {\rm
GARCH}(1, 1) $} process",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "145--153",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00053-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000536",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsay:2000:SRF,
author = "Wen-Jen Tsay and Ching-Fan Chung",
title = "The spurious regression of fractionally integrated
processes",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "155--182",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00056-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000561",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2000:EEB,
author = "Songnian Chen",
title = "Efficient estimation of binary choice models under
symmetry",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "183--199",
month = may,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00059-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000597",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PMb,
author = "Anonymous",
title = "Pages 1--200 ({May 2000})",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "1",
pages = "??--??",
month = may,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Taber:2000:SIH,
author = "Christopher R. Taber",
title = "Semiparametric identification and heterogeneity in
discrete choice dynamic programming models",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "2",
pages = "201--229",
month = jun,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00057-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000573",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Michaelides:2000:ERE,
author = "Alexander Michaelides and Serena Ng",
title = "Estimating the rational expectations model of
speculative storage: A {Monte Carlo} comparison of
three simulation estimators",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "2",
pages = "231--266",
month = jun,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00058-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000585",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nielsen:2000:SEA,
author = "Soren Feodor Nielsen",
title = "On simulated {EM} algorithms",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "2",
pages = "267--292",
month = jun,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00060-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000603",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2000:EAE,
author = "John Geweke and Michael Keane",
title = "An empirical analysis of earnings dynamics among men
in the {PSID}: 1968--1989",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "2",
pages = "293--356",
month = jun,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00063-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000639",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baker:2000:DDN,
author = "Michael Baker and Angelo Melino",
title = "Duration dependence and nonparametric heterogeneity: A
{Monte Carlo} study",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "2",
pages = "357--393",
month = jun,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00064-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000640",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "2",
pages = "395--395",
month = jun,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00017-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PJb,
author = "Anonymous",
title = "Pages 201--396 ({June 2000})",
journal = j-J-ECONOMETRICS,
volume = "96",
number = "2",
pages = "??--??",
month = jun,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thomsen:2000:SCD,
author = "Thomas Thomsen",
title = "Short cuts to dynamic factor demand modelling",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "1--23",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00062-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000627",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2000:BAC,
author = "Siddhartha Chib and Barton H. Hamilton",
title = "{Bayesian} analysis of cross-section and clustered
data treatment models",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "25--50",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00065-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000652",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deschamps:2000:ESS,
author = "Philippe J. Deschamps",
title = "Exact small-sample inference in stationary, fully
regular, dynamic demand models",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "51--91",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00066-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000664",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2000:TSC,
author = "Bruce E. Hansen",
title = "Testing for structural change in conditional models",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "93--115",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00068-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000688",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perraudin:2000:DRA,
author = "William R. M. Perraudin and Bent E. S{\o}rensen",
title = "The demand for risky assets: Sample selection and
household portfolios",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "117--144",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00069-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900069X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2000:SQR,
author = "Arthur Lewbel",
title = "Semiparametric qualitative response model estimation
with unknown heteroscedasticity or instrumental
variables",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "145--177",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00015-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000154",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Im:2000:RGT,
author = "Kyung So Im",
title = "Robustifying Glejser test of heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "179--188",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00061-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000615",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Machado:2000:GTR,
author = "Jos{\'e} A. F. Machado and J. M. C. Santos Silva",
title = "{Glejser}'s test revisited",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "189--202",
month = jul,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00016-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PJc,
author = "Anonymous",
title = "Pages 1--206 ({July 2000})",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "1",
pages = "??--??",
month = jul,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2000:NMC,
author = "Ju-Chin Huang and Douglas W. Nychka",
title = "A nonparametric multiple choice method within the
random utility framework",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "207--225",
month = aug,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00072-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900072X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inkmann:2000:MHP,
author = "Joachim Inkmann",
title = "Misspecified heteroskedasticity in the panel probit
model: A small sample comparison of {GMM} and {SML}
estimators",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "227--259",
month = aug,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00070-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000706",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2000:TIU,
author = "Gary Koop and Herman K. {Van Dijk}",
title = "Testing for integration using evolving trend and
seasonals models: A {Bayesian} approach",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "261--291",
month = aug,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00071-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000718",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2000:SAV,
author = "M. Hashem Pesaran and Yongcheol Shin and Richard J.
Smith",
title = "Structural analysis of vector error correction models
with exogenous I (1) variables",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "293--343",
month = aug,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00073-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000731",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2000:AAO,
author = "Garry D. A. Phillips",
title = "An alternative approach to obtaining Nagar-type moment
approximations in simultaneous equation models",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "345--364",
month = aug,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00075-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000755",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chong:2000:EDP,
author = "Terence Tai-Leung Chong",
title = "Estimating the differencing parameter via the partial
autocorrelation function",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "365--381",
month = aug,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00076-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000767",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "383--383",
month = aug,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00037-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000373",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PAb,
author = "Anonymous",
title = "Pages 207--384 ({August 2000})",
journal = j-J-ECONOMETRICS,
volume = "97",
number = "2",
pages = "??--??",
month = aug,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marriott:2000:SEU,
author = "John Marriott and Paul Newbold",
title = "The strength of evidence for unit autoregressive roots
and structural breaks: A {Bayesian} perspective",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "1--25",
month = sep,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00077-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000779",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Whang:2000:CBT,
author = "Yoon-Jae Whang",
title = "Consistent bootstrap tests of parametric regression
functions",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "27--46",
month = sep,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00078-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000780",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez:2000:BAM,
author = "Carmen Fern{\'a}ndez and Gary Koop and Mark Steel",
title = "A {Bayesian} analysis of multiple-output production
frontiers",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "47--79",
month = sep,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00074-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000743",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2000:SEL,
author = "Tim Bollerslev and Jonathan H. Wright",
title = "Semiparametric estimation of long-memory volatility
dependencies: The role of high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "81--106",
month = sep,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00079-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000792",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tse:2000:TCC,
author = "Y. K. Tse",
title = "A test for constant correlations in a multivariate
{GARCH} model",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "107--127",
month = sep,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00080-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000809",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2000:CIP,
author = "Tong Li and Isabelle Perrigne and Quang Vuong",
title = "Conditionally independent private information in {OCS}
wildcat auctions",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "129--161",
month = sep,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00081-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000810",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oberhelman:2000:APC,
author = "Dennis Oberhelman and K. Rao Kadiyala",
title = "Asymptotic probability concentrations and finite
sample properties of modified {LIML} estimators for
equations with more than two endogenous variables",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "163--185",
month = sep,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00082-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000822",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PS,
author = "Anonymous",
title = "Pages 1--186 ({September 2000})",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "1",
pages = "??--??",
month = sep,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2000:FCV,
author = "Chuanming Gao and Kajal Lahiri",
title = "Further consequences of viewing {LIML} as an iterated
{Aitken} estimator",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "187--202",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00083-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000834",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeJong:2000:BAD,
author = "David N. DeJong and Beth F. Ingram and Charles H.
Whiteman",
title = "A {Bayesian} approach to dynamic macroeconomics",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "203--223",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00019-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yao:2000:IOW,
author = "Feng Yao and Yuzo Hosoya",
title = "Inference on one-way effect and evidence in {Japanese}
macroeconomic data",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "225--255",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00084-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000846",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2000:NSU,
author = "Michael Smith and Robert Kohn",
title = "Nonparametric seemingly unrelated regression",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "257--281",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00018-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760000018X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2000:ECR,
author = "Songnian Chen and Shakeeb Khan",
title = "Estimating censored regression models in the presence
of nonparametric multiplicative heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "283--316",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00020-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2000:REL,
author = "Songnian Chen",
title = "Rank estimation of a location parameter in the binary
choice model",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "317--334",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00021-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760000021X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pere:2000:AEW,
author = "Pekka Pere",
title = "Adjusted estimates and {Wald} statistics for the
{AR(1)} model with constant",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "335--363",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00023-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000233",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Girma:2000:QDA,
author = "Sourafel Girma",
title = "A quasi-differencing approach to dynamic modelling
from a time series of independent cross-sections",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "365--383",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00024-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "385--385",
month = oct,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00038-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000385",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PO,
author = "Anonymous",
title = "Pages 187--386 ({October 2000})",
journal = j-J-ECONOMETRICS,
volume = "98",
number = "2",
pages = "??--??",
month = oct,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chay:2000:CRW,
author = "Kenneth Y. Chay and David S. Lee",
title = "Changes in relative wages in the 1980s Returns to
observed and unobserved skills and black-white wage
differentials",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "1",
pages = "1--38",
month = nov,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00029-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000294",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Racine:2000:CCV,
author = "Jeff Racine",
title = "Consistent cross-validatory model-selection for
dependent data: $ h v$-block cross-validation",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "1",
pages = "39--61",
month = nov,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00030-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000300",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gozalo:2000:LNL,
author = "Pedro Gozalo and Oliver Linton",
title = "Local nonlinear least squares: Using parametric
information in nonparametric regression",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "1",
pages = "63--106",
month = nov,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00031-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000312",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shin:2000:GTS,
author = "Dong Wan Shin and Beong Soo So",
title = "{Gaussian} tests for seasonal unit roots based on
{Cauchy} estimation and recursive mean adjustments",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "1",
pages = "107--137",
month = nov,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00032-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000324",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2000:MLM,
author = "Ming Liu",
title = "Modeling long memory in stock market volatility",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "1",
pages = "139--171",
month = nov,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00033-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000336",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCulloch:2000:BAM,
author = "Robert E. McCulloch and Nicholas G. Polson and Peter
E. Rossi",
title = "A {Bayesian} analysis of the multinomial probit model
with fully identified parameters",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "1",
pages = "173--193",
month = nov,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00034-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000348",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PN,
author = "Anonymous",
title = "Pages 1--194 ({November 2000})",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "1",
pages = "??--??",
month = nov,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCracken:2000:RSI,
author = "Michael W. McCracken",
title = "Robust out-of-sample inference",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "195--223",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00022-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Turkington:2000:GVO,
author = "Darrell Turkington",
title = "Generalised vec operators and the seemingly unrelated
regression equations model with vector correlated
disturbances",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "225--253",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00025-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000257",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2000:MPT,
author = "Jean-Marie Dufour and Olivier Torr{\`e}s",
title = "{Markovian} processes, two-sided autoregressions and
finite-sample inference for stationary and
nonstationary autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "255--289",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00026-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deo:2000:STM,
author = "Rohit S. Deo",
title = "Spectral tests of the martingale hypothesis under
conditional heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "291--315",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00027-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pollock:2000:TET,
author = "D. S. G. Pollock",
title = "Trend estimation and de-trending via rational
square-wave filters",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "317--334",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00028-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000282",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nobile:2000:CBM,
author = "Agostino Nobile",
title = "Comment: {Bayesian} multinomial probit models with a
normalization constraint",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "335--345",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00035-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760000035X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCulloch:2000:RN,
author = "Robert E. McCulloch and Peter E. Rossi",
title = "Reply to Nobile",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "347--348",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00036-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000361",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deo:2000:ETG,
author = "Rohit S. Deo",
title = "On estimation and testing goodness of fit for
$m$-dependent stable sequences",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "349--372",
month = dec,
year = "2000",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000397",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bilias:2000:SRM,
author = "Yannis Bilias and Songnian Chen and Zhiliang Ying",
title = "Simple resampling methods for censored regression
quantiles",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "373--386",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00042-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000427",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "387--387",
month = dec,
year = "2000",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00066-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760000066X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2000:PD,
author = "Anonymous",
title = "Pages 195--388 ({December 2000})",
journal = j-J-ECONOMETRICS,
volume = "99",
number = "2",
pages = "??--??",
month = dec,
year = "2000",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2001:OFC,
author = "C. Hsiao",
title = "Open forum on the current state and future challenges
of econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "1--1",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00043-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000439",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2001:EEE,
author = "James J. Heckman",
title = "Econometrics and empirical economics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "3--5",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00044-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Deistler:2001:CCC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000440",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hendry:2001:ACE,
author = "David F. Hendry",
title = "Achievements and challenges in econometric
methodology",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "7--10",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00045-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2001:BEF,
author = "John Geweke",
title = "{Bayesian} econometrics and forecasting",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "11--15",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00046-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See comments \cite{Lenk:2001:BER}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000464",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2001:MPF,
author = "Clive W. J. Granger",
title = "Macroeconometrics --- Past and future",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "17--19",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00047-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Zellner:2001:CPE,Deistler:2001:CCC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000476",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2001:TTS,
author = "Peter C. B. Phillips",
title = "Trending time series and macroeconomic activity: Some
present and future challenges",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "21--27",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00048-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000488",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stock:2001:ME,
author = "James H. Stock",
title = "Macro-econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "29--32",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00049-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760000049X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2001:M,
author = "Jerry Hausman",
title = "Microeconometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "33--35",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00050-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See comment \cite{Wansbeek:2001:CMJ}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000506",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2001:BHT,
author = "Joel L. Horowitz",
title = "The bootstrap and hypothesis tests in econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "37--40",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00051-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000518",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2001:FEP,
author = "Tim Bollerslev",
title = "Financial econometrics: Past developments and future
challenges",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "41--51",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00052-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760000052X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:2001:FEN,
author = "Robert Engle",
title = "Financial econometrics --- A new discipline with new
methods",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "53--56",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00053-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See comments \cite{Zellner:2001:CPE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000531",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tauchen:2001:NFE,
author = "George Tauchen",
title = "Notes on financial econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "57--64",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00054-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000543",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durlauf:2001:MGE,
author = "Steven N. Durlauf",
title = "Manifesto for a growth econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "65--69",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00055-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000555",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deistler:2001:CCC,
author = "M. Deistler",
title = "Comments on the contributions by {C. W. J. Granger}
and {J. J. Heckman}",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "71--72",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00056-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Granger:2001:MPF,Heckman:2001:EEE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000567",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2001:ERP,
author = "Francis X. Diebold",
title = "Econometrics: Retrospect and prospect",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "73--75",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00059-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000592",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krishnakumar:2001:SCJ,
author = "Jaya Krishnakumar",
title = "A short comment on the {JE} Open forum essays",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "77--78",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00060-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000609",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lenk:2001:BER,
author = "Peter Lenk and Michel Wedel",
title = "{Bayesian} econometrics:: A reaction to {Geweke}",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "79--80",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00061-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Geweke:2001:BEF,Zellner:2001:CPE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000610",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:2001:CEC,
author = "Helmut L{\"u}tkepohl",
title = "Comment on essays on current state and future
challenges of econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "81--82",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00062-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000622",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:2001:RFO,
author = "Esfandiar Maasoumi",
title = "On the relevance of first-order asymptotic theory to
economics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "83--86",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00063-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000634",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vinod:2001:CFR,
author = "H. D. Vinod",
title = "Care and feeding of reproducible econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "87--88",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00064-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000646",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wansbeek:2001:CMJ,
author = "Tom Wansbeek and Michel Wedel and Erik Meijer",
title = "Comment on ``{Microeconometrics}'' by {J. A.
Hausman}",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "89--91",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00065-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Hausman:2001:M}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000658",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2001:CPE,
author = "Arnold Zellner",
title = "Comments on papers by {Engle}, {Geweke} and
{Granger}",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "93--94",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00067-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See
\cite{Engle:2001:FEN,Geweke:2001:BEF,Granger:2001:MPF}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000671",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2001:R,
author = "Jerry Hausman",
title = "Rejoinder",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "95--96",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00057-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000579",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2001:RCE,
author = "J. L. Horowitz",
title = "Response to comments of Esfandiar Maasoumi",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "97--98",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00058-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000580",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dirkmaat:2001:SPF,
author = "Joop Dirkmaat",
title = "Some publishing facts, figures, and observations on
the occasion of Volume 100, number 1 of the Journal of
Econometrics",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "99--112",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00070-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000701",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "153--275",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00081-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000816",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "277--318",
month = jan,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00080-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000804",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:OF,
author = "Anonymous",
title = "(Open Forum)",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "1",
pages = "??--??",
month = jan,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2001:TSR,
author = "Shakeeb Khan",
title = "Two-stage rank estimation of quantile index models",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "2",
pages = "319--355",
month = feb,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00040-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000403",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moschini:2001:PRE,
author = "GianCarlo Moschini",
title = "Production risk and the estimation of ex-ante cost
functions",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "2",
pages = "357--380",
month = feb,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00041-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez:2001:BPB,
author = "Carmen Fern{\'a}ndez and Eduardo Ley and Mark F. J.
Steel",
title = "Benchmark priors for {Bayesian} model averaging",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "2",
pages = "381--427",
month = feb,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00076-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000762",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "2",
pages = "429--429",
month = feb,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00082-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PF,
author = "Anonymous",
title = "Pages 319--430 ({February 2001})",
journal = j-J-ECONOMETRICS,
volume = "100",
number = "2",
pages = "??--??",
month = feb,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bera:2001:TEC,
author = "Anil K. Bera and Walter Sosa-Escudero and Mann Yoon",
title = "Tests for the error component model in the presence of
local misspecification",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "1--23",
month = mar,
year = "2001",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000713",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vilasuso:2001:CTC,
author = "Jon Vilasuso",
title = "Causality tests and conditional heteroskedasticity::
{Monte Carlo} evidence",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "25--35",
month = mar,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00072-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000725",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ronchetti:2001:RIG,
author = "Elvezio Ronchetti and Fabio Trojani",
title = "Robust inference with {GMM} estimators",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "37--69",
month = mar,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00073-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000737",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Charlier:2001:AHE,
author = "Erwin Charlier and Bertrand Melenberg and Arthur van
Soest",
title = "An analysis of housing expenditure using
semiparametric models and panel data",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "71--107",
month = mar,
year = "2001",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000749",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deJong:2001:NEU,
author = "Robert M. de Jong",
title = "Nonlinear estimation using estimated cointegrating
relations",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "109--122",
month = mar,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00075-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000750",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2001:CMM,
author = "Donald W. K. Andrews and Biao Lu",
title = "Consistent model and moment selection procedures for
{GMM} estimation with application to dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "123--164",
month = mar,
year = "2001",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000774",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golan:2001:SEV,
author = "Amos Golan",
title = "A simultaneous estimation and variable selection
rule",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "165--193",
month = mar,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00078-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000786",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PMa,
author = "Anonymous",
title = "Pages 1--194 ({March 2001})",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "1",
pages = "??--??",
month = mar,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2001:MSV,
author = "P. M. Robinson",
title = "The memory of stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "195--218",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00079-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000798",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:2001:GEL,
author = "Seung Chan Ahn and Young Hoon Lee and Peter Schmidt",
title = "{GMM} estimation of linear panel data models with
time-varying individual effects",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "219--255",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00083-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760000083X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{ElBabsiri:2001:CAG,
author = "Mohamed {El Babsiri} and Jean-Michel Zakoian",
title = "Contemporaneous asymmetry in {GARCH} processes",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "257--294",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00084-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000841",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antweiler:2001:NRE,
author = "Werner Antweiler",
title = "Nested random effects estimation in unbalanced panel
data",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "295--313",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00086-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000865",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zheng:2001:SIT,
author = "Buhong Zheng and Brian J. Cushing",
title = "Statistical inference for testing inequality indices
with dependent samples",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "315--335",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00087-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000877",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zheng:2001:SIP,
author = "Buhong Zheng",
title = "Statistical inference for poverty measures with
relative poverty lines",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "337--356",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00088-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000889",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2001:UNE,
author = "Badi H. Baltagi and Seuck Heun Song and Byoung Cheol
Jung",
title = "The unbalanced nested error component regression
model",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "357--381",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00089-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000890",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:AIa,
author = "Anonymous",
title = "Author index",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "383--383",
month = apr,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00037-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000379",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PAa,
author = "Anonymous",
title = "Pages 195--384 ({April 2001})",
journal = j-J-ECONOMETRICS,
volume = "101",
number = "2",
pages = "??--??",
month = apr,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Darolles:2001:TDE,
author = "Serge Darolles and Christian Gouri{\'e}roux",
title = "Truncated dynamics and estimation of diffusion
equations",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "1",
pages = "1--22",
month = may,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00085-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000853",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Severini:2001:SAC,
author = "Thomas A. Severini and Gautam Tripathi",
title = "A simplified approach to computing efficiency bounds
in semiparametric models",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "1",
pages = "23--66",
month = may,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00090-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000907",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2001:DOM,
author = "Yacine A{\"\i}t-Sahalia and Yubo Wang and Francis
Yared",
title = "Do option markets correctly price the probabilities of
movement of the underlying asset?",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "1",
pages = "67--110",
month = may,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00091-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000919",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Singleton:2001:EAA,
author = "Kenneth J. Singleton",
title = "Estimation of affine asset pricing models using the
empirical characteristic function",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "1",
pages = "111--141",
month = may,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(00)00092-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000920",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PMb,
author = "Anonymous",
title = "Pages 1--142 ({May 2001})",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "1",
pages = "??--??",
month = may,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sentana:2001:IET,
author = "Enrique Sentana and Gabriele Fiorentini",
title = "Identification, estimation and testing of
conditionally heteroskedastic factor models",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "143--164",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00051-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000513",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dominitz:2001:EIE,
author = "Jeff Dominitz",
title = "Estimation of income expectations models using
expectations and realization data",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "165--195",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00052-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000525",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{So:2001:IST,
author = "Beong Soo So and Dong Wan Shin",
title = "An invariant sign test for random walks based on
recursive median adjustment",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "197--229",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00053-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000537",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Coppejans:2001:EBR,
author = "Mark Coppejans",
title = "Estimation of the binary response model using a
mixture of distributions estimator {(MOD)}",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "231--269",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00054-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000549",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vandenBerg:2001:CMM,
author = "Gerard J. van den Berg and Bas van der Klaauw",
title = "Combining micro and macro unemployment duration data",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "271--309",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00055-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000550",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2001:BIM,
author = "Gary Koop",
title = "{Bayesian} inference in models based on equilibrium
search theory",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "311--338",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00056-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000562",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2001:SMM,
author = "C. Francq and J.-M. Zako{\"\i}an",
title = "Stationarity of multivariate {Markov}-switching {ARMA}
models",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "339--364",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00057-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Domowitz:2001:CNT,
author = "Ian Domowitz and Mahmoud A. El-Gamal",
title = "A consistent nonparametric test of ergodicity for time
series with applications",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "365--398",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00058-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000586",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:AIb,
author = "Anonymous",
title = "Author index",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "399--399",
month = jun,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00065-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000653",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PJ,
author = "Anonymous",
title = "Pages 143--400 ({June 2001})",
journal = j-J-ECONOMETRICS,
volume = "102",
number = "2",
pages = "??--??",
month = jun,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2001:SET,
author = "Cheng Hsiao and Isabelle Perrigne",
title = "Studies in Estimation and Testing",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "1--4",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00038-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000380",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sakata:2001:ENR,
author = "Shinichi Sakata and Halbert White",
title = "S-estimation of nonlinear regression models with
dependent and heterogeneous observations",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "5--72",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00039-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000392",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2001:TSE,
author = "Shakeeb Khan and James L. Powell",
title = "Two-step estimation of semiparametric censored
regression models",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "73--110",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00040-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000409",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chintagunta:2001:PDA,
author = "Pradeep Chintagunta and Ekaterini Kyriazidou and Josef
Perktold",
title = "Panel data analysis of household brand choices",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "111--153",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00041-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000410",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2001:CIA,
author = "Graham Elliott and James H. Stock",
title = "Confidence intervals for autoregressive coefficients
near one",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "155--181",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00042-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000422",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2001:TVS,
author = "Yongmiao Hong",
title = "A test for volatility spillover with application to
exchange rates",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "183--224",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00043-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000434",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2001:CTC,
author = "Jushan Bai and Serena Ng",
title = "A consistent test for conditional symmetry in time
series models",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "225--258",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00044-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perez-Quiros:2001:BCA,
author = "Gabriel Perez-Quiros and Allan Timmermann",
title = "Business cycle asymmetries in stock returns: Evidence
from higher order moments and conditional densities",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "259--306",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00045-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavergne:2001:ETA,
author = "Pascal Lavergne",
title = "An equality test across nonparametric regressions",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "307--344",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00046-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100046X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2001:ETS,
author = "Donald W. K. Andrews and Moshe Buchinsky",
title = "Evaluation of a three-step method for choosing the
number of bootstrap repetitions",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "345--386",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00047-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:AIc,
author = "Anonymous",
title = "Author index",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "387--387",
month = jul,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00066-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:ET,
author = "Anonymous",
title = "(Estimation and testing)",
journal = j-J-ECONOMETRICS,
volume = "103",
number = "1--2",
pages = "??--??",
month = jul,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gozalo:2001:TAG,
author = "Pedro L. Gozalo and Oliver B. Linton",
title = "Testing additivity in generalized nonparametric
regression models with estimated parameters",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "1--48",
month = aug,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00049-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000495",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hasan:2001:RTU,
author = "Mohammad N. Hasan",
title = "Rank tests of unit root hypothesis with infinite
variance errors",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "49--65",
month = aug,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00050-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000501",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Silva:2001:TPM,
author = "Jo{\~a}o M. C. Santos Silva and Frank Windmeijer",
title = "Two-part multiple spell models for health care
demand",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "67--89",
month = aug,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00059-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000598",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Burridge:2001:RBT,
author = "Peter Burridge and A. M. Robert Taylor",
title = "On regression-based tests for seasonal unit roots in
the presence of periodic heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "91--117",
month = aug,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00060-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanGarderen:2001:OPL,
author = "Kees Jan van Garderen",
title = "Optimal prediction in loglinear models",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "119--140",
month = aug,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00061-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000616",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liesenfeld:2001:GBM,
author = "Roman Liesenfeld",
title = "A generalized bivariate mixture model for stock price
volatility and trading volume",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "141--178",
month = aug,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00062-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000628",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2001:NAC,
author = "Michael Yuanjie Zhang and Jeffrey R. Russell and Ruey
S. Tsay",
title = "A nonlinear autoregressive conditional duration model
with applications to financial transaction data",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "179--207",
month = aug,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00063-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100063X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PAb,
author = "Anonymous",
title = "Pages 1--208 ({August 2001})",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "1",
pages = "??--??",
month = aug,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kemp:2001:IWT,
author = "Gordon C. R. Kemp",
title = "Invariance and the {Wald} test",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "209--217",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00048-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000483",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kelejian:2001:ADM,
author = "Harry H. Kelejian and Ingmar R. Prucha",
title = "On the asymptotic distribution of the {Moran I} test
statistic with applications",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "219--257",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00064-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000641",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wansbeek:2001:GEP,
author = "Tom Wansbeek",
title = "{GMM} estimation in panel data models with measurement
error",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "259--268",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00079-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000793",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berkowitz:2001:GSE,
author = "Jeremy Berkowitz",
title = "Generalized spectral estimation of the
consumption-based asset pricing model",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "269--288",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00081-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000811",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shen:2001:MEB,
author = "Edward Z. Shen and Jeffrey M. Perloff",
title = "Maximum entropy and {Bayesian} approaches to the ratio
problem",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "289--313",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00082-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000823",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2001:PAC,
author = "Valentina Corradi and Norman R. Swanson and Claudia
Olivetti",
title = "Predictive ability with cointegrated variables",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "315--358",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00086-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000860",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuersteiner:2001:OIV,
author = "Guido M. Kuersteiner",
title = "Optimal instrumental variables estimation for {ARMA}
models",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "359--405",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00088-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000884",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:AId,
author = "Anonymous",
title = "Author index",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "407--407",
month = sep,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00097-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000975",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PEE,
author = "Anonymous",
title = "Pages {EX1--EX2}, 209--412 ({September 2001})",
journal = j-J-ECONOMETRICS,
volume = "104",
number = "2",
pages = "??--??",
month = sep,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2001:FEM,
author = "F. X. Diebold and Kenneth D. West",
title = "Forecasting and empirical methods in finance and
macroeconomics",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "1--3",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00067-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000677",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blair:2001:FSV,
author = "Bevan J. Blair and Ser-Huang Poon and Stephen J.
Taylor",
title = "Forecasting {S\&P} 100 volatility: the incremental
information content of implied volatilities and
high-frequency index returns",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "5--26",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00068-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000689",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Calvet:2001:FMV,
author = "Laurent Calvet and Adlai Fisher",
title = "Forecasting multifractal volatility",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "27--58",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00069-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000690",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2001:NSS,
author = "Xiaoheng Chen and Timothy G. Conley",
title = "A new semiparametric spatial model for panel time
series",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "59--83",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00070-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000707",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clark:2001:TEF,
author = "Todd E. Clark and Michael W. McCracken",
title = "Tests of equal forecast accuracy and encompassing for
nested models",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "85--110",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00071-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000719",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Croushore:2001:RTD,
author = "Dean Croushore and Tom Stark",
title = "A real-time data set for macroeconomists",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "111--130",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00072-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000720",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2001:LMR,
author = "Francis X. Diebold and Atsushi Inoue",
title = "Long memory and regime switching",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "131--159",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00073-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000732",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamont:2001:ETP,
author = "Owen A. Lamont",
title = "Economic tracking portfolios",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "161--184",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00074-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000744",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2001:YCE,
author = "Oliver Linton and Enno Mammen and Jans Perch Nielsen
and Carsten Tanggaard",
title = "Yield curve estimation by kernel smoothing methods",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "185--223",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00075-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000756",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marinucci:2001:SFC,
author = "D. Marinucci and P. M. Robinson",
title = "Semiparametric fractional cointegration analysis",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "225--247",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00076-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000768",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sullivan:2001:DDM,
author = "Ryan Sullivan and Allan Timmermann and Halbert White",
title = "Dangers of data mining: The case of calendar effects
in stock returns",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "249--286",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00077-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100077X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{West:2001:ETW,
author = "Kenneth D. West",
title = "Encompassing tests when no model is encompassing",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "1",
pages = "287--308",
month = nov,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00078-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000781",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2001:RRR,
author = "Richard J. Smith and A. M. Robert Taylor",
title = "Recursive and rolling regression-based tests of the
seasonal unit root hypothesis",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "2",
pages = "309--336",
month = dec,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00083-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000835",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shintani:2001:SCR,
author = "Mototsugu Shintani",
title = "A simple cointegrating rank test without vector
autoregression",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "2",
pages = "337--362",
month = dec,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00084-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000847",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2001:GFT,
author = "Yacine A{\"\i}t-Sahalia and Peter J. Bickel and Thomas
M. Stoker",
title = "Goodness-of-fit tests for kernel regression with an
application to option implied volatilities",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "2",
pages = "363--412",
month = dec,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00091-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000914",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:AIV,
author = "Anonymous",
title = "Author index to volume 105",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "2",
pages = "413--413",
month = dec,
year = "2001",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00109-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001099",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2001:PD,
author = "Anonymous",
title = "Pages 309--414 ({December 2001})",
journal = j-J-ECONOMETRICS,
volume = "105",
number = "2",
pages = "??--??",
month = dec,
year = "2001",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cazals:2002:NFE,
author = "Catherine Cazals and Jean-Pierre Florens and
L{\'e}opold Simar",
title = "Nonparametric frontier estimation: a robust approach",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "1--25",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00080-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100080X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Das:2002:SEJ,
author = "Sanjiv R. Das",
title = "The surprise element: jumps in interest rates",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "27--65",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00085-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000859",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2002:EMW,
author = "Peter Davis",
title = "Estimating multi-way error components models with
unbalanced data structures",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "67--95",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00087-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000872",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mittnik:2002:SSP,
author = "Stefan Mittnik and Marc S. Paolella and Svetlozar T.
Rachev",
title = "Stationarity of stable power-{GARCH} processes",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "97--107",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00089-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000896",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ling:2002:SEM,
author = "Shiqing Ling and Michael McAleer",
title = "Stationarity and the existence of moments of a family
of {GARCH} processes",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "109--117",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00090-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000902",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rockinger:2002:EDA,
author = "Michael Rockinger and Eric Jondeau",
title = "Entropy densities with an application to
autoregressive conditional skewness and kurtosis",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "119--142",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00092-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000926",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2002:ETC,
author = "Jean-Marie Dufour and Lynda Khalaf",
title = "Exact tests for contemporaneous correlation of
disturbances in seemingly unrelated regressions",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "143--170",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00093-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000938",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ramalho:2002:RMC,
author = "Esmeralda A. Ramalho",
title = "Regression models for choice-based samples with
misclassification in the response variable",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "171--201",
month = jan,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00094-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100094X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PJa,
author = "Anonymous",
title = "Pages 1--202 ({January 2002})",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "1",
pages = "??--??",
month = jan,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2002:RRR,
author = "T. W. Anderson",
title = "Reduced rank regression in cointegrated models",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "203--216",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00095-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000951",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2002:DCR,
author = "Peter M. Robinson and Yoshihiro Yajima",
title = "Determination of cointegrating rank in fractional
systems",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "217--241",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00096-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000963",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2002:ECF,
author = "James Davidson",
title = "Establishing conditions for the functional central
limit theorem in nonlinear and semiparametric time
series processes",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "243--269",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00100-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Davidson:2002:CEC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001002",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2002:PTS,
author = "Yi-Ting Chen and Chung-Ming Kuan",
title = "The pseudo-true score encompassing test for non-nested
hypotheses",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "271--295",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00101-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See erratum \cite{Chen:2007:CPT}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001014",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wagenvoort:2002:BRI,
author = "Rien Wagenvoort and Robert Waldmann",
title = "On B-robust instrumental variable estimation of the
linear model with panel data",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "297--324",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00102-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001026",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2002:EAS,
author = "Oliver Linton",
title = "{Edgeworth} approximations for semiparametric
instrumental variable estimators and test statistics",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "325--368",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00104-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100104X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grammig:2002:MIV,
author = "Joachim Grammig and Marc Wellner",
title = "Modeling the interdependence of volatility and
inter-transaction duration processes",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "369--400",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00105-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:AIVa,
author = "Anonymous",
title = "Author index to volume 106",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "401--401",
month = feb,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00129-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001294",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PEEa,
author = "Anonymous",
title = "Pages {EX1--EX2}, 203--402 ({February 2002})",
journal = j-J-ECONOMETRICS,
volume = "106",
number = "2",
pages = "??--??",
month = feb,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golan:2002:IEE,
author = "Amos Golan",
title = "Information and Entropy Econometrics --- {Editor}'s
View",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "1--15",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00110-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Soofi:2002:IIU,
author = "E. S. Soofi and J. J. Retzer",
title = "Information indices: unification and applications",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "17--40",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00111-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001117",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2002:IPB,
author = "Arnold Zellner",
title = "Information processing and {Bayesian} analysis",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "41--50",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00112-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001129",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bera:2002:MMM,
author = "Anil K. Bera and Yannis Bilias",
title = "The {MM}, {ME}, {ML}, {EL}, {EF} and {GMM} approaches
to estimation: a synthesis",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "51--86",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00113-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001130",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Imbens:2002:CIG,
author = "Guido W. Imbens and Richard Spady",
title = "Confidence intervals in generalized method of moments
models",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "87--98",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00114-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001142",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ramalho:2002:GEL,
author = "Joaquim J. S. Ramalho and Richard J. Smith",
title = "Generalized empirical likelihood non-nested tests",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "99--125",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00115-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001154",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanAkkeren:2002:GMB,
author = "Marco van Akkeren and George Judge and Ron
Mittelhammer",
title = "Generalized moment based estimation and inference",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "127--148",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00116-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nevo:2002:SSI,
author = "Aviv Nevo",
title = "Sample selection and information-theoretic
alternatives to {GMM}",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "149--157",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00117-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitamura:2002:CBE,
author = "Yuichi Kitamura and Michael Stutzer",
title = "Connections between entropic and linear projections in
asset pricing estimation",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "159--174",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00118-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100118X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2002:LIL,
author = "Jae-Young Kim",
title = "Limited information likelihood and {Bayesian}
analysis",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "175--193",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00119-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golan:2002:CME,
author = "Amos Golan and Jeffrey M. Perloff",
title = "Comparison of maximum entropy and higher-order entropy
estimators",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "195--211",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00120-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gregory:2002:ITE,
author = "Allan W. Gregory and Jean-Fran{\c{c}}ois Lamarche and
Gregor W. Smith",
title = "Information-theoretic estimation of preference
parameters: macroeconomic applications and simulation
evidence",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "213--233",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00121-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100121X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{LaFrance:2002:ITM,
author = "J. T. LaFrance and T. K. M. Beatty and R. D. Pope and
G. K. Agnew",
title = "Information theoretic measures of the income
distribution in food demand",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "235--257",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00122-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miller:2002:RJD,
author = "Douglas J. Miller and Wei-han Liu",
title = "On the recovery of joint distributions from limited
information",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "259--274",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00123-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001233",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Karantininis:2002:IBE,
author = "Kostas Karantininis",
title = "Information-based estimators for the non-stationary
transition probability matrix: an application to the
{Danish} pork industry",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "275--290",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00124-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:2002:EPS,
author = "Esfandiar Maasoumi and Jeff Racine",
title = "Entropy and predictability of stock market returns",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "291--312",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00125-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001257",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ullah:2002:UED,
author = "Aman Ullah",
title = "Uses of entropy and divergence measures for evaluating
econometric approximations and inference",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "313--326",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00126-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ramsay:2002:FDA,
author = "James O. Ramsay and James B. Ramsey",
title = "Functional data analysis of the dynamics of the
monthly index of nondurable goods production",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "327--344",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00127-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanSoest:2002:SLS,
author = "Arthur van Soest and Marcel Das and Xiaodong Gong",
title = "A structural labour supply model with flexible
preferences",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "345--374",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00128-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001282",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:AIVb,
author = "Anonymous",
title = "Author index to volume 107",
journal = j-J-ECONOMETRICS,
volume = "107",
number = "1--2",
pages = "375--375",
month = mar,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00066-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000660",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Levin:2002:URT,
author = "Andrew Levin and Chien-Fu Lin and Chia-Shang James
Chu",
title = "Unit root tests in panel data: asymptotic and
finite-sample properties",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "1--24",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00098-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000987",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmol:2002:TSV,
author = "Francesc Marmol and Carlos Velasco",
title = "Trend stationarity versus long-range dependence in
time series analysis",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "25--42",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00099-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000999",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2002:CTC,
author = "Zhijie Xiao and Peter C. B. Phillips",
title = "A {CUSUM} test for cointegration using regression
residuals",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "43--61",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00103-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001038",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kurozumi:2002:TSB,
author = "Eiji Kurozumi",
title = "Testing for stationarity with a break",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "63--99",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00106-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001063",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2002:NDC,
author = "Chuanming Gao and Kajal Lahiri",
title = "A note on the double $k$-class estimator in
simultaneous equations",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "101--111",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00107-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001075",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:2002:IED,
author = "Richard Blundell and Rachel Griffith and Frank
Windmeijer",
title = "Individual effects and dynamics in count data models",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "113--131",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00108-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001087",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanGiersbergen:2002:HIB,
author = "Noud P. A. van Giersbergen and Jan F. Kiviet",
title = "How to implement the bootstrap in static or stable
dynamic regression models: test statistic versus
confidence region approach",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "133--156",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00132-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001324",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2002:HOA,
author = "Zhijie Xiao and Peter C. B. Phillips",
title = "Higher order approximations for {Wald} statistics in
time series regressions with integrated processes",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "157--198",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00134-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001348",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:2002:TTC,
author = "William A. Barnett",
title = "Tastes and technology: curvature is not sufficient for
regularity",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "199--202",
month = may,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00131-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001312",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PM,
author = "Anonymous",
title = "Pages 1--202 ({May 2002})",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "1",
pages = "??--??",
month = may,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atkinson:2002:SEF,
author = "Scott E. Atkinson and Daniel Primont",
title = "Stochastic estimation of firm technology,
inefficiency, and productivity growth using shadow cost
and distance functions",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "203--225",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00133-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001336",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jurajda:2002:EEU,
author = "Step{\'a}n Jurajda",
title = "Estimating the effect of unemployment insurance
compensation on the labor market histories of displaced
workers",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "227--252",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00135-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760100135X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2002:SNC,
author = "H. Peter Boswijk and Andr{\'e} Lucas",
title = "Semi-nonparametric cointegration testing",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "253--280",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00136-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001361",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2002:MCM,
author = "Siddhartha Chib and Federico Nardari and Neil
Shephard",
title = "{Markov} chain {Monte Carlo} methods for stochastic
volatility models",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "281--316",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00137-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001373",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Biewen:2002:BII,
author = "Martin Biewen",
title = "Bootstrap inference for inequality, mobility and
poverty measurement",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "317--342",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00138-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001385",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2002:NTU,
author = "J{\"o}rg Breitung",
title = "Nonparametric tests for unit roots and cointegration",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "343--363",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00139-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Breitung:2003:CNT}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001397",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Spanos:2002:PNM,
author = "Aris Spanos and Anya McGuirk",
title = "The problem of near-multicollinearity revisited:
erratic vs systematic volatility",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "365--393",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00144-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001440",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:AIVc,
author = "Anonymous",
title = "Author index to volume 108",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "395--395",
month = jun,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00072-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000726",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PJb,
author = "Anonymous",
title = "Pages 203--396 ({June 2002})",
journal = j-J-ECONOMETRICS,
volume = "108",
number = "2",
pages = "??--??",
month = jun,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2002:IVE,
author = "In Choi",
title = "Instrumental variables estimation of a nearly
nonstationary, heterogeneous error component model",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "1--32",
month = jul,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00140-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001403",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2002:ESV,
author = "Tim Bollerslev and Hao Zhou",
title = "Estimating stochastic volatility diffusion using
conditional moments of integrated volatility",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "33--65",
month = jul,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00141-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Bollerslev:2004:CES}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Honore:2002:QRU,
author = "Bo Honor{\'e} and Shakeeb Khan and James L. Powell",
title = "Quantile regression under random censoring",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "67--105",
month = jul,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00142-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001427",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2002:MLE,
author = "Cheng Hsiao and M. Hashem Pesaran and A. Kamil
Tahmiscioglu",
title = "Maximum likelihood estimation of fixed effects dynamic
panel data models covering short time periods",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "107--150",
month = jul,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00143-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001439",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schluter:2002:TLC,
author = "Christian Schluter and Mark Trede",
title = "Tails of {Lorenz} curves",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "151--166",
month = jul,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00145-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2002:BJT,
author = "Russell Davidson and James G. MacKinnon",
title = "Bootstrap J tests of nonnested linear regression
models",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "167--193",
month = jul,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(01)00146-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001464",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:AIVd,
author = "Anonymous",
title = "Author index to volume 109",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "EX1--EX2",
month = jul,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00086-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000866",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PEEb,
author = "Anonymous",
title = "Pages {EX1--EX2}, 1--194 ({July 2002})",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "1",
pages = "??--??",
month = jul,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bansal:2002:MEA,
author = "Ravi Bansal and Christian Lundblad",
title = "Market efficiency, asset returns, and the size of the
risk premium in global equity markets",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "195--237",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00067-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000672",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrasco:2002:MSC,
author = "Marine Carrasco",
title = "Misspecified Structural Change, Threshold, and
{Markov}-switching models",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "239--273",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00112-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001124",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2002:EBT,
author = "Miguel A. Delgado and Inmaculada Fiteni",
title = "External bootstrap tests for parameter stability",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "275--303",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00115-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200115X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Donald:2002:SEI,
author = "Stephen G. Donald and Harry J. Paarsch",
title = "Superconsistent estimation and inference in structural
econometric models using extreme order statistics",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "305--340",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00116-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001161",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vahid:2002:ICC,
author = "Farshid Vahid and Jo{\~a}o Victor Issler",
title = "The importance of common cyclical features in {VAR}
analysis: a {Monte-Carlo} study",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "341--363",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00117-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001173",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2002:URT,
author = "Tae-Hwan Kim and Stephen Leybourne and Paul Newbold",
title = "Unit root tests with a break in innovation variance",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "365--387",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00118-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001185",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2002:CDC,
author = "Jae-Young Kim and Rosa Badillo Amador",
title = "Corrigendum to {``Detection of change in persistence
of a linear time series'' [J. Econom. {\bf 95} (2000)
97--116]}",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "389--392",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00087-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Kim:2000:DCP}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000878",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:AIVe,
author = "Anonymous",
title = "Author index to volume 109",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "393--393",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00131-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001318",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PEEc,
author = "Anonymous",
title = "Pages {EX1--EX2}, 195--397 ({August 2002})",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "??--??",
month = aug,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:TAE,
author = "Anonymous",
title = "Two adverts: Economics Direct, Authors",
journal = j-J-ECONOMETRICS,
volume = "109",
number = "2",
pages = "EX1--EX2",
month = aug,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00135-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001355",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2002:RCE,
author = "Tong Li",
title = "Robust and consistent estimation of nonlinear
errors-in-variables models",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "1",
pages = "1--26",
month = sep,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00120-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001203",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Coppejans:2002:CVS,
author = "Mark Coppejans and A. Ronald Gallant",
title = "Cross-validated {SNP} density estimates",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "1",
pages = "27--65",
month = sep,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00121-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001215",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2002:SBA,
author = "Siddhartha Chib and Barton H. Hamilton",
title = "Semiparametric {Bayes} analysis of longitudinal data
treatment models",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "1",
pages = "67--89",
month = sep,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00122-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001227",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Reif:2002:OPT,
author = "Jiri Reif and Karel Vlcek",
title = "Optimal pre-test estimators in regression",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "1",
pages = "91--102",
month = sep,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00124-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001240",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2002:CEC,
author = "James Davidson",
title = "Corrigendum to {``Establishing conditions for the
functional central limit theorem in nonlinear and
semiparametric time series processes'': [Journal of
Econometrics {\bf 106}(2) (2002) 243--269]}",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "1",
pages = "103--104",
month = sep,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00126-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Davidson:2002:ECF}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001264",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PS,
author = "Anonymous",
title = "Pages 1--104 ({September 2002})",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "1",
pages = "??--??",
month = sep,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2002:LMN,
author = "James Davidson and Timo Ter{\"a}svirta",
title = "Long memory and nonlinear time series",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "105--112",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00088-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200088X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dittmann:2002:PNT,
author = "Ingolf Dittmann and Clive W. J. Granger",
title = "Properties of nonlinear transformations of
fractionally integrated processes",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "113--133",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00089-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000891",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanDijk:2002:NLM,
author = "Dick van Dijk and Philip Hans Franses and Richard
Paap",
title = "A nonlinear long memory model, with an application to
{US} unemployment",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "135--165",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00090-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000908",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2002:ICR,
author = "J{\"o}rg Breitung and Uwe Hassler",
title = "Inference on the cointegration rank in fractionally
integrated processes",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "167--185",
month = oct,
year = "2002",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200091X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2002:MFC,
author = "James Davidson",
title = "A model of fractional cointegration, and tests for
cointegration using the bootstrap",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "187--212",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00092-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000921",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2002:COS,
author = "Javier Hidalgo",
title = "Consistent order selection with strongly dependent
data and its application to efficient estimation",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "213--239",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00094-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000945",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deJong:2002:NME,
author = "Robert M. de Jong",
title = "Nonlinear minimization estimators in the presence of
cointegrating relations",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "241--259",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00093-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000933",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2002:NIU,
author = "Yoosoon Chang",
title = "Nonlinear {IV} unit root tests in panels with
cross-sectional dependency",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "261--292",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00095-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000957",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2002:TTR,
author = "Bruce E. Hansen and Byeongseon Seo",
title = "Testing for two-regime threshold cointegration in
vector error-correction models",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "293--318",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00097-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000970",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gonzalo:2002:EMS,
author = "Jes{\'u}s Gonzalo and Jean-Yves Pitarakis",
title = "Estimation and model selection based inference in
single and multiple threshold models",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "319--352",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00098-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000982",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2002:CTN,
author = "Valentina Corradi and Norman R. Swanson",
title = "A consistent test for nonlinear out of sample
predictive accuracy",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "353--381",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00099-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000994",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2002:NNH,
author = "Joon Y. Park",
title = "Nonstationary nonlinear heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "383--415",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00100-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001008",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lundbergh:2002:EGM,
author = "Stefan Lundbergh and Timo Ter{\"a}svirta",
title = "Evaluating {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "417--435",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00096-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000969",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:AIVf,
author = "Anonymous",
title = "Author index to volume 110",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "437--437",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00179-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001793",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:IIFa,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "110",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00174-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001744",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deJong:2002:NCR,
author = "Robert M. de Jong",
title = "A note on ``Convergence rates and asymptotic normality
for series estimators'': uniform convergence rates",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "1",
pages = "1--9",
month = nov,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00113-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001136",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2002:SCC,
author = "Tai-Hsin Huang and Chung-Hua Shen",
title = "Seasonal cointegration and cross-equation restrictions
on a forward-looking buffer stock model of money
demand",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "1",
pages = "11--46",
month = nov,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00114-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001148",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauer:2002:ECS,
author = "Dietmar Bauer and Martin Wagner",
title = "Estimating cointegrated systems using subspace
algorithms",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "1",
pages = "47--84",
month = nov,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00119-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001197",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2002:MUF,
author = "Nikolay Gospodinov",
title = "Median unbiased forecasts for highly persistent
autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "1",
pages = "85--101",
month = nov,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00123-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001239",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lahiri:2002:BAN,
author = "Kajal Lahiri and Jian Gao",
title = "{Bayesian} analysis of nested logit model by {Markov}
chain {Monte} {Carlo}",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "1",
pages = "103--133",
month = nov,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00125-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001252",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:IIFb,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00186-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001860",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:PEEd,
author = "Anonymous",
title = "Pages {EX1--EX2}, 1--134 ({November 2002})",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "1",
pages = "??--??",
month = nov,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2002:FSA,
author = "Richard J. Smith and H. Peter Boswijk",
title = "Finite sample and asymptotic methods in econometrics",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "135--140",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00101-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200101X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2002:BCV,
author = "Joel L. Horowitz",
title = "Bootstrap critical values for tests based on the
smoothed maximum score estimator",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "141--167",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00102-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001021",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2002:DRM,
author = "Andrew Chesher and Montezuma Dumangane and Richard J.
Smith",
title = "Duration response measurement error",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "169--194",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00103-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001033",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2002:SSC,
author = "S{\o}ren Johansen",
title = "A small sample correction for tests of hypotheses on
the cointegrating vectors",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "195--221",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00104-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2002:PPB,
author = "Frank Kleibergen and Richard Paap",
title = "Priors, posteriors and {Bayes} factors for a
{Bayesian} analysis of cointegration",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "223--249",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00105-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001057",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:2002:JPA,
author = "John C. Chao and Peter C. B. Phillips",
title = "{Jeffreys} prior analysis of the simultaneous
equations model in the case with n +1 endogenous
variables",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "251--283",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00106-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001069",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bekker:2002:EIL,
author = "Paul A. Bekker",
title = "Exact inference for the linear model with groupwise
heteroscedastic spherical disturbances",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "285--302",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00107-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001070",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2002:SBF,
author = "Jean-Marie Dufour and Lynda Khalaf",
title = "Simulation based finite and large sample tests in
multivariate regressions",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "303--322",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00108-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001082",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2002:NUR,
author = "Peter C. B. Phillips",
title = "New unit root asymptotics in the presence of
deterministic trends",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "323--353",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00109-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001094",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rothenberg:2002:SED,
author = "Thomas J. Rothenberg",
title = "Some elementary distribution theory for an
autoregression fitted to a random walk",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "355--361",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00110-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001100",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harris:2002:SCE,
author = "David Harris and Brendan McCabe and Stephen
Leybourne",
title = "Stochastic cointegration: estimation and inference",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "363--384",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00111-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001112",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:AIVg,
author = "Anonymous",
title = "Author index to volume 111",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "385--385",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00214-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002142",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:EB,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2002",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00210-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2002:EM,
author = "Anonymous",
title = "({EC2} meeting)",
journal = j-J-ECONOMETRICS,
volume = "111",
number = "2",
pages = "??--??",
month = dec,
year = "2002",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhargava:2003:ADH,
author = "Alok Bhargava",
title = "Analysis of data on health: 2",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "1--1",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00144-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Adams:2003:HWW,
author = "Peter Adams and Michael D. Hurd and Daniel McFadden
and Angela Merrill and Tiago Ribeiro",
title = "Healthy, wealthy, and wise? {Tests} for direct causal
paths between health and socioeconomic status",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "3--56",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00145-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Adda:2003:SES,
author = "J{\'e}r{\^o}me Adda and Tarani Chandola and Michael
Marmot",
title = "Socio-economic status and health: causality and
pathways",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "57--63",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00146-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200146X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poterba:2003:SOH,
author = "James M. Poterba",
title = "Some observations on health status and economic
status",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "65--67",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00147-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2003:SAC,
author = "Clive W. J. Granger",
title = "Some aspects of causal relationships",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "69--71",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00148-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001483",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2003:CCP,
author = "James Heckman",
title = "Conditioning, causality and policy analysis",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "73--78",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00149-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001495",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mealli:2003:AAE,
author = "Fabrizia Mealli and Donald B. Rubin",
title = "Assumptions allowing the estimation of direct causal
effects",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "79--87",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00150-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001501",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robins:2003:GMC,
author = "James M. Robins",
title = "General methodological considerations",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "89--106",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00151-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001513",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2003:TSM,
author = "Jerry A. Hausman",
title = "Triangular structural model specification and
estimation with application to causality",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "107--113",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00152-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001525",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2003:EIU,
author = "John Geweke",
title = "Econometric issues in using the {AHEAD} panel",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "115--120",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00153-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001537",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoover:2003:SCL,
author = "Kevin D. Hoover",
title = "Some causal lessons from macroeconomics",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "121--125",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00154-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001549",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Florens:2003:STI,
author = "Jean-Pierre Florens",
title = "Some technical issues in defining causality",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "127--128",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00155-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001550",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Adams:2003:R,
author = "P. Adams and M. D. Hurd and D. McFadden and A. Merrill
and T. Ribeirio",
title = "Response",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "129--133",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00156-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001562",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johnson:2003:DCT,
author = "Elizabeth Johnson and Francesca Dominici and Michael
Griswold and Scott L. Zeger",
title = "Disease cases and their medical costs attributable to
smoking: an analysis of the national medical
expenditure survey",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "135--151",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00157-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jalan:2003:DPW,
author = "Jyotsna Jalan and Martin Ravallion",
title = "Does piped water reduce diarrhea for children in rural
{India}?",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "153--173",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00158-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001586",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Costa:2003:UML,
author = "Dora L. Costa",
title = "Understanding mid-life and older age mortality
declines: evidence from Union {Army} veterans",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "175--192",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00159-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001598",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wachter:2003:PBH,
author = "Kenneth W. Wachter and John E. Knodel and Mark
VanLandingham",
title = "Parental bereavement: heterogeneous impacts of {AIDS}
in {Thailand}",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "193--206",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00160-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wagstaff:2003:DCH,
author = "Adam Wagstaff and Eddy van Doorslaer and Naoko
Watanabe",
title = "On decomposing the causes of health sector
inequalities with an application to malnutrition
inequalities in {Vietnam}",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "207--223",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00161-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001616",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhargava:2003:FPG,
author = "Alok Bhargava",
title = "Family planning, gender differences and infant
mortality: evidence from Uttar Pradesh, {India}",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "225--240",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00162-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001628",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00226-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckelei:2003:BBM,
author = "Thomas Heckelei and Ron C. Mittelhammer",
title = "{Bayesian} bootstrap multivariate regression",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "241--264",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00196-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001963",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2003:RVR,
author = "Liudas Giraitis and Piotr Kokoszka and Remigijus
Leipus and Gilles Teyssi{\`e}re",
title = "Rescaled variance and related tests for long memory in
volatility and levels",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "265--294",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00197-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Giraitis:2005:CRV}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001975",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2003:CST,
author = "Qi Li and Cheng Hsiao and Joel Zinn",
title = "Consistent specification tests for
semiparametric/nonparametric models based on series
estimation methods",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "295--325",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00198-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001987",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2003:EMA,
author = "Han Hong and Matthew Shum",
title = "Econometric models of asymmetric ascending auctions",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "327--358",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00199-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001999",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2003:TUR,
author = "George Kapetanios and Yongcheol Shin and Andy Snell",
title = "Testing for a unit root in the nonlinear {STAR}
framework",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "359--379",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00202-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002026",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2003:SIV,
author = "Sangin Park",
title = "Semiparametric instrumental variables estimation",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "381--399",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00203-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002038",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:AIVa,
author = "Anonymous",
title = "Author index to volume 112",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "401--402",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00245-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00242-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002427",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PF,
author = "Anonymous",
title = "Pages 241--402 ({February 2003})",
journal = j-J-ECONOMETRICS,
volume = "112",
number = "2",
pages = "??--??",
month = feb,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Basmann:2003:ISE,
author = "Robert L. Basmann",
title = "Introduction to statistics and econometrics in
litigation support",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "1--2",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00163-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200163X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Capps:2003:SIC,
author = "Oral {Capps, Jr.} and Jeffrey Church and H. Alan
Love",
title = "Specification issues and confidence intervals in
unilateral price effects analysis",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "3--31",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00164-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001641",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fienberg:2003:EST,
author = "Stephen E. Fienberg and Clark Glymour and Richard
Scheines",
title = "Expert statistical testimony and epidemiological
evidence: the toxic effects of lead exposure on
children",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "33--48",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00165-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001653",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Froeb:2003:BCC,
author = "Luke Froeb and Steven Tschantz and Philip Crooke",
title = "{Bertrand} competition with capacity constraints:
mergers among parking lots",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "49--67",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00166-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gastwirth:2003:IAU,
author = "Joseph L. Gastwirth",
title = "Issues arising in using samples as evidence in
trademark cases",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "69--82",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00167-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001677",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Millimet:2003:EWE,
author = "Daniel L. Millimet and Michael Nieswiadomy and Hang
Ryu and Daniel Slottje",
title = "Estimating worklife expectancy: an econometric
approach",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "83--113",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00168-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001689",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2003:CCC,
author = "Arthur Lewbel",
title = "Calculating compensation in cases of wrongful death",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "115--128",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00169-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001690",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirschberg:2003:AII,
author = "Joseph G. Hirschberg and Esfandiar Maasoumi and Daniel
Slottje and Augustine C. Arize",
title = "Antitrust issues in international comparisons of
market structure",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "129--158",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00170-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001707",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Basmann:2003:SOA,
author = "Robert L. Basmann",
title = "Statistical outlier analysis in litigation support:
the case of {Paul F. Engler} and {Cactus Feeders,
Inc.}, v. {Oprah Winfrey} et al.",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "159--200",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00171-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001719",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00250-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002506",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:2003:CTC,
author = "Helmut L{\"u}tkepohl and Pentti Saikkonen and Carsten
Trenkler",
title = "Comparison of tests for the cointegrating rank of a
{VAR} process with a structural shift",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "201--229",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00200-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002002",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadie:2003:SIV,
author = "Alberto Abadie",
title = "Semiparametric instrumental variable estimation of
treatment response models",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "231--263",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00201-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002014",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sareen:2003:RBI,
author = "Samita Sareen",
title = "Reference {Bayesian} inference in nonregular models",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "265--288",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00204-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200204X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Houser:2003:BAD,
author = "Daniel Houser",
title = "{Bayesian} analysis of a dynamic stochastic model of
labor supply and saving",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "289--335",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00205-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2003:EMB,
author = "Kai Li and Dale J. Poirier",
title = "An econometric model of birth inputs and outputs for
Native {Americans}",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "337--361",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00206-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002063",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:2003:WOS,
author = "James D. Hamilton",
title = "What is an oil shock?",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "363--398",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00207-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002075",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:AIVb,
author = "Anonymous",
title = "Author index to volume",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "399--399",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00070-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000708",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:IIFa,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00067-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000678",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PEEa,
author = "Anonymous",
title = "Pages {EX1--EX2}, 201-400 (April 2003)",
journal = j-J-ECONOMETRICS,
volume = "113",
number = "2",
pages = "??--??",
month = apr,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2003:HOK,
author = "Peter M. Robinson and Marc Henry",
title = "Higher-order kernel semiparametric M-estimation of
long memory",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "1--27",
month = may,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00208-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002087",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2003:BCA,
author = "Frank Kleibergen and Eric Zivot",
title = "{Bayesian} and classical approaches to instrumental
variable regression",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "29--72",
month = may,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00219-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2003:IMI,
author = "Yoosoon Chang and Joon Y. Park",
title = "Index models with integrated time series",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "73--106",
month = may,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00220-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Egorov:2003:MLE,
author = "Alexei V. Egorov and Haitao Li and Yuewu Xu",
title = "Maximum likelihood estimation of time-inhomogeneous
diffusions",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "107--139",
month = may,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00221-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760200221X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dahl:2003:TNN,
author = "Christian M. Dahl and Gloria Gonz{\'a}lez-Rivera",
title = "Testing for neglected nonlinearity in regression
models based on the theory of random fields",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "141--164",
month = may,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00222-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2003:OCV,
author = "Alan T. K. Wan and Guohua Zou",
title = "Optimal critical values of pre-tests when estimating
the regression error variance: analytical findings
under a general loss structure",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "165--196",
month = may,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00224-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00076-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000769",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PM,
author = "Anonymous",
title = "Pages 1--196 ({May 2003})",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "1",
pages = "??--??",
month = may,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Munkin:2003:BAS,
author = "Murat K. Munkin and Pravin K. Trivedi",
title = "{Bayesian} analysis of a self-selection model with
multiple outcomes using simulation-based estimation: an
application to the demand for healthcare",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "197--220",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(02)00223-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002233",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crawford:2003:EHD,
author = "Ian Crawford and Fran{\c{c}}ois Laisney and Ian
Preston",
title = "Estimation of household demand systems with
theoretically compatible {Engel} curves and unit value
specifications",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "221--241",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00083-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000836",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eklof:2003:OOA,
author = "Matias Ekl{\"o}f and Anders Lunander",
title = "Open outcry auctions with secret reserve prices: an
empirical application to executive auctions of tenant
owner's apartments in {Sweden}",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "243--260",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00084-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000848",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2003:SCC,
author = "Peter Reinhard Hansen",
title = "Structural changes in the cointegrated vector
autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "261--295",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00085-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300085X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Das:2003:ISE,
author = "M. Das",
title = "Identification and sequential estimation of panel data
models with insufficient exclusion restrictions",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "297--328",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00086-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000861",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Waggoner:2003:LPN,
author = "Daniel F. Waggoner and Tao Zha",
title = "Likelihood preserving normalization in multiple
equation models",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "329--347",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00087-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000873",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2003:KGS,
author = "Xuezheng Bai and Jeffrey R. Russell and George C.
Tiao",
title = "Kurtosis of {GARCH} and stochastic volatility models
with non-normal innovations",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "349--360",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00088-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000885",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2003:LSB,
author = "Alastair R. Hall and Atsushi Inoue",
title = "The large sample behaviour of the generalized method
of moments estimator in misspecified models",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "361--394",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00089-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Hall:2007:CLS}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000897",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:AIVc,
author = "Anonymous",
title = "Author index to volume 114",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "395--395",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00127-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001271",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:IIFb,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00124-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001246",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PEEb,
author = "Anonymous",
title = "Pages {EX1--EX2}, 197--396 ({June 2003})",
journal = j-J-ECONOMETRICS,
volume = "114",
number = "2",
pages = "??--??",
month = jun,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perron:2003:GDE,
author = "Pierre Perron and Gabriel Rodr{\'\i}guez",
title = "{GLS} detrending, efficient unit root tests and
structural change",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "1--27",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00090-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000903",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shin:2003:IVA,
author = "Dong Wan Shin and Oesook Lee",
title = "An instrumental variable approach for tests of unit
roots and seasonal unit roots in asymmetric time series
models",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "29--52",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00091-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000915",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Im:2003:TUR,
author = "Kyung So Im and M. Hashem Pesaran and Yongcheol Shin",
title = "Testing for unit roots in heterogeneous panels",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "53--74",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00092-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000927",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2003:TUR,
author = "Graham Elliott and Michael Jansson",
title = "Testing for unit roots with stationary covariates",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "75--89",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00093-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000939",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2003:SCT,
author = "Eric Ghysels and Alain Guay",
title = "Structural change tests for simulated method of
moments",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "91--123",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00094-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000940",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arellano:2003:BCP,
author = "Manuel Arellano and Raquel Carrasco",
title = "Binary choice panel data models with predetermined
variables",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "125--157",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00095-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000952",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ni:2003:NPF,
author = "Shawn Ni and Dongchu Sun",
title = "Noninformative priors and frequentist risks of
{Bayesian} estimators of vector-autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "159--197",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00099-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300099X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:IIFc,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00160-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300160X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PEEc,
author = "Anonymous",
title = "Pages {EX1--EX2}, 1--198 ({July 2003})",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "1",
pages = "??--??",
month = jul,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zaffaroni:2003:GIC,
author = "Paolo Zaffaroni and Banca d'Italia",
title = "{Gaussian} inference on certain long-range dependent
volatility models",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "199--258",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00096-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000964",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luger:2003:ENP,
author = "Richard Luger",
title = "Exact non-parametric tests for a random walk with
unknown drift under conditional heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "259--276",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00097-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000976",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hasegawa:2003:ELC,
author = "Hikaru Hasegawa and Hideo Kozumi",
title = "Estimation of {Lorenz} curves: a {Bayesian}
nonparametric approach",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "277--291",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00098-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000988",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2003:MAC,
author = "Victor Chernozhukov and Han Hong",
title = "An {MCMC} approach to classical estimation",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "293--346",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00100-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001003",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2003:CME,
author = "Ximing Wu",
title = "Calculation of maximum entropy densities with
application to income distribution",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "347--354",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00114-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001143",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2003:NLP,
author = "Yixiao Sun and Peter C. B. Phillips",
title = "Nonlinear log-periodogram regression for perturbed
fractional processes",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "355--389",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00115-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:AIVd,
author = "Anonymous",
title = "Author index to volume 115",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "391--391",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00172-6",
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bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001726",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:IIFd,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00169-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001696",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PA,
author = "Anonymous",
title = "Pages 199--392 ({August 2003})",
journal = j-J-ECONOMETRICS,
volume = "115",
number = "2",
pages = "??--??",
month = aug,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2003:FFE,
author = "Eric Ghysels and George Tauchen",
title = "Frontiers of financial econometrics and financial
engineering",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "1--7",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00101-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001015",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2003:NOP,
author = "Yacine A{\"\i}t-Sahalia and Jefferson Duarte",
title = "Nonparametric option pricing under shape
restrictions",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "9--47",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00102-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Garcia:2003:EAI,
author = "Ren{\'e} Garcia and Richard Luger and Eric Renault",
title = "Empirical assessment of an intertemporal option
pricing model with latent variables",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "49--83",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00103-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bondarenko:2003:ERN,
author = "Oleg Bondarenko",
title = "Estimation of risk-neutral densities using positive
convolution approximation",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "85--112",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00104-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001040",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jagannathan:2003:EMF,
author = "Ravi Jagannathan and Andrew Kaplin and Steve Sun",
title = "An evaluation of multi-factor {CIR} models using
{LIBOR}, swap rates, and cap and swaption prices",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "113--146",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00105-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001052",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:2003:PHR,
author = "Dong-Hyun Ahn and Robert F. Dittmar and A. Ronald
Gallant and Bin Gao",
title = "Purebred or hybrid?: Reproducing the volatility in
term structure dynamics",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "147--180",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00106-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001064",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jones:2003:DSV,
author = "Christopher S. Jones",
title = "The dynamics of stochastic volatility: evidence from
underlying and options markets",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "181--224",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00107-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001076",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernov:2003:AMS,
author = "Mikhail Chernov and A. Ronald Gallant and Eric Ghysels
and George Tauchen",
title = "Alternative models for stock price dynamics",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "225--257",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00108-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001088",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chacko:2003:SGE,
author = "George Chacko and Luis M. Viceira",
title = "Spectral {GMM} estimation of continuous-time
processes",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "259--292",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00109-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300109X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2003:FEJ,
author = "Federico M. Bandi and Thong H. Nguyen",
title = "On the functional estimation of jump-diffusion
models",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "293--328",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00110-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001106",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernov:2003:ERE,
author = "Mikhail Chernov",
title = "Empirical reverse engineering of the pricing kernel",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "329--364",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00111-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001118",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stutzer:2003:PCE,
author = "Michael Stutzer",
title = "Portfolio choice with endogenous utility: a large
deviations approach",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "365--386",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00112-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300112X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bates:2003:EOP,
author = "David S. Bates",
title = "Empirical option pricing: a retrospection",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "387--404",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00113-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001131",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:AIVe,
author = "Anonymous",
title = "Author index to volume 116",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "405--405",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00183-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001830",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:IIFe,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "116",
number = "1--2",
pages = "ifc--ifc",
month = sep,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00177-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001775",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2003:SEN,
author = "Han Hong and Elie Tamer",
title = "A simple estimator for nonlinear error in variable
models",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "1--19",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00116-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001167",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Busetti:2003:TAS,
author = "Fabio Busetti and A. M. Robert Taylor",
title = "Testing against stochastic trend and seasonality in
the presence of unattended breaks and unit roots",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "21--53",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00117-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001179",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Donald:2003:ELE,
author = "Stephen G. Donald and Guido W. Imbens and Whitney K.
Newey",
title = "Empirical likelihood estimation and consistent tests
with conditional moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "55--93",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00118-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001180",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2003:EFC,
author = "Willa W. Chen and Clifford M. Hurvich",
title = "Estimating fractional cointegration in the presence of
polynomial trends",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "95--121",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00119-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001192",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2003:TPD,
author = "Badi H. Baltagi and Seuck Heun Song and Won Koh",
title = "Testing panel data regression models with spatial
error correlation",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "123--150",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00120-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001209",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frazis:2003:ELR,
author = "Harley Frazis and Mark A. Loewenstein",
title = "Estimating linear regressions with mismeasured,
possibly endogenous, binary explanatory variables",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "151--178",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00121-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001210",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bams:2003:DER,
author = "Dennis Bams and Peter C. Schotman",
title = "Direct estimation of the risk neutral factor dynamics
of {Gaussian} term structure models",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "179--206",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00122-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001222",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:IIFf,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00219-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002197",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PEEd,
author = "Anonymous",
title = "Pages {EX1--EX6}, 1--206 ({November 2003})",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "1",
pages = "??--??",
month = nov,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Altissimo:2003:SRD,
author = "Filippo Altissimo and Valentina Corradi",
title = "Strong rules for detecting the number of breaks in a
time series",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "207--244",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00147-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001477",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2003:RCE,
author = "Songnian Chen and Shakeeb Khan",
title = "Rates of convergence for estimating regression
coefficients in heteroskedastic discrete response
models",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "245--278",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00148-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001489",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2003:SEE,
author = "Byeong U. Park and Robin C. Sickles and L{\'e}opold
Simar",
title = "Semiparametric-efficient estimation of {$ {\rm AR}(1)
$} panel data models",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "279--309",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00149-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Park:2003:CSE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001490",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2003:CSE,
author = "Byeong U. Park and Robin C. Sickles and L{\'e}opold
Simar",
title = "Corrigendum to {``Semiparametric-efficient estimation
of $ {\rm AR}(1) $ panel data models'': [J. Econom.
{\bf 117} (2003) 279--309]}",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "311--311",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00194-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001945",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dastoor:2003:ECE,
author = "Naorayex K. Dastoor",
title = "The equality of comparable extended families of
classical-type and Hausman-type statistics",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "313--330",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00150-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001507",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Coppejans:2003:ENE,
author = "Mark Coppejans",
title = "Effective nonparametric estimation in the case of
severely discretized data",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "331--367",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00151-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001519",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2003:ABM,
author = "Javier Hidalgo",
title = "An alternative bootstrap to moving blocks for time
series regression models",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "369--399",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00154-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001544",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2003:CNT,
author = "J{\"o}rg Breitung and A. M. Robert Taylor",
title = "Corrigendum to {``Nonparametric tests for unit roots
and cointegration'' [J. Econom. {\bf 108} (2002)
343--363]}",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "401--404",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00217-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Breitung:2002:NTU}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002173",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:AIVf,
author = "Anonymous",
title = "Author index to volume",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "405--405",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00233-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002331",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:IIFg,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2003",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00230-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002306",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2003:PD,
author = "Anonymous",
title = "Pages 207--406 ({December 2003})",
journal = j-J-ECONOMETRICS,
volume = "117",
number = "2",
pages = "??--??",
month = dec,
year = "2003",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Potscher:2004:CET,
author = "Benedikt M. P{\"o}tscher and Ingmar R. Prucha",
title = "Contributions to econometrics, time-series analysis,
and systems identification: a {Festschrift} in honor of
Manfred Deistler",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "1--5",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00131-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001313",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giacomini:2004:AST,
author = "Raffaella Giacomini and Clive W. J. Granger",
title = "Aggregation of space-time processes",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "7--26",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00132-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001325",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kelejian:2004:ESS,
author = "Harry H. Kelejian and Ingmar R. Prucha",
title = "Estimation of simultaneous systems of spatially
interrelated cross sectional equations",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "27--50",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00133-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001337",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2004:REG,
author = "Tong Li and Cheng Hsiao",
title = "Robust estimation of generalized linear models with
measurement errors",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "51--65",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00134-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001349",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ploberger:2004:CCT,
author = "Werner Ploberger",
title = "A complete class of tests when the likelihood is
locally asymptotically quadratic",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "67--94",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00135-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001350",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schonfeld:2004:LSG,
author = "Peter Sch{\"o}nfeld",
title = "Least squares in general vector spaces revisited",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "95--109",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00136-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001362",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2004:OTT,
author = "T. W. Anderson and R. A. Lockhart and M. A. Stephens",
title = "An omnibus test for the time series model {AR(1)}",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "111--127",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00137-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001374",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brockwell:2004:GLD,
author = "P. J. Brockwell and R. Dahlhaus",
title = "Generalized {Levinson--Durbin} and {Burg} algorithms",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "129--149",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00138-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001386",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Findley:2004:MTS,
author = "David F. Findley and Benedikt M. P{\"o}tscher and
Ching-Zong Wei",
title = "Modeling of time series arrays by multistep prediction
or likelihood methods",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "151--187",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00139-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001398",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franke:2004:BNE,
author = "J{\"u}rgen Franke and Michael H. Neumann and
Jean-Pierre Stockis",
title = "Bootstrapping nonparametric estimators of the
volatility function",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "189--218",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00140-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001404",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2004:NIV,
author = "Peter C. B. Phillips and Joon Y. Park and Yoosoon
Chang",
title = "Nonlinear instrumental variable estimation of an
autoregression",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "219--246",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00141-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001416",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xie:2004:VES,
author = "Liang-Liang Xie and Lennart Ljung",
title = "Variance expressions for spectra estimated using
auto-regressions",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "247--256",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00142-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001428",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiuso:2004:AVS,
author = "Alessandro Chiuso and Giorgio Picci",
title = "The asymptotic variance of subspace estimates",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "257--291",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00143-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300143X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dahlen:2004:RCS,
author = "Anders Dahl{\'e}n and Wolfgang Scherrer",
title = "The relation of the {CCA} subspace method to a
balanced reduction of an autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "293--312",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00144-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001441",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanSchuppen:2004:STS,
author = "Jan H. van Schuppen",
title = "System theory for system identification",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "313--339",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00145-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001453",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Willems:2004:DLS,
author = "J. C. Willems",
title = "Deterministic least squares filtering",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "341--373",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00146-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001465",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:AIVa,
author = "Anonymous",
title = "Author index to volume 118",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "375--375",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00244-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFa,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "118",
number = "1--2",
pages = "ifc--ifc",
month = jan,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00238-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002380",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2004:TUR,
author = "Marcus J. Chambers",
title = "Testing for unit roots with flow data and varying
sampling frequency",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "1--18",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00152-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Chambers:2008:CTU}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001520",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fiteni:2004:ERM,
author = "Inmaculada Fiteni",
title = "$ \tau $-estimators of regression models with
structural change of unknown location",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "19--44",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00153-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001532",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2004:CMM,
author = "Karim M. Abadir and Andr{\'e} Lucas",
title = "A comparison of minimum {MSE} and maximum power for
the nearly integrated non-{Gaussian} model",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "45--71",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00155-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001556",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Machado:2004:CEB,
author = "Matilde P. Machado",
title = "A consistent estimator for the binomial distribution
in the presence of ``incidental parameters'': an
application to patent data",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "73--98",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00156-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001568",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Racine:2004:NER,
author = "Jeff Racine and Qi Li",
title = "Nonparametric estimation of regression functions with
both categorical and continuous data",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "99--130",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00157-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300157X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arteche:2004:GSE,
author = "Josu Arteche",
title = "{Gaussian} semiparametric estimation in long memory in
stochastic volatility and signal plus noise models",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "131--154",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00158-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001581",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2004:SEP,
author = "Joel L. Horowitz and Sokbae Lee",
title = "Semiparametric estimation of a panel data proportional
hazards model with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "155--198",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00203-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002033",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2004:MLB,
author = "S{\'\i}lvia Gon{\c{c}}alves and Halbert White",
title = "Maximum likelihood and the bootstrap for nonlinear
dynamic models",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "199--219",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00204-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2004:CES,
author = "Tim Bollerslev and Hao Zhou",
title = "Corrigendum to {``Estimating stochastic volatility
diffusion using conditional moments of integrated
volatility'' [J. Econom. {\bf 109} (2002) 33--65]}",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "221--222",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Bollerslev:2002:ESV}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFb,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00003-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400003X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:PEEa,
author = "Anonymous",
title = "Pages {EX1--EX2}, 1--222 ({March 2004})",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "1",
pages = "??--??",
month = mar,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Croux:2004:DFM,
author = "Christophe Croux and Eric Renault and Bas Werker",
title = "Dynamic factor models",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "223--230",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00195-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001957",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forni:2004:GDF,
author = "Mario Forni and Marc Hallin and Marco Lippi and
Lucrezia Reichlin",
title = "The generalized dynamic factor model consistency and
rates",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "231--255",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00196-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001969",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sentana:2004:FRP,
author = "Enrique Sentana",
title = "Factor representing portfolios in large asset
markets",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "257--289",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00197-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001970",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pena:2004:FND,
author = "Daniel Pe{\~n}a and Pilar Poncela",
title = "Forecasting with nonstationary dynamic factor models",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "291--321",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00198-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001982",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Darolles:2004:KBN,
author = "Serge Darolles and Jean-Pierre Florens and Christian
Gouri{\'e}roux",
title = "Kernel-based nonlinear canonical analysis and time
reversibility",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "323--353",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00199-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001994",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meddahi:2004:TAV,
author = "Nour Meddahi and Eric Renault",
title = "Temporal aggregation of volatility models",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "355--379",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00200-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002008",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2004:SCD,
author = "Luc Bauwens and David Veredas",
title = "The stochastic conditional duration model: a latent
variable model for the analysis of financial
durations",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "381--412",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00201-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300201X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2004:SVD,
author = "Eric Ghysels and Christian Gouri{\'e}roux and Joann
Jasiak",
title = "Stochastic volatility duration models",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "413--433",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00202-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002021",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:AIVb,
author = "Anonymous",
title = "Author index to volume 119",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "435--435",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00018-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000181",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFc,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "119",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00014-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000144",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shintani:2004:NNN,
author = "Mototsugu Shintani and Oliver Linton",
title = "Nonparametric neural network estimation of {Lyapunov}
exponents and a direct test for chaos",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "1--33",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00205-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002057",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rodrigues:2004:AEU,
author = "Paulo M. M. Rodrigues and A. M. Robert Taylor",
title = "Alternative estimators and unit root tests for
seasonal autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "35--73",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00206-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002069",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zaffaroni:2004:CAL,
author = "Paolo Zaffaroni",
title = "Contemporaneous aggregation of linear dynamic models
in large economies",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "75--102",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00207-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002070",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2004:NDC,
author = "Ling Hu and Peter C. B. Phillips",
title = "Nonstationary discrete choice",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "103--138",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00208-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002082",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kazakevicius:2004:SRC,
author = "Vytautas Kazakevicius and Remigijus Leipus and
Marie-Claude Viano",
title = "Stability of random coefficient {ARCH} models and
aggregation schemes",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "139--158",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00209-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002094",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Das:2004:SEN,
author = "M. Das",
title = "Simple estimators for nonparametric panel data models
with sample attrition",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "159--180",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00210-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002100",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Formby:2004:MMT,
author = "John P. Formby and W. James Smith and Buhong Zheng",
title = "Mobility measurement, transition matrices and
statistical inference",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "181--205",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00211-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002112",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFd,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00044-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000442",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:PEEb,
author = "Anonymous",
title = "Pages {EX1--EX2}, 1--206 ({May 2004})",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "1",
pages = "??--??",
month = may,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sandor:2004:ASM,
author = "Zsolt S{\'a}ndor and P{\'e}ter Andr{\'a}s",
title = "Alternative sampling methods for estimating
multivariate normal probabilities",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "207--234",
month = jun,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00212-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002124",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McKenzie:2004:ATH,
author = "David J. McKenzie",
title = "Asymptotic theory for heterogeneous dynamic
pseudo-panels",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "235--262",
month = jun,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00213-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002136",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2004:BUR,
author = "Yoosoon Chang",
title = "Bootstrap unit root tests in panels with
cross-sectional dependency",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "263--293",
month = jun,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00214-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002148",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bertail:2004:SDD,
author = "Patrice Bertail and Christian Haefke and Dimitris N.
Politis and Halbert White",
title = "Subsampling the distribution of diverging statistics
with applications to finance",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "295--326",
month = jun,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00215-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300215X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canova:2004:FTP,
author = "Fabio Canova and Matteo Ciccarelli",
title = "Forecasting and turning point predictions in a
{Bayesian} panel {VAR} model",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "327--359",
month = jun,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(03)00216-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002161",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:AIVc,
author = "Anonymous",
title = "Author index to volume",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "361--361",
month = jun,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00057-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000570",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFe,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00054-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000545",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:PEEc,
author = "Anonymous",
title = "Pages {EX1--EX2}, 207--362 ({June 2004})",
journal = j-J-ECONOMETRICS,
volume = "120",
number = "2",
pages = "??--??",
month = jun,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marsh:2004:EHE,
author = "Lawrence C. Marsh",
title = "The econometrics of higher education: editor's view",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "1--18",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ehrenberg:2004:ESH,
author = "Ronald G. Ehrenberg",
title = "Econometric studies of higher education",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "19--37",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002586",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2004:ESA,
author = "Karsten T. Hansen and James J. Heckman and Kathleen J.
Mullen",
title = "The effect of schooling and ability on achievement
test scores",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "39--98",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002598",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Black:2004:HRE,
author = "Dan A. Black and Jeffrey A. Smith",
title = "How robust is the evidence on the effects of college
quality? {Evidence} from matching",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "99--124",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002562",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Groen:2004:ECL,
author = "Jeffrey A. Groen",
title = "The effect of college location on migration of
college-educated labor",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "125--142",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002525",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bound:2004:TUT,
author = "John Bound and Jeffrey Groen and G{\'a}bor K{\'e}zdi
and Sarah Turner",
title = "Trade in university training: cross-state variation in
the production and stock of college-educated labor",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "143--173",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moretti:2004:ESR,
author = "Enrico Moretti",
title = "Estimating the social return to higher education:
evidence from longitudinal and repeated cross-sectional
data",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "175--212",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002653",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cappelli:2004:WDE,
author = "Peter Cappelli",
title = "Why do employers pay for college?",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "213--241",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002641",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stinebrickner:2004:TUC,
author = "Ralph Stinebrickner and Todd R. Stinebrickner",
title = "Time-use and college outcomes",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "243--269",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002628",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Long:2004:HCD,
author = "Bridget Terry Long",
title = "How have college decisions changed over time? {An}
application of the conditional logistic choice model",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "271--296",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002549",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rothstein:2004:CPP,
author = "Jesse M. Rothstein",
title = "{College} performance predictions and the {SAT}",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "297--317",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002537",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Long:2004:CAE,
author = "Mark C. Long",
title = "{College} applications and the effect of affirmative
action",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "319--342",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002513",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arcidiacono:2004:ASR,
author = "Peter Arcidiacono",
title = "Ability sorting and the returns to college major",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "343--375",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300263X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Reback:2004:ICC,
author = "Randall Reback",
title = "The impact of college course offerings on the supply
of academically talented public school teachers",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "377--404",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002616",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marsh:2004:BSG,
author = "Lawrence C. Marsh and Arnold Zellner",
title = "{Bayesian} solutions to graduate admissions and
related selection problems",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "405--426",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002550",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:AIVd,
author = "Anonymous",
title = "Author index to volume 121",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "427--427",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00068-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000685",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFf,
author = "Anonymous",
title = "{IFC}: Inside Front Cover Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "121",
number = "1--2",
pages = "ifc--ifc",
month = jul,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00062-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000624",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2004:TEA,
author = "Gordon Anderson",
title = "Toward an empirical analysis of polarization",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "1--26",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002677",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Danilov:2004:HIP,
author = "Dmitry Danilov and Jan R. Magnus",
title = "On the harm that ignoring pretesting can cause",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "27--46",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002689",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2004:OFC,
author = "Graham Elliott and Allan Timmermann",
title = "Optimal forecast combinations under general loss
functions and forecast error distributions",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "47--79",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002690",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2004:TUR,
author = "Hyungsik Roger Moon and Beno{\^\i}t Perron",
title = "Testing for a unit root in panels with dynamic
factors",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "81--126",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002707",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2004:MSM,
author = "Chang-Jin Kim",
title = "{Markov}-switching models with endogenous explanatory
variables",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "127--136",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002719",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2004:ECS,
author = "Jushan Bai",
title = "Estimating cross-section common stochastic trends in
nonstationary panel data",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "137--183",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002720",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacquier:2004:BAS,
author = "Eric Jacquier and Nicholas G. Polson and Peter E.
Rossi",
title = "{Bayesian} analysis of stochastic volatility models
with fat-tails and correlated errors",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "185--212",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002732",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFg,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00086-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000867",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:PS,
author = "Anonymous",
title = "Pages 1--212 ({September 2004})",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "1",
pages = "??--??",
month = sep,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Coscelli:2004:EML,
author = "Andrea Coscelli and Matthew Shum",
title = "An empirical model of learning and patient spillovers
in new drug entry",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "213--246",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002744",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shin:2004:FMS,
author = "Dong Wan Shin and Man-Suk Oh",
title = "Fully modified semiparametric {GLS} estimation for
regressions with nonstationary seasonal regressors",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "247--280",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002756",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Biorn:2004:RSU,
author = "Erik Bi{\o}rn",
title = "Regression systems for unbalanced panel data: a
stepwise maximum likelihood procedure",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "281--291",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002768",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Honore:2004:ECS,
author = "Bo E. Honor{\'e} and Luojia Hu",
title = "Estimation of cross sectional and panel data censored
regression models with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "293--316",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300277X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2004:SBF,
author = "Jean-Marie Dufour and Lynda Khalaf and Jean-Thomas
Bernard and Ian Genest",
title = "Simulation-based finite-sample tests for
heteroskedasticity and {ARCH} effects",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "317--347",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002781",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesavento:2004:AEP,
author = "Elena Pesavento",
title = "Analytical evaluation of the power of tests for the
absence of cointegration",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "349--384",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002793",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2004:MSE,
author = "Hyungsik Roger Moon",
title = "Maximum score estimation of a nonstationary binary
choice model",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "385--403",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.10.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002811",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:AIVe,
author = "Anonymous",
title = "Author index to volume 122",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "405--405",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00098-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000983",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFh,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00095-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000958",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:PO,
author = "Anonymous",
title = "Pages 213--406 ({October 2004})",
journal = j-J-ECONOMETRICS,
volume = "122",
number = "2",
pages = "??--??",
month = oct,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Coppejans:2004:KRF,
author = "Mark Coppejans",
title = "On {Kolmogorov}'s representation of functions of
several variables by functions of one variable",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "1--31",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440760300280X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Busetti:2004:TSA,
author = "Fabio Busetti and A. M. Robert Taylor",
title = "Tests of stationarity against a change in
persistence",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "33--66",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002823",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Burridge:2004:BHS,
author = "Peter Burridge and A. M. Robert Taylor",
title = "Bootstrapping the {HEGY} seasonal unit root tests",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "67--87",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002835",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2004:BAC,
author = "S{\'\i}lvia Gon{\c{c}}alves and Lutz Kilian",
title = "Bootstrapping autoregressions with conditional
heteroskedasticity of unknown form",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "89--120",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002847",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffin:2004:SBI,
author = "J. E. Griffin and M. F. J. Steel",
title = "Semiparametric {Bayesian} inference for stochastic
frontier models",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "121--152",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002859",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez-Villaverde:2004:CDE,
author = "Jes{\'u}s Fern{\'a}ndez-Villaverde and Juan Francisco
Rubio-Ram{\'\i}rez",
title = "Comparing dynamic equilibrium models to data: a
{Bayesian} approach",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "153--187",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002860",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boero:2004:DPC,
author = "Gianna Boero and Jeremy Smith and Kenneth F. Wallis",
title = "Decompositions of {Pearson}'s chi-squared test",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "189--193",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407604000235",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFi,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407604001034",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:PEE,
author = "Anonymous",
title = "Pages {EX1--EX2}, 1--194 ({November 2004})",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "1",
pages = "??--??",
month = nov,
year = "2004",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:21:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:TC,
author = "Anonymous",
title = "Table of contents",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "195--195",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002963",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2004:RAB,
author = "Luc Bauwens and Michel Lubrano and Herman K. van
Dijk",
title = "Recent advances in {Bayesian} econometrics",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "197--199",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002872",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2004:ARB,
author = "Luc Bauwens and Charles S. Bos and Herman K. van Dijk
and Rutger D. van Oest",
title = "Adaptive radial-based direction sampling: some
flexible and robust {Monte Carlo} integration methods",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "201--225",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002884",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2004:IBI,
author = "Frank Kleibergen",
title = "Invariant {Bayesian} inference in regression models
that is robust against the {Jeffreys--Lindley}'s
paradox",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "227--258",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002902",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2004:BVS,
author = "Gary Koop and Dale J. Poirier",
title = "{Bayesian} variants of some classical semiparametric
regression techniques",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "259--282",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002914",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mouchart:2004:BEN,
author = "Michel Mouchart and Eliana Scheihing",
title = "{Bayesian} evaluation of non-admissible conditioning",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "283--306",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002938",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Strachan:2004:BAE,
author = "Rodney W. Strachan and Brett Inder",
title = "{Bayesian} analysis of the error correction model",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "307--325",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002951",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chopin:2004:BIS,
author = "Nicolas Chopin and Florian Pelgrin",
title = "{Bayesian} inference and state number determination
for hidden {Markov} models: an application to the
information content of the yield curve about
inflation",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "327--344",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002896",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lubrano:2004:DIR,
author = "Michel Lubrano and Camelia Protopopescu",
title = "Density inference for ranking {European} research
systems in the field of economics",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "345--369",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002926",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Osiewalski:2004:BCB,
author = "Jacek Osiewalski and Mateusz Pipie{\'n}",
title = "{Bayesian} comparison of bivariate {ARCH}-type models
for the main exchange rates in {Poland}",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "371--391",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760300294X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:AIVf,
author = "Anonymous",
title = "Author index to volume 123",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "393--393",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00128-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001289",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2004:IIFj,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "123",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2004",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00125-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001253",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clark:2005:PTP,
author = "Todd E. Clark and Michael W. McCracken",
title = "The power of tests of predictive ability in the
presence of structural breaks",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "1--31",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000247",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Taylor:2005:VRT,
author = "A. M. Robert Taylor",
title = "Variance ratio tests of the seasonal unit root
hypothesis",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "33--54",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000259",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2005:SVA,
author = "In Choi",
title = "Subsampling vector autoregressive tests of linear
constraints",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "55--89",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2003.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000260",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Florens:2005:PAN,
author = "Jean-Pierre Florens and L{\'e}opold Simar",
title = "Parametric approximations of nonparametric frontiers",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "91--116",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000272",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2005:BST,
author = "Valentina Corradi and Norman R. Swanson",
title = "Bootstrap specification tests for diffusion
processes",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "117--148",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000284",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bontemps:2005:TNG,
author = "Christian Bontemps and Nour Meddahi",
title = "Testing normality: a {GMM} approach",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "149--186",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000296",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jansson:2005:POT,
author = "Michael Jansson",
title = "Point optimal tests of the null hypothesis of
cointegration",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "187--201",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000302",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rilstone:2005:CSO,
author = "Paul Rilstone and Aman Ullah",
title = "Corrigendum to {``The second-order bias and mean
squared error of nonlinear estimators'': [Journal of
Econometrics {\bf 75}(2) (1996) 369--395]}",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "203--204",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
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https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
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URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000521",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFa,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00176-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001769",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:PJa,
author = "Anonymous",
title = "Pages 1--204 ({January 2005})",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "??--??",
month = jan,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kongsted:2005:TNR,
author = "Hans Christian Kongsted",
title = "Testing the nominal-to-real transformation",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "205--225",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000314",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2005:AFS,
author = "Karim M. Abadir and Gabriel Talmain",
title = "Autocovariance functions of series and of their
transforms",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "227--252",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forchini:2005:OWA,
author = "Giovanni Forchini",
title = "Optimal weighted average power similar tests for the
covariance structure in the linear regression model",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "253--267",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000338",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrade:2005:TCR,
author = "Philippe Andrade and Catherine Bruneau and
St{\'e}phane Gregoir",
title = "Testing for the cointegration rank when some
cointegrating directions are changing",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "269--310",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400034X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Imai:2005:BAM,
author = "Kosuke Imai and David A. van Dyk",
title = "A {Bayesian} analysis of the multinomial probit model
using marginal data augmentation",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "311--334",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000351",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Das:2005:IVE,
author = "M. Das",
title = "Instrumental variables estimators of nonparametric
models with discrete endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "335--361",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000363",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juhl:2005:TCU,
author = "Ted Juhl and Zhijie Xiao",
title = "Testing for cointegration using partially linear
models",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "363--394",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000405",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:AIVa,
author = "Anonymous",
title = "Author index to volume 124",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "395--395",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00190-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001903",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFb,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00187-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001873",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:PEE,
author = "Anonymous",
title = "Pages {EX1--EX2}, 205--396 ({February 2005})",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "2",
pages = "??--??",
month = feb,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ham:2005:SIE,
author = "John C. Ham and Robert J. LaLonde",
title = "Special issue on Experimental and non-experimental
evaluation of economic policy and models",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "1--13",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000727",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aakvik:2005:ETE,
author = "Arild Aakvik and James J. Heckman and Edward J.
Vytlacil",
title = "Estimating treatment effects for discrete outcomes
when responses to treatment vary: an application to
{Norwegian} vocational rehabilitation programs",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "15--51",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000739",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ashenfelter:2005:DUI,
author = "Orley Ashenfelter and David Ashmore and Olivier
Desch{\^e}nes",
title = "Do unemployment insurance recipients actively seek
work? {Evidence} from randomized trials in four {U.S.}
states",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "53--75",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000740",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bijwaard:2005:CSC,
author = "Govert E. Bijwaard and Geert Ridder",
title = "Correcting for selective compliance in a re-employment
bonus experiment",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "77--111",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000752",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Card:2005:HIE,
author = "David Card and Philip K. Robins",
title = "How important are ``entry effects'' in financial
incentive programs for welfare recipients?
{Experimental} evidence from the {Self-Sufficiency
Project}",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "113--139",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000764",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dehejia:2005:PED,
author = "Rajeev H. Dehejia",
title = "Program evaluation as a decision problem",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "141--173",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000776",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ham:2005:REL,
author = "John C. Ham and John H. Kagel and Steven F. Lehrer",
title = "Randomization, endogeneity and laboratory experiments:
the role of cash balances in private value auctions",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "175--205",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400079X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Evans:2005:BPC,
author = "William N. Evans and Diana S. Lien",
title = "The benefits of prenatal care: evidence from the {PAT}
bus strike",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "207--239",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000788",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hotz:2005:PEF,
author = "V. Joseph Hotz and Guido W. Imbens and Julie H.
Mortimer",
title = "Predicting the efficacy of future training programs
using past experiences at other locations",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "241--270",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000806",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacobson:2005:ERC,
author = "Louis Jacobson and Robert LaLonde and Daniel G.
Sullivan",
title = "Estimating the returns to community college schooling
for displaced workers",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "271--304",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000818",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2005:DMO,
author = "Jeffrey A. Smith and Petra E. Todd",
title = "Does matching overcome {LaLonde}'s critique of
nonexperimental estimators?",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "305--353",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400082X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dehejia:2005:PPS,
author = "Rajeev Dehejia",
title = "Practical propensity score matching: a reply to
{Smith} and {Todd}",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "355--364",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000831",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2005:R,
author = "Jeffrey Smith and Petra Todd",
title = "Rejoinder",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "365--375",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000843",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:AIVb,
author = "Anonymous",
title = "Author index to volume 125",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "377--377",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00201-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002015",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFc,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "125",
number = "1--2",
pages = "ifc--ifc",
month = mar,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00195-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001952",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogelsang:2005:TCD,
author = "Timothy J. Vogelsang and Philip Hans Franses",
title = "Testing for common deterministic trend slopes",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "1--24",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000375",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Windmeijer:2005:FSC,
author = "Frank Windmeijer",
title = "A finite sample correction for the variance of linear
efficient two-step {GMM} estimators",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "25--51",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000387",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Orbe:2005:NET,
author = "Susan Orbe and Eva Ferreira and Juan Rodriguez-Poo",
title = "Nonparametric estimation of time varying parameters
under shape restrictions",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "53--77",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000399",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2005:NES,
author = "Gongmeng Chen and Yoon K. Choi and Yong Zhou",
title = "Nonparametric estimation of structural change points
in volatility models for time series",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "79--114",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000417",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2005:BCT,
author = "J. Hidalgo",
title = "A bootstrap causality test for covariance stationary
processes",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "115--143",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000429",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2005:AIM,
author = "Debopam Bhattacharya",
title = "Asymptotic inference from multi-stage samples",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "145--171",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001332",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2005:EFP,
author = "Tong Li",
title = "Econometrics of first-price auctions with entry and
binding reservation prices",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "173--200",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001344",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Driessen:2005:TAT,
author = "Joost Driessen and Bertrand Melenberg and Theo
Nijman",
title = "Testing affine term structure models in case of
transaction costs",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "201--232",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.04.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001368",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFd,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(04)00206-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002064",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:PM,
author = "Anonymous",
title = "Pages 1--232 ({May 2005})",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "1",
pages = "??--??",
month = may,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dorfman:2005:CDP,
author = "Jeffrey H. Dorfman and Gary Koop",
title = "Current developments in productivity and efficiency
measurement",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "233--240",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001113",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2005:EPD,
author = "Chirok Han and Luis Orea and Peter Schmidt",
title = "Estimation of a panel data model with parametric
temporal variation in individual effects",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "241--267",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001125",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Greene:2005:RHP,
author = "William Greene",
title = "Reconsidering heterogeneity in panel data estimators
of the stochastic frontier model",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "269--303",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001137",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sickles:2005:PEI,
author = "Robin C. Sickles",
title = "Panel estimators and the identification of
firm-specific efficiency levels in parametric,
semiparametric and nonparametric settings",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "305--334",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001149",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horrace:2005:RSI,
author = "William C. Horrace",
title = "On ranking and selection from independent truncated
normal distributions",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "335--354",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001150",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2005:MTA,
author = "Subal C. Kumbhakar and Efthymios G. Tsionas",
title = "Measuring technical and allocative inefficiency in the
translog cost system: a {Bayesian} approach",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "355--384",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001162",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffiths:2005:EVR,
author = "William E. Griffiths and Christopher J. O'Donnell",
title = "Estimating variable returns to scale production
frontiers with alternative stochastic assumptions",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "385--409",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001174",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez:2005:AEM,
author = "Carmen Fern{\'a}ndez and Gary Koop and Mark F. J.
Steel",
title = "Alternative efficiency measures for multiple-output
production",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "411--444",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001186",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atkinson:2005:BMP,
author = "Scott E. Atkinson and Jeffrey H. Dorfman",
title = "{Bayesian} measurement of productivity and efficiency
in the presence of undesirable outputs: crediting
electric utilities for reducing air pollution",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "445--468",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001198",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fare:2005:CPT,
author = "Rolf F{\"a}re and Shawna Grosskopf and Dong-Woon Noh
and William Weber",
title = "Characteristics of a polluting technology: theory and
practice",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "469--492",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001204",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{ODonnell:2005:BAI,
author = "Christopher J. O'Donnell and Timothy J. Coelli",
title = "A {Bayesian} approach to imposing curvature on
distance functions",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "493--523",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001216",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paul:2005:PDP,
author = "Catherine J. Morrison Paul and Richard Nehring",
title = "Product diversification, production systems, and
economic performance in {U.S.} agricultural
production",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "525--548",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001228",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2005:SBT,
author = "Badi H. Baltagi and Daniel P. Rich",
title = "Skill-biased technical change in {US} manufacturing: a
general index approach",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "549--570",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400123X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2005:CRV,
author = "Liudas Giraitis and Piotr Kokoszka and Remigijus
Leipus and Gilles Teyssi{\`e}re",
title = "Corrigendum to {``Rescaled variance and related tests
for long memory in volatility and levels'': [J. Econom.
{\bf 112} (2003) 265--294]}",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "571--572",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Giraitis:2003:RVR}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001423",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:AZA,
author = "Anonymous",
title = "The {Arnold} Zellner award",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "573--573",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002143",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:FJE,
author = "Anonymous",
title = "{Fellows} of the {{\booktitle{Journal of
Econometrics}}} as of 2005",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "575--586",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:AIVc,
author = "Anonymous",
title = "Author index to volume 126",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "587--588",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00028-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500028X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFe,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "126",
number = "2",
pages = "CO2",
month = jun,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00024-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000242",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2005:OLI,
author = "T. W. Anderson",
title = "Origins of the limited information maximum likelihood
and two-stage least squares estimators",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "1--16",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001745",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fraser:2005:HAL,
author = "D. A. S. Fraser and M. Rekkas and A. Wong",
title = "Highly accurate likelihood analysis for the seemingly
unrelated regression problem",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "17--33",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001356",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandes:2005:NST,
author = "Marcelo Fernandes and Joachim Grammig",
title = "Nonparametric specification tests for conditional
duration models",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "35--68",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400137X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Saikkonen:2005:SRN,
author = "Pentti Saikkonen",
title = "Stability results for nonlinear error correction
models",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "69--81",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001381",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Verbeek:2005:EDM,
author = "Marno Verbeek and Francis Vella",
title = "Estimating dynamic models from repeated
cross-sections",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "83--102",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001393",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haldrup:2005:MEO,
author = "Niels Haldrup and Antonio Montan{\'e}s and Andreu
Sanso",
title = "Measurement errors and outliers in seasonal unit root
testing",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "103--128",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400140X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:DJA,
author = "Anonymous",
title = "The {Dennis J. Aigner Award}",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "129--129",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFf,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "CO2",
month = jul,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00068-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000680",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:PJb,
author = "Anonymous",
title = "Pages 1--130 ({July 2005})",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "1",
pages = "??--??",
month = jul,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stoker:2005:PDA,
author = "Thomas M. Stoker and Ernst R. Berndt and A. Denny
Ellerman and Susanne M. Schennach",
title = "Panel data analysis of {U.S.} coal productivity",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "131--164",
month = aug,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001411",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2005:LSV,
author = "Jun Yu",
title = "On leverage in a stochastic volatility model",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "165--178",
month = aug,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001435",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juhl:2005:NTC,
author = "Ted Juhl and Zhijie Xiao",
title = "A nonparametric test for changing trends",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "179--199",
month = aug,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001459",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gonzalo:2005:SIT,
author = "Jes{\'u}s Gonzalo and Michael Wolf",
title = "Subsampling inference in threshold autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "201--224",
month = aug,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001460",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2005:UAT,
author = "Peter Hall and Adonis Yatchew",
title = "Unified approach to testing functional hypotheses in
semiparametric contexts",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "225--252",
month = aug,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001472",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:AIVd,
author = "Anonymous",
title = "Author index to volume 127",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "253--253",
month = aug,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00100-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001004",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFg,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "CO2",
month = aug,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00097-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000977",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:PA,
author = "Anonymous",
title = "Pages 131--254 ({August 2005})",
journal = j-J-ECONOMETRICS,
volume = "127",
number = "2",
pages = "??--??",
month = aug,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:E,
author = "Anonymous",
title = "Erratum",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "i--i",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00119-3",
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bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001193",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mittelhammer:2005:CEI,
author = "Ron C. Mittelhammer and George G. Judge",
title = "Combining estimators to improve structural model
estimation and inference under quadratic loss",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "1--29",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001484",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Omtzigt:2005:IF,
author = "Pieter Omtzigt and Paolo Paruolo",
title = "Impact factors",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "31--68",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001496",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ortelli:2005:REM,
author = "Claudio Ortelli and Fabio Trojani",
title = "Robust efficient method of moments",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "69--97",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001502",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schorfheide:2005:VFU,
author = "Frank Schorfheide",
title = "{VAR} forecasting under misspecification",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "99--136",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001514",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Komunjer:2005:QML,
author = "Ivana Komunjer",
title = "Quasi-maximum likelihood estimation for conditional
quantiles",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "137--164",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001526",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Herwartz:2005:BIS,
author = "Helmut Herwartz and Michael H. Neumann",
title = "Bootstrap inference in systems of single equation
error correction models",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "165--193",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001538",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFh,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "CO2",
month = sep,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00111-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001119",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:PS,
author = "Anonymous",
title = "Pages 1--194 ({September 2005})",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "1",
pages = "??--??",
month = sep,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Muller:2005:SPT,
author = "Ulrich K. M{\"u}ller",
title = "Size and power of tests of stationarity in highly
autocorrelated time series",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "195--213",
month = oct,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400154X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2005:STL,
author = "Miguel A. Delgado and Carlos Velasco",
title = "Sign tests for long-memory time series",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "215--251",
month = oct,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001551",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2005:GSL,
author = "James Davidson and Philipp Sibbertsen",
title = "Generating schemes for long memory processes: regimes,
aggregation and linearity",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "253--282",
month = oct,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001563",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2005:DBR,
author = "P. M. Robinson",
title = "The distance between rival nonstationary fractional
processes",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "283--300",
month = oct,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001575",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rabe-Hesketh:2005:MLE,
author = "Sophia Rabe-Hesketh and Anders Skrondal and Andrew
Pickles",
title = "Maximum likelihood estimation of limited and discrete
dependent variable models with nested random effects",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "301--323",
month = oct,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001599",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:AIVe,
author = "Anonymous",
title = "Author index to volume 128",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "325--325",
month = oct,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00185-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001855",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFi,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "CO2",
month = oct,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00182-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500182X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:PO,
author = "Anonymous",
title = "Pages 195--326 ({October 2005})",
journal = j-J-ECONOMETRICS,
volume = "128",
number = "2",
pages = "??--??",
month = oct,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Banerjee:2005:MSB,
author = "Anindya Banerjee and Giovanni Urga",
title = "Modelling structural breaks, long memory and stock
market volatility: an overview",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "1--34",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001630",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2005:PFE,
author = "Clive W. J. Granger",
title = "The past and future of empirical finance: some
personal comments",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "35--40",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001642",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Montanes:2005:SBP,
author = "Antonio Monta{\~n}{\'e}s and Irene Olloqui and Elena
Calvo",
title = "Selection of the break in the {Perron}-type tests",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "41--64",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001654",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perron:2005:SBD,
author = "Pierre Perron and Xiaokang Zhu",
title = "Structural breaks with deterministic and stochastic
trends",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "65--119",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001666",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hillebrand:2005:NPC,
author = "Eric Hillebrand",
title = "Neglecting parameter changes in {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "121--138",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001678",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2005:RGT,
author = "Patrick Gagliardini and Fabio Trojani and Giovanni
Urga",
title = "Robust {GMM} tests for structural breaks",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "139--182",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400168X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2005:SSP,
author = "M. Hashem Pesaran and Allan Timmermann",
title = "Small sample properties of forecasts from
autoregressive models under structural breaks",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "183--217",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001691",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dalla:2005:PBT,
author = "Violetta Dalla and Javier Hidalgo",
title = "A parametric bootstrap test for cycles",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "219--261",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001708",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2005:CFS,
author = "P. M. Robinson and F. Iacone",
title = "Cointegration in fractional systems with deterministic
trends",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "263--298",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760400171X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leipus:2005:RRS,
author = "Remigijus Leipus and Vygantas Paulauskas and Donatas
Surgailis",
title = "Renewal regime switching and stable limit laws",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "299--327",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001721",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lazarova:2005:TSC,
author = "Step{\'a}na Lazarov{\'a}",
title = "Testing for structural change in regression with long
memory processes",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "329--372",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001733",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:AIVf,
author = "Anonymous",
title = "Author index to volume 129",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "373--373",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00196-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500196X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:IIFj,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "CO2",
month = nov,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00190-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001909",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2005:MSB,
author = "Anonymous",
title = "Modelling structural breaks",
journal = j-J-ECONOMETRICS,
volume = "129",
number = "1--2",
pages = "??--??",
month = nov,
year = "2005",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandes:2006:FAC,
author = "Marcelo Fernandes and Joachim Grammig",
title = "A family of autoregressive conditional duration
models",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "1--23",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001587",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hill:2006:SIN,
author = "Robert J. Hill",
title = "Superlative index numbers: not all of them are super",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "25--43",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001605",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gregoir:2006:ETP,
author = "St{\'e}phane Gregoir",
title = "Efficient tests for the presence of a pair of complex
conjugate unit roots in real time series",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "45--100",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001617",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sriananthakumar:2006:NAP,
author = "Sivagowry Sriananthakumar and Maxwell L. King",
title = "A new approximate point optimal test of a composite
null hypothesis",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "101--122",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.08.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001629",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2006:DFB,
author = "Jean-Marie Dufour and Abdeljelil Farhat and Marc
Hallin",
title = "Distribution-free bounds for serial correlation
coefficients in heteroskedastic symmetric time series",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "123--142",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000503",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2006:IP,
author = "Clive W. J. Granger and Namwon Hyung",
title = "Introduction to $m$--$m$ processes",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "143--164",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000515",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hassler:2006:RLP,
author = "U. Hassler and F. Marmol and C. Velasco",
title = "Residual log-periodogram inference for long-run
relationships",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "165--207",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000667",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:IIF,
author = "Anonymous",
title = "{IFC} --- Inside Front Cover --- {Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "CO2",
month = jan,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(05)00208-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002083",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PJa,
author = "Anonymous",
title = "Pages 1--208 ({January 2006})",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "1",
pages = "??--??",
month = jan,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shimotsu:2006:LWE,
author = "Katsumi Shimotsu and Peter C. B. Phillips",
title = "Local {Whittle} estimation of fractional integration
and some of its variants",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "209--233",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000527",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2006:SPE,
author = "Myoung-jae Lee and Francis Vella",
title = "A semi-parametric estimator for censored selection
models with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "235--252",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000539",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mullin:2006:IEC,
author = "Charles H. Mullin",
title = "Identification and estimation with contaminated data:
When do covariate data sharpen inference?",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "253--272",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000540",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2006:SFM,
author = "Atsushi Inoue and Lutz Kilian",
title = "On the selection of forecasting models",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "273--306",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000771",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2006:ECB,
author = "Xiaohong Chen and Yanqin Fan",
title = "Estimation of copula-based semiparametric time series
models",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "307--335",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000783",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2006:FTS,
author = "Francis X. Diebold and Canlin Li",
title = "Forecasting the term structure of government bond
yields",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "337--364",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000795",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2006:SGM,
author = "Lijian Yang",
title = "A semiparametric {GARCH} model for foreign exchange
volatility",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "365--384",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000801",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:AIVa,
author = "Anonymous",
title = "Author index to volume 130",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "385--385",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00006-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000066",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "CO2",
month = feb,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00003-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000030",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PF,
author = "Anonymous",
title = "Pages 209--386 ({February 2006})",
journal = j-J-ECONOMETRICS,
volume = "130",
number = "2",
pages = "??--??",
month = feb,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2006:EMF,
author = "F. X. Diebold and R. F. Engle and C. Favero and G. M.
Gallo and F. Schorfheide",
title = "The econometrics of macroeconomics, finance, and the
interface",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "1--2",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:2006:MIM,
author = "Robert F. Engle and Giampiero M. Gallo",
title = "A multiple indicators model for volatility using
intra-daily data",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "3--27",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deo:2006:FRV,
author = "Rohit Deo and Clifford Hurvich and Yi Lu",
title = "Forecasting realized volatility using a long-memory
stochastic volatility model: estimation, prediction and
seasonal adjustment",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "29--58",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000059",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2006:PVG,
author = "Eric Ghysels and Pedro Santa-Clara and Rossen
Valkanov",
title = "Predicting volatility: getting the most out of return
data sampled at different frequencies",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "59--95",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2006:CRV,
author = "Peter Reinhard Hansen and Asger Lunde",
title = "Consistent ranking of volatility models",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "97--121",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000072",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2006:VPS,
author = "Tim Bollerslev and Hao Zhou",
title = "Volatility puzzles: a simple framework for gauging
return-volatility regressions",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "123--150",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000084",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beltratti:2006:BPM,
author = "A. Beltratti and C. Morana",
title = "Breaks and persistency: macroeconomic causes of stock
market volatility",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "151--177",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000096",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Calvet:2006:VCM,
author = "Laurent E. Calvet and Adlai J. Fisher and Samuel B.
Thompson",
title = "Volatility comovement: a multifrequency approach",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "179--215",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000102",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barndorff-Nielsen:2006:IJR,
author = "Ole E. Barndorff-Nielsen and Neil Shephard",
title = "Impact of jumps on returns and realised variances:
econometric analysis of time-deformed {L{\'e}vy}
processes",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "217--252",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000114",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christoffersen:2006:OVC,
author = "Peter Christoffersen and Steve Heston and Kris
Jacobs",
title = "Option valuation with conditional skewness",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "253--284",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000126",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guidolin:2006:TSR,
author = "Massimo Guidolin and Allan Timmermann",
title = "Term structure of risk under alternative econometric
specifications",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "285--308",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000138",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2006:MYC,
author = "Francis X. Diebold and Glenn D. Rudebusch and S.
Bora{\u{g}}an Aruoba",
title = "The macroeconomy and the yield curve: a dynamic latent
factor approach",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "309--338",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500014X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2006:FFM,
author = "Andrea Carriero and Carlo A. Favero and Iryna
Kaminska",
title = "Financial factors, macroeconomic information and the
Expectations Theory of the term structure of interest
rates",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "339--358",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ang:2006:WDY,
author = "Andrew Ang and Monika Piazzesi and Min Wei",
title = "What does the yield curve tell us about {GDP}
growth?",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "359--403",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000163",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hordahl:2006:JEM,
author = "Peter H{\"o}rdahl and Oreste Tristani and David
Vestin",
title = "A joint econometric model of macroeconomic and
term-structure dynamics",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "405--444",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pelletier:2006:RSD,
author = "Denis Pelletier",
title = "Regime switching for dynamic correlations",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "445--473",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000187",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2006:MJP,
author = "Christian Gourieroux and Joann Jasiak",
title = "Multivariate {Jacobi} process with application to
smooth transitions",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "475--505",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000199",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2006:ELO,
author = "Jushan Bai and Serena Ng",
title = "Evaluating latent and observed factors in
macroeconomics and finance",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "507--537",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000205",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhardwaj:2006:EIU,
author = "Geetesh Bhardwaj and Norman R. Swanson",
title = "An empirical investigation of the usefulness of
{ARFIMA} models for predicting macroeconomic and
financial time series",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "539--578",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000217",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lundbergh:2006:TSM,
author = "Stefan Lundbergh and Timo Ter{\"a}svirta",
title = "A time series model for an exchange rate in a target
zone with applications",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "579--609",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000229",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:AIVb,
author = "Anonymous",
title = "Author index to volume 131",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "611--612",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00025-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600025X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "CO2",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00019-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000194",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PMA,
author = "Anonymous",
title = "Pages 1--612 ({March--April 2006})",
journal = j-J-ECONOMETRICS,
volume = "131",
number = "1--2",
pages = "??--??",
month = mar # "\slash " # apr,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2006:CF,
author = "Heather M. Anderson and Jo{\~a}o Victor Issler and
Farshid Vahid",
title = "Common features",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "1--5",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000382",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:2006:LRP,
author = "Robert F. Engle and Juri Marcucci",
title = "A long-run {Pure Variance Common Features} model for
the common volatilities of the {Dow Jones}",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "7--42",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000394",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2006:CFC,
author = "Clive W. J. Granger and Timo Ter{\"a}svirta and Andrew
J. Patton",
title = "Common factors in conditional distributions for
bivariate time series",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "43--57",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000400",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harding:2006:SC,
author = "Don Harding and Adrian Pagan",
title = "Synchronization of cycles",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "59--79",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000412",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2006:SAH,
author = "S{\o}ren Johansen",
title = "Statistical analysis of hypotheses on the
cointegrating relations in the I(2) model",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "81--115",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000424",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hecq:2006:CCF,
author = "Alain Hecq and Franz C. Palm and Jean-Pierre Urbain",
title = "Common cyclical features analysis in {VAR} models with
cointegration",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "117--141",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000436",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paruolo:2006:CTC,
author = "Paolo Paruolo",
title = "Common trends and cycles in I(2) {VAR} systems",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "143--168",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000448",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boivin:2006:MDA,
author = "Jean Boivin and Serena Ng",
title = "Are more data always better for factor analysis?",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "169--194",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500045X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2006:EDT,
author = "Valentina Corradi and Norman R. Swanson",
title = "The effect of data transformation on common cycle,
cointegration, and unit root tests: {Monte Carlo}
results and a simple test",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "195--229",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Connor:2006:CSC,
author = "Gregory Connor and Robert A. Korajczyk and Oliver
Linton",
title = "The common and specific components of dynamic
volatility",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "231--255",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giannone:2006:VCF,
author = "Domenico Giannone and Lucrezia Reichlin and Luca
Sala",
title = "{VARs}, common factors and the empirical validation of
equilibrium business cycle models",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "257--279",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000485",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Issler:2006:MLU,
author = "Jo{\~a}o Victor Issler and Farshid Vahid",
title = "The missing link: using the {NBER} recession indicator
to construct coincident and leading indices of economic
activity",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "281--303",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.01.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "1",
pages = "CO2",
month = may,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00057-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000571",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2006:CEE,
author = "Luc Bauwens and H. Peter Boswijk and Jean-Pierre
Urbain",
title = "Causality and exogeneity in econometrics",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "305--309",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000564",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCrorie:2006:GCS,
author = "J. Roderick McCrorie and Marcus J. Chambers",
title = "{Granger} causality and the sampling of economic
processes",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "311--336",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000576",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2006:SRL,
author = "Jean-Marie Dufour and Denis Pelletier and {\'E}ric
Renault",
title = "Short run and long run causality in time series:
inference",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "337--362",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000588",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2006:TSL,
author = "J{\"o}rg Breitung and Bertrand Candelon",
title = "Testing for short- and long-run causality: A
frequency-domain approach",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "363--378",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500059X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mosconi:2006:NCB,
author = "Rocco Mosconi and Raffaello Seri",
title = "Non-causality in bivariate binary time series",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "379--407",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000606",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bun:2006:EDF,
author = "Maurice J. G. Bun and Jan F. Kiviet",
title = "The effects of dynamic feedbacks on {LS} and {MM}
estimator accuracy in panel data models",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "409--444",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2006:IES,
author = "Joel L. Horowitz and Charles F. Manski",
title = "Identification and estimation of statistical
functionals using incomplete data",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "445--459",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500062X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nicoletti:2006:NDP,
author = "Cheti Nicoletti",
title = "Nonresponse in dynamic panel data models",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "461--489",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000631",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2006:IQR,
author = "Victor Chernozhukov and Christian Hansen",
title = "Instrumental quantile regression inference for
structural and treatment effect models",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "491--525",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000643",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deLuna:2006:ESE,
author = "Xavier de Luna and Per Johansson",
title = "Exogeneity in structural equation models",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "527--543",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000655",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:AIVc,
author = "Anonymous",
title = "Author index to volume 132",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "545--546",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00115-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "CO2",
month = jun,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00111-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001114",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PJb,
author = "Anonymous",
title = "Pages 305--546 ({June 2006})",
journal = j-J-ECONOMETRICS,
volume = "132",
number = "2",
pages = "??--??",
month = jun,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dhrymes:2006:EMG,
author = "Phoebus J. Dhrymes and Adriana Lleras-Muney",
title = "Estimation of models with grouped and ungrouped data
by means of {``2SLS''}",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "1--29",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000813",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Radchenko:2006:LIB,
author = "Stanislav Radchenko and Hiroki Tsurumi",
title = "Limited information {Bayesian} analysis of a
simultaneous equation with an autocorrelated error term
and its application to the {U.S.} gasoline market",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "31--49",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000825",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2006:BPL,
author = "Yingyao Hu",
title = "Bounding parameters in a linear regression model with
a mismeasured regressor using additional information",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "51--70",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000837",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2006:ESF,
author = "Subal C. Kumbhakar and Efthymios G. Tsionas",
title = "Estimation of stochastic frontier production functions
with input-oriented technical efficiency",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "71--96",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000849",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2006:GRR,
author = "Frank Kleibergen and Richard Paap",
title = "Generalized reduced rank tests using the singular
value decomposition",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "97--126",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000850",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gan:2006:TME,
author = "Li Gan and Qinghua Zhang",
title = "The thick market effect on local unemployment rate
fluctuations",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "127--152",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000862",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deschamps:2006:FPD,
author = "Philippe J. Deschamps",
title = "A flexible prior distribution for {Markov} switching
autoregressions with {Student}-$t$ errors",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "153--190",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000874",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horvath:2006:TSD,
author = "Lajos Horv{\'a}th and Piotr Kokoszka and Ricardas
Zitikis",
title = "Testing for stochastic dominance using the weighted
{McFadden}-type statistic",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "191--205",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000886",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2006:FCI,
author = "Zongwu Cai and Mitali Das and Huaiyu Xiong and Xizhi
Wu",
title = "Functional coefficient instrumental variables models",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "207--241",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000898",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krauth:2006:SBE,
author = "Brian V. Krauth",
title = "Simulation-based estimation of peer effects",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "243--271",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000904",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durham:2006:MCM,
author = "Garland B. Durham",
title = "{Monte Carlo} methods for estimating, smoothing, and
filtering one- and two-factor stochastic volatility
models",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "273--305",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000916",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guell:2006:EPL,
author = "Maia G{\"u}ell and Luojia Hu",
title = "Estimating the probability of leaving unemployment
using uncompleted spells from repeated cross-section
data",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "307--341",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000928",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2006:ANN,
author = "Bent Jesper Christensen and Morten {\O}rregaard
Nielsen",
title = "Asymptotic normality of narrow-band least squares in
the stationary fractional cointegration model and
volatility forecasting",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "343--371",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500093X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2006:SEA,
author = "Yiguo Sun and Thanasis Stengos",
title = "Semiparametric efficient adaptive estimation of
asymmetric {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "373--386",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.03.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000941",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Doran:2006:GEI,
author = "Howard E. Doran and Peter Schmidt",
title = "{GMM} estimators with improved finite sample
properties using principal components of the weighting
matrix, with an application to the dynamic panel data
model",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "387--409",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000953",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "CO2",
month = jul,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00121-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001217",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PJc,
author = "Anonymous",
title = "Pages 1--410 ({July 2006})",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "1",
pages = "??--??",
month = jul,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2006:RME,
author = "Jean-Marie Dufour and Beno{\^\i}t Perron",
title = "Resampling methods in econometrics",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "411--419",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500120X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2006:PBA,
author = "Russell Davidson and James G. MacKinnon",
title = "The power of bootstrap and asymptotic tests",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "421--441",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001211",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2006:MCT,
author = "Jean-Marie Dufour",
title = "{Monte Carlo} tests with nuisance parameters: A
general approach to finite-sample inference and
nonstandard asymptotics",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "443--477",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001260",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jouneau-Sion:2006:MTL,
author = "Fr{\'e}d{\'e}ric Jouneau-Sion and Olivier Torr{\`e}s",
title = "{MMC} techniques for limited dependent variables
models: Implementation by the branch-and-bound
algorithm",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "479--512",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001259",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luger:2006:EPT,
author = "Richard Luger",
title = "Exact permutation tests for non-nested non-linear
regression models",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "513--529",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001247",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2006:BGE,
author = "Atsushi Inoue and Mototsugu Shintani",
title = "Bootstrapping {GMM} estimators for time series",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "531--555",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001235",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2006:FSM,
author = "H. Hong and O. Scaillet",
title = "A fast subsampling method for nonlinear dynamic
models",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "557--578",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001223",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yatchew:2006:NSP,
author = "Adonis Yatchew and Wolfgang H{\"a}rdle",
title = "Nonparametric state price density estimation using
constrained least squares and the bootstrap",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "579--599",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001272",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Parker:2006:URT,
author = "Cameron Parker and Efstathios Paparoditis and Dimitris
N. Politis",
title = "Unit root testing via the stationary bootstrap",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "601--638",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001284",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2006:BTW,
author = "Joon Y. Park",
title = "A bootstrap theory for weakly integrated processes",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "639--672",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001296",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2006:HOI,
author = "Donald W. K. Andrews and Offer Lieberman and Vadim
Marmer",
title = "Higher-order improvements of the parametric bootstrap
for long-memory {Gaussian} processes",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "673--702",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001302",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2006:BCR,
author = "Yoosoon Chang and Joon Y. Park and Kevin Song",
title = "Bootstrapping cointegrating regressions",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "703--739",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001314",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2006:ABP,
author = "James Davidson",
title = "Alternative bootstrap procedures for testing
cointegration in fractionally integrated processes",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "741--777",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2006:BCD,
author = "Valentina Corradi and Norman R. Swanson",
title = "Bootstrap conditional distribution tests in the
presence of dynamic misspecification",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "779--806",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001338",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2006:BST,
author = "J. Hidalgo and J.-P. Kreiss",
title = "Bootstrap specification tests for linear covariance
stationary processes",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "807--839",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500134X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2006:BBP,
author = "Joel L. Horowitz and I. N. Lobato and John C.
Nankervis and N. E. Savin",
title = "Bootstrapping the {Box--Pierce} {$Q$} test: a robust
test of uncorrelatedness",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "841--862",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001351",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2006:CBT,
author = "Fuchun Li and Greg Tkacz",
title = "A consistent bootstrap test for conditional density
functions with time-series data",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "863--886",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001363",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:AIVd,
author = "Anonymous",
title = "Author index to volume 133",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "887--888",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00135-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001357",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "CO2",
month = aug,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00131-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600131X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PA,
author = "Anonymous",
title = "Pages 411--888 ({August 2006})",
journal = j-J-ECONOMETRICS,
volume = "133",
number = "2",
pages = "??--??",
month = aug,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Detemple:2006:APM,
author = "J{\'e}r{\^o}me Detemple and Ren{\'e} Garcia and Marcel
Rindisbacher",
title = "Asymptotic properties of {Monte Carlo} estimators of
diffusion processes",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "1--68",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001375",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brendstrup:2006:IES,
author = "Bjarne Brendstrup and Harry J. Paarsch",
title = "Identification and estimation in sequential,
asymmetric, {English} auctions",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "69--94",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001387",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kawakatsu:2006:MEG,
author = "Hiroyuki Kawakatsu",
title = "Matrix exponential {GARCH}",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "95--128",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001399",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seo:2006:BTN,
author = "Myunghwan Seo",
title = "Bootstrap testing for the null of no cointegration in
a threshold vector error correction model",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "129--150",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001405",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2006:GST,
author = "J. Carlos Escanciano and Carlos Velasco",
title = "Generalized spectral tests for the martingale
difference hypothesis",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "151--185",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001417",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2006:EQG,
author = "Peter Davis",
title = "Estimation of quantity games in the presence of
indivisibilities and heterogeneous firms",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "187--214",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001429",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shin:2006:IVA,
author = "Dong Wan Shin and Seungho Kang",
title = "An instrumental variable approach for panel unit root
tests under cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "215--234",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001430",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okhrin:2006:DPP,
author = "Yarema Okhrin and Wolfgang Schmid",
title = "Distributional properties of portfolio weights",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "235--256",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001442",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2006:EMSa,
author = "Willa W. Chen and Rohit S. Deo",
title = "Estimation of mis-specified long memory models",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "257--281",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001454",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2006:SBI,
author = "Gary Koop and Justin L. Tobias",
title = "Semiparametric {Bayesian} inference in smooth
coefficient models",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "283--315",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001491",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "CO2",
month = sep,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00163-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001631",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PS,
author = "Anonymous",
title = "Pages 1--316 ({September 2006})",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "1",
pages = "??--??",
month = sep,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2006:PEC,
author = "Subal C. Kumbhakar and Hung-Jen Wang",
title = "Pitfalls in the estimation of a cost function that
ignores allocative inefficiency: A {Monte Carlo}
analysis",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "317--340",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001466",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2006:AHD,
author = "Siddhartha Chib and Federico Nardari and Neil
Shephard",
title = "Analysis of high dimensional multivariate stochastic
volatility models",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "341--371",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001478",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perron:2006:ERS,
author = "Pierre Perron and Zhongjun Qu",
title = "Estimating restricted structural change models",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "373--399",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500148X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2006:JLT,
author = "Badi H. Baltagi and Georges Bresson and Alain
Pirotte",
title = "Joint {LM} test for homoskedasticity in a one-way
error component model",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "401--417",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001508",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2006:ETA,
author = "Subal C. Kumbhakar and Hung-Jen Wang",
title = "Estimation of technical and allocative inefficiency: A
primal system approach",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "419--440",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500151X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2006:MTC,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Modified tests for a change in persistence",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "441--469",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Harvey:2012:CMT}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001521",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2006:QRM,
author = "Lingjie Ma and Roger Koenker",
title = "Quantile regression methods for recursive structural
equation models",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "471--506",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001533",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2006:SAC,
author = "Yacine Ai{\"t}-Sahalia and Jialin Yu",
title = "Saddlepoint approximations for continuous-time
{Markov} processes",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "507--551",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001545",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2006:MSM,
author = "Aaron Smith and Prasad A. Naik and Chih-Ling Tsai",
title = "{Markov}-switching model selection using
{Kullback--Leibler} divergence",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "553--577",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001557",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bruggemann:2006:RAT,
author = "Ralf Br{\"u}ggemann and Helmut L{\"u}tkepohl and
Pentti Saikkonen",
title = "Residual autocorrelation testing for vector error
correction models",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "579--604",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001569",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffin:2006:ING,
author = "J. E. Griffin and M. F. J. Steel",
title = "Inference with non-{Gaussian} {Ornstein--Uhlenbeck}
processes for stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "605--644",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001570",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Villani:2006:BPE,
author = "Mattias Villani",
title = "{Bayesian} point estimation of the cointegration
space",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "645--664",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:AIVe,
author = "Anonymous",
title = "Author index to volume 134",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "665--666",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00175-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001758",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "CO2",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00172-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001722",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PO,
author = "Anonymous",
title = "Pages 317--666 ({October 2006})",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "??--??",
month = oct,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Swanson:2006:PMA,
author = "Norman R. Swanson and Graham Elliott and Eric Ghysels
and Jesus Gonzalo",
title = "Predictive methodology and application in economics
and finance: Volume in honor of the accomplishments of
{Clive W. J. Granger}",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "1--9",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001612",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2006:OCP,
author = "Clive W. J. Granger",
title = "Opening comments: Predictive methodology and
application in economics and finance: Presentation for
the {San Diego Conference, January, 2004}",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "11--13",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001624",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2006:SAO,
author = "Clive W. J. Granger and Mark J. Machina",
title = "Structural attribution of observed volatility
clustering",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "15--29",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001673",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aiolfi:2006:PFP,
author = "Marco Aiolfi and Allan Timmermann",
title = "Persistence in forecasting performance and conditional
combination strategies",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "31--53",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001661",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2006:RRR,
author = "T. W. Anderson",
title = "Reduced rank regression for blocks of simultaneous
equations",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "55--76",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001788",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2006:MDF,
author = "Elena Andreou and Eric Ghysels",
title = "Monitoring disruptions in financial markets",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "77--124",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001739",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2006:EMSb,
author = "Xiaohong Chen and Yanqin Fan",
title = "Estimation and model selection of semiparametric
copula-based multivariate dynamic models under copula
misspecification",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "125--154",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001776",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clark:2006:USM,
author = "Todd E. Clark and Kenneth D. West",
title = "Using out-of-sample mean squared prediction errors to
test the martingale difference hypothesis",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "155--186",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001648",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2006:PDC,
author = "Valentina Corradi and Norman R. Swanson",
title = "Predictive density and conditional confidence interval
accuracy tests",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "187--228",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001764",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2006:FSS,
author = "Jean-Marie Dufour and Tarek Jouini",
title = "Finite-sample simulation-based inference in {VAR}
models with application to {Granger} causality
testing",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "229--254",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001752",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Egorov:2006:VFJ,
author = "Alexei V. Egorov and Yongmiao Hong and Haitao Li",
title = "Validating forecasts of the joint probability density
of bond yields: Can affine models beat random walk?",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "255--284",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001697",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2006:MII,
author = "Graham Elliott and Ulrich K. M{\"u}ller",
title = "Minimizing the impact of the initial condition on
testing for unit roots",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "285--310",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001740",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gonzalo:2006:LSV,
author = "Jes{\'u}s Gonzalo and Oscar Mart{\'\i}nez",
title = "Large shocks vs. small shocks. (Or does size matter?
{May} be so.)",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "311--347",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001727",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haldrup:2006:RSL,
author = "Niels Haldrup and Morten {\O}rregaard Nielsen",
title = "A regime switching long memory model for electricity
prices",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "349--376",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001715",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2006:IFP,
author = "Bruce E. Hansen",
title = "Interval forecasts and parameter uncertainty",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "377--398",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001806",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hendry:2006:RFE,
author = "David F. Hendry",
title = "Robustifying forecasts from equilibrium-correction
systems",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "399--426",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500179X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2006:MTS,
author = "Cheng Hsiao and Siyan Wang",
title = "Modified two-stage least-squares estimators for the
estimation of a structural vector autoregressive
integrated process",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "427--463",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001703",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2006:BBQ,
author = "Tae-Hwy Lee and Yang Yang",
title = "Bagging binary and quantile predictors for time
series",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "465--497",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001685",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marcellino:2006:CDI,
author = "Massimiliano Marcellino and James H. Stock and Mark W.
Watson",
title = "A comparison of direct and iterated multistep {AR}
methods for forecasting macroeconomic time series",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "499--526",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500165X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{White:2006:TSE,
author = "Halbert White",
title = "Time-series estimation of the effects of natural
experiments",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "527--566",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001636",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "CO2",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00180-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001801",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2006:PND,
author = "Anonymous",
title = "Pages 1--568 ({November--December 2006})",
journal = j-J-ECONOMETRICS,
volume = "135",
number = "1--2",
pages = "??--??",
month = nov # "\slash " # dec,
year = "2006",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2007:FDE,
author = "Marcus J. Chambers and J. Roderick McCrorie",
title = "Frequency domain estimation of temporally aggregated
{Gaussian} cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "1--29",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000364",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Simar:2007:EIT,
author = "L{\'e}opold Simar and Paul W. Wilson",
title = "Estimation and inference in two-stage, semi-parametric
models of production processes",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "31--64",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001594",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Banerjee:2007:MEA,
author = "Anurag Banerjee",
title = "A method of estimating the average derivative",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "65--88",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001600",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shin:2007:ANS,
author = "Dong Wan Shin and Oesook Lee",
title = "Asymmetry and nonstationarity for a seasonal time
series model",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "89--114",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002010",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2007:LTM,
author = "Peter C. B. Phillips and Tassos Magdalinos",
title = "Limit theory for moderate deviations from a unit
root",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "115--130",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002034",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuosmanen:2007:NPT,
author = "Timo Kuosmanen and Thierry Post and Stefan Scholtes",
title = "Non-parametric tests of productive efficiency with
errors-in-variables",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "131--162",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002046",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2007:TTV,
author = "Zongwu Cai",
title = "Trending time-varying coefficient time series models
with serially correlated errors",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "163--188",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002058",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2007:SOD,
author = "Arthur Lewbel and Susanne M. Schennach",
title = "A simple ordered data estimator for inverse density
weighted expectations",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "189--211",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500206X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Korinek:2007:EMC,
author = "Anton Korinek and Johan A. Mistiaen and Martin
Ravallion",
title = "An econometric method of correcting for unit
nonresponse bias in surveys",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "213--235",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000327",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zaffaroni:2007:AMM,
author = "Paolo Zaffaroni",
title = "Aggregation and memory of models of changing
volatility",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "237--249",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000339",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2007:PRE,
author = "Shakeeb Khan and Elie Tamer",
title = "Partial rank estimation of duration models with
general forms of censoring",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "251--280",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2007:SEE,
author = "Byeong U. Park and Robin C. Sickles and L{\'e}opold
Simar",
title = "Semiparametric efficient estimation of dynamic panel
data models",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "281--301",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000352",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCausland:2007:TRS,
author = "William J. McCausland",
title = "Time reversibility of stationary regular finite-state
{Markov} chains",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "303--318",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000534",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:2007:GSS,
author = "Helmut L{\"u}tkepohl",
title = "General-to-specific or specific-to-general modelling?
{An} opinion on current econometric terminology",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "319--324",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002307",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "CO2",
month = jan,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00191-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001916",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:PJ,
author = "Anonymous",
title = "Pages 1--324 ({January 2007})",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "1",
pages = "??--??",
month = jan,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aliprantis:2007:SIE,
author = "Charalambos D. Aliprantis and William A. Barnett and
Bernard Cornet and Steven Durlauf",
title = "Special issue editors' introduction: The interface
between econometrics and economic theory",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "325--329",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002162",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2007:POE,
author = "Arnold Zellner",
title = "Philosophy and objectives of econometrics",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "331--339",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002174",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2007:DDC,
author = "James J. Heckman and Salvador Navarro",
title = "Dynamic discrete choice and dynamic treatment
effects",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "341--396",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002186",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dridi:2007:IIC,
author = "Ramdan Dridi and Alain Guay and Eric Renault",
title = "Indirect inference and calibration of dynamic
stochastic general equilibrium models",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "397--430",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002198",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aliprantis:2007:RE,
author = "Charalambos D. Aliprantis and David Harris and Rabee
Tourky",
title = "{Riesz} estimators",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "431--456",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002204",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:2007:MAT,
author = "William A. Barnett",
title = "Multilateral aggregation-theoretic monetary
aggregation over heterogeneous countries",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "457--482",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002216",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:2007:GCP,
author = "Esfandiar Maasoumi and Jeff Racine and Thanasis
Stengos",
title = "Growth and convergence: A profile of distribution
dynamics and mobility",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "483--508",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002228",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2007:ESS,
author = "C. Gourieroux and A. Monfort",
title = "Econometric specification of stochastic discount
factor models",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "509--530",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760500223X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eckstein:2007:ELS,
author = "Zvi Eckstein and Gerard J. van den Berg",
title = "Empirical labor search: A survey",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "531--564",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002241",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2007:MMC,
author = "G. Kapetanios and A. Pagan and A. Scott",
title = "Making a match: Combining theory and evidence in
policy-oriented macroeconomic modeling",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "565--594",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002253",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bierens:2007:EAL,
author = "Herman J. Bierens",
title = "Econometric analysis of linearized singular dynamic
stochastic general equilibrium models",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "595--627",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002265",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brock:2007:MUP,
author = "William A. Brock and Steven N. Durlauf and Kenneth D.
West",
title = "Model uncertainty and policy evaluation: Some theory
and empirics",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "629--664",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002277",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahlin:2007:SAC,
author = "Christian Ahlin and Robert M. Townsend",
title = "Selection into and across credit contracts: Theory and
field research",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "665--698",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002289",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2007:EDS,
author = "Valentina Corradi and Norman R. Swanson",
title = "Evaluation of dynamic stochastic general equilibrium
models based on distributional comparison of simulated
and historical data",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "699--723",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002290",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "136",
number = "2",
pages = "CO2",
month = feb,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(06)00240-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002405",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2007:NSF,
author = "Subal C. Kumbhakar and Byeong U. Park and L{\'e}opold
Simar and Efthymios G. Tsionas",
title = "Nonparametric stochastic frontiers: A local maximum
likelihood approach",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "1--27",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2007:BPS,
author = "Mehmet Caner",
title = "Boundedly pivotal structural change tests in
continuous updating {GMM} with strong, weak
identification and completely unidentified cases",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "28--67",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000388",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seo:2007:ADC,
author = "Byeongseon Seo",
title = "Asymptotic distribution of the cointegrating vector
estimator in error correction models with conditional
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "68--111",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600039X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giordani:2007:UAN,
author = "Paolo Giordani and Robert Kohn and Dick van Dijk",
title = "A unified approach to nonlinearity, structural change,
and outliers",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "112--133",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000406",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2007:SEW,
author = "M. Hashem Pesaran and Allan Timmermann",
title = "Selection of estimation window in the presence of
breaks",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "134--161",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000418",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2007:BDP,
author = "Peter C. B. Phillips and Donggyu Sul",
title = "Bias in dynamic panel estimation with fixed effects,
incidental trends and cross section dependence",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "162--188",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600042X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2007:ENE,
author = "Patrick Gagliardini and Christian Gouri{\'e}roux",
title = "An efficient nonparametric estimator for models with
nonlinear dependence",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "189--229",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000431",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chung:2007:NNH,
author = "Heetaik Chung and Joon Y. Park",
title = "Nonstationary nonlinear heteroskedasticity in
regression",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "230--259",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000467",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2007:BAT,
author = "Keming Yu and Julian Stander",
title = "{Bayesian} analysis of a {Tobit} quantile regression
model",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "260--276",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000546",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "CO2",
month = mar,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00018-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:PM,
author = "Anonymous",
title = "Pages 1--276 ({March 2007})",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "1",
pages = "??--??",
month = mar,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shimotsu:2007:GSE,
author = "Katsumi Shimotsu",
title = "{Gaussian} semiparametric estimation of multivariate
fractionally integrated processes",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "277--310",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000443",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deJong:2007:RVK,
author = "Robert M. de Jong and Christine Amsler and Peter
Schmidt",
title = "A robust version of the {KPSS} test based on
indicators",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "311--333",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000479",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eichler:2007:GCP,
author = "Michael Eichler",
title = "{Granger} causality and path diagrams for multivariate
time series",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "334--353",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000480",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2007:SAP,
author = "Federico M. Bandi and Peter C. B. Phillips",
title = "A simple approach to the parametric estimation of
potentially nonstationary diffusions",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "354--395",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.06.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000492",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bao:2007:FSP,
author = "Yong Bao and Aman Ullah",
title = "Finite sample properties of maximum likelihood
estimator in spatial models",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "396--413",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000509",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Skouras:2007:DDB,
author = "Spyros Skouras",
title = "{Decisionmetrics}: A decision-based approach to
econometric modelling",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "414--440",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000510",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stummer:2007:OSD,
author = "Wolfgang Stummer and Igor Vajda",
title = "Optimal statistical decisions about some alternative
financial models",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "441--471",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000522",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blake:2007:TAP,
author = "Andrew P. Blake and George Kapetanios",
title = "Testing for {ARCH} in the presence of nonlinearity of
unknown form in the conditional mean",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "472--488",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000558",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2007:GEM,
author = "Lung-fei Lee",
title = "{GMM} and {2SLS} estimation of mixed regressive,
spatial autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "489--514",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000662",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:2007:AAB,
author = "John Chao and Norman R. Swanson",
title = "Alternative approximations of the bias and {MSE} of
the {IV} estimator under weak identification with an
application to bias correction",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "515--555",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000674",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2007:IEV,
author = "Ngai Hang Chan and Shi-Jie Deng and Liang Peng and
Zhendong Xia",
title = "Interval estimation of value-at-risk based on {GARCH}
models with heavy-tailed innovations",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "556--576",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000686",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Coppejans:2007:EEO,
author = "Mark Coppejans",
title = "On efficient estimation of the ordered response
model",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "577--614",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000698",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacquier:2007:MML,
author = "Eric Jacquier and Michael Johannes and Nicholas
Polson",
title = "{MCMC} maximum likelihood for latent state models",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "615--640",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000704",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ferreira:2007:MCC,
author = "Jos{\'e} T. A. S. Ferreira and Mark F. J. Steel",
title = "Model comparison of coordinate-free multivariate
skewed distributions with an application to stochastic
frontiers",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "641--673",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.11.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000716",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2007:IIH,
author = "Debopam Bhattacharya",
title = "Inference on inequality from household survey data",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "674--707",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000728",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francke:2007:MLU,
author = "Marc K. Francke and Aart F. de Vos",
title = "Marginal likelihood and unit roots",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "708--728",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600073X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "CO2",
month = apr,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00030-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:PA,
author = "Anonymous",
title = "Pages 277--728 ({April 2007})",
journal = j-J-ECONOMETRICS,
volume = "137",
number = "2",
pages = "??--??",
month = apr,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franses:2007:PCE,
author = "Philip Hans Franses and Herman K. van Dijk",
title = "Progress and challenges in econometrics",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "1--2",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000844",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2007:FLB,
author = "Clive W. J. Granger",
title = "Forecasting-looking back and forward: Paper to
celebrate the 50th anniversary of the {Econometrics
Institute at the Erasmus University, Rotterdam}",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "3--13",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000856",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2007:GSP,
author = "Arnold Zellner",
title = "Generalizing the standard product rule of probability
theory and {Bayes}'s Theorem",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "14--23",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See erratum \cite{Zellner:2007:EGS}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000868",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2007:TMW,
author = "Donald W. K. Andrews and James H. Stock",
title = "Testing with many weak instruments",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "24--46",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600087X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nelson:2007:ZIL,
author = "Charles R. Nelson and Richard Startz",
title = "The zero-information-limit condition and spurious
inference in weakly identified models",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "47--62",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000881",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoogerheide:2007:NCP,
author = "Lennart Hoogerheide and Frank Kleibergen and Herman K.
van Dijk",
title = "Natural conjugate priors for the instrumental
variables regression model applied to the
{Angrist--Krueger} data",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "63--103",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000893",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2007:URL,
author = "Peter C. B. Phillips",
title = "Unit root log periodogram regression",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "104--124",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600090X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2007:NAS,
author = "Torben G. Andersen and Tim Bollerslev and Dobrislav
Dobrev",
title = "No-arbitrage semi-martingale restrictions for
continuous-time volatility models subject to leverage
effects, jumps and i.i.d. noise: Theory and testable
distributional implications",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "125--180",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000911",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martens:2007:MVR,
author = "Martin Martens and Dick van Dijk",
title = "Measuring volatility with the realized range",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "181--207",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000923",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2007:PAM,
author = "Jaehwan Kim and Greg M. Allenby and Peter E. Rossi",
title = "Product attributes and models of multiple
discreteness",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "208--230",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000935",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fok:2007:SNL,
author = "Dennis Fok and Philip Hans Franses and Richard Paap",
title = "Seasonality and non-linear price effects in
scanner-data-based market-response models",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "231--251",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000947",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2007:SMR,
author = "John Geweke and Michael Keane",
title = "Smoothly mixing regressions",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "252--290",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000959",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clark:2007:ANT,
author = "Todd E. Clark and Kenneth D. West",
title = "Approximately normal tests for equal predictive
accuracy in nested models",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "291--311",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000960",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2007:PWA,
author = "M. Hashem Pesaran",
title = "A pair-wise approach to testing for output and growth
convergence",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "312--355",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000972",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abdellaoui:2007:RIU,
author = "Mohammed Abdellaoui and Carolina Barrios and Peter P.
Wakker",
title = "Reconciling introspective utility with revealed
preference: Experimental arguments based on prospect
theory",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "356--378",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000984",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00050-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000504",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golan:2007:IEE,
author = "Amos Golan",
title = "Information and entropy econometrics --- volume
overview and synthesis",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "379--387",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000741",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2007:SAH,
author = "Arnold Zellner",
title = "Some aspects of the history of {Bayesian} information
processing",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "388--404",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000753",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clarke:2007:IOB,
author = "Bertrand Clarke",
title = "Information optimality and {Bayesian} modelling",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "405--429",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000765",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2007:EIT,
author = "Richard J. Smith",
title = "Efficient information theoretic inference for
conditional moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "430--460",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000777",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2007:EUI,
author = "Bertille Antoine and H{\'e}l{\`e}ne Bonnal and Eric
Renault",
title = "On the efficient use of the informational content of
estimating equations: Implied probabilities and
{Euclidean} empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "461--487",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000789",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2007:IGM,
author = "Alastair R. Hall and Atsushi Inoue and Kalidas Jana
and Changmock Shin",
title = "Information in generalized method of moments
estimation and entropy-based moment selection",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "488--512",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000790",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Judge:2007:EIC,
author = "George G. Judge and Ron C. Mittelhammer",
title = "Estimation and inference in the case of competing sets
of estimating equations",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "513--531",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000807",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2007:GEM,
author = "Ximing Wu and Jeffrey M. Perloff",
title = "{GMM} estimation of a maximum entropy distribution
with interval data",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "532--546",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000819",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Racine:2007:VRM,
author = "Jeffrey S. Racine and Esfandiar Maasoumi",
title = "A versatile and robust metric entropy test of
time-reversibility, and other hypotheses",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "547--567",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000820",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dadpay:2007:IMG,
author = "Ali Dadpay and Ehsan S. Soofi and Refik Soyer",
title = "Information measures for generalized gamma family",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "568--585",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000832",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00069-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000693",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:VHA,
author = "Anonymous",
title = "A Volume in Honor of {Arnold} Zellner",
journal = j-J-ECONOMETRICS,
volume = "138",
number = "2",
pages = "??--??",
month = jun,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2007:EII,
author = "Andrew Chesher and Geert Dhaene and Herman van Dijk",
title = "Endogeneity, instruments and identification",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "1--3",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606000996",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2007:IVE,
author = "Victor Chernozhukov and Guido W. Imbens and Whitney K.
Newey",
title = "Instrumental variable estimation of nonseparable
models",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "4--14",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440760600100X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2007:IV,
author = "Andrew Chesher",
title = "Instrumental values",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "15--34",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001011",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frolich:2007:NIE,
author = "Markus Fr{\"o}lich",
title = "Nonparametric {IV} estimation of local average
treatment effects with covariates",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "35--75",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magnac:2007:IIM,
author = "Thierry Magnac and Eric Maurin",
title = "Identification and information in monotone binary
models",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "76--104",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:2007:MRT,
author = "Charles F. Manski",
title = "Minimax-regret treatment choice with missing outcome
data",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "105--115",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2007:PCW,
author = "Donald W. K. Andrews and Marcelo J. Moreira and James
H. Stock",
title = "Performance of conditional {Wald} tests in {IV}
regression with weak instruments",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "116--132",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001059",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2007:FRP,
author = "Jean-Marie Dufour and Mohamed Taamouti",
title = "Further results on projection-based inference in {IV}
regressions with weak, collinear or missing
instruments",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "133--153",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoogerheide:2007:SPD,
author = "Lennart F. Hoogerheide and Johan F. Kaashoek and
Herman K. van Dijk",
title = "On the shape of posterior densities and credible sets
in instrumental variable regression models with reduced
rank: An application of flexible sampling methods using
neural networks",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "154--180",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001072",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2007:GWI,
author = "Frank Kleibergen",
title = "Generalizing weak instrument robust {IV} statistics
towards multiple parameters, unrestricted covariance
matrices and identification statistics",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "181--216",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001084",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poskitt:2007:ADT,
author = "D. S. Poskitt and C. L. Skeels",
title = "Approximating the distribution of the two-stage least
squares estimator when the concentration parameter is
small",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "217--236",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001096",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 19:22:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440760700084X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McAleer:2007:EIP,
author = "Michael McAleer",
title = "The econometrics of intellectual property: An
overview",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "237--241",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002120",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2007:EPL,
author = "Jerry A. Hausman and Gregory K. Leonard",
title = "Estimation of patent licensing value using a flexible
demand specification",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "242--258",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002132",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McAleer:2007:EAA,
author = "Michael McAleer and Felix Chan and Dora Marinova",
title = "An econometric analysis of asymmetric volatility:
Theory and application to patents",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "259--284",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002144",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dubin:2007:VIA,
author = "Jeffrey A. Dubin",
title = "Valuing intangible assets with a nested logit market
share model",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "285--302",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002156",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Slottje:2007:EAC,
author = "Daniel J. Slottje and Daniel L. Millimet and Michael
J. Buchanan",
title = "Econometric analysis of copyrights",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "303--317",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002168",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Silverberg:2007:SDI,
author = "Gerald Silverberg and Bart Verspagen",
title = "The size distribution of innovations revisited: An
application of extreme value statistics to citation and
value measures of patent significance",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "318--339",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600217X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Greasley:2007:PIP,
author = "David Greasley and Les Oxley",
title = "Patenting, intellectual property rights and sectoral
outputs in {Industrial Revolution Britain},
1780--1851",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "340--354",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002181",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Basmann:2007:PAT,
author = "Robert L. Basmann and Michael McAleer and Daniel
Slottje",
title = "Patent activity and technical change",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "355--375",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002193",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fok:2007:MDS,
author = "Dennis Fok and Philip Hans Franses",
title = "Modeling the diffusion of scientific publications",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "376--390",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600220X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "139",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00098-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700098X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2007:ASD,
author = "Badi H. Baltagi and Harry H. Kelejian and Ingmar R.
Prucha",
title = "Analysis of spatially dependent data",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "1--4",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002211",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2007:TSC,
author = "Badi H. Baltagi and Seuck Heun Song and Byoung Cheol
Jung and Won Koh",
title = "Testing for serial correlation, spatial
autocorrelation and random effects using panel data",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "5--51",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002223",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brock:2007:IBC,
author = "William A. Brock and Steven N. Durlauf",
title = "Identification of binary choice models with social
interactions",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "52--75",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002235",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conley:2007:SCR,
author = "Timothy G. Conley and Francesca Molinari",
title = "Spatial correlation robust inference with errors in
location or distance",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "76--96",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002247",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapoor:2007:PDM,
author = "Mudit Kapoor and Harry H. Kelejian and Ingmar R.
Prucha",
title = "Panel data models with spatially correlated error
components",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "97--130",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002259",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kelejian:2007:HES,
author = "Harry H. Kelejian and Ingmar R. Prucha",
title = "{HAC} estimation in a spatial framework",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "131--154",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002260",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2007:MES,
author = "Lung-fei Lee",
title = "The method of elimination and substitution in the
{GMM} estimation of mixed regressive, spatial
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "155--189",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002272",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{LeSage:2007:MES,
author = "James P. LeSage and R. Kelley Pace",
title = "A matrix exponential spatial specification",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "190--214",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002284",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pinkse:2007:CLT,
author = "Joris Pinkse and Lihong Shen and Margaret Slade",
title = "A central limit theorem for endogenous locations and
complex spatial interactions",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "215--225",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002296",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sain:2007:SMM,
author = "Stephan R. Sain and Noel Cressie",
title = "A spatial model for multivariate lattice data",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "226--259",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002302",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2007:EMC,
author = "Badi H. Baltagi and Peter Egger and Michael
Pfaffermayr",
title = "Estimating models of complex {FDI}: Are there
third-country effects?",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "260--281",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002314",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conley:2007:EDL,
author = "Timothy G. Conley and Giorgio Topa",
title = "Estimating dynamic local interactions models",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "282--303",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keller:2007:OSI,
author = "Wolfgang Keller and Carol H. Shiue",
title = "The origin of spatial interaction",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "304--332",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002338",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00134-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2007:IEE,
author = "Lung-fei Lee",
title = "Identification and estimation of econometric models
with group interactions, contextual factors and fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "333--374",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001394",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2007:NEA,
author = "Abdelaati Daouia and L{\'e}opold Simar",
title = "Nonparametric efficiency analysis: A multivariate
conditional quantile approach",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "375--400",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001400",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2007:ATR,
author = "Siddhartha Chib",
title = "Analysis of treatment response data without the joint
distribution of potential outcomes",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "401--412",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001412",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Reif:2007:ABR,
author = "Jir{\'\i} Reif",
title = "Asymptotic behaviour of regression pre-test estimators
with minimal {Bayes} risk",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "413--424",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001424",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Omori:2007:SVL,
author = "Yasuhiro Omori and Siddhartha Chib and Neil Shephard
and Jouchi Nakajima",
title = "Stochastic volatility with leverage: Fast and
efficient likelihood inference",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "425--449",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001436",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hualde:2007:RCE,
author = "J. Hualde and P. M. Robinson",
title = "Root-$n$-consistent estimation of weak fractional
cointegration",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "450--484",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001448",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duggal:2007:IPE,
author = "Vijaya G. Duggal and Cynthia Saltzman and Lawrence R.
Klein",
title = "Infrastructure and productivity: An extension to
private infrastructure and it productivity",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "485--502",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600145X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carro:2007:EDP,
author = "Jesus M. Carro",
title = "Estimating dynamic panel data discrete choice models
with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "503--528",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrasco:2007:EEG,
author = "Marine Carrasco and Mikhail Chernov and Jean-Pierre
Florens and Eric Ghysels",
title = "Efficient estimation of general dynamic models with a
continuum of moment conditions",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "529--573",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2007:LDI,
author = "Jinyong Hahn and Jerry Hausman and Guido Kuersteiner",
title = "Long difference instrumental variables estimation for
dynamic panel models with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "574--617",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001485",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2007:TCE,
author = "Andrew C. Harvey and Thomas M. Trimbur and Herman K.
{Van Dijk}",
title = "Trends and cycles in economic time series: A
{Bayesian} approach",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "618--649",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bao:2007:SOB,
author = "Yong Bao and Aman Ullah",
title = "The second-order bias and mean squared error of
estimators in time-series models",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "650--669",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001503",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2007:GLS,
author = "Christian B. Hansen",
title = "Generalized least squares inference in panel and
multilevel models with serial correlation and fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "670--694",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001515",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2007:TJH,
author = "Karim M. Abadir and Walter Distaso",
title = "Testing joint hypotheses when one of the alternatives
is one-sided",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "695--718",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001527",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCracken:2007:AST,
author = "Michael W. McCracken",
title = "Asymptotics for out of sample tests of {Granger}
causality",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "719--752",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001539",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eklund:2007:TCE,
author = "Bruno Eklund and Timo Ter{\"a}svirta",
title = "Testing constancy of the error covariance matrix in
vector models",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "753--780",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001540",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2007:MCE,
author = "Siddhartha Chib and Liana Jacobi",
title = "Modeling and calculating the effect of treatment at
baseline from panel outcomes",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "781--801",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001552",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2007:CMS,
author = "Cheng Hsiao and Qi Li and Jeffrey S. Racine",
title = "A consistent model specification test with mixed
discrete and continuous data",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "802--826",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001564",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Belzil:2007:SAC,
author = "Christian Belzil and J{\"o}rgen Hansen",
title = "A structural analysis of the correlated random
coefficient wage regression model",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "827--848",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001576",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ling:2007:SWL,
author = "Shiqing Ling",
title = "Self-weighted and local quasi-maximum likelihood
estimators for {ARMA-GARCH/IGARCH} models",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "849--873",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001588",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Silver:2007:WEP,
author = "Mick Silver and Saeed Heravi",
title = "Why elementary price index number formulas differ:
Evidence on price dispersion",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "874--883",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600159X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patton:2007:POF,
author = "Andrew J. Patton and Allan Timmermann",
title = "Properties of optimal forecasts under asymmetric loss
and nonlinearity",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "884--918",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001606",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2007:TUR,
author = "Giuseppe Cavaliere and A. M. Robert Taylor",
title = "Testing for unit roots in time series models with
non-stationary volatility",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "919--947",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.07.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00149-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001492",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:PO,
author = "Anonymous",
title = "Pages 333--948 ({October 2007})",
journal = j-J-ECONOMETRICS,
volume = "140",
number = "2",
pages = "??--??",
month = oct,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandes:2007:SME,
author = "Marcelo Fernandes and Oliver Linton and Olivier
Scaillet",
title = "Semiparametric methods in econometrics",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "1--4",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700005X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2007:EPM,
author = "Chunrong Ai and Xiaohong Chen",
title = "Estimation of possibly misspecified semiparametric
conditional moment restriction models with different
conditioning variables",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "5--43",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000061",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deMatos:2007:TMP,
author = "Jo{\~a}o Amaro de Matos and Marcelo Fernandes",
title = "Testing the {Markov} property with high frequency
data",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "44--64",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:2007:CRQ,
author = "Richard Blundell and James L. Powell",
title = "Censored regression quantiles with endogenous
regressors",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "65--83",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brendstrup:2007:SIE,
author = "Bjarne Brendstrup and Harry J. Paarsch",
title = "Semiparametric identification and estimation in
multi-object, {English} auctions",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "84--108",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2007:NLR,
author = "Xiaohong Chen and Han Hong and Matthew Shum",
title = "Nonparametric likelihood ratio model selection tests
between parametric likelihood and moment condition
models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "109--140",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2007:ABI,
author = "Russell Davidson and Emmanuel Flachaire",
title = "Asymptotic and bootstrap inference for inequality and
poverty measures",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "141--166",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dias:2007:CEB,
author = "Ronaldo Dias and Nancy L. Garcia",
title = "Consistent estimator for basis selection based on a
proxy of the {Kullback--Leibler} distance",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "167--178",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gayle:2007:RCS,
author = "George-Levi Gayle and Christelle Viauroux",
title = "Root-{$N$} consistent semiparametric estimators of a
dynamic panel-sample-selection model",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "179--212",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hagmann:2007:LMB,
author = "M. Hagmann and O. Scaillet",
title = "Local multiplicative bias correction for asymmetric
kernel density estimators",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "213--249",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2007:QAE,
author = "O. Linton and Yoon-Jae Whang",
title = "The quantilogram: With an application to evaluating
directional predictability",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "250--282",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martins-Filho:2007:NFE,
author = "Carlos Martins-Filho and Feng Yao",
title = "Nonparametric frontier estimation via local linear
regression",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "283--319",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:RUR,
author = "Anonymous",
title = "Referee utilization report",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "320--322",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00200-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700200X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00188-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001881",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2007:RRB,
author = "Kim Christensen and Mark Podolskij",
title = "Realized range-based estimation of integrated
variance",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "323--349",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001989",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sakata:2007:IVE,
author = "Shinichi Sakata",
title = "Instrumental variable estimation based on conditional
median restriction",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "350--382",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001990",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mukherjee:2007:GRE,
author = "Kanchan Mukherjee",
title = "Generalized R-estimators under conditional
heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "383--415",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002004",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2007:ITP,
author = "Hyungsik Roger Moon and Beno{\^\i}t Perron and Peter
C. B. Phillips",
title = "Incidental trends and the power of panel unit root
tests",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "416--459",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002016",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brendstrup:2007:NPE,
author = "Bjarne Brendstrup",
title = "Non-parametric estimation of sequential {English}
auctions",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "460--481",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002028",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vandenBerg:2007:UOP,
author = "Gerard J. van den Berg",
title = "On the uniqueness of optimal prices set by
monopolistic sellers",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "482--491",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600203X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2007:SOP,
author = "Song Xi Chen and Hengjian Cui",
title = "On the second-order properties of empirical likelihood
with moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "492--516",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002041",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dueker:2007:CTA,
author = "Michael J. Dueker and Martin Sola and Fabio Spagnolo",
title = "Contemporaneous threshold autoregressive models:
Estimation, testing and forecasting",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "517--547",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002053",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rodrigues:2007:ETS,
author = "Paulo M. M. Rodrigues and A. M. Robert Taylor",
title = "Efficient tests of the seasonal unit root hypothesis",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "548--573",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002065",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nielsen:2007:DCR,
author = "Morten {\O}rregaard Nielsen and Katsumi Shimotsu",
title = "Determining the cointegrating rank in nonstationary
fractional systems by the exact local {Whittle}
approach",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "574--596",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002077",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2007:APR,
author = "Christian B. Hansen",
title = "Asymptotic properties of a robust variance matrix
estimator for panel data when T is large",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "597--620",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002089",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sancetta:2007:OFC,
author = "Alessio Sancetta",
title = "Online forecast combinations of distributions: Worst
case bounds",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "621--651",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002090",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2007:NTC,
author = "Miguel A. Delgado and J. Carlos Escanciano",
title = "Nonparametric tests for conditional symmetry in
dynamic models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "652--682",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002107",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiou:2007:MID,
author = "Lesley Chiou and Joan L. Walker",
title = "Masking identification of discrete choice models under
simulation methods",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "683--703",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002119",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seo:2007:SLS,
author = "Myung Hwan Seo and Oliver Linton",
title = "A smoothed least squares estimator for threshold
regression models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "704--735",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600234X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2007:CRW,
author = "Yongmiao Hong and Haitao Li and Feng Zhao",
title = "Can the random walk model be beaten in out-of-sample
density forecasts? {Evidence} from intraday foreign
exchange rates",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "736--776",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002351",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2007:EST,
author = "Arthur Lewbel",
title = "Endogenous selection or treatment model estimation",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "777--806",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002363",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2007:CCF,
author = "Liangjun Su and Halbert White",
title = "A consistent characteristic function-based test for
conditional independence",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "807--834",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002375",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2007:GFTa,
author = "Javier Hidalgo and Paolo Zaffaroni",
title = "A goodness-of-fit test for {$ {\rm ARCH}(\infty) $}
models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "835--875",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002387",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bowsher:2007:MSM,
author = "Clive G. Bowsher",
title = "Modelling security market events in continuous time:
Intensity based, multivariate point process models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "876--912",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760600251X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsieh:2007:ADD,
author = "Meng-Chen Hsieh and Clifford M. Hurvich and Philippe
Soulier",
title = "Asymptotics for duration-driven long range dependent
processes",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "913--949",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002521",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2007:AEL,
author = "Song Xi Chen and Jiti Gao",
title = "An adaptive empirical likelihood test for parametric
time series regression models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "950--972",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002533",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2007:GFTb,
author = "Javier Hidalgo and Paolo Zaffaroni",
title = "A goodness-of-fit test for {$ {\rm ARCH}(\infty) $}
models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "973--1013",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002557",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frederiksen:2007:DTD,
author = "Anders Frederiksen and Bo E. Honor{\'e} and Luojia
Hu",
title = "Discrete time duration models with group-level
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1014--1043",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002569",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cowell:2007:IDI,
author = "Frank A. Cowell and Emmanuel Flachaire",
title = "Income distribution and inequality measurement: The
problem of extreme values",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1044--1072",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harris:2007:ZIO,
author = "Mark N. Harris and Xueyan Zhao",
title = "A zero-inflated ordered probit model, with an
application to modelling tobacco consumption",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1073--1099",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2007:EGC,
author = "Songnian Chen and Yahong Zhou",
title = "Estimating a generalized correlation coefficient for a
generalized bivariate probit model",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1100--1114",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000255",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2007:NDC,
author = "Peter C. B. Phillips and Sainan Jin and Ling Hu",
title = "Nonstationary discrete choice: A corrigendum and
addendum",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1115--1130",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000267",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2007:EQR,
author = "Sokbae Lee",
title = "Endogeneity in quantile regression models: A control
function approach",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1131--1158",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000279",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gaure:2007:TCM,
author = "Simen Gaure and Knut R{\o}ed and Tao Zhang",
title = "Time and causality: A {Monte Carlo} assessment of the
timing-of-events approach",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1159--1195",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2007:CSD,
author = "Graham Elliott and Ulrich K. M{\"u}ller",
title = "Confidence sets for the date of a single break in
linear time series regressions",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1196--1218",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000401",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bernard:2007:FSM,
author = "Jean-Thomas Bernard and Nadhem Idoudi and Lynda Khalaf
and Cl{\'e}ment Y{\'e}lou",
title = "Finite sample multivariate structural change tests
with application to energy demand models",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1219--1244",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000413",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2007:CFL,
author = "Jialin Yu",
title = "Closed-form likelihood approximation and estimation of
jump-diffusions with an application to the realignment
risk of the {Chinese} {Yuan}",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1245--1280",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000425",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:2007:IPW,
author = "Jeffrey M. Wooldridge",
title = "Inverse probability weighted estimation for general
missing data problems",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1281--1301",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000437",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2007:SRP,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "A simple, robust and powerful test of the trend
hypothesis",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1302--1330",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See erratum \cite{Harvey:2008:ESR}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000450",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Muller:2007:TRL,
author = "Ulrich K. M{\"u}ller",
title = "A theory of robust long-run variance estimation",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1331--1352",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000462",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2007:NEL,
author = "Karim M. Abadir and Walter Distaso and Liudas
Giraitis",
title = "Nonstationarity-extended local {Whittle} estimation",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1353--1384",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.01.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Richard:2007:EHD,
author = "Jean-Fran{\c{c}}ois Richard and Wei Zhang",
title = "Efficient high-dimensional importance sampling",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1385--1411",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000486",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2007:CPT,
author = "Yi-Ting Chen and Chung-Ming Kuan",
title = "Corrigendum to {``The pseudo-true score encompassing
test for non-nested hypotheses'': [Journal of
Econometrics {\bf 106}, 271--295]}",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1412--1417",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2006.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Chen:2002:PTS}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2007:CLS,
author = "Alastair R. Hall and Atsushi Inoue",
title = "Corrigendum to: {``The large sample behaviour of the
generalized method of moments estimator in misspecified
models'': [Journal of Econometrics {\bf 114} (2003)
361--394]}",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1418--1418",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Hall:2003:LSB}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000449",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2007:EGS,
author = "Arnold Zellner",
title = "Erratum to {``Generalizing the standard product rule
of probability theory and Bayes's Theorem'': [J.
Econometrics {\bf 138} (1) (2007) 14--23]}",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1419--1419",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Zellner:2007:GSP}.",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700067X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:ECL,
author = "Anonymous",
title = "Error in contents listing of Special issue",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "1420--1420",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00207-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002072",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2007",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00208-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002084",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2007:PD,
author = "Anonymous",
title = "Pages 323--1420 ({December 2007})",
journal = j-J-ECONOMETRICS,
volume = "141",
number = "2",
pages = "??--??",
month = dec,
year = "2007",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmer:2008:NNS,
author = "Vadim Marmer",
title = "Nonlinearity, nonstationarity, and spurious
forecasts",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "1--27",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700108X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bekker:2008:SBI,
author = "Paul A. Bekker and Steve Lawford",
title = "Symmetry-based inference in an instrumental variable
setting",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "28--49",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001212",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2008:TSH,
author = "M. Hashem Pesaran and Takashi Yamagata",
title = "Testing slope homogeneity in large panels",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "50--93",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001224",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bec:2008:ACU,
author = "Fr{\'e}d{\'e}rique Bec and Alain Guay and Emmanuel
Guerre",
title = "Adaptive consistent unit-root tests based on
autoregressive threshold model",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "94--133",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001236",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guggenberger:2008:GEL,
author = "Patrik Guggenberger and Richard J. Smith",
title = "Generalized empirical likelihood tests in time series
models with potential identification failure",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "134--161",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001248",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fortuna:2008:LRT,
author = "Nat{\'e}rcia Fortuna",
title = "Local rank tests in a multivariate nonparametric
relationship",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "162--182",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700125X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2008:EDF,
author = "Donald W. K. Andrews and Vadim Marmer",
title = "Exactly distribution-free inference in instrumental
variables regression with possibly weak instruments",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "183--200",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leeb:2008:SEO,
author = "Hannes Leeb and Benedikt M. P{\"o}tscher",
title = "Sparse estimators and the oracle property, or the
return of {Hodges}' estimator",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "201--211",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deng:2008:NLP,
author = "Ai Deng and Pierre Perron",
title = "A non-local perspective on the power properties of the
{CUSUM} and {CUSUM} of squares tests for structural
change",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "212--240",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2008:NTW,
author = "Oliver B. Linton and Enno Mammen",
title = "Nonparametric transformation to white noise",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "241--264",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001297",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2008:AEA,
author = "Ke-Li Xu and Peter C. B. Phillips",
title = "Adaptive estimation of autoregressive models with
time-varying variances",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "265--280",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001303",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2008:PTU,
author = "Guohua Feng and Apostolos Serletis",
title = "Productivity trends in {U.S.} manufacturing: Evidence
from the {NQ} and {AIM} cost functions",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "281--311",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001315",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2008:CSU,
author = "Christian Francq and Svetlana Makarova and Jean-Michel
Zakoi{\"a}n",
title = "A class of stochastic unit-root bilinear processes:
Mixing properties and unit-root test",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "312--326",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001327",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2008:RES,
author = "Chi-Young Choi and Ling Hu and Masao Ogaki",
title = "Robust estimation for structural spurious regressions
and a Hausman-type cointegration test",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "327--351",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001431",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pan:2008:ETP,
author = "Jiazhu Pan and Hui Wang and Howell Tong",
title = "Estimation and tests for power-transformed and
threshold {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "352--378",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001443",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2008:IVQ,
author = "Victor Chernozhukov and Christian Hansen",
title = "Instrumental variable quantile regression: A robust
inference approach",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "379--398",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001455",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koopman:2008:MSL,
author = "Siem Jan Koopman and Andr{\'e} Lucas and Andr{\'e}
Monteiro",
title = "The multi-state latent factor intensity model for
credit rating transitions",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "399--424",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001467",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2008:ETE,
author = "Hong Li",
title = "Estimation and testing of {Euler} equation models with
time-varying reduced-form coefficients",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "425--448",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001479",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2008:EEI,
author = "Atsushi Inoue",
title = "Efficient estimation and inference in linear
pseudo-panel data models",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "449--466",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001571",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2008:TAM,
author = "Christian M. Hafner",
title = "Temporal aggregation of multivariate {GARCH}
processes",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "467--483",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001583",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCausland:2008:BAC,
author = "William J. McCausland",
title = "On {Bayesian} analysis and computation for functions
with monotonicity and curvature restrictions",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "484--507",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001728",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otsu:2008:CEL,
author = "Taisuke Otsu",
title = "Conditional empirical likelihood estimation and
inference for quantile regression models",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "508--538",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700173X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Murtazashvili:2008:FEI,
author = "Irina Murtazashvili and Jeffrey M. Wooldridge",
title = "Fixed effects instrumental variables estimation in
correlated random coefficient panel data models",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "539--552",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001741",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{George:2008:BSS,
author = "Edward I. George and Dongchu Sun and Shawn Ni",
title = "{Bayesian} stochastic search for {VAR} model
restrictions",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "553--580",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001753",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Distaso:2008:TUR,
author = "Walter Distaso",
title = "Testing for unit root processes in random coefficient
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "581--609",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001765",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00218-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002187",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:PJa,
author = "Anonymous",
title = "Pages 1--610 ({January 2008})",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "1",
pages = "??--??",
month = jan,
year = "2008",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:AA,
author = "Anonymous",
title = "Aigner Award",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "i--i",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00238-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002382",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:NF,
author = "Anonymous",
title = "New Fellows",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "ii--ii",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00239-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002394",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:FL,
author = "Anonymous",
title = "Fellows list",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "III--VIII",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00240-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002400",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Imbens:2008:SIE,
author = "Guido Imbens and Thomas Lemieux",
title = "Special issue editors' introduction: The regression
discontinuity design --- Theory and applications",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "611--614",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001200",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Imbens:2008:RDD,
author = "Guido W. Imbens and Thomas Lemieux",
title = "Regression discontinuity designs: A guide to
practice",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "615--635",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001091",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cook:2008:WLA,
author = "Thomas D. Cook",
title = "``Waiting for Life to Arrive'': A history of the
regression-discontinuity design in Psychology,
Statistics and Economics",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "636--654",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001108",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2008:RDI,
author = "David S. Lee and David Card",
title = "Regression discontinuity inference with specification
error",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "655--674",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700111X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2008:REN,
author = "David S. Lee",
title = "Randomized experiments from non-random selection in
{U.S. House} elections",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "675--697",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001121",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCrary:2008:MRV,
author = "Justin McCrary",
title = "Manipulation of the running variable in the regression
discontinuity design: A density test",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "698--714",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001133",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Battistin:2008:IEN,
author = "Erich Battistin and Enrico Rettore",
title = "Ineligibles and eligible non-participants as a double
comparison group in regression-discontinuity designs",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "715--730",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001145",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanderKlaauw:2008:BLB,
author = "Wilbert van der Klaauw",
title = "Breaking the link between poverty and low student
achievement: An evaluation of {Title I}",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "731--756",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001157",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2008:WDE,
author = "Susan Chen and Wilbert van der Klaauw",
title = "The work disincentive effects of the disability
insurance program in the 1990s",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "757--784",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001169",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lalive:2008:HDE,
author = "Rafael Lalive",
title = "How do extended benefits affect unemployment duration?
{A} regression discontinuity approach",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "785--806",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001170",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lemieux:2008:IES,
author = "Thomas Lemieux and Kevin Milligan",
title = "Incentive effects of social assistance: A regression
discontinuity approach",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "807--828",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001182",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matsudaira:2008:MSS,
author = "Jordan D. Matsudaira",
title = "Mandatory summer school and student achievement",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "829--850",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001194",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "142",
number = "2",
pages = "CO2",
month = feb,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00232-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002321",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2008:ST,
author = "Miguel A. Delgado",
title = "Specification testing",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "1--4",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001716",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haywood:2008:DFG,
author = "John Haywood and Estate Khmaladze",
title = "On distribution-free goodness-of-fit testing of
exponentiality",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "5--18",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001613",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2008:TMD,
author = "Jushan Bai and Zhihong Chen",
title = "Testing multivariate distributions in {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "19--36",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001650",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2008:DFS,
author = "Miguel A. Delgado and Winfried Stute",
title = "Distribution-free specification tests of conditional
models",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "37--55",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001625",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dette:2008:TPF,
author = "Holger Dette and Mark Podolskij",
title = "Testing the parametric form of the volatility in
continuous time diffusion models --- a stochastic
process approach",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "56--73",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001595",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2008:JMS,
author = "J. Carlos Escanciano",
title = "Joint and marginal specification tests for conditional
mean and variance models",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "74--87",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001674",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Einmahl:2008:STN,
author = "John H. J. Einmahl and Ingrid {Van Keilegom}",
title = "Specification tests in nonparametric regression",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "88--102",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001704",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavergne:2008:BCD,
author = "Pascal Lavergne and Valentin Patilea",
title = "Breaking the curse of dimensionality in nonparametric
testing",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "103--122",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001601",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2008:NST,
author = "Jiti Gao and Ir{\`e}ne Gijbels and S{\'e}bastien {Van
Bellegem}",
title = "Nonparametric simultaneous testing for structural
breaks",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "123--142",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001686",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2008:STR,
author = "J. Hidalgo",
title = "Specification testing for regression models with
dependent data",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "143--165",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001649",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cao:2008:GFT,
author = "Ricardo Cao and Wenceslao Gonz{\'a}lez-Manteiga",
title = "Goodness-of-fit tests for conditional models under
censoring and truncation",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "166--190",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001662",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mora:2008:STO,
author = "Juan Mora and Ana I. Moro-Egido",
title = "On specification testing of ordered discrete choice
models",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "191--205",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001637",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2008:DTC,
author = "P. M. Robinson",
title = "Diagnostic testing for cointegration",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "206--225",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001698",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(07)00246-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2008:DCR,
author = "Gongmeng Chen and Yoon K. Choi and Yong Zhou",
title = "Detections of changes in return by a wavelet smoother
with conditional heteroscedastic volatility",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "227--262",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002114",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2008:EMR,
author = "Chang-Jin Kim and Jeremy Piger and Richard Startz",
title = "Estimation of {Markov} regime-switching regression
models with endogenous switching",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "263--273",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002126",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhalotra:2008:BSF,
author = "Sonia Bhalotra and Arthur van Soest",
title = "Birth-spacing, fertility and neonatal mortality in
{India}: Dynamics, frailty, and fecundity",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "274--290",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002138",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Panagiotelis:2008:BIS,
author = "Anastasios Panagiotelis and Michael Smith",
title = "{Bayesian} identification, selection and estimation of
semiparametric functions in high-dimensional additive
models",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "291--316",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700214X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martins-Filho:2008:SNC,
author = "Carlos Martins-Filho and Feng Yao",
title = "A smooth nonparametric conditional quantile frontier
estimator",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "317--333",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Munkin:2008:BAO,
author = "Murat K. Munkin and Pravin K. Trivedi",
title = "{Bayesian} analysis of the ordered probit model with
endogenous selection",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "334--348",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002163",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2008:LRR,
author = "Federico M. Bandi and Beno{\^\i}t Perron",
title = "Long-run risk-return trade-offs",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "349--374",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002291",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jondeau:2008:EBE,
author = "Eric Jondeau and Herv{\'e} {Le Bihan}",
title = "Examining bias in estimators of linear rational
expectations models under misspecification",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "375--395",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002308",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2008:ESR,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Erratum to {``A simple, robust and powerful test of
the trend hypothesis'' [Journal of Econometrics {\bf
141}(2) (2007) 1302--1330]}",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "396--397",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Harvey:2007:SRP}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002448",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00010-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000109",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:PA,
author = "Anonymous",
title = "Pages 227--398 ({April 2008})",
journal = j-J-ECONOMETRICS,
volume = "143",
number = "2",
pages = "??--??",
month = apr,
year = "2008",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2008:AHS,
author = "Yacine Ai{\"t}-Sahalia and Per A. Mykland",
title = "An analysis of {Hansen}-Scheinkman moment estimators
for discretely and randomly sampled diffusions",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "1--26",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760700228X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2008:IEN,
author = "Yingyao Hu",
title = "Identification and estimation of nonlinear models with
misclassification error using instrumental variables: A
general solution",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "27--61",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002436",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiss:2008:LAN,
author = "Florian Heiss and Viktor Winschel",
title = "Likelihood approximation by numerical integration on
sparse grids",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "62--80",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002552",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Molinari:2008:PIP,
author = "Francesca Molinari",
title = "Partial identification of probability distributions
with misclassified data",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "81--117",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002564",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2008:WIR,
author = "Sung Jae Jun",
title = "Weak identification robust tests in an instrumental
quantile model",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "118--138",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002576",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matilla-Garcia:2008:NPI,
author = "Mariano Matilla-Garc{\'\i}a and Manuel Ruiz
Mar{\'\i}n",
title = "A non-parametric independence test using permutation
entropy",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "139--155",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2007.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800002X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernew:2008:LVI,
author = "Michael Chernew and Gautam Gowrisankaran and Dennis P.
Scanlon",
title = "Learning and the value of information: Evidence from
health plan report cards",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "156--174",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giacomini:2008:MDF,
author = "Raffaella Giacomini and Andreas Gottschling and
Christian Haefke and Halbert White",
title = "Mixtures of $t$-distributions for finance and
forecasting",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "175--192",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2008:LPE,
author = "Liangjun Su and Aman Ullah",
title = "Local polynomial estimation of nonparametric
simultaneous equations models",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "193--218",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000067",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Im:2008:MEE,
author = "Kyung So Im and Peter Schmidt",
title = "More efficient estimation under non-normality when
higher moments do not depend on the regressors, using
residual augmented least squares",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "219--233",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000079",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2008:RJD,
author = "Tim Bollerslev and Tzuo Hann Law and George Tauchen",
title = "Risk, jumps, and diversification",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "234--256",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Henderson:2008:NET,
author = "Daniel J. Henderson and Raymond J. Carroll and Qi Li",
title = "Nonparametric estimation and testing of fixed effects
panel data models",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "257--275",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800016X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conley:2008:SPB,
author = "Timothy G. Conley and Christian B. Hansen and Robert
E. McCulloch and Peter E. Rossi",
title = "A semi-parametric {Bayesian} approach to the
instrumental variable problem",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "276--305",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000171",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oulton:2008:CIC,
author = "Nicholas Oulton",
title = "Chain indices of the cost-of-living and the
path-dependence problem: An empirical solution",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "306--324",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000201",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00024-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000249",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:PM,
author = "Anonymous",
title = "Pages 1--324 ({May 2008})",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "1",
pages = "??--??",
month = may,
year = "2008",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lahiri:2008:EFD,
author = "Kajal Lahiri and Xuguang Sheng",
title = "Evolution of forecast disagreement in a {Bayesian}
learning model",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "325--340",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000213",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Malani:2008:PEM,
author = "Anup Malani",
title = "Patient enrollment in medical trials: Selection bias
in a randomized experiment",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "341--351",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000328",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2008:TJW,
author = "George J. Jiang and Roel C. A. Oomen",
title = "Testing for jumps when asset prices are observed with
noise --- a ``swap variance'' approach",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "352--370",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800033X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2008:DDM,
author = "Jerry Hausman and Guido Kuersteiner",
title = "Difference in difference meets generalized least
squares: Higher order properties of hypotheses tests",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "371--391",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000341",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2008:EPD,
author = "Dennis Kristensen",
title = "Estimation of partial differential equations with
applications in finance",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "392--408",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000353",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2008:VTW,
author = "Myungsup Kim and Peter Schmidt",
title = "Valid tests of whether technical inefficiency depends
on firm characteristics",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "409--427",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000365",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pizzinga:2008:RKF,
author = "Adrian Pizzinga and Cristiano Fernandes and Sergio
Contreras",
title = "Restricted {Kalman} filtering revisited",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "428--429",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2008:IPD,
author = "Debopam Bhattacharya",
title = "Inference in panel data models under attrition caused
by unobservables",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "430--446",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000389",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kruiniger:2008:MLE,
author = "Hugo Kruiniger",
title = "Maximum likelihood estimation and inference methods
for the covariance stationary panel {$ {\rm AR}(1)
$}\slash unit root model",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "447--464",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Kruiniger:2014:CML}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000390",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2008:ATR,
author = "Siddhartha Chib and Liana Jacobi",
title = "Analysis of treatment response data from eligibility
designs",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "465--478",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000407",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamermesh:2008:ECC,
author = "Daniel S. Hamermesh and Stephen G. Donald",
title = "The effect of college curriculum on earnings: An
affinity identifier for non-ignorable non-response
bias",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "479--491",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000419",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2008:SEB,
author = "Sokbae Lee and Myung Hwan Seo",
title = "Semiparametric estimation of a binary response model
with a change-point due to a covariate threshold",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "492--499",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000420",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2008:BRQ,
author = "Valentina Corradi and Emma M. Iglesias",
title = "Bootstrap refinements for {QML} estimators of the
{GARCH(1,1)} parameters",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "500--510",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000432",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2008:NSD,
author = "Mehmet Caner",
title = "Nearly-singular design in {GMM} and generalized
empirical likelihood estimators",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "511--523",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000444",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2008:CTU,
author = "Marcus J. Chambers",
title = "Corrigendum to: {``Testing for unit roots with flow
data and varying sampling frequency'' [J. Econom. {\bf
119}(1) (2004) 1--18]}",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "524--525",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Chambers:2004:TUR}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000225",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00064-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800064X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:PJb,
author = "Anonymous",
title = "Pages 325--528 ({June 2008})",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "??--??",
month = jun,
year = "2008",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sickles:2008:SIE,
author = "Robin C. Sickles and Jennifer Williams",
title = "Special issue editors' introduction: The use of
econometrics in informing public policy makers",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "1--3",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000456",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lahiri:2008:MSS,
author = "Kajal Lahiri and Jae Song and Bernard Wixon",
title = "A model of Social Security Disability Insurance using
matched {SIPP/Administrative} data",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "4--20",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanderKlaauw:2008:SSR,
author = "Wilbert van der Klaauw and Kenneth I. Wolpin",
title = "Social security and the retirement and savings
behavior of low-income households",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "21--42",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000547",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dey:2008:HSH,
author = "Matthew Dey and Christopher Flinn",
title = "Household search and health insurance coverage",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "43--63",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Djebbari:2008:HIP,
author = "Habiba Djebbari and Jeffrey Smith",
title = "Heterogeneous impacts in {PROGRESA}",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "64--80",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Doiron:2008:SDY,
author = "Denise Doiron and Tue G{\o}rgens",
title = "State dependence in youth labor market experiences,
and the evaluation of policy interventions",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "81--97",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000523",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2008:EEW,
author = "Cheng Hsiao and Yan Shen and Boqing Wang and Greg
Weeks",
title = "Evaluating the effectiveness of {Washington} state
repeated job search services on the employment rate of
prime-age female welfare recipients",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "98--108",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000511",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Browning:2008:LRC,
author = "Martin Browning and Thomas F. Crossley",
title = "The long-run cost of job loss as measured by
consumption changes",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "109--120",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000560",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Papke:2008:PDM,
author = "Leslie E. Papke and Jeffrey M. Wooldridge",
title = "Panel data methods for fractional response variables
with an application to test pass rates",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "121--133",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800050X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Millimet:2008:EPS,
author = "Daniel L. Millimet and Trevor Collier",
title = "Efficiency in public schools: Does competition
matter?",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "134--157",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800047X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sickles:2008:TCD,
author = "Robin C. Sickles and Jenny Williams",
title = "Turning from crime: A dynamic perspective",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "158--173",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000535",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diewert:2008:ERS,
author = "W. Erwin Diewert and Kevin J. Fox",
title = "On the estimation of returns to scale, technical
progress and monopolistic markups",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "174--193",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000584",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2008:ERT,
author = "Badi H. Baltagi and Peter Egger and Michael
Pfaffermayr",
title = "Estimating regional trade agreement effects on {FDI}
in an interdependent world",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "194--208",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000559",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wheelock:2008:NPU,
author = "David C. Wheelock and Paul W. Wilson",
title = "Non-parametric, unconditional quantile estimation for
efficiency analysis with an application to {Federal}
Reserve check processing operations",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "209--225",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000572",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2008:RPE,
author = "Seung-Hyun Hong and Frank A. Wolak",
title = "Relative prices and electronic substitution: Changes
in household-level demand for postal delivery services
from 1986 to 2004",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "226--242",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000596",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cho:2008:EUP,
author = "Sungjin Cho and John Rust",
title = "Is econometrics useful for private policy making? {A}
case study of replacement policy at an auto rental
company",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "243--257",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000602",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "145",
number = "1--2",
pages = "ifc--ifc",
month = jul,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00085-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000857",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanDijk:2008:EIR,
author = "Bram van Dijk and Richard Paap",
title = "Explaining individual response using aggregated data",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "1--9",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000614",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sentana:2008:IEL,
author = "Enrique Sentana and Giorgio Calzolari and Gabriele
Fiorentini",
title = "Indirect estimation of large conditionally
heteroskedastic factor models, with an application to
the {Dow 30} stocks",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "10--25",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000626",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moench:2008:FYC,
author = "Emanuel Moench",
title = "Forecasting the yield curve in a data-rich
environment: A no-arbitrage factor-augmented {VAR}
approach",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "26--43",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000730",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2008:GAS,
author = "Ai-ru (Meg) Cheng and A. Ronald Gallant and Chuanshu
Ji and Beom S. Lee",
title = "A {Gaussian} approximation scheme for computation of
option prices in stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "44--58",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000742",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kejriwal:2008:LDE,
author = "Mohitosh Kejriwal and Pierre Perron",
title = "The limit distribution of the estimates in
cointegrated regression models with multiple structural
changes",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "59--73",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000754",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McAdams:2008:PIT,
author = "David McAdams",
title = "Partial identification and testable restrictions in
multi-unit auctions",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "74--85",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000766",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Florios:2008:ECM,
author = "Kostas Florios and Spyros Skouras",
title = "Exact computation of max weighted score estimators",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "86--91",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000778",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasahara:2008:PLE,
author = "Hiroyuki Kasahara and Katsumi Shimotsu",
title = "Pseudo-likelihood estimation and bootstrap inference
for structural discrete {Markov} decision models",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "92--106",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800078X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rosen:2008:CSP,
author = "Adam M. Rosen",
title = "Confidence sets for partially identified parameters
that satisfy a finite number of moment inequalities",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "107--117",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000791",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2008:QML,
author = "Jihai Yu and Robert de Jong and Lung-fei Lee",
title = "Quasi-maximum likelihood estimators for spatial
dynamic panel data with fixed effects when both n and T
are large",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "118--134",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yamagata:2008:JSC,
author = "Takashi Yamagata",
title = "A joint serial correlation test for linear panel data
models",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "135--145",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800081X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2008:ABT,
author = "Nikolay Gospodinov",
title = "Asymptotic and bootstrap tests for linearity in a
{TAR-GARCH(1,1)} model with a unit root",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "146--161",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000821",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2008:WBT,
author = "Russell Davidson and Emmanuel Flachaire",
title = "The wild bootstrap, tamed at last",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "162--169",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000833",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qu:2008:TSC,
author = "Zhongjun Qu",
title = "Testing for structural change in regression
quantiles",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "170--184",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2008:LLE,
author = "Byeong U. Park and L{\'e}opold Simar and Valentin
Zelenyuk",
title = "Local likelihood estimation of truncated regression
and its partial derivatives: Theory and application",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "185--198",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800095X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00156-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001565",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:PS,
author = "Anonymous",
title = "Pages 1--198 ({September 2008})",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "1",
pages = "??--??",
month = sep,
year = "2008",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cogley:2008:IJE,
author = "Timothy Cogley and Steven N. Durlauf and James M.
Nason",
title = "Introduction: {{\booktitle{Journal of Econometrics}}}
special issue honoring the research contributions of
{Charles R. Nelson}",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "199--201",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001012",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nelson:2008:BND,
author = "Charles R. Nelson",
title = "The {Beveridge--Nelson} decomposition in retrospect
and prospect",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "202--206",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oh:2008:RBB,
author = "Kum Hwa Oh and Eric Zivot and Drew Creal",
title = "The relationship between the {Beveridge--Nelson}
decomposition and other permanent-transitory
decompositions that are popular in economics",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "207--219",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800105X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Morley:2008:TCD,
author = "James Morley and Jeremy Piger",
title = "Trend/cycle decomposition of regime-switching
processes",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "220--226",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2008:MSB,
author = "Chang-Jin Kim",
title = "{Markov}-switching and the {Beveridge--Nelson}
decomposition: Has {US} output persistence changed
since 1984?",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "227--240",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2008:ETS,
author = "Donald W. K. Andrews and Marcelo J. Moreira and James
H. Stock",
title = "Efficient two-sided nonsimilar invariant tests in {IV}
regression with weak instruments",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "241--254",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001061",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sims:2008:MIL,
author = "Christopher A. Sims and Daniel F. Waggoner and Tao
Zha",
title = "Methods for inference in large multiple-equation
{Markov}-switching models",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "255--274",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2008:TSP,
author = "Heejoon Han and Joon Y. Park",
title = "Time series properties of {ARCH} processes with
persistent covariates",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "275--292",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Faust:2008:EFT,
author = "Jon Faust and Jonathan H. Wright",
title = "Efficient forecast tests for conditional policy
forecasts",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "293--303",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2008:FET,
author = "Jushan Bai and Serena Ng",
title = "Forecasting economic time series using targeted
predictors",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "304--317",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeMol:2008:FUL,
author = "Christine {De Mol} and Domenico Giannone and Lucrezia
Reichlin",
title = "Forecasting using a large number of predictors: Is
{Bayesian} shrinkage a valid alternative to principal
components?",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "318--328",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wright:2008:BMA,
author = "Jonathan H. Wright",
title = "{Bayesian} Model Averaging and exchange rate
forecasts",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "329--341",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2008:LSF,
author = "Bruce E. Hansen",
title = "Least-squares forecast averaging",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "342--350",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2008:GYC,
author = "Francis X. Diebold and Canlin Li and Vivian Z. Yue",
title = "Global yield curve dynamics and interactions: a
dynamic {Nelson--Siegel} approach",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "351--363",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2008:QCS,
author = "Elena Andreou and Eric Ghysels",
title = "Quality control for structural credit risk models",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "364--375",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "146",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00171-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001711",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2008:EMF,
author = "Jiti Gao and Michael McAleer and David E. Allen",
title = "Econometric modelling in finance and risk management:
An overview",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "1--4",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800119X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2008:CTT,
author = "P. M. Robinson",
title = "Correlation testing in time series, spatial and
cross-sectional data",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "5--16",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001206",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2008:SFQ,
author = "Yacine A{\"\i}t-Sahalia and Loriano Mancini",
title = "Out of sample forecasts of quadratic variation",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "17--33",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001218",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2008:RVF,
author = "Federico M. Bandi and Jeffrey R. Russell and Chen
Yang",
title = "Realized volatility forecasting and option pricing",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "34--46",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800122X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalnina:2008:EQV,
author = "Ilze Kalnina and Oliver Linton",
title = "Estimating quadratic variation consistently in the
presence of endogenous and diurnal measurement error",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "47--59",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001231",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baillie:2008:NMS,
author = "Richard T. Baillie and George Kapetanios",
title = "Nonlinear models for strongly dependent processes with
financial applications",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "60--71",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001243",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casas:2008:EEL,
author = "Isabel Casas and Jiti Gao",
title = "Econometric estimation in long-range dependent
volatility models: Theory and practice",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "72--83",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001255",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2008:TCP,
author = "Giuseppe Cavaliere and A. M. Robert Taylor",
title = "Testing for a change in persistence in the presence of
non-stationary volatility",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "84--98",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001267",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieberman:2008:CAS,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "A complete asymptotic series for the autocovariance
function of a long memory process",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "99--103",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001279",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McAleer:2008:MRS,
author = "Michael McAleer and Marcelo C. Medeiros",
title = "A multiple regime smooth transition Heterogeneous
Autoregressive model for long memory and asymmetries",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "104--119",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2008:NEC,
author = "Zongwu Cai and Xian Wang",
title = "Nonparametric estimation of conditional {VaR} and
expected shortfall",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "120--130",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001292",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2008:STD,
author = "Jiti Gao and Isabel Casas",
title = "Specification testing in discretized diffusion models:
Theory and practice",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "131--140",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jansen:2008:FPA,
author = "Dennis W. Jansen and Qi Li and Zijun Wang and Jian
Yang",
title = "Fiscal policy and asset markets: A semiparametric
analysis",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "141--150",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001310",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Polonik:2008:TMV,
author = "Wolfgang Polonik and Qiwei Yao",
title = "Testing for multivariate volatility functions using
minimum volume sets and inverse regression",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "151--162",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Allen:2008:FSP,
author = "David Allen and Felix Chan and Michael McAleer and
Shelton Peiris",
title = "Finite sample properties of the {QMLE} for the
Log-{ACD} model: Application to {Australian} stocks",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "163--185",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001334",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2008:HDC,
author = "Jianqing Fan and Yingying Fan and Jinchi Lv",
title = "High dimensional covariance matrix estimation using a
factor model",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "186--197",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001346",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2008:DQM,
author = "C. Gourieroux and J. Jasiak",
title = "Dynamic quantile models",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "198--205",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001358",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00184-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800184X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Slottje:2008:EDS,
author = "Daniel Slottje",
title = "Estimating demand systems and measuring consumer
preferences",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "207--209",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800136X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:2008:CPD,
author = "William A. Barnett and Apostolos Serletis",
title = "Consumer preferences and demand systems",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "210--224",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001371",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Basmann:2008:CSM,
author = "R. L. Basmann",
title = "{Chamberlin}'s strategy of multiple working hypotheses
and a relative frequency theory of market demand",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "225--231",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001383",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Burda:2008:BML,
author = "Martin Burda and Matthew Harding and Jerry Hausman",
title = "A {Bayesian} mixed logit-probit model for multinomial
choice",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "232--246",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001395",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2008:DSE,
author = "Jiawei Chen and Susanna Esteban and Matthew Shum",
title = "Demand and supply estimation biases due to omission of
durability",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "247--257",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001401",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cherchye:2008:NTC,
author = "Laurens Cherchye and Bram {De Rock} and Jeroen Sabbe
and Frederic Vermeulen",
title = "Nonparametric tests of collectively rational
consumption behavior: An integer programming
procedure",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "258--265",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001413",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fare:2008:EDD,
author = "Rolf F{\"a}re and Shawna Grosskopf and Kathy J. Hayes
and Dimitris Margaritis",
title = "Estimating demand with distance functions:
Parameterization in the primal and dual",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "266--274",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001425",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fleissig:2008:NTW,
author = "Adrian R. Fleissig and Gerald A. Whitney",
title = "A nonparametric test of weak separability and consumer
preferences",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "275--281",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001437",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Herriges:2008:EDS,
author = "Joseph A. Herriges and Daniel J. Phaneuf and Justin L.
Tobias",
title = "Estimating demand systems when outcomes are correlated
counts",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "282--298",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001449",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirschberg:2008:IME,
author = "J. G. Hirschberg and J. N. Lye and D. J. Slottje",
title = "Inferential methods for elasticity estimates",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "299--315",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001450",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2008:IPV,
author = "Stefan Hoderlein and Sonya Mihaleva",
title = "Increasing the price variation in a repeated cross
section",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "316--325",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001462",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jorgenson:2008:CLS,
author = "Dale W. Jorgenson and Daniel T. Slesnick",
title = "Consumption and labor supply",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "326--335",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{LaFrance:2008:SUF,
author = "Jeffrey T. LaFrance",
title = "The structure of {US} food demand",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "336--349",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001486",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2008:ECH,
author = "Arthur Lewbel and Krishna Pendakur",
title = "Estimation of collective household models with {Engel}
curves",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "350--358",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001498",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McAleer:2008:NND,
author = "Michael McAleer and Marcelo C. Medeiros and Daniel
Slottje",
title = "A neural network demand system with heteroskedastic
errors",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "359--371",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001504",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Medeiros:2008:AAE,
author = "Marcelo C. Medeiros and Michael McAleer and Daniel
Slottje and Vicente Ramos and Javier Rey-Maquieira",
title = "An alternative approach to estimating demand: Neural
network regression with conditional volatility for high
frequency air passenger arrivals",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "372--383",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001516",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Millimet:2008:EHD,
author = "Daniel L. Millimet and Rusty Tchernis",
title = "Estimating high-dimensional demand systems in the
presence of many binding non-negativity constraints",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "384--395",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001528",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2008:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "147",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(08)00194-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001942",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:A,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "v--x",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00011-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000116",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2009:URT,
author = "Dukpa Kim and Pierre Perron",
title = "Unit root tests allowing for a break in the trend
function at an unknown time under both the null and
alternative hypotheses",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "1--13",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000961",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juhl:2009:TCM,
author = "Ted Juhl and Zhijie Xiao",
title = "Tests for changing mean with monotonic power",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "14--24",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001176",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cubadda:2009:SCM,
author = "Gianluca Cubadda and Alain Hecq and Franz C. Palm",
title = "Studying co-movements in large multivariate data prior
to multivariate modelling",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "25--35",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2009:DET,
author = "Wei Siang Wang and Peter Schmidt",
title = "On the distribution of estimated technical efficiency
in stochastic frontier models",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "36--45",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.08.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2009:MSM,
author = "Chang-Jin Kim",
title = "{Markov}-switching models with endogenous explanatory
variables {II}: A two-step {MLE} procedure",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "46--55",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800153X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{dePaula:2009:ISG,
author = "{\'A}ureo de Paula",
title = "Inference in a synchronization game with social
interactions",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "56--71",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001541",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klaassen:2009:ETA,
author = "Franc J. G. M. Klaassen and Jan R. Magnus",
title = "The efficiency of top agents: An analysis through
service strategy in tennis",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "72--85",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001644",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2009:PEA,
author = "Dongming Zhu and Victoria Zinde-Walsh",
title = "Properties and estimation of asymmetric exponential
power distribution",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "86--99",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.09.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001668",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00003-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000037",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:PJa,
author = "Anonymous",
title = "Pages 1--100 ({January 2009})",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "1",
pages = "??--??",
month = jan,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2009:FCM,
author = "Zongwu Cai and Qi Li and Joon Y. Park",
title = "Functional-coefficient models for nonstationary time
series data",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "101--113",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800167X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2009:SBS,
author = "Tong Li",
title = "Simulation based selection of competing structural
econometric models",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "114--123",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001681",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lawford:2009:FSE,
author = "Steve Lawford and Michalis P. Stamatogiannis",
title = "The finite-sample effects of {VAR} dimensions on {OLS}
bias, {OLS} variance, and minimum {MSE} estimators",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "124--130",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001802",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2009:ECT,
author = "Viktor Todorov",
title = "Estimation of continuous-time stochastic volatility
models with jumps using high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "131--148",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001814",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sarafidis:2009:TCS,
author = "Vasilis Sarafidis and Takashi Yamagata and Donald
Robertson",
title = "A test of cross section dependence for a linear
dynamic panel model with regressors",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "149--161",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001826",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wachter:2009:PRA,
author = "Jessica A. Wachter and Missaka Warusawitharana",
title = "Predictable returns and asset allocation: Should a
skeptical investor time the market?",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "162--178",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002029",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amemiya:2009:TFY,
author = "Takeshi Amemiya",
title = "Thirty-five years of journal of econometrics",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "179--185",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002042",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2009:NTE,
author = "Qi Li and Esfandiar Maasoumi and Jeffrey S. Racine",
title = "A nonparametric test for equality of distributions
with mixed categorical and continuous data",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "186--200",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002054",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00035-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000359",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:PF,
author = "Anonymous",
title = "Pages 101--200 ({February 2009})",
journal = j-J-ECONOMETRICS,
volume = "148",
number = "2",
pages = "??--??",
month = feb,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2009:AEA,
author = "Cheng Hsiao",
title = "Announcement of the establishment of the {Amemiya}
lecture series",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "1--1",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00068-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000682",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koopman:2009:TAB,
author = "Siem Jan Koopman and Neil Shephard and Drew Creal",
title = "Testing the assumptions behind importance sampling",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "2--11",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001693",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bonhomme:2009:CNI,
author = "St{\'e}phane Bonhomme and Jean-Marc Robin",
title = "Consistent noisy independent component analysis",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "12--25",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900030X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2009:ARP,
author = "Dukpa Kim and Pierre Perron",
title = "Assessing the relative power of structural break tests
using a framework based on the approximate {Bahadur}
slope",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "26--51",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002078",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moreira:2009:BVS,
author = "Marcelo J. Moreira and Jack R. Porter and Gustavo A.
Suarez",
title = "Bootstrap validity for the score test when instruments
may be weak",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "52--64",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002030",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tang:2009:PEB,
author = "Cheng Yong Tang and Song Xi Chen",
title = "Parameter estimation and bias correction for diffusion
processes",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "65--81",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800208X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2009:PCG,
author = "Jushan Bai and Chihwa Kao and Serena Ng",
title = "Panel cointegration with global stochastic trends",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "82--99",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002066",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "ifc--ifc",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00060-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000608",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:PAa,
author = "Anonymous",
title = "Pages 1--100 ({April 2009})",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "1",
pages = "??--??",
month = apr,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Banerjee:2009:SBR,
author = "Moulinath Banerjee and Debasri Mukherjee and Santosh
Mishra",
title = "Semiparametric binary regression models under shape
constraints with an application to {Indian} schooling
data",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "101--117",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002091",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kurozumi:2009:APE,
author = "Eiji Kurozumi and Kazuhiko Hayakawa",
title = "Asymptotic properties of the efficient estimators for
cointegrating regression models with serially dependent
errors",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "118--135",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800211X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2009:BAR,
author = "Renna Jiang and Puneet Manchanda and Peter E. Rossi",
title = "{Bayesian} analysis of random coefficient logit models
using aggregate data",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "136--148",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002297",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2009:TRP,
author = "Frank Kleibergen",
title = "Tests of risk premia in linear factor models",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "149--173",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000311",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aue:2009:DTS,
author = "Alexander Aue and Lajos Horv{\'a}th and Matthew L.
Reimherr",
title = "Delay times of sequential procedures for multiple time
series regression models",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "174--190",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900027X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carneiro:2009:EDP,
author = "Pedro Carneiro and Sokbae Lee",
title = "Estimating distributions of potential outcomes using
local instrumental variables with an application to
changes in college enrollment and wage inequality",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "191--208",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000281",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00087-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000876",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:PAb,
author = "Anonymous",
title = "Pages 101--208 ({April 2009})",
journal = j-J-ECONOMETRICS,
volume = "149",
number = "2",
pages = "??--??",
month = apr,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hardle:2009:DSP,
author = "Wolfgang H{\"a}rdle and Zdenek Hl{\'a}vka",
title = "Dynamics of state price densities",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "1--15",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000244",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schluter:2009:EEN,
author = "Christian Schluter and Kees Jan van Garderen",
title = "{Edgeworth} expansions and normalizing transforms for
inequality measures",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "16--29",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000293",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2009:RIG,
author = "Russell Davidson",
title = "Reliable inference for the {Gini} index",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "30--40",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000323",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bramoulle:2009:IPE,
author = "Yann Bramoull{\'e} and Habiba Djebbari and Bernard
Fortin",
title = "Identification of peer effects through social
networks",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "41--55",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000335",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2009:TEL,
author = "Karim M. Abadir and Walter Distaso and Liudas
Giraitis",
title = "Two estimators of the long-run variance: Beyond short
memory",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "56--70",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez-Val:2009:FEE,
author = "Iv{\'a}n Fern{\'a}ndez-Val",
title = "Fixed effects estimation of structural parameters and
marginal effects in panel probit models",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "71--85",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000463",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenish:2009:CLT,
author = "Nazgul Jenish and Ingmar R. Prucha",
title = "Central limit theorems and uniform laws of large
numbers for arrays of random fields",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "86--98",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000475",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Consolo:2009:SID,
author = "Agostino Consolo and Carlo A. Favero and Alessia
Paccagnini",
title = "On the statistical identification of {DSGE} models",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "99--115",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000487",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00101-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001018",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:PM,
author = "Anonymous",
title = "Pages 1--116 ({May 2009})",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "1",
pages = "??--??",
month = may,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuan:2009:GEI,
author = "Chung-Ming Kuan and Yongmiao Hong",
title = "Guest editors' introduction",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "117--118",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002121",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2009:PDE,
author = "Valentina Corradi and Walter Distaso and Norman R.
Swanson",
title = "Predictive density estimators for daily volatility
based on the use of realized measures",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "119--138",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002133",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2009:TSR,
author = "Peter C. B. Phillips and Jun Yu",
title = "A two-stage realized volatility approach to estimation
of diffusion processes with discrete data",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "139--150",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002145",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2009:DTM,
author = "Tim Bollerslev and Uta Kretschmer and Christian
Pigorsch and George Tauchen",
title = "A discrete-time model for daily S and P500 returns and
realized variations: Jumps and leverage effects",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "151--166",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002157",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2009:WAP,
author = "C. Gourieroux and J. Jasiak and R. Sufana",
title = "The {Wishart} Autoregressive process of multivariate
stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "167--181",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002169",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asai:2009:SDC,
author = "Manabu Asai and Michael McAleer",
title = "The structure of dynamic correlations in multivariate
stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "182--192",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002170",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2009:EAT,
author = "Jean-Marie Dufour and Pascale Val{\'e}ry",
title = "Exact and asymptotic tests for possibly non-regular
hypotheses on stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "193--206",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002182",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2009:CBM,
author = "Tae-Hwy Lee and Xiangdong Long",
title = "Copula-based multivariate {GARCH} model with
uncorrelated dependent errors",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "207--218",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002194",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2009:MEA,
author = "Sung Y. Park and Anil K. Bera",
title = "Maximum entropy autoregressive conditional
heteroskedasticity model",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "219--230",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002200",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2009:ECS,
author = "Yoosoon Chang and J. Isaac Miller and Joon Y. Park",
title = "Extracting a common stochastic trend: Theory with some
applications",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "231--247",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002212",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2009:QCR,
author = "Zhijie Xiao",
title = "Quantile cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "248--260",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002224",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuan:2009:AVR,
author = "Chung-Ming Kuan and Jin-Huei Yeh and Yu-Chin Hsu",
title = "Assessing value at risk with {CARE}, the Conditional
Autoregressive Expectile models",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "261--270",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002236",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2009:GCR,
author = "Yongmiao Hong and Yanhui Liu and Shouyang Wang",
title = "{Granger} causality in risk and detection of extreme
risk spillover between financial markets",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "271--287",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002248",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duan:2009:ESC,
author = "Jin-Chuan Duan and Andras Fulop",
title = "Estimating the structural credit risk model when
equity prices are contaminated by trading noises",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "288--296",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760800225X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guidolin:2009:FUS,
author = "Massimo Guidolin and Allan Timmermann",
title = "Forecasts of {US} short-term interest rates: A
flexible forecast combination approach",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "297--311",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2009:DCM,
author = "Sainan Jin",
title = "Discrete choice modeling with nonstationary panels
applied to exchange rate regime choice",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "312--321",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lehmann:2009:RBI,
author = "Bruce N. Lehmann",
title = "The role of beliefs in inference for rational
expectations models",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "322--331",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.12.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "150",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00114-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:49:31 MST 2019",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Okui:2009:OCM,
author = "Ryo Okui",
title = "The optimal choice of moments in dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "1--16",
month = jul,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001109",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Devereux:2009:OCC,
author = "Paul J. Devereux and Gautam Tripathi",
title = "Optimally combining censored and uncensored datasets",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "17--32",
month = jul,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000852",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shaikh:2009:STP,
author = "Azeem M. Shaikh and Marianne Simonsen and Edward J.
Vytlacil and Nese Yildiz",
title = "A specification test for the propensity score using
its distribution conditional on participation",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "33--46",
month = jul,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Prokhorov:2009:GRR,
author = "Artem Prokhorov and Peter Schmidt",
title = "{GMM} redundancy results for general missing data
problems",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "47--55",
month = jul,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.010",
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bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000700",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perron:2009:EDT,
author = "Pierre Perron and Tomoyoshi Yabu",
title = "Estimating deterministic trends with an integrated or
stationary noise component",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "56--69",
month = jul,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000712",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stoye:2009:MRT,
author = "J{\"o}rg Stoye",
title = "Minimax regret treatment choice with finite samples",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "70--81",
month = jul,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000724",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2009:LSQ,
author = "Sung Jae Jun",
title = "Local structural quantile effects in a model with a
nonseparable control variable",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "82--97",
month = jul,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "ifc--ifc",
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year = "2009",
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@Article{Anonymous:2009:PJb,
author = "Anonymous",
title = "Pages 1--98 ({July 2009})",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "1",
pages = "??--??",
month = jul,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Delgado:2009:EIa,
author = "Miguel A. Delgado",
title = "{Editor}'s introduction",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "99--100",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000839",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dahlhaus:2009:LIL,
author = "Rainer Dahlhaus",
title = "Local inference for locally stationary time series
based on the empirical spectral measure",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "101--112",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900075X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2009:GFL,
author = "Javier Hidalgo",
title = "Goodness of fit for lattice processes",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "113--128",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hosoya:2009:ITS,
author = "Yuzo Hosoya and Takahiro Terasaka",
title = "Inference on transformed stationary time series",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "129--139",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000785",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2009:APT,
author = "J. Carlos Escanciano and Ignacio N. Lobato",
title = "An automatic Portmanteau test for serial correlation",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "140--149",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2009:LML,
author = "Peter C. B. Phillips",
title = "Long memory and long run variation",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "150--158",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fay:2009:ELM,
author = "Gilles Fa{\"y} and Eric Moulines and Fran{\c{c}}ois
Roueff and Murad S. Taqqu",
title = "Estimators of long-memory: {Fourier} versus wavelets",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "159--177",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000803",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Avarucci:2009:WTC,
author = "Marco Avarucci and Carlos Velasco",
title = "A {Wald} test for the cointegration rank in
nonstationary fractional systems",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "178--189",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000815",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zaffaroni:2009:WEE,
author = "Paolo Zaffaroni",
title = "{Whittle} estimation of {EGARCH} and other exponential
volatility models",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "190--200",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "151",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00153-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:49:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Delgado:2009:EIb,
author = "Miguel A. Delgado",
title = "{Editor}'s introduction",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "1--2",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900058X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2009:STC,
author = "Sung Jae Jun and Joris Pinkse",
title = "Semiparametric tests of conditional moment
restrictions under weak or partial identification",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "3--18",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000578",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2009:IAS,
author = "Donald W. K. Andrews and Patrik Guggenberger",
title = "Incorrect asymptotic size of subsampling procedures
based on post-consistent model selection estimators",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "19--27",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000517",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Donald:2009:CIV,
author = "Stephen G. Donald and Guido W. Imbens and Whitney K.
Newey",
title = "Choosing instrumental variables in conditional moment
restriction models",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "28--36",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000566",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2009:EHE,
author = "Andrew Chesher",
title = "Excess heterogeneity, endogeneity and index
restrictions",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "37--45",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000530",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2009:EES,
author = "Xiaohong Chen and Demian Pouzo",
title = "Efficient estimation of semiparametric conditional
moment models with possibly nonsmooth residuals",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "46--60",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000529",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2009:MFT,
author = "Echu Liu and Cheng Hsiao and Tomoya Matsumoto and
Shinyi Chou",
title = "Maternal full-time employment and overweight children:
Parametric, semi-parametric, and non-parametric
assessment",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "61--69",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2009:CEG,
author = "Oliver Linton and Alessio Sancetta",
title = "Consistent estimation of a general nonparametric
regression function in time series",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "70--78",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000554",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00169-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001699",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lima:2009:NRM,
author = "Luiz Renato Lima and Marcelo Moreira and Jack Porter
and Zhijie Xiao",
title = "Nonparametric and robust methods in econometrics",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "79--80",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000992",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2009:FCC,
author = "Zhijie Xiao",
title = "Functional-coefficient cointegration models",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "81--92",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000232",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2009:FSI,
author = "Victor Chernozhukov and Christian Hansen and Michael
Jansson",
title = "Finite sample inference for quantile regression
models",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "93--103",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000220",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2009:IEC,
author = "Shakeeb Khan and Elie Tamer",
title = "Inference on endogenously censored regression models
using conditional moment inequalities",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "104--119",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koenker:2009:PLB,
author = "Roger Koenker and Jungmo Yoon",
title = "Parametric links for binary choice models: A
Fisherian-{Bayesian} colloquy",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "120--130",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000207",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moreira:2009:TCS,
author = "Marcelo J. Moreira",
title = "Tests with correct size when instruments can be
arbitrarily weak",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "131--140",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2009:TPQ,
author = "Joel L. Horowitz and Sokbae Lee",
title = "Testing a parametric quantile-regression model with an
endogenous explanatory variable against a nonparametric
alternative",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "141--152",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Issler:2009:PDA,
author = "Jo{\~a}o Victor Issler and Luiz Renato Lima",
title = "A panel data approach to economic forecasting: The
bias-corrected average forecast",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "153--164",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galvao:2009:URQ,
author = "Antonio F. Galvao",
title = "Unit root quantile autoregression testing using
covariates",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "165--178",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000165",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeRossi:2009:QES,
author = "Giuliano {De Rossi} and Andrew Harvey",
title = "Quantiles, expectiles and splines",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "179--185",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000153",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galichon:2009:TNI,
author = "Alfred Galichon and Marc Henry",
title = "A test of non-identifying restrictions and confidence
regions for partially identified parameters",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "186--196",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000141",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "152",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00180-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Card:2009:DEE,
author = "David Card and Dean R. Hyslop",
title = "The dynamic effects of an earnings subsidy for
long-term welfare recipients: Evidence from the self
sufficiency project applicant experiment",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "1--20",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000748",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2009:BAB,
author = "Xibin Zhang and Robert D. Brooks and Maxwell L. King",
title = "A {Bayesian} approach to bandwidth selection for
multivariate kernel regression with an application to
state-price density estimation",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "21--32",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haag:2009:TIS,
author = "Berthold R. Haag and Stefan Hoderlein and Krishna
Pendakur",
title = "Testing and imposing {Slutsky} symmetry in
nonparametric demand systems",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "33--50",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001092",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rothe:2009:SEB,
author = "Christoph Rothe",
title = "Semiparametric estimation of binary response models
with endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "51--64",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001110",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2009:ELB,
author = "Ke-Li Xu",
title = "Empirical likelihood-based inference for nonparametric
recurrent diffusions",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "65--82",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001122",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2009:NID,
author = "Zhibiao Zhao and Wei Biao Wu",
title = "Nonparametric inference of discretely sampled stable
{L{\'e}vy} processes",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "83--92",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001250",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Prokhorov:2009:LBE,
author = "Artem Prokhorov and Peter Schmidt",
title = "Likelihood-based estimation in a panel setting:
Robustness, redundancy and validity of copulas",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "93--104",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001432",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00200-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002000",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:PN,
author = "Anonymous",
title = "Pages 1--104 ({November 2009})",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "1",
pages = "??--??",
month = nov,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mencia:2009:MLS,
author = "Javier Menc{\'\i}a and Enrique Sentana",
title = "Multivariate location-scale mixtures of normals and
mean-variance-skewness portfolio allocation",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "105--121",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001262",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Palandri:2009:SCC,
author = "Alessandro Palandri",
title = "Sequential conditional correlations: Inference and
evaluation",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "122--132",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001274",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hayakawa:2009:EMN,
author = "Kazuhiko Hayakawa",
title = "On the effect of mean-nonstationarity in dynamic panel
data models",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "133--135",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001286",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2009:EOI,
author = "Hyungsik Roger Moon and Frank Schorfheide",
title = "Estimation with overidentifying inequality moment
conditions",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "136--154",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001407",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Villani:2009:RDE,
author = "Mattias Villani and Robert Kohn and Paolo Giordani",
title = "Regression density estimation using smooth adaptive
{Gaussian} mixtures",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "155--173",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001419",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schmid:2009:EMI,
author = "Matthias Schmid and Hans Schneeweiss",
title = "The effect of microaggregation by individual ranking
on the estimation of moments",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "174--182",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001420",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frechette:2009:LMB,
author = "Guillaume R. Fr{\'e}chette",
title = "Learning in a multilateral bargaining experiment",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "183--195",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001444",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Posch:2009:SEJ,
author = "Olaf Posch",
title = "Structural estimation of jump-diffusion processes in
macroeconomics",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "196--210",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001456",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2009",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00221-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002218",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2009:PD,
author = "Anonymous",
title = "Pages 105--210 ({December 2009})",
journal = j-J-ECONOMETRICS,
volume = "153",
number = "2",
pages = "??--??",
month = dec,
year = "2009",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2012:CMT,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Corrigendum to {``Modified tests for a change in
persistence'' [J. Econom. {\bf 134} (2006) 441--469]}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "407--407",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Harvey:2006:MTC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002570",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kruiniger:2014:CML,
author = "Hugo Kruiniger",
title = "Corrigendum to {``Maximum likelihood estimation and
inference methods for the covariance stationary panel $
{\rm AR}(1) $ \slash unit root model'' [J. Econom. {\bf
144} (2008) 447--464]}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "824--824",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Kruiniger:2008:MLE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
