@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{Xie:1988:SWC,
author = "Wen Zhi Xie",
title = "A simple way of computing the inverse moments of a
non-central chi-square random variable",
journal = j-J-ECONOMETRICS,
volume = "37",
number = "3",
pages = "389--393",
month = mar,
year = "1988",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(88)90013-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Xie:2011:CSW}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407688900139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Villasenor:1989:ELC,
author = "Jos{\'e} A. Villase{\~n}or and Barry C. Arnold",
title = "Elliptical {Lorenz} curves",
journal = j-J-ECONOMETRICS,
volume = "40",
number = "2",
pages = "327--338",
month = feb,
year = "1989",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(89)90089-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Krause:2013:CEL}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407689900894",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1991:CML,
author = "Robert F. Phillips",
title = "A constrained maximum-likelihood approach to
estimating switching regressions",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "241--262",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90040-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See note \cite{Xu:2010:NPC}.",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190040K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:1996:BRR,
author = "John Geweke",
title = "{Bayesian} reduced rank regression in econometrics",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "121--146",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01773-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Karlsson:2017:CBR}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017739",
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{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{DHaultfoeuille:2010:NIM,
author = "Xavier D'Haultf{\oe}uille",
title = "A new instrumental method for dealing with endogenous
selection",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "1--15",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amengual:2010:CMV,
author = "Dante Amengual and Enrique Sentana",
title = "A comparison of mean-variance efficiency tests",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "16--34",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900147X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2010:NPC,
author = "Jianjun Xu and Xianming Tan and Runchu Zhang",
title = "A note on {Phillips} (1991): {``A constrained maximum
likelihood approach to estimating switching
regressions''}",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "35--41",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Phillips:1991:CML}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2010:SLR,
author = "Jean-Marie Dufour and Abderrahim Taamouti",
title = "Short and long run causality measures: Theory and
inference",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "42--58",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Comte:2010:AED,
author = "F. Comte and C. Lacour and Y. Rozenholc",
title = "Adaptive estimation of the dynamics of a discrete time
stochastic volatility model",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "59--73",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900150X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2010:TSC,
author = "Kyungchul Song",
title = "Testing semiparametric conditional moment restrictions
using conditional martingale transforms",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "74--84",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001511",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fruhwirth-Schnatter:2010:SMS,
author = "Sylvia Fr{\"u}hwirth-Schnatter and Helga Wagner",
title = "Stochastic model specification search for {Gaussian}
and partial non-{Gaussian} state space models",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "85--100",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001614",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00240-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002401",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PJa,
author = "Anonymous",
title = "Pages 1--100 ({January 2010})",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "??--??",
month = jan,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kan:2010:DSA,
author = "Raymond Kan and Xiaolu Wang",
title = "On the distribution of the sample autocorrelation
coefficients",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "101--121",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001638",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2010:THS,
author = "Badi H. Baltagi and Byoung Cheol Jung and Seuck Heun
Song",
title = "Testing for heteroskedasticity and serial correlation
in a random effects panel data model",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "122--124",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900164X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2010:ASF,
author = "Viktor Todorov and George Tauchen",
title = "Activity signature functions for high-frequency data
analysis",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "125--138",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magnus:2010:CTM,
author = "Jan R. Magnus and Owen Powell and Patricia
Pr{\"u}fer",
title = "A comparison of two model averaging techniques with an
application to growth empirics",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "139--153",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:2010:ECT,
author = "Roger Klein and Francis Vella",
title = "Estimating a class of triangular simultaneous
equations models without exclusion restrictions",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "154--164",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001675",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2010:ESA,
author = "Lung-fei Lee and Jihai Yu",
title = "Estimation of spatial autoregressive panel data models
with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "165--185",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900178X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2010:IBT,
author = "Oliver Linton and Kyungchul Song and Yoon-Jae Whang",
title = "An improved bootstrap test of stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "186--202",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00249-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002498",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PF,
author = "Anonymous",
title = "Pages 101--202 ({February 2010})",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "??--??",
month = feb,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Trapani:2010:MVM,
author = "Lorenzo Trapani and Giovanni Urga",
title = "Micro versus macro cointegration in heterogeneous
panels",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "1--18",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001626",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2010:TRB,
author = "Siddhartha Chib and Srikanth Ramamurthy",
title = "Tailored randomized block {MCMC} methods with
application to {DSGE} models",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "19--38",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:ETM,
author = "Jiawei Chen and Matthew Shum",
title = "Estimating a tournament model of intra-firm wage
differentials",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "39--55",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001912",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rothe:2010:NED,
author = "Christoph Rothe",
title = "Nonparametric estimation of distributional policy
effects",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "56--70",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001924",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2010:DEN,
author = "Zhibiao Zhao",
title = "Density estimation for nonlinear parametric models
with conditional heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "71--82",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miller:2010:NNT,
author = "J. Isaac Miller and Joon Y. Park",
title = "Nonlinearity, nonstationarity, and thick tails: How
they interact to generate persistence in memory",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "83--89",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:IMS,
author = "Songnian Chen",
title = "An integrated maximum score estimator for a
generalized censored quantile regression model",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "90--98",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00017-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PM,
author = "Anonymous",
title = "Pages 1--98 ({March 2010})",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "??--??",
month = mar,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:2010:HTE,
author = "Tobias J. Klein",
title = "Heterogeneous treatment effects: Instrumental
variables without monotonicity?",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "99--116",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900219X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liesenfeld:2010:DIM,
author = "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
title = "The dynamic invariant multinomial probit model:
Identification, pretesting and estimation",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "117--127",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002346",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2010:DFT,
author = "Miguel A. Delgado and Carlos Velasco",
title = "Distribution-free tests for time series models
specification",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "128--137",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002358",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cattaneo:2010:ESE,
author = "Matias D. Cattaneo",
title = "Efficient semiparametric estimation of multi-valued
treatment effects under ignorability",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "138--154",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900236X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:NTD,
author = "Xiaohong Chen and Lars Peter Hansen and Marine
Carrasco",
title = "Nonlinearity and temporal dependence",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "155--169",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002371",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nielsen:2010:NCA,
author = "Morten {\O}rregaard Nielsen",
title = "Nonparametric cointegration analysis of fractional
systems with unknown integration orders",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "170--187",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002383",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Weissbach:2010:LRT,
author = "Rafael Wei{\ss}bach and Ronja Walter",
title = "A likelihood ratio test for stationarity of rating
transitions",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "188--194",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002693",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00032-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000321",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PAa,
author = "Anonymous",
title = "Pages 99--194 ({April 2010})",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "??--??",
month = apr,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gilleskie:2010:SMO,
author = "Donna B. Gilleskie and Ahmed Khwaja",
title = "Structural models of optimization behavior in labor,
aging and health",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "1--2",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2010:SVA,
author = "Michael P. Keane",
title = "Structural vs. atheoretic approaches to econometrics",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "3--20",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See comments \cite{Rust:2010:CSV,Blundell:2010:CMP}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rust:2010:CSV,
author = "John Rust",
title = "Comments on: {``Structural vs. atheoretic approaches
to econometrics'' by Michael Keane}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "21--24",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Keane:2010:SVA}.",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900195X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:2010:CMP,
author = "Richard Blundell",
title = "Comments on: {Michael P. Keane `Structural vs.
atheoretic approaches to econometrics'}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "25--26",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Keane:2010:SVA}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001961",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2010:CIS,
author = "James J. Heckman and Sergio Urz{\'u}a",
title = "Comparing {IV} with structural models: What simple
{IV} can and cannot identify",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "27--37",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001973",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguirregabiria:2010:DDC,
author = "Victor Aguirregabiria and Pedro Mira",
title = "Dynamic discrete choice structural models: a survey",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "38--67",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001985",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2010:AWE,
author = "Donghoon Lee and Kenneth I. Wolpin",
title = "Accounting for wage and employment changes in the {US}
from 1968--2000: a dynamic model of labor market
equilibrium",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "68--85",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cohen-Goldner:2010:ERT,
author = "Sarit Cohen-Goldner and Zvi Eckstein",
title = "Estimating the return to training and occupational
experience: The case of female immigrants",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "86--105",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bound:2010:HER,
author = "John Bound and Todd Stinebrickner and Timothy
Waidmann",
title = "Health, economic resources and the work decisions of
older men",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "106--129",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khwaja:2010:EWP,
author = "Ahmed Khwaja",
title = "Estimating willingness to pay for {Medicare} using a
dynamic life-cycle model of demand for health
insurance",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "130--147",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gilleskie:2010:WAD,
author = "Donna Gilleskie",
title = "Work absences and doctor visits during an illness
episode: The differential role of preferences,
production, and policies among men and women",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "148--163",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bernal:2010:QSE,
author = "Raquel Bernal and Michael P. Keane",
title = "Quasi-structural estimation of a model of childcare
choices and child cognitive ability production",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "164--189",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Flabbi:2010:PGD,
author = "Luca Flabbi",
title = "Prejudice and gender differentials in the {US} labor
market in the last twenty years",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "190--200",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:2010:ECR,
author = "Tom Ahn and Peter Arcidiacono and Alvin Murphy and
Omari Swinton",
title = "Explaining cross-racial differences in teenage labor
force participation: Results from a two-sided matching
model",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "201--211",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:MEM,
author = "Haiyong Liu and Thomas A. Mroz and Wilbert van der
Klaauw",
title = "Maternal employment, migration, and child
development",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "212--228",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002176",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kennan:2010:WWB,
author = "John Kennan and James R. Walker",
title = "Wages, welfare benefits and migration",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "229--238",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00087-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000874",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2010:PML,
author = "Dennis Kristensen",
title = "Pseudo-maximum likelihood estimation in two classes of
semiparametric diffusion models",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "239--259",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900270X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zamarro:2010:AHR,
author = "Gema Zamarro",
title = "Accounting for heterogeneous returns in sequential
schooling decisions",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "260--276",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002711",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2010:LSM,
author = "Alan T. K. Wan and Xinyu Zhang and Guohua Zou",
title = "Least squares model averaging by {Mallows} criterion",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "277--283",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002838",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canay:2010:SSW,
author = "Ivan A. Canay",
title = "Simultaneous selection and weighting of moments in
{GMM} using a trapezoidal kernel",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "284--303",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002899",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leeper:2010:DFF,
author = "Eric M. Leeper and Michael Plante and Nora Traum",
title = "Dynamics of fiscal financing in the {United States}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "304--321",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002905",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2010:ACS,
author = "Siddhartha Chib and Edward Greenberg",
title = "Additive cubic spline regression with {Dirichlet}
process mixture errors",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "322--336",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guggenberger:2010:IHP,
author = "Patrik Guggenberger",
title = "The impact of a {Hausman} pretest on the size of a
hypothesis test: The panel data case",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "337--343",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002929",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fattore:2010:APG,
author = "Marco Fattore",
title = "Axiomatic properties of geo-logarithmic price
indices",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "344--353",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002930",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2010:ESE,
author = "Ximing Wu",
title = "Exponential Series Estimator of multivariate
densities",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "354--366",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002942",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liesenfeld:2010:EEP,
author = "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
title = "Efficient estimation of probit models with correlated
errors",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "367--376",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002954",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2010:TSI,
author = "Juan Carlos Escanciano and Kyungchul Song",
title = "Testing single-index restrictions with a focus on
average derivatives",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "377--391",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002966",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacho-Chavez:2010:INE,
author = "David Jacho-Ch{\'a}vez and Arthur Lewbel and Oliver
Linton",
title = "Identification and nonparametric estimation of a
transformed additively separable model",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "392--407",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002978",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canay:2010:IPI,
author = "Ivan A. Canay",
title = "{EL} inference for partially identified models: Large
deviations optimality and bootstrap validity",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "408--425",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900298X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00100-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PJb,
author = "Anonymous",
title = "Pages 239--426 ({June 2010})",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "??--??",
month = jun,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:AJE,
author = "Songnian Chen and Qi Li",
title = "Annals Journal of Econometrics: Nonlinear and
Nonparametric Methods in Econometrics",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "3--5",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002760",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2010:EES,
author = "P. M. Robinson",
title = "Efficient estimation of the semiparametric spatial
autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "6--17",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900284X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2010:PQM,
author = "Liangjun Su and Sainan Jin",
title = "Profile quasi-maximum likelihood estimation of
partially linear spatial autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "18--33",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002863",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2010:GES,
author = "Xu Lin and Lung-fei Lee",
title = "{GMM} estimation of spatial autoregressive models with
unknown heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "34--52",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002887",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kelejian:2010:SES,
author = "Harry H. Kelejian and Ingmar R. Prucha",
title = "Specification and estimation of spatial autoregressive
models with autoregressive and heteroskedastic
disturbances",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "53--67",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002784",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2010:IID,
author = "Christian Gouri{\'e}roux and Peter C. B. Phillips and
Jun Yu",
title = "Indirect inference for dynamic panel models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "68--77",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002772",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2010:CBM,
author = "Jushan Bai",
title = "Common breaks in means and variances for panel data",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "78--92",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002735",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2010:ARC,
author = "Chunrong Ai and Li Gan",
title = "An alternative root-$n$ consistent estimator for panel
data binary choice models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "93--100",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002723",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2010:GNI,
author = "Shaoping Wang and Peng Wang and Jisheng Yang and Zinai
Li",
title = "A generalized nonlinear {IV} unit root test for panel
data with cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "101--109",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002875",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieli:2010:CEC,
author = "Robert P. Lieli and Halbert White",
title = "The construction of empirical credit scoring rules
based on maximization principles",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "110--119",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002814",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2010:IIS,
author = "Tong Li",
title = "Indirect inference in structural econometric models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "120--128",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002802",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:EMS,
author = "Xiaohong Chen and Yanqin Fan and Demian Pouzo and
Zhiliang Ying",
title = "Estimation and model selection of semiparametric
multivariate survival functions under general
censorship",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "129--142",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002747",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:SNE,
author = "Songnian Chen and Yahong Zhou",
title = "Semiparametric and nonparametric estimation of sample
selection models under symmetry",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "143--150",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002759",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:NTF,
author = "Jun M. Liu and Rong Chen and Qiwei Yao",
title = "Nonparametric transfer function models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "151--164",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002826",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2010:SCR,
author = "Joon Y. Park and Kwanho Shin and Yoon-Jae Whang",
title = "A semiparametric cointegrating regression:
Investigating the effects of age distributions on
consumption and saving",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "165--178",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002851",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2010:NSE,
author = "Dong Li and Qi Li",
title = "Nonparametric/semiparametric estimation and testing of
econometric models with data dependent smoothing
parameters",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "179--190",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002796",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00116-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001168",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2010:AOL,
author = "T. W. Anderson and Naoto Kunitomo and Yukitoshi
Matsushita",
title = "On the asymptotic optimality of the {LIML} estimator
with possibly many instruments",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "191--204",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002991",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2010:EMT,
author = "Hui Jin and Dale W. Jorgenson",
title = "Econometric modeling of technical change",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "205--219",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003005",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2010:JBN,
author = "Viktor Todorov and Tim Bollerslev",
title = "Jumps and betas: a new framework for disentangling and
estimating systematic risks",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "220--235",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003017",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mikusheva:2010:RCS,
author = "Anna Mikusheva",
title = "Robust confidence sets in the presence of weak
instruments",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "236--247",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003029",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otsu:2010:BEE,
author = "Taisuke Otsu",
title = "On {Bahadur} efficiency of empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "248--256",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003030",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:NEC,
author = "Song X. Chen and Aurore Delaigle and Peter Hall",
title = "Nonparametric estimation for a class of {L{\'e}vy}
processes",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "257--271",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Komunjer:2010:EED,
author = "Ivana Komunjer and Quang Vuong",
title = "Efficient estimation in dynamic conditional quantile
models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "272--285",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2010:EFE,
author = "Hung-Jen Wang and Chia-Wen Ho",
title = "Estimating fixed-effect panel stochastic frontier
models by model transformation",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "286--296",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2010:GAS,
author = "Dongming Zhu and John W. Galbraith",
title = "A generalized asymmetric {Student}-$t$ distribution
with application to financial econometrics",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "297--305",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000266",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jensen:2010:BSS,
author = "Mark J. Jensen and John M. Maheu",
title = "{Bayesian} semiparametric stochastic volatility
modeling",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "306--316",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000278",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bolduc:2010:IRC,
author = "Denis Bolduc and Lynda Khalaf and Cl{\'e}ment
Y{\'e}lou",
title = "Identification robust confidence set methods for
inference on parameter ratios with application to
discrete choice models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "317--327",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000028X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2010:EFP,
author = "Yonghong An and Yingyao Hu and Matthew Shum",
title = "Estimating first-price auctions with an unknown number
of bidders: a misclassification approach",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "328--341",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000308",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2010:RMD,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Robust methods for detecting multiple level breaks in
autocorrelated time series",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "342--358",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000424",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2010:LEF,
author = "T. W. Anderson",
title = "The {LIML} estimator has finite moments!",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "359--361",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000801",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2010:NLS,
author = "Peter Hall and Adonis Yatchew",
title = "Nonparametric least squares estimation in derivative
families",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "362--374",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000813",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Semykina:2010:EPD,
author = "Anastasia Semykina and Jeffrey M. Wooldridge",
title = "Estimating panel data models in the presence of
endogeneity and selection",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "375--380",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000825",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Macaro:2010:BNP,
author = "Christian Macaro",
title = "{Bayesian} non-parametric signal extraction for
{Gaussian} time series",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "381--395",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000849",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamarche:2010:RPQ,
author = "Carlos Lamarche",
title = "Robust penalized quantile regression estimation for
panel data",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "396--408",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000850",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2010:SES,
author = "Andres Aradillas-Lopez",
title = "Semiparametric estimation of a simultaneous game with
incomplete information",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "409--431",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000953",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2010:SME,
author = "Stefan Hoderlein and Joachim Winter",
title = "Structural measurement errors in nonseparable models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "432--440",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000965",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conrad:2010:NNC,
author = "Christian Conrad",
title = "Non-negativity conditions for the hyperbolic {GARCH}
model",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "441--457",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000977",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cho:2010:TUH,
author = "Jin Seo Cho and Halbert White",
title = "Testing for unobserved heterogeneity in exponential
and {Weibull} duration models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "458--480",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000989",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lengwiler:2010:IFY,
author = "Yvan Lengwiler and Carlos Lenz",
title = "Intelligible factors for the yield curve",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "481--491",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001077",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hualde:2010:SIM,
author = "J. Hualde and P. M. Robinson",
title = "Semiparametric inference in multivariate fractionally
cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "492--511",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001089",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00132-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PAb,
author = "Anonymous",
title = "Pages 191--512 ({August 2010})",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "??--??",
month = aug,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2010:TYC,
author = "H. Peter Boswijk and Philip Hans Franses and Dick van
Dijk",
title = "Twenty years of cointegration",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "1--2",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000436",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2010:STD,
author = "Clive W. J. Granger",
title = "Some thoughts on the development of cointegration",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "3--6",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000448",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2010:TCI,
author = "Giuseppe Cavaliere and Anders Rahbek and A. M. Robert
Taylor",
title = "Testing for co-integration in vector autoregressions
with non-stationary volatility",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "7--24",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000045X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2010:FEC,
author = "Jennifer L. Castle and Nicholas W. P. Fawcett and
David F. Hendry",
title = "Forecasting with equilibrium-correction models during
structural breaks",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "25--36",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Georgiev:2010:MBA,
author = "Iliyan Georgiev",
title = "Model-based asymptotic inference on the effect of
infrequent large shocks on cointegrated variables",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "37--50",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2010:LIN,
author = "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
title = "Likelihood inference for a nonstationary fractional
autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "51--66",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000485",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lasak:2010:LBT,
author = "Katarzyna Lasak",
title = "Likelihood based testing for no fractional
cointegration",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "67--77",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000503",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2010:LBI,
author = "Dennis Kristensen and Anders Rahbek",
title = "Likelihood-based inference for cointegration with
nonlinear error-correction",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "78--94",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000527",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Figuerola-Ferretti:2010:MMP,
author = "Isabel Figuerola-Ferretti and Jes{\'u}s Gonzalo",
title = "Modelling and measuring price discovery in commodity
markets",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "95--107",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000552",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacobs:2010:CLR,
author = "Jan P. A. M. Jacobs and Kenneth F. Wallis",
title = "Cointegration, long-run structural modelling and weak
exogeneity: Two models of the {UK} economy",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "108--116",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000059X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2010:THM,
author = "S{\o}ren Johansen and Katarina Juselius and Roman
Frydman and Michael Goldberg",
title = "Testing hypotheses in an {$ {\rm I}(2) $} model with
piecewise linear trends. {An} analysis of the
persistent long swings in the {Dmk}\slash \$ rate",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "117--129",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000606",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fanelli:2010:SAC,
author = "Luca Fanelli and Paolo Paruolo",
title = "Speed of adjustment in cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "130--141",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000062X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2010:AEA,
author = "Bruce E. Hansen",
title = "Averaging estimators for autoregressions with a near
unit root",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "142--155",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000643",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2010:CHP,
author = "H. Peter Boswijk and Philip Hans Franses and Dick van
Dijk",
title = "Cointegration in a historical perspective",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "156--159",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000679",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holly:2010:STM,
author = "Sean Holly and M. Hashem Pesaran and Takashi
Yamagata",
title = "A spatio-temporal model of house prices in the {USA}",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "160--173",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000837",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00149-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001491",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durlauf:2010:EI,
author = "Steven Durlauf and Aris Spanos",
title = "Editorial introduction",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "175--176",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2010:TCR,
author = "James J. Heckman and Daniel Schmierer and Sergio
Urzua",
title = "Testing the correlated random coefficient model",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "177--203",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000084",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Spanos:2010:ATC,
author = "Aris Spanos",
title = "{Akaike}-type criteria and the reliability of
inference: Model selection versus statistical model
specification",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "204--220",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000014X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasparis:2010:BTC,
author = "Ioannis Kasparis",
title = "The Bierens test for certain nonstationary models",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "221--230",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000114",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2010:LDP,
author = "Jennifer L. Castle and David F. Hendry",
title = "A low-dimension portmanteau test for non-linearity",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "231--245",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000096",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2010:RMM,
author = "Elena Andreou and Eric Ghysels and Andros Kourtellos",
title = "Regression models with mixed sampling frequencies",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "246--261",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000072",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2010:SIP,
author = "S{\o}ren Johansen",
title = "Some identification problems in the cointegrated
vector autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "262--273",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000102",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2010:SLM,
author = "Peter C. B. Phillips and Tassos Magdalinos and Liudas
Giraitis",
title = "Smoothing local-to-moderate unit root theory",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "274--279",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000126",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2010:BD,
author = "Peter C. B. Phillips",
title = "Bootstrapping {$ I(1) $} data",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "280--284",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000138",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2010:ASH,
author = "Donald W. K. Andrews and Patrik Guggenberger",
title = "Applications of subsampling, hybrid, and
size-correction methods",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "285--305",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000059",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durlauf:2010:UAC,
author = "Steven N. Durlauf and Salvador Navarro and David A.
Rivers",
title = "Understanding aggregate crime regressions",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "306--317",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00162-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001624",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nicoletti:2010:MSD,
author = "Cheti Nicoletti and Concetta Rondinelli",
title = "The (mis)specification of discrete duration models
with unobserved heterogeneity: a {Monte Carlo} study",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "1--13",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001090",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blazsek:2010:KSU,
author = "Szabolcs Blazsek and Alvaro Escribano",
title = "Knowledge spillovers in {US} patents: a dynamic patent
intensity model with secret common innovation factors",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "14--32",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001107",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2010:DMC,
author = "Arnold Zellner and Tomohiro Ando",
title = "A direct {Monte Carlo} approach for {Bayesian}
analysis of the seemingly unrelated regression model",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "33--45",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001119",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2010:CNT,
author = "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan",
title = "A consistent nonparametric test of affiliation in
auction models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "46--54",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001120",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2010:EEM,
author = "Christian M. Hafner and Oliver Linton",
title = "Efficient estimation of a multivariate multiplicative
volatility model",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "55--73",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001132",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2010:RQB,
author = "Kim Christensen and Roel Oomen and Mark Podolskij",
title = "Realised quantile-based estimation of the integrated
variance",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "74--98",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001144",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:GES,
author = "Xiaodong Liu and Lung-fei Lee",
title = "{GMM} estimation of social interaction models with
centrality",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "99--115",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001259",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2010:PAE,
author = "Kim Christensen and Silja Kinnebrock and Mark
Podolskij",
title = "Pre-averaging estimators of the ex-post covariance
matrix in noisy diffusion models with non-synchronous
data",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "116--133",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001260",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2010:FAP,
author = "Gary Koop and Simon Potter",
title = "A flexible approach to parametric inference in
nonlinear and time varying time series models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "134--150",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001272",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2010:IMI,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "Inconsistency of the {MLE} and inference based on
weighted {LS} for {LARCH} models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "151--165",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001284",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bikbov:2010:NAM,
author = "Ruslan Bikbov and Mikhail Chernov",
title = "No-arbitrage macroeconomic determinants of the yield
curve",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "166--182",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001296",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhou:2010:WAC,
author = "Yong Zhou and Alan T. K. Wan and Shangyu Xie and
Xiaojing Wang",
title = "Wavelet analysis of change-points in a non-parametric
regression with heteroscedastic variance",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "183--201",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001405",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hayakawa:2010:EDF,
author = "Kazuhiko Hayakawa",
title = "The effects of dynamic feedbacks on {LS} and {MM}
estimator accuracy in panel data models: Some
additional results",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "202--208",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001417",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2010:STP,
author = "Juan Carlos Escanciano and Carlos Velasco",
title = "Specification tests of parametric dynamic conditional
quantiles",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "209--221",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001429",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:RCE,
author = "Songnian Chen",
title = "Root-{$N$}-consistent estimation of fixed-effect panel
data transformation models with censoring",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "222--234",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001430",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiu:2010:QML,
author = "Dacheng Xiu",
title = "Quasi-maximum likelihood estimation of volatility with
high frequency data",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "235--250",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001454",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00174-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001740",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PNa,
author = "Anonymous",
title = "Pages 1--250 ({November 2010})",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "??--??",
month = nov,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PNb,
author = "Anonymous",
title = "{Publisher}'s note",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "251--251",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.001",
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bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001442",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ichimura:2010:CAD,
author = "Hidehiko Ichimura and Sokbae Lee",
title = "Characterization of the asymptotic distribution of
semiparametric {$M$}-estimators",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "252--266",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Ichimura:2018:CCA}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001302",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiburis:2010:SBT,
author = "Richard C. Chiburis",
title = "Semiparametric bounds on treatment effects",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "267--275",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corsi:2010:TBV,
author = "Fulvio Corsi and Davide Pirino and Roberto Ren{\`o}",
title = "Threshold bipower variation and the impact of jumps on
volatility forecasting",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "276--288",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001600",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frahm:2010:DEM,
author = "Gabriel Frahm and Christoph Memmel",
title = "Dominating estimators for minimum-variance
portfolios",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "289--302",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001594",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:EGE,
author = "Xiaodong Liu and Lung-fei Lee and Christopher R.
Bollinger",
title = "An efficient {GMM} estimator of spatial autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "303--319",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001715",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2010:PDT,
author = "Guohua Feng and Apostolos Serletis",
title = "A primal Divisia technical change index based on the
output distance function",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "320--330",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001867",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00195-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001958",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PD,
author = "Anonymous",
title = "Pages 251--330 ({December 2010})",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "??--??",
month = dec,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meddahi:2011:RV,
author = "Nour Meddahi and Per Mykland and Neil Shephard",
title = "Realized Volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "1--1",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001570",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Large:2011:EQV,
author = "Jeremy Large",
title = "Estimating quadratic variation when quoted prices
change by a constant increment",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "2--11",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2011:EAJ,
author = "Viktor Todorov",
title = "Econometric analysis of jump-driven stochastic
volatility models",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "12--21",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000515",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Garcia:2011:EOR,
author = "Ren{\'e} Garcia and Marc-Andr{\'e} Lewis and Sergio
Pastorello and {\'E}ric Renault",
title = "Estimation of objective and risk-neutral distributions
based on moments of integrated volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "22--32",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000539",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2011:ECE,
author = "Lan Zhang",
title = "Estimating covariation: Epps effect, microstructure
noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "33--47",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000540",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Busch:2011:RIV,
author = "Thomas Busch and Bent Jesper Christensen and Morten
{\O}rregaard Nielsen",
title = "The role of implied volatility in forecasting future
realized volatility and jumps in foreign exchange,
stock, and bond markets",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "48--57",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000564",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffin:2011:CMP,
author = "Jim E. Griffin and Roel C. A. Oomen",
title = "Covariance measurement in the presence of
non-synchronous trading and market microstructure
noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "58--68",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000576",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maheu:2011:DHF,
author = "John M. Maheu and Thomas H. McCurdy",
title = "Do high-frequency measures of volatility improve
forecasts of return distributions?",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "69--76",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000588",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mancini:2011:TEM,
author = "Cecilia Mancini and Roberto Ren{\`o}",
title = "Threshold estimation of {Markov} models with jumps and
interest rate modeling",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "77--92",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauer:2011:FMR,
author = "Gregory H. Bauer and Keith Vorkink",
title = "Forecasting multivariate realized stock market
volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "93--101",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000631",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tauchen:2011:RJF,
author = "George Tauchen and Hao Zhou",
title = "Realized jumps on financial markets and predicting
credit spreads",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "102--118",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000655",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fleming:2011:HFR,
author = "Jeff Fleming and Bradley S. Paye",
title = "High-frequency returns, jumps and the mixture of
normals hypothesis",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "119--128",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000667",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2011:BCT,
author = "S{\'\i}lvia Gon{\c{c}}alves and Nour Meddahi",
title = "{Box--Cox} transforms for realized volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "129--144",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000680",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2011:MMN,
author = "Federico M. Bandi and Jeffrey R. Russell",
title = "Market microstructure noise, integrated variance
estimators, and the accuracy of asymptotic
approximations",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "145--159",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000692",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2011:UHF,
author = "Yacine A{\"\i}t-Sahalia and Per A. Mykland and Lan
Zhang",
title = "Ultra high frequency volatility estimation with
dependent microstructure noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "160--175",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000709",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2011:RFF,
author = "Torben G. Andersen and Tim Bollerslev and Xin Huang",
title = "A reduced form framework for modeling volatility of
speculative prices based on realized variation
measures",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "176--189",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000710",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2011:EER,
author = "Lan Zhang and Per A. Mykland and Yacine
A{\"\i}t-Sahalia",
title = "{Edgeworth} expansions for realized volatility and
related estimators",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "190--203",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000722",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barndorff-Nielsen:2011:SRK,
author = "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
Asger Lunde and Neil Shephard",
title = "Subsampling realised kernels",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "204--219",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000734",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2011:RVF,
author = "Torben G. Andersen and Tim Bollerslev and Nour
Meddahi",
title = "Realized volatility forecasting and market
microstructure noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "220--234",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000746",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2011:DEV,
author = "Tim Bollerslev and Michael Gibson and Hao Zhou",
title = "Dynamic estimation of volatility risk premia and
investor risk aversion from option-implied and realized
volatilities",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "235--245",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000758",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patton:2011:VFC,
author = "Andrew J. Patton",
title = "Volatility forecast comparison using imperfect
volatility proxies",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "246--256",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000076X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2011:VFM,
author = "Eric Ghysels and Arthur Sinko",
title = "Volatility forecasting and microstructure noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "257--271",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000771",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Renault:2011:CER,
author = "Eric Renault and Bas J. M. Werker",
title = "Causality effects in return volatility measures with
random times",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "272--279",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000783",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2011:VDJ,
author = "Liuren Wu",
title = "Variance dynamics: Joint evidence from options and
high-frequency returns",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "280--287",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000795",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "ifc--ifc",
month = jan,
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DOI = "https://doi.org/10.1016/S0304-4076(10)00217-4",
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@Article{Anonymous:2011:M,
author = "Anonymous",
title = "In Memorium",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "iv--v",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00242-3",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2011:HTW,
author = "Jinyong Hahn and John C. Ham and Hyungsik Roger Moon",
title = "The {Hausman} test and weak instruments",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "289--299",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.009",
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bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001892",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Montes-Rojas:2011:RTH,
author = "Gabriel Montes-Rojas and Walter Sosa-Escudero",
title = "Robust tests for heteroskedasticity in the one-way
error components model",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "300--310",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001909",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dueker:2011:MCT,
author = "Michael J. Dueker and Zacharias Psaradakis and Martin
Sola and Fabio Spagnolo",
title = "Multivariate contemporaneous-threshold autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "311--325",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001910",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2011:PNS,
author = "G. Kapetanios and M. Hashem Pesaran and T. Yamagata",
title = "Panels with non-stationary multifactor error
structures",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "326--348",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002022",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2011:SHA,
author = "Min Seong Kim and Yixiao Sun",
title = "Spatial heteroskedasticity and autocorrelation
consistent estimation of covariance matrix",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "349--371",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002034",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2011",
CODEN = "JECMB6",
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fjournal = "Journal of Econometrics",
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@Article{Anonymous:2011:PF,
author = "Anonymous",
title = "Pages 289--372 ({February 2011})",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "??--??",
month = feb,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Barnett:2011:IMT,
author = "William A. Barnett and W. Erwin Diewert and Arnold
Zellner",
title = "Introduction to measurement with theory",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "1--5",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001818",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:2011:HBM,
author = "William A. Barnett and Marcelle Chauvet",
title = "How better monetary statistics could have signaled the
financial crisis",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "6--23",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000182X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ivancic:2011:SDT,
author = "Lorraine Ivancic and W. Erwin Diewert and Kevin J.
Fox",
title = "Scanner data, time aggregation and the construction of
price indexes",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "24--35",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001831",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deHaan:2011:ECD,
author = "Jan de Haan and Heymerik A. van der Grient",
title = "Eliminating chain drift in price indexes based on
scanner data",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "36--46",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001843",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nakamura:2011:PDR,
author = "Alice O. Nakamura and Emi Nakamura and Leonard I.
Nakamura",
title = "Price dynamics, retail chains and inflation
measurement",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "47--55",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001855",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pawasutipaisit:2011:WAF,
author = "Anan Pawasutipaisit and Robert M. Townsend",
title = "Wealth accumulation and factors accounting for
success",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "56--81",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001879",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abowd:2011:NEG,
author = "John M. Abowd and Lars Vilhuber",
title = "National estimates of gross employment and job flows
from the {Quarterly Workforce Indicators} with
demographic and industry detail",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "82--99",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001880",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00013-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000133",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacobs:2011:MDR,
author = "Jan P. A. M. Jacobs and Simon van Norden",
title = "Modeling data revisions: Measurement error and
dynamics of ``true'' values",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "101--109",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002526",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Allen:2011:ELB,
author = "Jason Allen and Allan W. Gregory and Katsumi
Shimotsu",
title = "Empirical likelihood block bootstrapping",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "110--121",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002046",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2011:TBT,
author = "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
title = "Tighter bounds in triangular systems",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "122--128",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002265",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Santos:2011:IVM,
author = "Andres Santos",
title = "Instrumental variable methods for recovering
continuous linear functionals",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "129--146",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002253",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2011:RIN,
author = "Abdelaati Daouia and Ir{\`e}ne Gijbels",
title = "Robustness and inference in nonparametric partial
frontier modeling",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "147--165",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002447",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shively:2011:NFE,
author = "Thomas S. Shively and Stephen G. Walker and Paul
Damien",
title = "Nonparametric function estimation subject to
monotonicity, convexity and other shape constraints",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "166--181",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002435",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2011:LPC,
author = "M. Hashem Pesaran and Elisa Tosetti",
title = "Large panels with common factors and spatial
correlation",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "182--202",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002459",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Papay:2011:ERD,
author = "John P. Papay and John B. Willett and Richard J.
Murnane",
title = "Extending the regression-discontinuity approach to
multiple assignment variables",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "203--207",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002538",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ham:2011:MSP,
author = "John C. Ham and Xianghong Li and Patricia B. Reagan",
title = "Matching and semi-parametric {IV} estimation, a
distance-based measure of migration, and the wages of
young men",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "208--227",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002460",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2011:BEM,
author = "Xiaohu Wang and Peter C. B. Phillips and Jun Yu",
title = "Bias in estimating multivariate and univariate
diffusions",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "228--245",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002484",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2011:TWI,
author = "Atsushi Inoue and Barbara Rossi",
title = "Testing for weak identification in possibly nonlinear
models",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "246--261",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002575",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalnina:2011:SHF,
author = "Ilze Kalnina",
title = "Subsampling high frequency data",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "262--283",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002563",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patton:2011:DBR,
author = "Andrew J. Patton",
title = "Data-based ranking of realised volatility estimators",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "284--303",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002551",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2011:PDC,
author = "Valentina Corradi and Norman R. Swanson",
title = "Predictive density construction and accuracy testing
with multiple possibly misspecified diffusion models",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "304--324",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000254X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Garcia:2011:ESD,
author = "Ren{\'e} Garcia and Eric Renault and David Veredas",
title = "Estimation of stable distributions by indirect
inference",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "325--337",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002514",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xie:2011:CSW,
author = "Wen Zhi Xie",
title = "Corrigendum to {``A simple way of computing the
inverse moments of a non-central chi-square random
variable'' [J. Econom. {\bf 37} (1988) 389--393]}",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "338--338",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Xie:1988:SWC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002241",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "ifc--ifc",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00016-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000169",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PAa,
author = "Anonymous",
title = "Pages 101--338 ({1 April 2011})",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "??--??",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2011:EER,
author = "Arnold Zellner and David Zilberman",
title = "The economics and econometrics of risk: an
introduction to the special issue",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "1--5",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Just:2011:GIR,
author = "Richard E. Just and David R. Just",
title = "Global identification of risk preferences with
revealed preference data",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "6--17",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Serra:2011:RBP,
author = "Teresa Serra and Barry K. Goodwin and Allen M.
Featherstone",
title = "Risk behavior in the presence of government programs",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "18--24",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002589",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Just:2011:CWE,
author = "David R. Just",
title = "Calibrating the wealth effects of decoupled payments:
Does decreasing absolute risk aversion matter?",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "25--34",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pope:2011:AAR,
author = "Rulon D. Pope and Jeffrey T. LaFrance and Richard E.
Just",
title = "Agricultural arbitrage and risk preferences",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "35--43",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cafiero:2011:ERC,
author = "Carlo Cafiero and Eugenio S. A. Bobenrieth H. and Juan
R. A. Bobenrieth H. and Brian D. Wright",
title = "The empirical relevance of the competitive storage
model",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "44--54",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002619",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Egorov:2011:TTY,
author = "Alexei V. Egorov and Haitao Li and David Ng",
title = "A tale of two yield curves: Modeling the joint term
structure of dollar and euro interest rates",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "55--70",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002632",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schumann:2011:SNT,
author = "Keith D. Schumann",
title = "Semi-nonparametric test of second degree stochastic
dominance with respect to a function",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "71--78",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002620",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conte:2011:MMC,
author = "Anna Conte and John D. Hey and Peter G. Moffatt",
title = "Mixture models of choice under risk",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "79--88",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002644",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wilcox:2011:SMR,
author = "Nathaniel T. Wilcox",
title = "`Stochastically more risk averse:' A contextual theory
of stochastic discrete choice under risk",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "89--104",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002656",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buschena:2011:ESM,
author = "David E. Buschena and Joseph A. Atwood",
title = "Evaluation of similarity models for expected utility
violations",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "105--113",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002668",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{List:2011:CEU,
author = "John A. List and Charles F. Mason",
title = "Are {CEOs} expected utility maximizers?",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "114--123",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900267X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gilboa:2011:SBA,
author = "Itzhak Gilboa and Offer Lieberman and David
Schmeidler",
title = "A similarity-based approach to prediction",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "124--131",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002681",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Russo:2011:DIS,
author = "J. E. Russo and Kevyn Yong",
title = "The distortion of information to support an emerging
evaluation of risk",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "132--139",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001478",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiman:2011:EIA,
author = "Amir Heiman and Oded Lowengart",
title = "The effects of information about health hazards in
food on consumers' choice process",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "140--147",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001466",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00052-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000522",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barndorff-Nielsen:2011:MRK,
author = "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
Asger Lunde and Neil Shephard",
title = "Multivariate realised kernels: Consistent positive
semi-definite estimators of the covariation of equity
prices with noise and non-synchronous trading",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "149--169",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000029",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2011:EFD,
author = "Arthur Lewbel and Daniel McFadden and Oliver Linton",
title = "Estimating features of a distribution from binomial
data",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "170--188",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002101",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2011:MAT,
author = "Zhaogang Song",
title = "A martingale approach for testing diffusion models
based on infinitesimal operator",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "189--212",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002472",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shao:2011:BAS,
author = "Xiaofeng Shao",
title = "A bootstrap-assisted spectral test of white noise
under unknown dependence",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "213--224",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000030",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2011:NMV,
author = "Zhibiao Zhao",
title = "Nonparametric model validations for hidden {Markov}
models with applications in financial econometrics",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "225--239",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000042",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hassler:2011:EFI,
author = "Uwe Hassler",
title = "Estimation of fractional integration under temporal
aggregation",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "240--247",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000145",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oka:2011:ESC,
author = "Tatsushi Oka and Zhongjun Qu",
title = "Estimating structural changes in regression
quantiles",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "248--267",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2011:NCA,
author = "Yanqin Fan and Matthew Gentry and Tong Li",
title = "A new class of asymptotically efficient estimators for
moment condition models",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "268--277",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holly:2011:FOP,
author = "Alberto Holly and Alain Monfort and Michael
Rockinger",
title = "Fourth order pseudo maximum likelihood methods",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "278--293",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100025X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sizova:2011:IVF,
author = "Natalia Sizova",
title = "Integrated variance forecasting: Model based vs.
reduced form",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "294--311",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000315",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koopman:2011:MFC,
author = "Siem Jan Koopman and Andr{\'e} Lucas and Bernd
Schwaab",
title = "Modeling frailty-correlated defaults using many
macroeconomic covariates",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "312--325",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000303",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cho:2011:GRT,
author = "Jin Seo Cho and Halbert White",
title = "Generalized runs tests for the {IID} hypothesis",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "326--344",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2011:BIC,
author = "Mingliang Li and Justin L. Tobias",
title = "{Bayesian} inference in a correlated random
coefficients model: Modeling causal effect
heterogeneity with an application to heterogeneous
returns to schooling",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "345--361",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000339",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dardanoni:2011:RIC,
author = "Valentino Dardanoni and Salvatore Modica and Franco
Peracchi",
title = "Regression with imputed covariates: a generalized
missing-indicator approach",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "362--368",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000327",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deschamps:2011:BEE,
author = "Philippe J. Deschamps",
title = "{Bayesian} estimation of an extended local scale
stochastic volatility model",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "369--382",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000509",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffin:2011:SBA,
author = "J. E. Griffin and M. F. J. Steel",
title = "Stick-breaking autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "383--396",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000613",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00071-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000716",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PJ,
author = "Anonymous",
title = "Pages 149--396 ({June 2011})",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "??--??",
month = jun,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Palm:2011:FSP,
author = "Franz C. Palm and Jean-Pierre Urbain",
title = "Factor structures for panel and multivariate time
series data",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "1--3",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002058",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chudik:2011:IDV,
author = "Alexander Chudik and M. Hashem Pesaran",
title = "Infinite-dimensional {VARs} and factor models",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "4--22",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000206X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forni:2011:GDF,
author = "Mario Forni and Marco Lippi",
title = "The general dynamic factor model: One-sided
representation results",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "23--28",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002071",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2011:DFP,
author = "Marc Hallin and Roman Liska",
title = "Dynamic factors in the presence of blocks",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "29--41",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002083",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2011:MLD,
author = "Marc Hallin and Charles Mathias and Hugues Pirotte and
David Veredas",
title = "Market liquidity as dynamic factors",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "42--50",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002095",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eichler:2011:FDF,
author = "Michael Eichler and Giovanni Motta and Rainer von
Sachs",
title = "Fitting dynamic factor models to non-stationary time
series",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "51--70",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002113",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2011:TSB,
author = "J{\"o}rg Breitung and Sandra Eickmeier",
title = "Testing for structural breaks in dynamic factor
models",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "71--84",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002125",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Palm:2011:CSD,
author = "Franz C. Palm and Stephan Smeekes and Jean-Pierre
Urbain",
title = "Cross-sectional dependence robust block bootstrap
panel unit root tests",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "85--104",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002149",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franchi:2011:CVA,
author = "Massimo Franchi and Paolo Paruolo",
title = "A characterization of vector autoregressive processes
with common cyclical features",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "105--117",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002137",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2011:MME,
author = "H. Peter Boswijk and Roy van der Weide",
title = "Method of moments estimation of {GO-GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "118--126",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002150",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00084-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000844",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cao:2011:ADI,
author = "Bolong Cao and Yixiao Sun",
title = "Asymptotic distributions of impulse response functions
in short panel vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "127--143",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000662",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez-Val:2011:BCT,
author = "Iv{\'a}n Fern{\'a}ndez-Val and Francis Vella",
title = "Bias corrections for two-step fixed effects panel data
estimators",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "144--162",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000649",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2011:NIB,
author = "Yingying Dong and Arthur Lewbel",
title = "Nonparametric identification of a binary random factor
in cross section data",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "163--171",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000650",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2011:IPM,
author = "John Geweke and Yu Jiang",
title = "Inference and prediction in a
multiple-structural-break model",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "172--185",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000674",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2011:DMT,
author = "Karim M. Abadir and Walter Distaso and Liudas
Giraitis",
title = "An I( d ) model with trend and cycles",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "186--199",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000686",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2011:CSD,
author = "Marc Hallin and Ramon van den Akker and Bas J. M.
Werker",
title = "A class of simple distribution-free rank-based unit
root tests",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "200--214",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000698",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diks:2011:LBS,
author = "Cees Diks and Valentyn Panchenko and Dick van Dijk",
title = "Likelihood-based scoring rules for comparing density
forecasts in tails",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "215--230",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000807",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00106-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PAb,
author = "Anonymous",
title = "Pages 127--230 ({August 2011})",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "??--??",
month = aug,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Issler:2011:AIF,
author = "Jo{\~a}o Victor Issler and Oliver Linton and Allan
Timmermann",
title = "Annals issue on forecasting --- {Guest Editors}'
introduction",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "1--3",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100042X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2011:AAF,
author = "Jens H. E. Christensen and Francis X. Diebold and
Glenn D. Rudebusch",
title = "The affine arbitrage-free class of {Nelson--Siegel}
term structure models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "4--20",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000388",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2011:HUN,
author = "Andrea Carriero and Raffaella Giacomini",
title = "How useful are no-arbitrage restrictions for
forecasting the term structure of interest rates?",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "21--34",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Almeida:2011:DIR,
author = "Caio Almeida and Jeremy J. Graveline and Scott
Joslin",
title = "Do interest rate options contain information about
excess returns?",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "35--44",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Colacito:2011:CMD,
author = "Riccardo Colacito and Robert F. Engle and Eric
Ghysels",
title = "A component model for dynamic correlations",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "45--59",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000406",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pettenuzzo:2011:PSR,
author = "Davide Pettenuzzo and Allan Timmermann",
note = "See corrigendum \cite{Pettenuzzo:2022:CPS}.",
title = "Predictability of stock returns and asset allocation
under structural breaks",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "60--78",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000479",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2011:CFA,
author = "Graham Elliott",
title = "A control function approach for testing the usefulness
of trending variables in forecast models and linear
regression",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "79--91",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000418",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atak:2011:SPM,
author = "Alev Atak and Oliver Linton and Zhijie Xiao",
title = "A semiparametric panel model for unbalanced data with
application to climate change in the {United Kingdom}",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "92--115",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000352",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Athanasopoulos:2011:MSE,
author = "George Athanasopoulos and Osmani Teixeira de Carvalho
Guill{\'e}n and Jo{\~a}o Victor Issler and Farshid
Vahid",
title = "Model selection, estimation and forecasting in {VAR}
models with short-run and long-run restrictions",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "116--129",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000364",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2011:OPP,
author = "John Geweke and Gianni Amisano",
title = "Optimal prediction pools",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "130--141",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000455",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galvao:2011:QRD,
author = "Antonio F. Galvao",
title = "Quantile regression for dynamic panel data with fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "142--157",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000443",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2011:UMF,
author = "Barbara Rossi and Tatevik Sekhposyan",
title = "Understanding models' forecasting performance",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "158--172",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000480",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2011:VSE,
author = "M. Hashem Pesaran and Andreas Pick and Allan
Timmermann",
title = "Variable selection, estimation and inference for
multi-period forecasting problems",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "173--187",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000467",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Doz:2011:TSE,
author = "Catherine Doz and Domenico Giannone and Lucrezia
Reichlin",
title = "A two-step estimator for large approximate dynamic
factor models based on {Kalman} filtering",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "188--205",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100039X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00133-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001333",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mittelhammer:2011:FEL,
author = "Ron C. Mittelhammer and George Judge",
title = "A family of empirical likelihood functions and
estimators for the binary response model",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "207--217",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000819",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kurozumi:2011:MSC,
author = "Eiji Kurozumi and Purevdorj Tuvaandorj",
title = "Model selection criteria in multivariate models with
multiple structural changes",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "218--238",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000820",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chaudhuri:2011:NMP,
author = "Saraswata Chaudhuri and Eric Zivot",
title = "A new method of projection-based inference in {GMM}
with weakly identified nuisance parameters",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "239--251",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2011:MCI,
author = "Yiguo Sun and Cheng Hsiao and Qi Li",
title = "Measuring correlations of integrated but not
cointegrated variables: a semiparametric approach",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "252--267",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001138",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2011:GST,
author = "Bin Chen and Yongmiao Hong",
title = "Generalized spectral testing for multivariate
continuous-time models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "268--293",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100114X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2011:HMC,
author = "Stefan Hoderlein",
title = "How many consumers are rational?",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "294--309",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100128X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2011:ECD,
author = "Dukpa Kim",
title = "Estimating a common deterministic time trend break in
large panels with cross sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "310--330",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100131X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2011:TDJ,
author = "Yingying Fan and Jianqing Fan",
title = "Testing and detecting jumps based on a discretely
observed process",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "331--344",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001278",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2011:RTI,
author = "Yixiao Sun",
title = "Robust trend inference with series variance estimator
and testing-optimal smoothing parameter",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "345--366",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001308",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2011:RLT,
author = "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
title = "Realized {Laplace} transforms for estimation of jump
diffusive volatility models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "367--381",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001291",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2011:SNE,
author = "Dennis Kristensen",
title = "Semi-nonparametric estimation and misspecification
testing of diffusion models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "382--403",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001412",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "ifc--ifc",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00149-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PO,
author = "Anonymous",
title = "Pages 207--404 ({1 October 2011})",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "??--??",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kunitomo:2011:MRB,
author = "Naoto Kunitomo and Michael McAleer and Yoshihiko
Nishiyama",
title = "Moment Restriction-Based Econometric Methods: an
overview",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "1--4",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000935",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2011:ATN,
author = "P. M. Robinson",
title = "Asymptotic theory for nonparametric regression with
spatial data",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "5--19",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000947",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amano:2011:CVM,
author = "Tomoyuki Amano and Masanobu Taniguchi",
title = "Control variate method for stationary processes",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "20--29",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000959",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2011:MME,
author = "Liqun Wang and Cheng Hsiao",
title = "Method of moments estimation and identifiability of
semiparametric nonlinear errors-in-variables models",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "30--44",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000960",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2011:PCE,
author = "Jerry Hausman and Randall Lewis and Konrad Menzel and
Whitney Newey",
title = "Properties of the {CUE} estimator and a modification
with moments",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "45--57",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000972",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2011:FSP,
author = "T. W. Anderson and Naoto Kunitomo and Yukitoshi
Matsushita",
title = "On finite sample properties of alternative estimators
of coefficients in a structural equation with many
instruments",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "58--69",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000984",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okui:2011:IVE,
author = "Ryo Okui",
title = "Instrumental variable estimation in the presence of
many moment conditions",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "70--86",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000996",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsu:2011:ECM,
author = "Shih-Hsun Hsu and Chung-Ming Kuan",
title = "Estimation of conditional moment restrictions without
assuming parameter identifiability in the implied
unconditional moments",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "87--99",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100100X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Areosa:2011:MBE,
author = "Waldyr Dutra Areosa and Michael McAleer and Marcelo C.
Medeiros",
title = "Moment-based estimation of smooth transition
regression models with endogenous variables",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "100--111",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001011",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nishiyama:2011:CNT,
author = "Yoshihiko Nishiyama and Kohtaro Hitomi and Yoshinori
Kawasaki and Kiho Jeong",
title = "A consistent nonparametric test for nonlinear
causality --- Specification in time series regression",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "112--127",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Preve:2011:LPB,
author = "Daniel Preve and Marcelo C. Medeiros",
title = "Linear programming-based estimators in simple linear
regression",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "128--136",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00188-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001886",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bester:2011:IDD,
author = "C. Alan Bester and Timothy G. Conley and Christian B.
Hansen",
title = "Inference with dependent data using cluster covariance
estimators",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "137--151",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000431",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Swensen:2011:BAT,
author = "Anders Rygh Swensen",
title = "A bootstrap algorithm for testing cointegration rank
in {VAR} models in the presence of stationary
variables",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "152--162",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001436",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Calhoun:2011:HTL,
author = "Gray Calhoun",
title = "Hypothesis testing in linear regression when k/n is
large",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "163--174",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001448",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiang:2011:VCR,
author = "Min-Hsien Chiang and Li-Min Wang",
title = "Volatility contagion: a range-based volatility
approach",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "175--189",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100145X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Malik:2011:PFC,
author = "Sheheryar Malik and Michael K. Pitt",
title = "Particle filters for continuous likelihood evaluation
and maximisation",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "190--209",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2011:BIT,
author = "Gary Koop and Roberto Leon-Gonzalez and Rodney W.
Strachan",
title = "{Bayesian} inference in a time varying cointegration
model",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "210--220",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001588",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanHasselt:2011:BIS,
author = "Martijn van Hasselt",
title = "{Bayesian} inference in a sample selection model",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "221--232",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Muller:2011:FDA,
author = "Hans-Georg M{\"u}ller and Rituparna Sen and Ulrich
Stadtm{\"u}ller",
title = "Functional data analysis for volatility",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "233--245",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001606",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2011:TSN,
author = "Christian Francq and Guillaume Lepage and Jean-Michel
Zako{\"\i}an",
title = "Two-stage non {Gaussian} {QML} estimation of {GARCH}
models and testing the efficiency of the {Gaussian}
{QMLE}",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "246--257",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100159X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tripathi:2011:GMM,
author = "Gautam Tripathi",
title = "Generalized method of moments {(GMM)} based inference
with stratified samples when the aggregate shares are
known",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "258--265",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100162X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2011:SEB,
author = "Songnian Chen and Xianbo Zhou",
title = "Semiparametric estimation of a bivariate {Tobit}
model",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "266--274",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00224-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002247",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PD,
author = "Anonymous",
title = "Pages 137--274 ({December 2011})",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "??--??",
month = dec,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Molinari:2012:AII,
author = "Francesca Molinari and Elie Tamer",
title = "Annals Issue on Identification and Decisions",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "1--2",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002545",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arcidiacono:2012:MCM,
author = "Peter Arcidiacono and V. Joseph Hotz and Songman
Kang",
title = "Modeling college major choices using elicited measures
of expectations and counterfactuals",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "3--16",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beresteanu:2012:PIU,
author = "Arie Beresteanu and Ilya Molchanov and Francesca
Molinari",
title = "Partial identification using random set theory",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "17--32",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001163",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2012:IMO,
author = "Andrew Chesher and Konrad Smolinski",
title = "{IV} models of ordered choice",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "33--48",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DelBoca:2012:EHI,
author = "Daniela {Del Boca} and Christopher Flinn",
title = "Endogenous household interaction",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "49--65",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001187",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brock:2012:OIT,
author = "William A. Brock and Jane Cooley and Steven N. Durlauf
and Salvador Navarro",
title = "On the observational implications of taste-based
discrimination in racial profiling",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "66--78",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001199",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gundersen:2012:INS,
author = "Craig Gundersen and Brent Kreider and John Pepper",
title = "The impact of the National School Lunch Program on
child health: a nonparametric bounds analysis",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "79--91",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001205",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kline:2012:BBR,
author = "Brendan Kline and Elie Tamer",
title = "Bounds for best response functions in binary games",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "92--105",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001217",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matzkin:2012:INL,
author = "Rosa L. Matzkin",
title = "Identification in nonparametric limited dependent
variable models with simultaneity and unobserved
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "106--115",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001229",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McFadden:2012:EJP,
author = "Daniel McFadden",
title = "Economic juries and public project provision",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "116--126",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001230",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rosen:2012:SIQ,
author = "Adam M. Rosen",
title = "Set identification via quantile restrictions in short
panels",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "127--137",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001242",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stoye:2012:MRT,
author = "J{\"o}rg Stoye",
title = "Minimax regret treatment choice with covariates or
with limited validity of experiments",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "138--156",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001254",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tetenov:2012:STC,
author = "Aleksey Tetenov",
title = "Statistical treatment choice based on asymmetric
minimax regret criteria",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "157--165",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001266",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00246-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002466",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Akashi:2012:SPL,
author = "Kentaro Akashi and Naoto Kunitomo",
title = "Some properties of the {LIML} estimator in a dynamic
panel structural equation",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "167--183",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001631",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Burda:2012:PMM,
author = "Martin Burda and Matthew Harding and Jerry Hausman",
title = "A {Poisson} mixture model of discrete choice",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "184--203",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001643",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fox:2012:RCL,
author = "Jeremy T. Fox and Kyoo il Kim and Stephen P. Ryan and
Patrick Bajari",
title = "The random coefficients logit model is identified",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "204--212",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001655",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jing:2012:JAI,
author = "Bing-Yi Jing and Xin-Bing Kong and Zhi Liu and Per
Mykland",
title = "On the jump activity index for semimartingales",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "213--223",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100217X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wei:2012:RFC,
author = "Xiaoqiao Wei and Yuhong Yang",
title = "Robust forecast combinations",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "224--236",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002168",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:BHT,
author = "Yong Li and Jun Yu",
title = "{Bayesian} hypothesis testing in latent variable
models",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "237--246",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002211",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hagemann:2012:STR,
author = "Andreas Hagemann",
title = "A simple test for regression specification with
non-nested alternatives",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "247--254",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002181",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berkowitz:2012:VIR,
author = "Daniel Berkowitz and Mehmet Caner and Ying Fang",
title = "The validity of instruments revisited",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "255--266",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002193",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2012:SPG,
author = "Yixiao Sun and Min Seong Kim",
title = "Simple and powerful {GMM} over-identification tests
with accurate size",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "267--281",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100220X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schennach:2012:LIL,
author = "Susanne Schennach and Halbert White and Karim Chalak",
title = "Local indirect least squares and average marginal
effects in nonseparable structural systems",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "282--302",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002223",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogelsang:2012:HAS,
author = "Timothy J. Vogelsang",
title = "Heteroskedasticity, autocorrelation, and spatial
correlation robust inference in linear panel models
with fixed-effects",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "303--319",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Srisuma:2012:SEM,
author = "Sorawoot Srisuma and Oliver Linton",
title = "Semiparametric estimation of {Markov} decision
processes with continuous state space",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "320--341",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100234X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Simar:2012:PCD,
author = "L{\'e}opold Simar and Anne Vanhems",
title = "Probabilistic characterization of directional
distances and their robust versions",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "342--354",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002338",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00261-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002612",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PF,
author = "Anonymous",
title = "Pages 167--354 ({February 2012})",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "??--??",
month = feb,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cattaneo:2012:OII,
author = "Matias D. Cattaneo and Richard K. Crump and Michael
Jansson",
title = "Optimal inference for instrumental variables
regression with non-{Gaussian} errors",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "1--15",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002429",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:ESD,
author = "Jihai Yu and Robert de Jong and Lung-fei Lee",
title = "Estimation for spatial dynamic panel data with fixed
effects: The case of spatial cointegration",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "16--37",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002417",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2012:JMA,
author = "Bruce E. Hansen and Jeffrey S. Racine",
title = "Jackknife model averaging",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "38--46",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002405",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canova:2012:DUI,
author = "Fabio Canova and Filippo Ferroni",
title = "The dynamics of {US} inflation: Can monetary policy
explain the changes?",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "47--60",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002399",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2012:TRN,
author = "Patrick Gagliardini and Olivier Scaillet",
title = "{Tikhonov} regularization for nonparametric
instrumental variable estimators",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "61--75",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002375",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2012:EDM,
author = "Dennis Kristensen and Yongseok Shin",
title = "Estimation of dynamic models with nonparametric
simulated maximum likelihood",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "76--94",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002363",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2012:AGP,
author = "Heejoon Han and Joon Y. Park",
title = "{ARCH/GARCH} with persistent covariate: Asymptotic
theory of {MLE}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "95--112",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002351",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamy:2012:EAA,
author = "Laurent Lamy",
title = "The econometrics of auctions with asymmetric anonymous
bidders",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "113--132",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002703",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:HHT,
author = "Yoonseok Lee and Ryo Okui",
title = "{Hahn}-Hausman test as a specification test",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "133--139",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002430",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2012:URT,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Unit root testing under a local break in trend",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "140--167",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002569",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2012:IWM,
author = "Debopam Bhattacharya and Pascaline Dupas",
title = "Inferring welfare maximizing treatment assignment
under budget constraints",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "168--196",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002697",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Camponovo:2012:RS,
author = "Lorenzo Camponovo and Olivier Scaillet and Fabio
Trojani",
title = "Robust subsampling",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "197--210",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002594",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golosnoy:2012:CAW,
author = "Vasyl Golosnoy and Bastian Gribisch and Roman
Liesenfeld",
title = "The conditional autoregressive {Wishart} model for
multivariate stock market volatility",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "211--223",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenish:2012:NSR,
author = "Nazgul Jenish",
title = "Nonparametric spatial regression under near-epoch
dependence",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "224--239",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002715",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:LSE,
author = "Dong Li and Shiqing Ling",
title = "On the least squares estimation of multiple-regime
threshold autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "240--253",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002685",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Westerlund:2012:TUR,
author = "Joakim Westerlund and Rolf Larsson",
title = "Testing for a unit root in a random coefficient panel
data model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "254--273",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002727",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:LEI,
author = "Ping Yu",
title = "Likelihood estimation and inference in threshold
regression",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "274--294",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002740",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00017-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000176",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PM,
author = "Anonymous",
title = "Pages 1--294 ({March 2012})",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "??--??",
month = mar,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:EI,
author = "Han Hong and Chung-Ming Kuan and Yoon-Jae Whang",
title = "{Editors}' Introduction",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "295--296",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001965",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2012:SET,
author = "Songnian Chen and Xianbo Zhou",
title = "Semiparametric estimation of a truncated regression
model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "297--304",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001977",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2012:UCD,
author = "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez",
title = "$n$-uniformly consistent density estimation in
nonparametric regression models",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "305--316",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001989",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:TES,
author = "Myoung-jae Lee",
title = "Treatment effects in sample selection models and their
nonparametric estimation",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "317--329",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001990",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2012:CIQ,
author = "Yanqin Fan and Sang Soo Park",
title = "Confidence intervals for the quantile of treatment
effects in randomized experiments",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "330--344",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002004",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmer:2012:QBN,
author = "Vadim Marmer and Artyom Shneyerov",
title = "Quantile-based nonparametric inference for first-price
auctions",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "345--357",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002016",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:BAP,
author = "Han Hong and Bruce Preston",
title = "{Bayesian} averaging, prediction and nonnested model
selection",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "358--369",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002028",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otsu:2012:TNN,
author = "Taisuke Otsu and Myung Hwan Seo and Yoon-Jae Whang",
title = "Testing for non-nested conditional moment restrictions
using unconditional empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "370--382",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100203X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2012:STN,
author = "Joel L. Horowitz",
title = "Specification testing in nonparametric instrumental
variable estimation",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "383--396",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002041",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2012:FRC,
author = "Joon Y. Park and Junhui Qian",
title = "Functional regression of continuous state
distributions",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "397--412",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002053",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2012:SQR,
author = "Zongwu Cai and Zhijie Xiao",
title = "Semiparametric quantile regression estimation in
dynamic models with partially varying coefficients",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "413--425",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002065",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frederiksen:2012:LPW,
author = "Per Frederiksen and Frank S. Nielsen and Morten
{\O}rregaard Nielsen",
title = "Local polynomial {Whittle} estimation of perturbed
fractional processes",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "426--447",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002077",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2012:PPE,
author = "Chang Sik Kim and In-Moo Kim",
title = "Partial parametric estimation for nonstationary
nonlinear regressions",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "448--457",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002089",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2012:SIG,
author = "Bent Jesper Christensen and Christian M. Dahl and Emma
M. Iglesias",
title = "Semiparametric inference in a {GARCH}-in-mean model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "458--472",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002090",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:SSV,
author = "Jun Yu",
title = "A semiparametric stochastic volatility model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "473--482",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002107",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qian:2012:ESP,
author = "Junhui Qian and Le Wang",
title = "Estimating semiparametric panel data models by
marginal integration",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "483--493",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002119",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:LUP,
author = "Seung-Hyun Hong and Leonardo Rezende",
title = "Lock-in and unobserved preferences in server operating
systems: a case of {Linux} vs. {Windows}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "494--503",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002120",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2012:RBT,
author = "Yoosoon Chang and Chi Mai Nguyen",
title = "Residual based tests for cointegration in dependent
panels",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "504--520",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002132",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2012:SIR,
author = "Peter M. Robinson and Supachoke Thawornkaiwong",
title = "Statistical inference on regression with spatial
dependence",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "521--542",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002144",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2012:SGE,
author = "Liangjun Su",
title = "Semiparametric {GMM} estimation of spatial
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "543--560",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002156",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00049-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000498",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2012:EI,
author = "Subal C. Kumbhakar and Robin C. Sickles",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "1--3",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001771",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hubbard:2012:SEM,
author = "Timothy P. Hubbard and Tong Li and Harry J. Paarsch",
title = "Semiparametric estimation in models of first-price,
sealed-bid auctions with affiliation",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "4--16",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001692",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Henderson:2012:EIN,
author = "Daniel J. Henderson and John A. List and Daniel L.
Millimet and Christopher F. Parmeter and Michael K.
Price",
title = "Empirical implementation of nonparametric first-price
auction models",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "17--28",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001710",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:IAB,
author = "Tong Li and Xiaoyong Zheng",
title = "Information acquisition and/or bid preparation: a
structural analysis of entry and bidding in timber sale
auctions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "29--46",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001679",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2012:BEA,
author = "Subal C. Kumbhakar and Christopher F. Parmeter and
Efthymios G. Tsionas",
title = "{Bayesian} estimation approaches to first-price
auctions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "47--59",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001680",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:ELI,
author = "Han Hong and Denis Nekipelov",
title = "Efficient local {IV} estimation of an empirical
auction model",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "60--69",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001722",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hicks:2012:SSC,
author = "Robert L. Hicks and William C. Horrace and Kurt E.
Schnier",
title = "Strategic substitutes or complements? {The} game of
where to fish",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "70--80",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001709",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Flabbi:2012:EJF,
author = "Luca Flabbi and Andrea Moro",
title = "The effect of job flexibility on female labor market
outcomes: Estimates from a search and bargaining
model",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "81--95",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001667",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Campo:2012:RAA,
author = "Sandra Campo",
title = "Risk aversion and asymmetry in procurement auctions:
Identification, estimation and application to
construction procurements",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "96--107",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001746",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bierens:2012:SNE,
author = "Herman J. Bierens and Hosin Song",
title = "Semi-nonparametric estimation of independently and
identically repeated first-price auctions via an
integrated simulated moments method",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "108--119",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001758",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2012:PDE,
author = "Andres Aradillas-Lopez",
title = "Pairwise-difference estimation of incomplete
information games",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "120--140",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001734",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kutlu:2012:EMP,
author = "Levent Kutlu and Robin C. Sickles",
title = "Estimation of market power in the presence of firm
level inefficiencies",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "141--155",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002442",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguirregabiria:2012:DOG,
author = "Victor Aguirregabiria and Chun-Yu Ho",
title = "A dynamic oligopoly game of the {US} airline industry:
Estimation and policy experiments",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "156--173",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100176X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00062-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000620",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:DJA,
author = "Anonymous",
title = "{2011 Dennis J. Aigner Award}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "v--v",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00090-5",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000905",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:JE,
author = "Anonymous",
title = "2011 {{\booktitle{Journal of Econometrics}}}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "vi--vi",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00091-7",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:LJF,
author = "Anonymous",
title = "List of the {JE Fellows} as of {January 2011}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "vii--xix",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00092-9",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000929",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2012:UCB,
author = "Joel L. Horowitz and Sokbae Lee",
title = "Uniform confidence bands for functions estimated
nonparametrically with instrumental variables",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "175--188",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.001",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002739",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCausland:2012:HMH,
author = "William J. McCausland",
title = "The {HESSIAN} method: Highly efficient simulation
smoothing, in a nutshell",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "189--206",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.003",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002752",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2012:TJN,
author = "Yacine A{\"\i}t-Sahalia and Jean Jacod and Jia Li",
title = "Testing for jumps in noisy high frequency data",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "207--222",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.004",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002764",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2012:TEB,
author = "Jay Bhattacharya and Azeem M. Shaikh and Edward
Vytlacil",
title = "Treatment effect bounds: an application to
{Swan--Ganz} catheterization",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "223--243",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.001",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Onatski:2012:APC,
author = "Alexei Onatski",
title = "Asymptotics of the principal components estimator of
large factor models with weakly influential factors",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "244--258",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.034",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000449",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2012:WPM,
author = "Yonghong An and Yingyao Hu",
title = "Well-posedness of measurement error models for
self-reported data",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "259--269",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.036",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000462",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasparis:2012:DMN,
author = "Ioannis Kasparis and Peter C. B. Phillips",
title = "Dynamic misspecification in nonparametric
cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "270--284",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.037",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2012:RNF,
author = "Abdelaati Daouia and Jean-Pierre Florens and
L{\'e}opold Simar",
title = "Regularization of nonparametric frontier estimators",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "285--299",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.032",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000425",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2012:NIN,
author = "Stefan Hoderlein and Halbert White",
title = "Nonparametric identification in nonseparable panel
data models with generalized fixed effects",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "300--314",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.033",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000437",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:2012:IEG,
author = "James D. Hamilton and Jing Cynthia Wu",
title = "Identification and estimation of {Gaussian} affine
term structure models",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "315--331",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.035",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000450",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norets:2012:BMJ,
author = "Andriy Norets and Justinas Pelenis",
title = "{Bayesian} modeling of joint and conditional
distributions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "332--346",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.001",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cizek:2012:SRE,
author = "Pavel C{\'\i}zek",
title = "Semiparametric robust estimation of truncated and
censored regression models",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "347--366",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.002",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000589",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aue:2012:SMN,
author = "Alexander Aue and Lajos Horv{\'a}th and Marie
Huskov{\'a}",
title = "Segmenting mean-nonstationary time series via trending
regressions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "367--381",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.003",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frandsen:2012:QTE,
author = "Brigham R. Frandsen and Markus Fr{\"o}lich and Blaise
Melly",
title = "Quantile treatment effects in the regression
discontinuity design",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "382--395",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.004",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:JEP,
author = "Suzanne S. Lee and Per A. Mykland",
title = "Jumps in equilibrium prices and market microstructure
noise",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "396--406",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.001",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000711",
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/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{Anonymous:2012:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00081-4",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000814",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PJ,
author = "Anonymous",
title = "Pages 175--408 ({June 2012})",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "??--??",
month = jun,
year = "2012",
CODEN = "JECMB6",
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/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mariano:2012:RAP,
author = "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
title = "Recent advances in panel data, nonlinear and
nonparametric models: a festschrift in honor of {Peter
C. B. Phillips}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "1--3",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.002",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2012:NTR,
author = "Peter M. Robinson",
title = "Nonparametric trending regression with cross-sectional
dependence",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "4--14",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.005",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000061",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2012:TNC,
author = "Yoosoon Chang",
title = "Taking a new contour: a novel approach to panel unit
root tests",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "15--28",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.013",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2012:BPU,
author = "H. R. Moon and B. Perron",
title = "Beyond panel unit root tests: Using multiple testing
to determine the nonstationarity properties of
individual series in a panel",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "29--33",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.008",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2012:SEP,
author = "Liangjun Su and Sainan Jin",
title = "Sieve estimation of panel data models with cross
section dependence",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "34--47",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.006",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Greenaway-McGrevy:2012:ADF,
author = "Ryan Greenaway-McGrevy and Chirok Han and Donggyu
Sul",
title = "Asymptotic distribution of factor augmented estimators
for panel regression",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "48--53",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.003",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:BDP,
author = "Yoonseok Lee",
title = "Bias in dynamic panel models under time series
misspecification",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "54--60",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.009",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2012:RWC,
author = "Joon Y. Park and Yoon-Jae Whang",
title = "Random walk or chaos: a formal test on the {Lyapunov}
exponent",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "61--74",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.012",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2012:JRV,
author = "Torben G. Andersen and Dobrislav Dobrev and Ernst
Schaumburg",
title = "Jump-robust volatility estimation using nearest
neighbor truncation",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "75--93",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.011",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2012:TVL,
author = "Federico M. Bandi and Roberto Ren{\`o}",
title = "Time-varying leverage effects",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "94--113",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.010",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:BEM,
author = "Jun Yu",
title = "Bias in the estimation of the mean reversion parameter
in continuous time models",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "114--122",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.004",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200005X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mariano:2012:STM,
author = "Roberto S. Mariano and Daniel Preve",
title = "Statistical tests for multiple forecast comparison",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "123--130",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.014",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hnatkovska:2012:CMC,
author = "Viktoria Hnatkovska and Vadim Marmer and Yao Tang",
title = "Comparison of misspecified calibrated models: The
minimum distance approach",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "131--138",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.007",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00100-5",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001005",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mariano:2012:RAN,
author = "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
title = "Recent advances in nonstationary time series: a
festschrift in honor of {Peter C. B. Phillips}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "139--141",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000255",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2012:UCS,
author = "Clive W. J. Granger",
title = "Useful conclusions from surprising results",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "142--146",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000413",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2012:RMT,
author = "Ke-Li Xu",
title = "Robustifying multivariate trend tests to nonstationary
volatility",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "147--154",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000267",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2012:CRS,
author = "Xu Cheng and Peter C. B. Phillips",
title = "Cointegrating rank selection in models with
time-varying variance",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "155--165",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2012:MAF,
author = "Liudas Giraitis and Peter C. B. Phillips",
title = "Mean and autocovariance function estimation near the
boundary of stationarity",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "166--178",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magdalinos:2012:MEA,
author = "Tassos Magdalinos",
title = "Mildly explosive autoregression under weak and strong
dependence",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "179--187",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000346",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2012:TUR,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Testing for unit roots in the presence of uncertainty
over both the trend and initial condition",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "188--195",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2012:ALG,
author = "Donald W. K. Andrews and Patrik Guggenberger",
title = "Asymptotics for {LS}, {GLS}, and feasible {GLS}
statistics in an {AR(1)} model with conditional
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "196--210",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000279",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2012:RIN,
author = "Zhijie Xiao",
title = "Robust inference in nonstationary time series models",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "211--223",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000371",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2012:MSC,
author = "In Choi and Eiji Kurozumi",
title = "Model selection criteria for the leads-and-lags
cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "224--238",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000310",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2012:MSW,
author = "Jennifer L. Castle and Jurgen A. Doornik and David F.
Hendry",
title = "Model selection when there are multiple breaks",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "239--246",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200036X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2012:MSP,
author = "Jae-Young Kim",
title = "Model selection in the presence of nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "247--257",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000395",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ploberger:2012:OEU,
author = "Werner Ploberger and Peter C. B. Phillips",
title = "Optimal estimation under nonstandard conditions",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "258--265",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000358",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shimotsu:2012:ELW,
author = "Katsumi Shimotsu",
title = "Exact local {Whittle} estimation of fractionally
cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "266--278",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000383",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2012:SBS,
author = "Yacine A{\"\i}t-Sahalia and Joon Y. Park",
title = "Stationarity-based specification tests for diffusions
when the process is nonstationary",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "279--292",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000401",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauer:2012:PRS,
author = "Dietmar Bauer and Alex Maynard",
title = "Persistence-robust surplus-lag {Granger} causality
testing",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "293--300",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000334",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shintani:2012:SRT,
author = "Mototsugu Shintani and Tomoyoshi Yabu and Daisuke
Nagakura",
title = "Spurious regressions in technical trading",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "301--309",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000292",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00137-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:LRJ,
author = "Anonymous",
title = "List of Referees From {January 1, 2011 to December 31,
2011}",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "I--V",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00170-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001704",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clark:2012:STP,
author = "Todd E. Clark and Michael W. McCracken",
title = "In-sample tests of predictive ability: a new
approach",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "1--14",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200111X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liang:2012:FCR,
author = "Zhongwen Liang and Qi Li",
title = "Functional coefficient regression models with time
trend",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "15--31",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000784",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2012:TSM,
author = "Don H. Kim and Kenneth J. Singleton",
title = "Term structure models and the zero bound: an empirical
investigation of {Japanese} yields",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "32--49",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001352",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bennala:2012:PGR,
author = "Nezar Bennala and Marc Hallin and Davy Paindaveine",
title = "Pseudo-{Gaussian} and rank-based optimal tests for
random individual effects in large n small T panels",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "50--67",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000772",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2012:DFT,
author = "Miguel A. Delgado and Juan Carlos Escanciano",
title = "Distribution-free tests of stochastic monotonicity",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "68--75",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000723",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kato:2012:APQ,
author = "Kengo Kato and Antonio F. Galvao and Gabriel V.
Montes-Rojas",
title = "Asymptotics for panel quantile regression models with
individual effects",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "76--91",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000760",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kemp:2012:RTM,
author = "Gordon C. R. Kemp and J. M. C. Santos Silva",
title = "Regression towards the mode",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "92--101",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000735",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bartolucci:2012:PCM,
author = "Francesco Bartolucci and Valentina Nigro",
title = "Pseudo conditional maximum likelihood estimation of
the dynamic logit model for binary panel data",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "102--116",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000954",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2012:IML,
author = "Valentina Corradi and Walter Distaso and Marcelo
Fernandes",
title = "International market links and volatility
transmission",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "117--141",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000759",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2012:TEE,
author = "Richard A. Davis and Thomas Mikosch and Ivor Cribben",
title = "Towards estimating extremal serial dependence via the
bootstrapped extremogram",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "142--152",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000978",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fanelli:2012:DID,
author = "Luca Fanelli",
title = "Determinacy, indeterminacy and dynamic
misspecification in linear rational expectations
models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "153--163",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000966",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2012:LMT,
author = "Badi H. Baltagi and Qu Feng and Chihwa Kao",
title = "A {Lagrange} Multiplier test for cross-sectional
dependence in a fixed effects panel data model",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "164--177",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200098X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenish:2012:SPA,
author = "Nazgul Jenish and Ingmar R. Prucha",
title = "On spatial processes and asymptotic inference under
near-epoch dependence",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "178--190",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duan:2012:MCD,
author = "Jin-Chuan Duan and Jie Sun and Tao Wang",
title = "Multiperiod corporate default prediction --- a forward
intensity approach",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "191--209",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001145",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koo:2012:ESL,
author = "Bonsoo Koo and Oliver Linton",
title = "Estimation of semiparametric locally stationary
diffusion models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "210--233",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001157",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsionas:2012:MLE,
author = "Efthymios G. Tsionas",
title = "Maximum likelihood estimation of stochastic frontier
models by the {Fourier} transform",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "234--248",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000796",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:2012:WSY,
author = "Dale J. Poirier",
title = "What is sensible for your agents should be sensible
for yourself",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "249--250",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000747",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00163-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001637",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PS,
author = "Anonymous",
title = "Pages 1--250 ({September 2012})",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "??--??",
month = sep,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrasco:2012:EI,
author = "Marine Carrasco and Mehmet Caner and Yuichi Kitamura
and Eric Renault",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "251--255",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001169",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arellano:2012:U,
author = "Manuel Arellano and Lars Peter Hansen and Enrique
Sentana",
title = "Underidentification?",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "256--280",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001170",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2012:IRM,
author = "Alastair R. Hall and Sanggohn Han and Otilia Boldea",
title = "Inference regarding multiple structural changes in
linear models with endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "281--302",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001182",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Penaranda:2012:STR,
author = "Francisco Pe{\~n}aranda and Enrique Sentana",
title = "Spanning tests in return and stochastic discount
factor mean-variance frontiers: a unifying approach",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "303--324",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001194",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2012:PLS,
author = "Lars Peter Hansen",
title = "Proofs for large sample properties of generalized
method of moments estimators",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "325--330",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001200",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guggenberger:2012:GSU,
author = "Patrik Guggenberger and Joaquim J. S. Ramalho and
Richard J. Smith",
title = "{GEL} statistics under weak identification",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "331--349",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001212",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2012:EMD,
author = "Bertille Antoine and Eric Renault",
title = "Efficient minimum distance estimation with multiple
rates of convergence",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "350--367",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001224",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anatolyev:2012:IRM,
author = "Stanislav Anatolyev",
title = "Inference in regression models with many regressors",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "368--382",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001236",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrasco:2012:RAM,
author = "Marine Carrasco",
title = "A regularization approach to the many instruments
problem",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "383--398",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001248",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuersteiner:2012:KWG,
author = "Guido M. Kuersteiner",
title = "Kernel-weighted {GMM} estimators for linear time
series models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "399--421",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200125X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2012:CMW,
author = "Mehmet Caner and Nese Yildiz",
title = "{CUE} with many weak instruments and nearly singular
design",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "422--441",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2012:SEB,
author = "Chunrong Ai and Xiaohong Chen",
title = "The semiparametric efficiency bound for models of
sequential moment restrictions containing unknown
functions",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "442--457",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Florens:2012:NEI,
author = "Jean-Pierre Florens and Anna Simoni",
title = "Nonparametric estimation of an instrumental
regression: a quasi-{Bayesian} approach based on
regularized posterior",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "458--475",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2012:LGE,
author = "Nikolay Gospodinov and Taisuke Otsu",
title = "Local {GMM} estimation of time series models with
conditional moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "476--490",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001297",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Severini:2012:EBE,
author = "Thomas A. Severini and Gautam Tripathi",
title = "Efficiency bounds for estimating linear functionals of
nonparametric regression models with endogenous
regressors",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "491--498",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001303",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2012:ICI,
author = "Alastair R. Hall and Atsushi Inoue and James M. Nason
and Barbara Rossi",
title = "Information criteria for impulse response function
matching estimation of {DSGE} models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "499--518",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Hall:2014:CT}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001315",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Almeida:2012:AMA,
author = "Caio Almeida and Ren{\'e} Garcia",
title = "Assessing misspecified asset pricing models with
empirical likelihood estimators",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "519--537",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001327",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmer:2012:OCM,
author = "Vadim Marmer and Taisuke Otsu",
title = "Optimal comparison of misspecified moment restriction
models under a chosen measure of fit",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "538--550",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001339",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00179-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001790",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2012:NEI,
author = "Gordon Anderson and Oliver Linton and Yoon-Jae Whang",
title = "Nonparametric estimation and inference about the
overlap of two distributions",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "1--23",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001108",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Halunga:2012:RBE,
author = "Andreea G. Halunga and Denise R. Osborn",
title = "Ratio-based estimators for a change point in
persistence",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "24--31",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001716",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2012:NID,
author = "Yingyao Hu and Matthew Shum",
title = "Nonparametric identification of dynamic models with
unobserved state variables",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "32--44",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001479",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canay:2012:HLO,
author = "Ivan A. Canay and Taisuke Otsu",
title = "Hodges-{Lehmann} optimality for testing moment
conditions",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "45--53",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001728",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kline:2012:HOP,
author = "Patrick Kline and Andres Santos",
title = "Higher order properties of the wild bootstrap under
misspecification",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "54--70",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001480",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2012:STP,
author = "Jia Chen and Jiti Gao and Degui Li",
title = "Semiparametric trending panel data models with
cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "71--85",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001613",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{West:2012:EAP,
author = "Kenneth D. West",
title = "Econometric analysis of present value models when the
discount factor is near one",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "86--97",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200173X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00206-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PN,
author = "Anonymous",
title = "Pages 1--98 ({November 2012})",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "??--??",
month = nov,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2012:IAI,
author = "John Geweke and Gary Koop and Richard Paap",
title = "Introduction for the annals issue of the Journal of
Econometrics on ``{Bayesian} Models, Methods and
Applications''",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "99--100",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001492",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoogerheide:2012:CAI,
author = "Lennart Hoogerheide and Anne Opschoor and Herman K.
van Dijk",
title = "A class of adaptive importance sampling weighted {EM}
algorithms for efficient and robust posterior and
predictive simulation",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "101--120",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001583",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Villani:2012:GSF,
author = "Mattias Villani and Robert Kohn and David J. Nott",
title = "Generalized smooth finite mixtures",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "121--133",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001595",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pitt:2012:SPM,
author = "Michael K. Pitt and Ralph dos Santos Silva and Paolo
Giordani and Robert Kohn",
title = "On some properties of {Markov} chain {Monte Carlo}
simulation methods based on the particle filter",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "134--151",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001510",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Herbst:2012:EDM,
author = "Edward Herbst and Frank Schorfheide",
title = "Evaluating {DSGE} model forecasts of comovements",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "152--166",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001558",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Waggoner:2012:CMM,
author = "Daniel F. Waggoner and Tao Zha",
title = "Confronting model misspecification in macroeconomics",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "167--184",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001601",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2012:NBM,
author = "John Geweke",
title = "Nonparametric {Bayesian} modelling of monotone
preferences for discrete choice experiments",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "185--204",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001509",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:BAP,
author = "Mingliang Li and Kevin J. Mumford and Justin L.
Tobias",
title = "A {Bayesian} analysis of payday loans and their
regulation",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "205--216",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001571",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maneesoonthorn:2012:PFV,
author = "Worapree Maneesoonthorn and Gael M. Martin and
Catherine S. Forbes and Simone D. Grose",
title = "Probabilistic forecasts of volatility and its risk
premia",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "217--236",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001534",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2012:BMA,
author = "Gary Koop and Roberto Leon-Gonzalez and Rodney
Strachan",
title = "{Bayesian} model averaging in the instrumental
variable regression model",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "237--250",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001522",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ley:2012:MPB,
author = "Eduardo Ley and Mark F. J. Steel",
title = "Mixtures of $g$-priors for {Bayesian} model averaging
with economic applications",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "251--266",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200156X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Salimans:2012:VSF,
author = "Tim Salimans",
title = "Variable selection and functional form uncertainty in
cross-country growth regressions",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "267--280",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001546",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00223-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002230",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2013:ETA,
author = "Jiti Gao and Dag Tj{\o}stheim and Jiying Yin",
title = "Estimation in threshold autoregressive models with a
stationary and a unit root regime",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "1--13",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2013:TFI,
author = "Sokbae Lee and Kyungchul Song and Yoon-Jae Whang",
title = "Testing functional inequalities",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "14--32",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200190X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tjostheim:2013:LGC,
author = "Dag Tj{\o}stheim and Karl Ove Hufthammer",
title = "Local {Gaussian} correlation: a new measure of
dependence",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "33--48",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001741",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2013:BRM,
author = "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves and
Nour Meddahi",
title = "Bootstrapping realized multivariate volatility
measures",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "49--65",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001765",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2013:ZIS,
author = "Subal C. Kumbhakar and Christopher F. Parmeter and
Efthymios G. Tsionas",
title = "A zero inefficiency stochastic frontier model",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "66--76",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002163",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2013:PML,
author = "Honglin Wang and Emma M. Iglesias and Jeffrey M.
Wooldridge",
title = "Partial maximum likelihood estimation of spatial
probit models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "77--89",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001893",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pelagatti:2013:RTS,
author = "Matteo M. Pelagatti and Pranab K. Sen",
title = "Rank tests for short memory stationarity",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "90--105",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hurn:2013:QML,
author = "A. S. Hurn and K. A. Lindsay and A. J. McClelland",
title = "A quasi-maximum likelihood method for estimating the
parameters of multivariate diffusions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "106--126",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002187",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Trapani:2013:BPF,
author = "Lorenzo Trapani",
title = "On bootstrapping panel factor series",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "127--141",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2013:JES,
author = "Marcus J. Chambers",
title = "Jackknife estimation of stationary autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "142--157",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002199",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boldea:2013:EIU,
author = "Otilia Boldea and Alastair R. Hall",
title = "Estimation and inference in unstable nonlinear least
squares models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "158--167",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002205",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2013:DFE,
author = "Shakeeb Khan",
title = "Distribution free estimation of heteroskedastic binary
response models using {Probit\slash Logit} criterion
functions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "168--182",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001753",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00237-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002370",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PJa,
author = "Anonymous",
title = "Pages 1--182 ({January 2013})",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "??--??",
month = jan,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paolella:2013:LDH,
author = "Marc Paolella and Eric Renault and Gennady
Samorodnitsky and David Veredas",
title = "Latest developments on heavy-tailed distributions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "183--185",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001911",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nolan:2013:LNR,
author = "John P. Nolan and Diana Ojeda-Revah",
title = "Linear and nonlinear regression with stable errors",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "186--194",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001923",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2013:OSE,
author = "Marc Hallin and Yvik Swan and Thomas Verdebout and
David Veredas",
title = "One-step {$R$}-estimation in linear models with stable
errors",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "195--204",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200200X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mikosch:2013:HTO,
author = "Thomas Mikosch and Casper G. de Vries",
title = "Heavy tails of {OLS}",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "205--221",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001996",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2013:MII,
author = "Beth Andrews and Richard A. Davis",
title = "Model identification for infinite variance
autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "222--234",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001935",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dominicy:2013:MSQ,
author = "Yves Dominicy and David Veredas",
title = "The method of simulated quantiles",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "235--247",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001947",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ogata:2013:EMS,
author = "Hiroaki Ogata",
title = "Estimation for multivariate stable distributions with
generalized empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "248--254",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002011",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hill:2013:MCT,
author = "Jonathan B. Hill and Mike Aguilar",
title = "Moment condition tests for heavy tailed time series",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "255--274",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001972",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCulloch:2013:ENS,
author = "J. Huston McCulloch and E. Richard Percy",
title = "Extended {Neyman} smooth goodness-of-fit tests,
applied to competing heavy-tailed distributions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "275--282",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Danielsson:2013:FTV,
author = "J{\'o}n Dan{\'\i}elsson and Bj{\o}rn N. Jorgensen and
Gennady Samorodnitsky and Mandira Sarma and Casper G.
de Vries",
title = "Fat tails, {VaR} and subadditivity",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "283--291",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001959",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Broda:2013:SMG,
author = "Simon A. Broda and Markus Haas and Jochen Krause and
Marc S. Paolella and Sven C. Steude",
title = "Stable mixture {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "292--306",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001960",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2013:JTE,
author = "Tim Bollerslev and Viktor Todorov and Sophia Zhengzi
Li",
title = "Jump tails, extreme dependencies, and the distribution
of stock returns",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "307--324",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001984",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fasen:2013:SEM,
author = "Vicky Fasen",
title = "Statistical estimation of multivariate
{Ornstein--Uhlenbeck} processes and applications to
co-integration",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "325--337",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00251-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002515",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:AZA,
author = "Anonymous",
title = "{2012 Arnold Zellner Award}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "v--v",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00012-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000122",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:JE,
author = "Anonymous",
title = "2012 {{\booktitle{Journal of Econometrics}}}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "vi--vi",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00013-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000134",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:LJF,
author = "Anonymous",
title = "List of the {JE Fellows} as of {January 2012}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "vii--xx",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00014-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000146",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Laurent:2013:LFR,
author = "S{\'e}bastien Laurent and Jeroen V. K. Rombouts and
Francesco Violante",
title = "On loss functions and ranking forecasting performances
of multivariate volatility models",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "1--10",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001777",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2013:GQR,
author = "Robert Chambers and Rolf F{\"a}re and Shawna Grosskopf
and Michael Vardanyan",
title = "Generalized quadratic revenue functions",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "11--21",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002217",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Saijo:2013:EDM,
author = "Hikaru Saijo",
title = "Estimating {DSGE} models using seasonally adjusted and
unadjusted data",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "22--35",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2013:MLE,
author = "Donald W. K. Andrews and Xu Cheng",
title = "Maximum likelihood estimation and uniform inference
with sporadic identification failure",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "36--56",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002357",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2013:SPE,
author = "Patrick Gagliardini and Diego Ronchetti",
title = "Semi-parametric estimation of {American} option
prices",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "57--82",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002345",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2013:TWU,
author = "Bin Chen and Zhaogang Song",
title = "Testing whether the underlying continuous-time process
follows a diffusion: an infinitesimal operator-based
approach",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "83--107",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002333",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2013:CST,
author = "Nikolay Gospodinov and Raymond Kan and Cesare
Robotti",
title = "Chi-squared tests for evaluation and comparison of
asset pricing models",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "108--125",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002485",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2013:PTS,
author = "Ke-Li Xu",
title = "Powerful tests for structural changes in volatility",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "126--142",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00019-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000195",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PMa,
author = "Anonymous",
title = "Pages 1--142 ({March 2013})",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "??--??",
month = mar,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2013:TDB,
author = "Seongman Moon and Carlos Velasco",
title = "Tests for $m$-dependence based on sample splitting
methods",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "143--159",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002679",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2013:ETP,
author = "Debopam Bhattacharya",
title = "Evaluating treatment protocols using data
combination",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "160--174",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kruiniger:2013:QME,
author = "Hugo Kruiniger",
title = "Quasi {ML} estimation of the panel {AR(1)} model with
arbitrary initial conditions",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "175--188",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okhrin:2013:SEH,
author = "Ostap Okhrin and Yarema Okhrin and Wolfgang Schmid",
title = "On the structure and estimation of hierarchical
{Archimedean} copulas",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "189--204",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002667",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00023-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000237",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PAa,
author = "Anonymous",
title = "Pages 143--204 ({April 2013})",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "??--??",
month = apr,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:2013:PDM,
author = "Seung C. Ahn and Young H. Lee and Peter Schmidt",
title = "Panel data models with multiple time-varying
individual effects",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "1--14",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300002X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2013:PBO,
author = "Graham Elliott and Robert P. Lieli",
title = "Predicting binary outcomes",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "15--26",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000171",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bikbov:2013:MPR,
author = "Ruslan Bikbov and Mikhail Chernov",
title = "Monetary policy regimes and the term structure of
interest rates",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "27--43",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300016X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krause:2013:CEL,
author = "Melanie Krause",
title = "Corrigendum to {``Elliptical Lorenz Curves'' [J.
Econom. {\bf 40} (1989) 327--338]}",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "44--44",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Villasenor:1989:ELC}.",
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author = "Anonymous",
title = "{Editorial Board}",
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author = "Anonymous",
title = "Pages 1--44 ({May 2013})",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "??--??",
month = may,
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@Article{Choi:2013:CFL,
author = "Seungmoon Choi",
title = "Closed-form likelihood expansions for multivariate
time-inhomogeneous diffusions",
journal = j-J-ECONOMETRICS,
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number = "2",
pages = "45--65",
month = jun,
year = "2013",
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acknowledgement = ack-nhfb,
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Muller:2013:LFR,
author = "Ulrich K. M{\"u}ller and Mark W. Watson",
title = "Low-frequency robust cointegration testing",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "66--81",
month = jun,
year = "2013",
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@Article{Zhang:2013:MAJ,
author = "Xinyu Zhang and Alan T. K. Wan and Guohua Zou",
title = "Model averaging by jackknife criterion in models with
dependent data",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "82--94",
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year = "2013",
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@Article{DHaultfoeuille:2013:IER,
author = "Xavier D'Haultf{\oe}uille and Arnaud Maurel",
title = "Inference on an extended {Roy} model, with an
application to schooling decisions in {France}",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "95--106",
month = jun,
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acknowledgement = ack-nhfb,
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@Article{Kuersteiner:2013:LTP,
author = "Guido M. Kuersteiner and Ingmar R. Prucha",
title = "Limit theory for panel data models with cross
sectional dependence and sequential exogeneity",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "107--126",
month = jun,
year = "2013",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Cattaneo:2013:OCR,
author = "Matias D. Cattaneo and Max H. Farrell",
title = "Optimal convergence rates, {Bahadur} representation,
and asymptotic normality of partitioning estimators",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "127--143",
month = jun,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.002",
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bibdate = "Wed Mar 6 14:50:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Hill:2013:TCV,
author = "Jonathan B. Hill and Artyom Shneyerov",
title = "Are there common values in first-price auctions? {A}
tail-index nonparametric test",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "144--164",
month = jun,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.003",
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bibdate = "Wed Mar 6 14:50:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Handel:2013:RFP,
author = "Benjamin R. Handel and Kanishka Misra and James W.
Roberts",
title = "Robust firm pricing with panel data",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "165--185",
month = jun,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.007",
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bibdate = "Wed Mar 6 14:50:00 MST 2019",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Hu:2013:IFP,
author = "Yingyao Hu and David McAdams and Matthew Shum",
title = "Identification of first-price auctions with
non-separable unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "186--193",
month = jun,
year = "2013",
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acknowledgement = ack-nhfb,
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author = "Anonymous",
title = "{Editorial Board}",
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@Article{Anonymous:2013:PJb,
author = "Anonymous",
title = "Pages 45--194 ({June 2013})",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "??--??",
month = jun,
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@Article{Huber:2013:PEB,
author = "Martin Huber and Michael Lechner and Conny Wunsch",
title = "The performance of estimators based on the propensity
score",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "1",
pages = "1--21",
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@Article{Abadir:2013:NPR,
author = "Karim M. Abadir and Giovanni Caggiano and Gabriel
Talmain",
title = "{Nelson}-Plosser revisited: The {ACF} approach",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "1",
pages = "22--34",
month = jul,
year = "2013",
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@Article{Han:2013:FDM,
author = "Chirok Han and Peter C. B. Phillips",
title = "First difference maximum likelihood and dynamic panel
estimation",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "1",
pages = "35--45",
month = jul,
year = "2013",
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@Article{Gayle:2013:ENP,
author = "Wayne-Roy Gayle and Soiliou Daw Namoro",
title = "Estimation of a nonlinear panel data model with
semiparametric individual effects",
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number = "1",
pages = "46--59",
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title = "Pages 1--60 ({July 2013})",
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pages = "??--??",
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@Article{Arbues:2013:DMO,
author = "Ignacio Arbu{\'e}s",
title = "Determining the {MSE}-optimal cross section to
forecast",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "2",
pages = "61--70",
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@Article{Gayle:2013:ICE,
author = "Wayne-Roy Gayle",
title = "Identification and {$N$}-consistent estimation of a
nonlinear panel data model with correlated unobserved
effects",
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number = "2",
pages = "71--83",
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@Article{Hidalgo:2013:TSS,
author = "Javier Hidalgo and Myung Hwan Seo",
title = "Testing for structural stability in the whole sample",
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number = "2",
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@Article{Pesaran:2013:PUR,
author = "M. Hashem Pesaran and L. Vanessa Smith and Takashi
Yamagata",
title = "Panel unit root tests in the presence of a multifactor
error structure",
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number = "2",
pages = "94--115",
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year = "2013",
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@Article{Shiu:2013:IEN,
author = "Ji-Liang Shiu and Yingyao Hu",
title = "Identification and estimation of nonlinear dynamic
panel data models with unobserved covariates",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "2",
pages = "116--131",
month = aug,
year = "2013",
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@Article{Fuentes-Albero:2013:MCM,
author = "Cristina Fuentes-Albero and Leonardo Melosi",
title = "Methods for computing marginal data densities from the
{Gibbs} output",
journal = j-J-ECONOMETRICS,
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number = "2",
pages = "132--141",
month = aug,
year = "2013",
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@Article{Amado:2013:MVV,
author = "Cristina Amado and Timo Ter{\"a}svirta",
title = "Modelling volatility by variance decomposition",
journal = j-J-ECONOMETRICS,
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pages = "142--153",
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PAb,
author = "Anonymous",
title = "Pages 61--154 ({August 2013})",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "2",
pages = "??--??",
month = aug,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Judge:2013:FOC,
author = "George Judge",
title = "{Fellow}'s opinion corner: Econometric information
recovery",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "1--2",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000638",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jensen:2013:BSM,
author = "Mark J. Jensen and John M. Maheu",
title = "{Bayesian} semiparametric multivariate {GARCH}
modeling",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "3--17",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2013:PCE,
author = "Jushan Bai and Serena Ng",
title = "Principal components estimation and identification of
static factors",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "18--29",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iacone:2013:TBT,
author = "Fabrizio Iacone and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Testing for a break in trend when the order of
integration is unknown",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "30--45",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmer:2013:WME,
author = "Vadim Marmer and Artyom Shneyerov and Pai Xu",
title = "What model for entry in first-price auctions? {A}
nonparametric approach",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "46--58",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000821",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2013:SET,
author = "Jiti Gao and Peter C. B. Phillips",
title = "Semiparametric estimation in triangular system
equations with nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "59--79",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300095X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2013:ACF,
author = "Xinyu Zhang and Zudi Lu and Guohua Zou",
title = "Adaptively combined forecasting for discrete response
time series",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "80--91",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00118-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PS,
author = "Anonymous",
title = "Pages 1--92 ({September 2013})",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "??--??",
month = sep,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Filipovic:2013:DAM,
author = "Damir Filipovi{\'c} and Eberhard Mayerhofer and Paul
Schneider",
title = "Density approximations for multivariate affine
jump-diffusion processes",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "93--111",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000596",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2013:NDP,
author = "Liangjun Su and Xun Lu",
title = "Nonparametric dynamic panel data models: Kernel
estimation and specification testing",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "112--133",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2013:RAR,
author = "Alain Guay and Emmanuel Guerre and Step{\'a}na
Lazarov{\'a}",
title = "Robust adaptive rate-optimal testing for the white
noise hypothesis",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "134--145",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fulop:2013:ELS,
author = "Andras Fulop and Junye Li",
title = "Efficient learning via simulation: a marginalized
resample-move approach",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "146--161",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2013:MAS,
author = "Joshua C. C. Chan",
title = "Moving average stochastic volatility models with
application to inflation forecast",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "162--172",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001255",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00136-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300136X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PO,
author = "Anonymous",
title = "Pages 93--172 ({October 2013})",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "??--??",
month = oct,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2013:IIR,
author = "Atsushi Inoue and Lutz Kilian",
title = "Inference on impulse response functions in structural
{VAR} models",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "1--13",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Inoue:2019:CII}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001310",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Komarova:2013:BCM,
author = "Tatiana Komarova",
title = "Binary choice models with discrete regressors:
Identification and misspecification",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "14--33",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001279",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2013:GMP,
author = "Christian Francq and Olivier Wintenberger and
Jean-Michel Zako{\"\i}an",
title = "{GARCH} models without positivity constraints:
Exponential or log {GARCH}?",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "34--46",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001267",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavergne:2013:SMD,
author = "Pascal Lavergne and Valentin Patilea",
title = "Smooth minimum distance estimation and testing with
conditional estimating equations: Uniform in bandwidth
theory",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "47--59",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McElroy:2013:DTS,
author = "Tucker McElroy and Dimitris N. Politis",
title = "Distribution theory for the {Studentized} mean for
long, short, and negative memory time series",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "60--74",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001334",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gossner:2013:FSE,
author = "Olivier Gossner and Karl H. Schlag",
title = "Finite-sample exact tests for linear regressions with
bounded dependent variables",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "75--84",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001346",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2013:HSD,
author = "Min Seong Kim and Yixiao Sun",
title = "Heteroskedasticity and spatiotemporal dependence
robust inference for linear panel models with fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "85--108",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galichon:2013:DB,
author = "Alfred Galichon and Marc Henry",
title = "Dilation bootstrap",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "109--115",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001292",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cosslett:2013:ESE,
author = "Stephen R. Cosslett",
title = "Efficient semiparametric estimation for endogenously
stratified regression via smoothed likelihood",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "116--129",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00171-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001711",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PN,
author = "Anonymous",
title = "Pages 1--130 ({November 2013})",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "??--??",
month = nov,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Timmermann:2013:DEM,
author = "Allan Timmermann and Herman K. van Dijk",
title = "Dynamic econometric modeling and forecasting in the
presence of instability",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "131--133",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000675",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2013:OFP,
author = "M. Hashem Pesaran and Andreas Pick and Mikhail
Pranovich",
title = "Optimal forecasts in the presence of structural
breaks",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "134--152",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000687",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2013:AFP,
author = "Liudas Giraitis and George Kapetanios and Simon
Price",
title = "Adaptive forecasting in the presence of recent and
ongoing structural change",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "153--170",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000699",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2013:FLM,
author = "Cindy Shin-Huei Wang and Luc Bauwens and Cheng Hsiao",
title = "Forecasting a long memory process subject to
structural breaks",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "171--184",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000833",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2013:LTV,
author = "Gary Koop and Dimitris Korobilis",
title = "Large time-varying parameter {VARs}",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "185--198",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2013:CPD,
author = "Barbara Rossi and Tatevik Sekhposyan",
title = "Conditional predictive density evaluation in the
presence of instabilities",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "199--212",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000857",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Billio:2013:TVC,
author = "Monica Billio and Roberto Casarin and Francesco
Ravazzolo and Herman K. van Dijk",
title = "Time-varying combinations of predictive densities
using nonlinear filtering",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "213--232",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000869",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amengual:2013:SES,
author = "Dante Amengual and Gabriele Fiorentini and Enrique
Sentana",
title = "Sequential estimation of shape parameters in
multivariate dynamic models",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "233--249",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000870",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2013:PRU,
author = "Peter C. B. Phillips and Ji Hyung Lee",
title = "Predictive regression under various degrees of
persistence and robust long-horizon regression",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "250--264",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2013:TUR,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Testing for unit roots in the possible presence of
multiple trend breaks using minimum {Dickey--Fuller}
statistics",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "265--284",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000894",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2013:LSE,
author = "S{\o}ren Johansen and Theis Lange",
title = "Least squares estimation in a simple random
coefficient autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "285--288",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bates:2013:CFE,
author = "Brandon J. Bates and Mikkel Plagborg-M{\o}ller and
James H. Stock and Mark W. Watson",
title = "Consistent factor estimation in dynamic factor models
with structural instability",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "289--304",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000912",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2013:FFV,
author = "Jennifer L. Castle and Michael P. Clements and David
F. Hendry",
title = "Forecasting by factors, by variables, by both or
neither?",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "305--319",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000924",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2013:MSM,
author = "Fei Chen and Francis X. Diebold and Frank
Schorfheide",
title = "A {Markov}-switching multifractal inter-trade duration
model, with application to {US} equities",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "320--342",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Favero:2013:MFG,
author = "Carlo A. Favero",
title = "Modelling and forecasting government bond spreads in
the euro area: a {GVAR} model",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "343--356",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300081X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2013:CSR,
author = "Graham Elliott and Antonio Gargano and Allan
Timmermann",
title = "Complete subset regressions",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "357--373",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00211-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300211X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2014:MTM,
author = "Zongwu Cai and Yongmiao Hong and Qi Li",
title = "Misspecification test methods in econometrics",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "1--3",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001516",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2014:TPR,
author = "Zongwu Cai and Yunfei Wang",
title = "Testing predictive regression models with
nonstationary regressors",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "4--14",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001528",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:2014:TOR,
author = "John C. Chao and Jerry A. Hausman and Whitney K. Newey
and Norman R. Swanson and Tiemen Woutersen",
title = "Testing overidentifying restrictions with many
instruments and heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "15--21",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300153X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:UAV,
author = "Bin Chen and Yongmiao Hong",
title = "A unified approach to validating univariate and
multivariate conditional distribution models in time
series",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "22--44",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001541",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2014:NIC,
author = "Yanqin Fan and Sang Soo Park",
title = "Nonparametric inference for counterfactual means:
Bias-correction, confidence sets, and weak {IV}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "45--56",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001553",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gu:2014:TCR,
author = "Jingping Gu and Zhongwen Liang",
title = "Testing cointegration relationship in a semiparametric
varying coefficient model",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "57--70",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001565",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsu:2014:CST,
author = "Shih-Hsun Hsu and Chung-Ming Kuan",
title = "Constructing smooth tests without estimating the
eigenpairs of the limiting process",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "71--79",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gan:2014:MST,
author = "Li Gan and Cheng Hsiao and Shu Xu",
title = "Model specification test with correlated but not
cointegrated variables",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "80--85",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001589",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2014:NHM,
author = "Jinyong Hahn and Whitney K. Newey and Richard J.
Smith",
title = "Neglected heterogeneity in moment condition models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "86--100",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harding:2014:ETQ,
author = "Matthew Harding and Carlos Lamarche",
title = "Estimating and testing a quantile regression model
with interactive effects",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "101--113",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2014:ESP,
author = "Jerry A. Hausman and Tiemen Woutersen",
title = "Estimating a semi-parametric duration model without
specifying heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "114--131",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001619",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2014:AQL,
author = "Jae-Young Kim",
title = "An alternative quasi likelihood approach, {Bayesian}
analysis and data-based inference for model
specification",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "132--145",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001620",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:TLD,
author = "Yoon-Jin Lee",
title = "Testing a linear dynamic panel data model against
nonlinear alternatives",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "146--166",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001632",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2014:CNT,
author = "Zhongjian Lin and Qi Li and Yiguo Sun",
title = "A consistent nonparametric test of parametric
regression functional form in fixed effects panel data
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "167--179",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001644",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2014:VAS,
author = "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
title = "Volatility activity: Specification and estimation",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "180--193",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001656",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2014:RCR,
author = "Xun Lu and Halbert White",
title = "Robustness checks and robustness tests in applied
economics",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "194--206",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001668",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "ifc--ifc",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2014:AIJ,
author = "Graham Elliott and A. M. Robert Taylor",
title = "Annals issue of {{\booktitle{Journal of
Econometrics}}} ``Recent Advances in Time Series
Econometrics'': {Guest Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "207--209",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001851",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2014:OEC,
author = "Peter C. B. Phillips",
title = "Optimal estimation of cointegrated systems with
irrelevant instruments",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "210--224",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001863",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2014:EML,
author = "Peter M. Robinson",
title = "The estimation of misspecified long memory models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "225--230",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001875",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:2014:TIA,
author = "James D. Hamilton and Jing Cynthia Wu",
title = "Testable implications of affine term structure
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "231--242",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001887",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2014:TSU,
author = "Marcus J. Chambers and Joanne S. Ercolani and A. M.
Robert Taylor",
title = "Testing for seasonal unit roots by frequency domain
regression",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "243--258",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001899",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2014:TUR,
author = "Giuseppe Cavaliere and Fang Xu",
title = "Testing for unit roots in bounded time series",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "259--272",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001905",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2014:ALD,
author = "M. Hashem Pesaran and Alexander Chudik",
title = "Aggregation in large dynamic panels",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "273--285",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2014:MSU,
author = "Jennifer L. Castle and David F. Hendry",
title = "Model selection in under-specified equations facing
breaks",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "286--293",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001929",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2014:TOF,
author = "Cheng Hsiao and Shui Ki Wan",
title = "Is there an optimal forecast combination?",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "294--309",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002339",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2014:AIP,
author = "S{\o}ren Johansen and Katarina Juselius",
title = "An asymptotic invariance property of the common trends
under linear transformations of the data",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "310--315",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001930",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{White:2014:GCE,
author = "Halbert White and Davide Pettenuzzo",
title = "{Granger} causality, exogeneity, cointegration, and
economic policy analysis",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "316--330",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001942",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berenguer-Rico:2014:SSP,
author = "Vanessa Berenguer-Rico and Jes{\'u}s Gonzalo",
title = "Summability of stochastic processes --- a
generalization of integration for non-linear
processes",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "331--341",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001954",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thornton:2014:ADR,
author = "Michael A. Thornton",
title = "The aggregation of dynamic relationships caused by
incomplete information",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "342--351",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001966",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2014:FFM,
author = "Hyun Hak Kim and Norman R. Swanson",
title = "Forecasting financial and macroeconomic variables
using data reduction methods: New empirical evidence",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "352--367",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001978",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stock:2014:ETP,
author = "James H. Stock and Mark W. Watson",
title = "Estimating turning points using large data sets",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "368--381",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300198X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "ifc--ifc",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002455",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Donald:2014:EID,
author = "Stephen G. Donald and Yu-Chin Hsu",
title = "Estimation and inference for distribution functions
and quantile functions in treatment effect models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "383--397",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001826",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:PJa,
author = "Anonymous",
title = "Pages 383--706 ({January 2014})",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "383--706",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:ARM,
author = "Seojeong Lee",
title = "Asymptotic refinements of a misspecification-robust
bootstrap for generalized method of moments
estimators",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "398--413",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001838",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavergne:2014:MET,
author = "Pascal Lavergne",
title = "Model equivalence tests in a parametric framework",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "414--425",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001814",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2014:UCW,
author = "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez
and Arthur Lewbel",
title = "Uniform convergence of weighted sums of non and
semiparametric residuals for estimation and testing",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "426--443",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001462",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dunker:2014:IES,
author = "Fabian Dunker and Jean-Pierre Florens and Thorsten
Hohage and Jan Johannes and Enno Mammen",
title = "Iterative estimation of solutions to noisy nonlinear
operator equations in nonparametric instrumental
regression",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "444--455",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Florens:2014:FEN,
author = "Jean-Pierre Florens and L{\'e}opold Simar and Ingrid
{Van Keilegom}",
title = "Frontier estimation in nonparametric location-scale
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "456--470",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001504",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2014:SMS,
author = "Kyungchul Song",
title = "Semiparametric models with single-index nuisance
parameters",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "471--483",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001486",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juhl:2014:THF,
author = "Ted Juhl and Walter Sosa-Escudero",
title = "Testing for heteroskedasticity in fixed effects
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "484--494",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001498",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2014:SAL,
author = "J. C. Escanciano and S. C. Goh",
title = "Specification analysis of linear quantile models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "495--507",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300184X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2014:MLM,
author = "Luc Bauwens and Arnaud Dufays and Jeroen V. K.
Rombouts",
title = "Marginal likelihood for {Markov}-switching and
change-point {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "508--522",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300167X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jensen:2014:ESA,
author = "Mark J. Jensen and John M. Maheu",
title = "Estimating a semiparametric asymmetric stochastic
volatility model with a {Dirichlet} process mixture",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "523--538",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001681",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2014:AAL,
author = "Hwan-sik Choi and Minsoo Jeong and Joon Y. Park",
title = "An asymptotic analysis of likelihood-based diffusion
model selection using high frequency data",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "539--557",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002005",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Al-Sadoon:2014:GLR,
author = "Majid M. Al-Sadoon",
title = "Geometric and long run aspects of {Granger}
causality",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "558--568",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001693",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2014:MBT,
author = "Jianhong Wu and Guodong Li",
title = "Moment-based tests for individual and time effects in
panel data models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "569--581",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001796",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haan:2014:LLC,
author = "Peter Haan and Victoria Prowse",
title = "Longevity, life-cycle behavior and pension reform",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "582--601",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002042",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2014:NAB,
author = "Yong Li and Tao Zeng and Jun Yu",
title = "A new approach to {Bayesian} hypothesis testing",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "602--612",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001991",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yuan:2014:ELS,
author = "Ao Yuan and Jinfeng Xu and Gang Zheng",
title = "On empirical likelihood statistical functions",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "613--623",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002017",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pelenis:2014:BRH,
author = "Justinas Pelenis",
title = "{Bayesian} regression with heteroscedastic error
density and parametric mean function",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "624--638",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002194",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:SIP,
author = "Xiaohong Chen and Zhipeng Liao and Yixiao Sun",
title = "Sieve inference on possibly misspecified
semi-nonparametric time series models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "639--658",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002066",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2014:LFI,
author = "Yixiao Sun",
title = "Let's fix it: Fixed-$b$ asymptotics versus small-$b$
asymptotics in heteroskedasticity and autocorrelation
robust inference",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "659--677",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002054",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:TMI,
author = "Le-Yu Chen and Jerzy Szroeter",
title = "Testing multiple inequality hypotheses: a smoothed
indicator approach",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "678--693",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300208X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:DET,
author = "Yoon Dong Lee and Seongjoo Song and Eun-Kyung Lee",
title = "The delta expansion for the transition density of
diffusion models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "694--705",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002212",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2014:CT,
author = "Alastair R. Hall and Atsushi Inoue and James M. Nason
and Barbara Rossi",
title = "Corrigendum to {``Information criteria for impulse
response function matching estimation of DSGE models''
[J. Econom. {\bf 170} (2012) 499--518]}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "706--706",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Hall:2012:ICI}.",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002029",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "ifc--ifc",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002558",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Battistin:2014:TEE,
author = "Erich Battistin and Andrew Chesher",
title = "Treatment effect estimation with covariate measurement
error",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "707--715",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.010",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300225X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maruyama:2014:EFS,
author = "Shiko Maruyama",
title = "Estimation of finite sequential games",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "716--726",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.011",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2014:MAM,
author = "Abdelaati Daouia and St{\'e}phane Girard and Armelle
Guillou",
title = "A {$ \Gamma $}-moment approach to monotonic boundary
estimation",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "727--740",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogelsang:2014:IMO,
author = "Timothy J. Vogelsang and Martin Wagner",
title = "Integrated modified {OLS} estimation and fixed-$b$
inference for cointegrating regressions",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "741--760",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.015",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002303",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hualde:2014:ELR,
author = "Javier Hualde",
title = "Estimation of long-run parameters in unbalanced
cointegration",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "761--778",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.014",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002297",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalli:2014:TVS,
author = "Maria Kalli and Jim E. Griffin",
title = "Time-varying sparsity in dynamic regression models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "779--793",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.012",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2014:ITH,
author = "Jushan Bai and Peng Wang",
title = "Identification theory for high dimensional static and
dynamic factor models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "794--804",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.001",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002315",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Browning:2014:DBO,
author = "Martin Browning and Jesus M. Carro",
title = "Dynamic binary outcome models with maximal
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "805--823",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.005",
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/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002352",
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}.",
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@Article{Anonymous:2014:LR,
author = "Anonymous",
title = "List of Referees for 2013",
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title = "Announcement",
journal = j-J-ECONOMETRICS,
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@Article{Anonymous:2014:PF,
author = "Anonymous",
title = "Pages 707--830 ({February 2014})",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "??--??",
month = feb,
year = "2014",
CODEN = "JECMB6",
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@Article{Chen:2014:IVO,
author = "Song Xi Chen and Zheng Xu",
title = "On implied volatility for options --- Some reasons to
smile and more to correct",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "1--15",
month = mar,
year = "2014",
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acknowledgement = ack-nhfb,
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@Article{Noureldin:2014:MRA,
author = "Diaa Noureldin and Neil Shephard and Kevin Sheppard",
title = "Multivariate rotated {ARCH} models",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "16--30",
month = mar,
year = "2014",
CODEN = "JECMB6",
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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{Andrews:2014:NIB,
author = "Donald W. K. Andrews and Xiaoxia Shi",
title = "Nonparametric inference based on conditional moment
inequalities",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "31--45",
month = mar,
year = "2014",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002091",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2014:IST,
author = "L. Giraitis and G. Kapetanios and T. Yates",
title = "Inference on stochastic time-varying coefficient
models",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "46--65",
month = mar,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.009",
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acknowledgement = ack-nhfb,
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@Article{Horvath:2014:TSF,
author = "Lajos Horv{\'a}th and Piotr Kokoszka and Gregory
Rice",
title = "Testing stationarity of functional time series",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "66--82",
month = mar,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.002",
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bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Reynaert:2014:IPR,
author = "Mathias Reynaert and Frank Verboven",
title = "Improving the performance of random coefficients
demand models: The role of optimal instruments",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "83--98",
month = mar,
year = "2014",
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acknowledgement = ack-nhfb,
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author = "Anonymous",
title = "{Editorial Board}",
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@Article{Anonymous:2014:PMa,
author = "Anonymous",
title = "Pages 1--98 ({March 2014})",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "??--??",
month = mar,
year = "2014",
CODEN = "JECMB6",
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@Article{Hall:2014:BIN,
author = "Jamie Hall and Michael K. Pitt and Robert Kohn",
title = "{Bayesian} inference for nonlinear structural time
series models",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "2",
pages = "99--111",
month = apr,
year = "2014",
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acknowledgement = ack-nhfb,
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@Article{Blundell:2014:BQD,
author = "Richard Blundell and Dennis Kristensen and Rosa
Matzkin",
title = "Bounding quantile demand functions using revealed
preference inequalities",
journal = j-J-ECONOMETRICS,
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number = "2",
pages = "112--127",
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year = "2014",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Armstrong:2014:FRM,
author = "Timothy B. Armstrong and Marinho Bertanha and Han
Hong",
title = "A fast resample method for parametric and
semiparametric models",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "2",
pages = "128--133",
month = apr,
year = "2014",
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acknowledgement = ack-nhfb,
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@Article{Kapetanios:2014:NPD,
author = "George Kapetanios and James Mitchell and Yongcheol
Shin",
title = "A nonlinear panel data model of cross-sectional
dependence",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "2",
pages = "134--157",
month = apr,
year = "2014",
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acknowledgement = ack-nhfb,
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@Article{Xiu:2014:HPB,
author = "Dacheng Xiu",
title = "{Hermite} polynomial based expansion of {European}
option prices",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "2",
pages = "158--177",
month = apr,
year = "2014",
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@Article{Anonymous:2014:PAa,
author = "Anonymous",
title = "Pages 99--178 ({April 2014})",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "2",
pages = "??--??",
month = apr,
year = "2014",
CODEN = "JECMB6",
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@Article{Bai:2014:PTH,
author = "ChongEn Bai and Qi Li and Min Ouyang",
title = "Property taxes and home prices: a tale of two cities",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "1--15",
month = may,
year = "2014",
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acknowledgement = ack-nhfb,
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@Article{Voss:2014:STM,
author = "Sebastian Vo{\ss} and Rafael Wei{\ss}bach",
title = "A score-test on measurement errors in rating
transition times",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "16--29",
month = may,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.01.004",
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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{Chen:2014:DBS,
author = "Liang Chen and Juan J. Dolado and Jes{\'u}s Gonzalo",
title = "Detecting big structural breaks in large factor
models",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "30--48",
month = may,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.01.006",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Bassetti:2014:BPD,
author = "Federico Bassetti and Roberto Casarin and Fabrizio
Leisen",
title = "Beta-product dependent {Pitman--Yor} processes for
{Bayesian} inference",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "49--72",
month = may,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.01.007",
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bibdate = "Wed Mar 6 14:50:06 MST 2019",
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acknowledgement = ack-nhfb,
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}
@Article{Kleppe:2014:MLE,
author = "Tore Selland Kleppe and Jun Yu and Hans J. Skaug",
title = "Maximum likelihood estimation of partially observed
diffusion models",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "73--80",
month = may,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.002",
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bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Bondarenko:2014:VTM,
author = "Oleg Bondarenko",
title = "Variance trading and market price of variance risk",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "81--97",
month = may,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.001",
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bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Chen:2014:ADN,
author = "Ying Chen and Linlin Niu",
title = "Adaptive dynamic {Nelson--Siegel} term structure model
with applications",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "98--115",
month = may,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.009",
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bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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fjournal = "Journal of Econometrics",
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@Article{Anonymous:2014:PMb,
author = "Anonymous",
title = "Pages 1--116 ({May 2014})",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "1",
pages = "??--??",
month = may,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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}
@Article{Berghaus:2014:NTT,
author = "Betina Berghaus and Axel B{\"u}cher",
title = "Nonparametric tests for tail monotonicity",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "117--126",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mesters:2014:GDP,
author = "G. Mesters and S. J. Koopman",
title = "Generalized dynamic panel data models with random
effects for cross-section and time",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "127--140",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400044X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2014:PPB,
author = "Graham Elliott and Ulrich K. M{\"u}ller",
title = "Pre and post break parameter inference",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "141--157",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000475",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2014:ANI,
author = "Joel L. Horowitz",
title = "Adaptive nonparametric instrumental variables
estimation: Empirical choice of the regularization
parameter",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "158--173",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000463",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:EGE,
author = "Lung-fei Lee and Jihai Yu",
title = "Efficient {GMM} estimation of spatial dynamic panel
data models with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "174--197",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000438",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fang:2014:IBR,
author = "Hanming Fang and Xun Tang",
title = "Inference of bidders' risk attitudes in ascending
auctions with endogenous entry",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "198--216",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000426",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2014:QML,
author = "Cheng Liu and Cheng Yong Tang",
title = "A quasi-maximum likelihood approach for integrated
covariance matrix estimation with high frequency data",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "217--232",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400030X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Renault:2014:DMH,
author = "Eric Renault and Thijs van der Heijden and Bas J. M.
Werker",
title = "The dynamic mixed hitting-time model for multiple
transaction prices and times",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "233--250",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Taamouti:2014:NEI,
author = "Abderrahim Taamouti and Taoufik Bouezmarni and Anouar
{El Ghouch}",
title = "Nonparametric estimation and inference for conditional
density based {Granger} causality measures",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "251--264",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000402",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00081-5",
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bibdate = "Wed Mar 6 14:50:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Anonymous:2014:PJb,
author = "Anonymous",
title = "Pages 117--264 ({June 2014})",
journal = j-J-ECONOMETRICS,
volume = "180",
number = "2",
pages = "??--??",
month = jun,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:06 MST 2019",
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fjournal = "Journal of Econometrics",
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}
@Article{Dufour:2014:EIH,
author = "Jean-Marie Dufour and Jeong-Ryeol Kurz-Kim",
title = "{Editors}' introduction: Heavy tails and stable
{Paretian} distributions in econometrics",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "1--2",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002613",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beaulieu:2014:ECS,
author = "Marie-Claude Beaulieu and Jean-Marie Dufour and Lynda
Khalaf",
title = "Exact confidence sets and goodness-of-fit methods for
stable distributions",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "3--14",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000323",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kurz-Kim:2014:PCD,
author = "Jeong-Ryeol Kurz-Kim and Mico Loretan",
title = "On the properties of the coefficient of determination
in regression models with infinite variance variables",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "15--24",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000335",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ibragimov:2014:RLE,
author = "Rustam Ibragimov",
title = "On the robustness of location estimators in models of
firm growth under heavy-tailedness",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "25--33",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000347",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Levy:2014:ACC,
author = "Joshua B. Levy and Murad S. Taqqu",
title = "The asymptotic codifference and covariation of
log-fractional stable noise",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "34--43",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000359",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chavez-Demoulin:2014:EQT,
author = "V. Chavez-Demoulin and P. Embrechts and S. Sardy",
title = "Extreme-quantile tracking for financial time series",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "44--52",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000360",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuchler:2014:ESM,
author = "Uwe K{\"u}chler and Stefan Tappe",
title = "Exponential stock models driven by tempered stable
processes",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "53--63",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000372",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00093-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000931",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:CEF,
author = "Yi-Yi Chen and Peter Schmidt and Hung-Jen Wang",
title = "Consistent estimation of the fixed effects stochastic
frontier model",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "65--76",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400058X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:FPA,
author = "Heng Chen and Yanqin Fan and Jisong Wu",
title = "A flexible parametric approach for estimating
switching regime models and treatment effect
parameters",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "77--91",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000906",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Armstrong:2014:WKS,
author = "Timothy B. Armstrong",
title = "Weighted {KS} statistics for inference on conditional
moment inequalities",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "92--116",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000888",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zu:2014:ESV,
author = "Yang Zu and H. Peter Boswijk",
title = "Estimating spot volatility with high-frequency
financial data",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "117--135",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000608",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Battistin:2014:MSM,
author = "Erich Battistin and Michele {De Nadai} and Barbara
Sianesi",
title = "Misreported schooling, multiple measures and returns
to educational qualifications",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "136--150",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000414",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feve:2014:NPA,
author = "Fr{\'e}d{\'e}rique F{\`e}ve and Jean-Pierre Florens",
title = "Non parametric analysis of panel data models with
endogenous variables",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "151--164",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2014:DFE,
author = "Karim M. Abadir and Walter Distaso and Filip Zikes",
title = "Design-free estimation of variance matrices",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "165--180",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000591",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:TIR,
author = "Wei-Ming Lee and Chung-Ming Kuan and Yu-Chin Hsu",
title = "Testing over-identifying restrictions without
consistent estimation of the asymptotic covariance
matrix",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "181--193",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400061X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2014:CTP,
author = "Zongwu Cai and Yunfei Wang",
title = "Corrigendum to {``Testing predictive regression models
with nonstationary regressors'' [J. Econometrics {\bf
178} (2014) 4--14]}",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "194--194",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000487",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00119-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001195",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:PAb,
author = "Anonymous",
title = "Pages 65--194 ({August 2014})",
journal = j-J-ECONOMETRICS,
volume = "181",
number = "2",
pages = "??--??",
month = aug,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:CPS,
author = "Xiaohong Chen and Norman R. Swanson",
title = "Causality, prediction, and specification analysis:
Recent advances and future directions",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "1--4",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000621",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaido:2014:TSP,
author = "Hiroaki Kaido and Halbert White",
title = "A two-stage procedure for partially identified
models",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "5--13",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000633",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2014:TSS,
author = "Xun Lu and Halbert White",
title = "Testing for separability in structural equations",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "14--26",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000645",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2014:TCI,
author = "Liangjun Su and Halbert White",
title = "Testing conditional independence via empirical
likelihood",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "27--44",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000657",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{White:2014:CDG,
author = "Halbert White and Haiqing Xu and Karim Chalak",
title = "Causal discourse in a game of incomplete information",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "45--58",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000669",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2014:CMM,
author = "Bertille Antoine and Pascal Lavergne",
title = "Conditional moment models under semi-strong
identification",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "59--69",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000670",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:SMI,
author = "Xiaohong Chen and Zhipeng Liao",
title = "Sieve M inference on irregular parameters",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "70--86",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000682",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:LIS,
author = "Xiaohong Chen and Maria Ponomareva and Elie Tamer",
title = "Likelihood inference in some finite mixture models",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "87--99",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2014:TSS,
author = "Valentina Corradi and Norman R. Swanson",
title = "Testing for structural stability of factor augmented
forecasting models",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "100--118",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000700",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2014:NTV,
author = "Francis X. Diebold and Kamil Yilmaz",
title = "On the network topology of variance decompositions:
Measuring the connectedness of financial firms",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "119--134",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000712",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:2014:PRA,
author = "Robert Engle and Abhishek Mistry",
title = "Priced risk and asymmetric volatility in the cross
section of skewness",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "135--144",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000724",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giacomini:2014:TCF,
author = "Raffaella Giacomini and Giuseppe Ragusa",
title = "Theory-coherent forecasting",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "145--155",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2014:BFA,
author = "S{\'\i}lvia Gon{\c{c}}alves and Benoit Perron",
title = "Bootstrapping factor-augmented regression models",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "156--173",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000748",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granziera:2014:PTS,
author = "Eleonora Granziera and Kirstin Hubrich and Hyungsik
Roger Moon",
title = "A predictability test for a small number of nested
models",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "174--185",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400075X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hendry:2014:UEA,
author = "David F. Hendry and Grayham E. Mizon",
title = "Unpredictability in economic analysis, econometric
modeling and forecasting",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "186--195",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:NSR,
author = "Tae-Hwy Lee and Yundong Tu and Aman Ullah",
title = "Nonparametric and semiparametric regressions subject
to monotonicity constraints: Estimation and
forecasting",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "196--210",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McElroy:2014:SDS,
author = "Tucker S. McElroy and Dimitris N. Politis",
title = "Spectral density and spectral distribution inference
for long memory time series via fixed-b asymptotics",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "211--225",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000785",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:2014:QML,
author = "Jeffrey M. Wooldridge",
title = "Quasi-maximum likelihood estimation and testing for
nonlinear models with endogenous explanatory
variables",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "226--234",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00129-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001298",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2014:SIB,
author = "Yuanyuan Wan and Haiqing Xu",
title = "Semiparametric identification of binary decision games
of incomplete information with correlated private
signals",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "235--246",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2014:NEW,
author = "Mehmet Caner",
title = "Near exogeneity and weak identification in generalized
empirical likelihood estimators: Many moment
asymptotics",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "247--268",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grothe:2014:MME,
author = "Oliver Grothe and Volodymyr Korniichuk and Hans
Manner",
title = "Modeling multivariate extreme events using
self-exciting point processes",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "269--289",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400089X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2014:IVE,
author = "Christian Hansen and Damian Kozbur",
title = "Instrumental variables estimation with many weak
instruments using regularized {JIVE}",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "290--308",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000918",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hou:2014:MLW,
author = "Jie Hou and Pierre Perron",
title = "Modified local {Whittle} estimator for long memory
processes in the presence of low frequency (and other)
contaminations",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "309--328",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001079",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Menzel:2014:CEM,
author = "Konrad Menzel",
title = "Consistent estimation with many moment inequalities",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "329--350",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001389",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mills:2014:TBS,
author = "Benjamin Mills and Marcelo J. Moreira and Lucas P.
Vilela",
title = "Tests based on $t$-statistics for {IV} regression with
weak instruments",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "351--363",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001067",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2014:DSI,
author = "Matteo Barigozzi and Christian Brownlees and Giampiero
M. Gallo and David Veredas",
title = "Disentangling systematic and idiosyncratic dynamics in
panels of volatility measures",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "364--384",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001390",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khalaf:2014:IRI,
author = "Lynda Khalaf and Giovanni Urga",
title = "Identification robust inference in cointegrating
regressions",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "385--396",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001419",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2014:PDE,
author = "C. Gouri{\'e}roux and A. Monfort and J. P. Renne",
title = "Pricing default events: Surprise, exogeneity and
contagion",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "397--411",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See erratum \cite{Gourieroux:2014:EPD}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00161-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001614",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:PO,
author = "Anonymous",
title = "Pages 235--412 ({October 2014})",
journal = j-J-ECONOMETRICS,
volume = "182",
number = "2",
pages = "??--??",
month = oct,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2014:IIC,
author = "James J. Heckman and Apostolos Serletis",
title = "Introduction to internally consistent modeling,
aggregation, inference, and policy",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "1--4",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Belongia:2014:BCA,
author = "Michael T. Belongia and Peter N. Ireland",
title = "The {Barnett} critique after three decades: a New
{Keynesian} analysis",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "5--21",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400147X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2014:LBI,
author = "John Geweke and Lea Petrella",
title = "Likelihood-based inference for regular functions with
fractional polynomial approximations",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "22--30",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conti:2014:BEF,
author = "Gabriella Conti and Sylvia Fr{\"u}hwirth-Schnatter and
James J. Heckman and R{\'e}mi Piatek",
title = "{Bayesian} exploratory factor analysis",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "31--57",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diewert:2014:DPC,
author = "W. Erwin Diewert",
title = "Decompositions of profitability change using cost
functions",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "58--66",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400150X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Borovicka:2014:EMM,
author = "Jaroslav Borovicka and Lars Peter Hansen",
title = "Examining macroeconomic models through the lens of
asset pricing",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "67--90",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001511",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Alem:2014:EFI,
author = "Mauro Alem and Robert M. Townsend",
title = "An evaluation of financial institutions: Impact on
consumption and investment using panel data and the
theory of risk-bearing",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "91--103",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001523",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Herwartz:2014:SVA,
author = "Helmut Herwartz and Helmut L{\"u}tkepohl",
title = "Structural vector autoregressions with {Markov}
switching: Combining conventional with statistical
identification of shocks",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "104--116",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001535",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:FIU,
author = "Yu-chin Chen and Stephen J. Turnovsky and Eric Zivot",
title = "Forecasting inflation using commodity price
aggregates",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "117--134",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001547",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2014:UOP,
author = "Guohua Feng and Apostolos Serletis",
title = "Undesirable outputs and a primal Divisia productivity
index based on the directional output distance
function",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "135--146",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001559",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBm,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00219-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400219X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhargava:2014:EIA,
author = "Alok Bhargava",
title = "{Editor}'s introduction: Analysis of financial data",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "147--149",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2014:EPD,
author = "C. Gouri{\'e}roux and A. Monfort and J. P. Renne",
title = "Erratum to {``Pricing default events: Surprise,
exogeneity and contagion'' [J. Econometrics {\bf
182}(2) (2014) 397--411]}",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "150--150",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Gourieroux:2014:PDE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2014:MEE,
author = "Yacine A{\"\i}t-Sahalia and Roger J. A. Laeven and
Loriana Pelizzon",
title = "Mutual excitation in {Eurozone} sovereign {CDS}",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "151--167",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001092",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2014:TVJ,
author = "Tim Bollerslev and Viktor Todorov",
title = "Time-varying jump tails",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "168--180",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001109",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bekaert:2014:VVP,
author = "Geert Bekaert and Marie Hoerova",
title = "The {VIX}, the variance premium and stock market
volatility",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "181--192",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001110",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caginalp:2014:NPD,
author = "Gunduz Caginalp and Mark DeSantis and Akin Sayrak",
title = "The nonlinear price dynamics of {U.S.} equity {ETFs}",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "193--201",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001122",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blake:2014:IIE,
author = "David Blake and Tristan Caulfield and Christos
Ioannidis and Ian Tonks",
title = "Improved inference in the evaluation of mutual fund
performance using panel bootstrap methods",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "202--210",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001134",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Erickson:2014:MDE,
author = "Timothy Erickson and Colin Huan Jiang and Toni M.
Whited",
title = "Minimum distance estimation of the errors-in-variables
model using linear cumulant equations",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "211--221",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001146",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vonEije:2014:DIC,
author = "Henk von Eije and Abhinav Goyal and Cal B. Muckley",
title = "Does the information content of payout initiations and
omissions influence firm risks?",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "222--229",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001158",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Black:2014:MMS,
author = "Bernard Black and Antonio Gledson de Carvalho and
Vikramaditya Khanna and Woochan Kim and Burcin
Yurtoglu",
title = "Methods for multicountry studies of corporate
governance: Evidence from the {BRIKT} countries",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "230--240",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400116X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhargava:2014:FFM,
author = "Alok Bhargava",
title = "Firms' fundamentals, macroeconomic variables and
quarterly stock prices in the {US}",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "241--250",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001171",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBn,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "183",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00237-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002371",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Peluso:2015:RUP,
author = "Stefano Peluso and Antonietta Mira and Pietro
Muliere",
title = "Reinforced urn processes for credit risk models",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "1--12",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001791",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2015:SSI,
author = "Jiyon Lee",
title = "A semiparametric single index model with heterogeneous
impacts on an unobserved variable",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "13--36",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001742",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguilar:2015:RSP,
author = "Mike Aguilar and Jonathan B. Hill",
title = "Robust score and portmanteau tests of volatility
spillover",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "37--61",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001821",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gencay:2015:MST,
author = "Ramazan Gen{\c{c}}ay and Daniele Signori",
title = "Multi-scale tests for serial correlation",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "62--80",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001754",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2015:STT,
author = "Arthur Lewbel and Xun Lu and Liangjun Su",
title = "Specification testing for transformation models with
an application to generalized accelerated failure-time
models",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "81--96",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2015:ILR,
author = "H. Peter Boswijk and Michael Jansson and Morten
{\O}rregaard Nielsen",
title = "Improved likelihood ratio tests for cointegration rank
in the {VAR} model",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "97--110",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001869",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bartolucci:2015:TTI,
author = "Francesco Bartolucci and Federico Belotti and Franco
Peracchi",
title = "Testing for time-invariant unobserved heterogeneity in
generalized linear models for panel data",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "111--123",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001833",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2015:ADF,
author = "Qiang Chen and Xu Zheng and Zhiyuan Pan",
title = "Asymptotically distribution-free tests for the
volatility function of a diffusion",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "124--144",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001778",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castagnetti:2015:IFS,
author = "Carolina Castagnetti and Eduardo Rossi and Lorenzo
Trapani",
title = "Inference on factor structures in heterogeneous
panels",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "145--157",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2015:RPE,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "Risk-parameter estimation in volatility models",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "158--173",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001766",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2015:EFE,
author = "Lung-fei Lee and Jihai Yu",
title = "Estimation of fixed effects panel regression models
with separable and nonseparable space-time filters",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "174--192",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001857",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deza:2015:TSS,
author = "Monica Deza",
title = "Is there a stepping stone effect in drug use?
{Separating} state dependence from unobserved
heterogeneity within and between illicit drugs",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "193--207",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400181X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00259-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:PJa,
author = "Anonymous",
title = "Pages 1--208 ({January 2015})",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "1",
pages = "??--??",
month = jan,
year = "2015",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:ZA,
author = "Anonymous",
title = "{Zellner Award}",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "v--v",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00288-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002887",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qu:2015:ESA,
author = "Xi Qu and Lung-fei Lee",
title = "Estimating a spatial autoregressive model with an
endogenous spatial weight matrix",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "209--232",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001870",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Henderson:2015:GBS,
author = "Daniel J. Henderson and Qi Li and Christopher F.
Parmeter and Shuang Yao",
title = "Gradient-based smoothing parameter selection for
nonparametric regression estimation",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "233--241",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001924",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fengler:2015:SNE,
author = "Matthias R. Fengler and Lin-Yee Hin",
title = "Semi-nonparametric estimation of the call-option price
surface under strike and time-to-expiry no-arbitrage
constraints",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "242--261",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2015:CSD,
author = "David I. Harvey and Stephen J. Leybourne",
title = "Confidence sets for the date of a break in level and
trend when the order of integration is unknown",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "262--279",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001894",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gomez-Biscarri:2015:RBAa,
author = "Javier Gomez-Biscarri and Javier Hualde",
title = "A residual-based {ADF} test for stationary
cointegration in {$ I(2) $} settings",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "280--294",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2015:BMT,
author = "Fei Jin and Lung-fei Lee",
title = "On the bootstrap for {Moran}'s I test for spatial
dependence",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "295--314",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jochmans:2015:MEM,
author = "Koen Jochmans",
title = "Multiplicative-error models with sample selection",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "315--327",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2015:GFT,
author = "Christoph Breunig",
title = "Goodness-of-fit tests based on series estimators in
nonparametric instrumental regression",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "328--346",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001912",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2015:ISB,
author = "Yuanyuan Wan and Haiqing Xu",
title = "Inference in semiparametric binary response models
with interval data",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "347--360",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bibinger:2015:ECJ,
author = "Markus Bibinger and Lars Winkelmann",
title = "Econometrics of co-jumps in high-frequency data with
noise",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "361--378",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kneip:2015:FEP,
author = "Alois Kneip and L{\'e}opold Simar and Ingrid {Van
Keilegom}",
title = "Frontier estimation in the presence of measurement
error with unknown variance",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "379--393",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002279",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2015:TOR,
author = "Xu Han",
title = "Tests for overidentifying restrictions in
Factor-Augmented {VAR} models",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "394--419",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002425",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreasen:2015:SAN,
author = "Martin M. Andreasen and Bent Jesper Christensen",
title = "The {SR} approach: a new estimation procedure for
non-linear and non-{Gaussian} dynamic term structure
models",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "420--451",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002292",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dardanoni:2015:MAE,
author = "Valentino Dardanoni and Giuseppe {De Luca} and
Salvatore Modica and Franco Peracchi",
title = "Model averaging estimation of generalized linear
models with imputed covariates",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "452--463",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001420",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(14)00271-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002711",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:PF,
author = "Anonymous",
title = "Pages 209--464 ({February 2015})",
journal = j-J-ECONOMETRICS,
volume = "184",
number = "2",
pages = "??--??",
month = feb,
year = "2015",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qu:2015:NEI,
author = "Zhongjun Qu and Jungmo Yoon",
title = "Nonparametric estimation and inference on conditional
quantile processes",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "1--19",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002462",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaplan:2015:IQI,
author = "David M. Kaplan",
title = "Improved quantile inference via fixed-smoothing
asymptotics and {Edgeworth} expansion",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "20--32",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002401",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2015:LTS,
author = "Zhenlin Yang",
title = "{LM} tests of spatial dependence based on bootstrap
critical values",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "33--59",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002413",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Creal:2015:EAT,
author = "Drew D. Creal and Jing Cynthia Wu",
title = "Estimation of affine term structure models with
spanned or unspanned stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "60--81",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:2015:EME,
author = "Roger Klein and Chan Shen and Francis Vella",
title = "Estimation of marginal effects in semiparametric
selection models with binary outcomes",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "82--94",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002449",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2015:SEM,
author = "Suyong Song",
title = "Semiparametric estimation of models with conditional
moment restrictions in the presence of nonclassical
measurement errors",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "95--109",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002450",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chabe-Ferret:2015:ABM,
author = "Sylvain Chab{\'e}-Ferret",
title = "Analysis of the bias of Matching and
Difference-in-Difference under alternative earnings and
selection processes",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "110--123",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002437",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jentsch:2015:TSO,
author = "Carsten Jentsch and Suhasini Subba Rao",
title = "A test for second order stationarity of a multivariate
time series",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "124--161",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400195X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Freyberger:2015:ATD,
author = "Joachim Freyberger",
title = "Asymptotic theory for differentiated products demand
models with many markets",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "162--181",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2015:NRN,
author = "Nigel Chan and Qiying Wang",
title = "Nonlinear regressions with nonstationary time series",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "182--195",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400253X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2015:MTS,
author = "Bin Chen",
title = "Modeling and testing smooth structural changes with
endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "196--215",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002565",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez-Villaverde:2015:EDE,
author = "Jes{\'u}s Fern{\'a}ndez-Villaverde and Pablo
Guerr{\'o}n-Quintana and Juan F. Rubio-Ram{\'\i}rez",
title = "Estimating dynamic equilibrium models with stochastic
volatility",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "216--229",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002310",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2015:QED,
author = "Liangjun Su and Zhenlin Yang",
title = "{QML} estimation of dynamic panel data models with
spatial errors",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "230--258",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002668",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bugni:2015:STP,
author = "Federico A. Bugni and Ivan A. Canay and Xiaoxia Shi",
title = "Specification tests for partially identified models
defined by moment inequalities",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "259--282",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2015:HDG,
author = "Jinyuan Chang and Song Xi Chen and Xiaohong Chen",
title = "High dimensional generalized empirical likelihood for
moment restrictions with dependent data",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "283--304",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002553",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00003-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:PMa,
author = "Anonymous",
title = "Pages 1--304 ({March 2015})",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "1",
pages = "??--??",
month = mar,
year = "2015",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2015:RBR,
author = "Elena Andreou and Bas J. M. Werker",
title = "Residual-based rank specification tests for {AR-GARCH}
type models",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "305--331",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002656",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bekker:2015:JIV,
author = "Paul A. Bekker and Federico Crudu",
title = "Jackknife instrumental variable estimation with
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "332--342",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400267X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Calvet:2015:TLG,
author = "Laurent E. Calvet and Veronika Czellar",
title = "Through the looking glass: Indirect inference via
simple equilibria",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "343--358",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002681",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forni:2015:DFM,
author = "Mario Forni and Marc Hallin and Marco Lippi and Paolo
Zaffaroni",
title = "Dynamic factor models with infinite-dimensional factor
spaces: One-sided representations",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "359--371",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002693",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Westerlund:2015:CSA,
author = "Joakim Westerlund and Jean-Pierre Urbain",
title = "Cross-sectional averages versus principal components",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "372--377",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002784",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pedroni:2015:NRT,
author = "Peter L. Pedroni and Timothy J. Vogelsang and Martin
Wagner and Joakim Westerlund",
title = "Nonparametric rank tests for non-stationary panels",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "378--391",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002802",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2015:CFE,
author = "Yingyao Hu and Yuya Sasaki",
title = "Closed-form estimation of nonparametric models with
non-classical measurement errors",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "392--408",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002796",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norets:2015:BRN,
author = "Andriy Norets",
title = "{Bayesian} regression with nonparametric
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "409--419",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002966",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:ANS,
author = "Cong Li and Zhongwen Liang",
title = "Asymptotics for nonparametric and semiparametric fixed
effects panel models",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "420--434",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002942",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2015:EIF,
author = "Peter M. Robinson and Carlos Velasco",
title = "Efficient inference on fractionally integrated panel
data models with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "435--452",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002930",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Westerlund:2015:ERD,
author = "Joakim Westerlund",
title = "The effect of recursive detrending on panel unit root
tests",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "453--467",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001560",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasparis:2015:NPR,
author = "Ioannis Kasparis and Elena Andreou and Peter C. B.
Phillips",
title = "Nonparametric predictive regression",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "468--494",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Westerlund:2015:PP,
author = "Joakim Westerlund",
title = "The power of {PANIC}",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "495--509",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001572",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2015:IOC,
author = "Peter G. Hall and Jeffrey S. Racine",
title = "Infinite order cross-validated local polynomial
regression",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "510--525",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001432",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robertson:2015:IEP,
author = "Donald Robertson and Vasilis Sarafidis",
title = "{IV} estimation of panels with factor residuals",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "526--541",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See comment \cite{Ahn:2015:CIE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002899",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:2015:CIE,
author = "Seung C. Ahn",
title = "Comment on {`IV estimation of panels with factor
residuals' by D. Robertson and V. Sarafidis}",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "542--544",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Robertson:2015:IEP}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002905",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00016-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000160",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:PA,
author = "Anonymous",
title = "Pages 305--544 ({April 2015})",
journal = j-J-ECONOMETRICS,
volume = "185",
number = "2",
pages = "??--??",
month = apr,
year = "2015",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2015:SAM,
author = "Xingbai Xu and Lung-fei Lee",
title = "A spatial autoregressive model with a nonlinear
transformation of the dependent variable",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "1--18",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002954",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gupta:2015:IHO,
author = "Abhimanyu Gupta and Peter M. Robinson",
title = "Inference on higher-order spatial autoregressive
models with increasingly many parameters",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "19--31",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400298X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gomez-Biscarri:2015:RBAb,
author = "Javier Gomez-Biscarri and Javier Hualde",
title = "Regression-based analysis of cointegration systems",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "32--50",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002978",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Armstrong:2015:AEI,
author = "Timothy B. Armstrong",
title = "Asymptotically exact inference in conditional moment
inequality models",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "51--65",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000111",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fujiki:2015:DEM,
author = "Hiroshi Fujiki and Cheng Hsiao",
title = "Disentangling the effects of multiple treatments ---
Measuring the net economic impact of the 1995 great
{Hanshin--Awaji} earthquake",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "66--73",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002541",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wachter:2015:WCE,
author = "Jessica A. Wachter and Missaka Warusawitharana",
title = "What is the chance that the equity premium varies over
time? {Evidence} from regressions on the
dividend--price ratio",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "74--93",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001407",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otsu:2015:ELR,
author = "Taisuke Otsu and Ke-Li Xu and Yukitoshi Matsushita",
title = "Empirical likelihood for regression discontinuity
design",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "94--112",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.04.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001444",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cederburg:2015:APA,
author = "Scott Cederburg and Michael S. O'Doherty",
title = "Asset-pricing anomalies at the firm level",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "113--128",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001456",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cherchye:2015:RPT,
author = "Laurens Cherchye and Thomas Demuynck and Bram {De
Rock} and Per Hjertstrand",
title = "Revealed preference tests for weak separability: an
integer programming approach",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "129--141",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:13 MST 2019",
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@Article{Liu:2015:DTL,
author = "Chu-An Liu",
title = "Distribution theory of the least squares averaging
estimator",
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month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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author = "Todd E. Clark and Michael W. McCracken",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2015:GMT,
author = "Zhenlin Yang",
title = "A general method for third-order bias and variance
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CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2015:QRC,
author = "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
Amanda E. Kowalski",
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volume = "186",
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CODEN = "JECMB6",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001717",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2015:STP,
author = "Liangjun Su and Sainan Jin and Yonghui Zhang",
title = "Specification test for panel data models with
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volume = "186",
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month = may,
year = "2015",
CODEN = "JECMB6",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Proietti:2015:GAF,
author = "Tommaso Proietti and Alessandra Luati",
title = "The generalised autocovariance function",
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volume = "186",
number = "1",
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CODEN = "JECMB6",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Bekaert:2015:BEG,
author = "Geert Bekaert and Eric Engstrom and Andrey Ermolov",
title = "Bad environments, good environments: a non-{Gaussian}
asymmetric volatility model",
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volume = "186",
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month = may,
year = "2015",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761400178X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00089-5",
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@Article{Anonymous:2015:PMb,
author = "Anonymous",
title = "Pages 1--276 ({May 2015})",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "1",
pages = "??--??",
month = may,
year = "2015",
CODEN = "JECMB6",
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@Article{Carrasco:2015:HDP,
author = "Marine Carrasco and Victor Chernozhukov and Silvia
Gon{\c{c}}alves and Eric Renault",
title = "High dimensional problems in econometrics",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "277--279",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.009",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Cheng:2015:FFA,
author = "Xu Cheng and Bruce E. Hansen",
title = "Forecasting with factor-augmented regression: a
frequentist model averaging approach",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "280--293",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.010",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kelly:2015:TPR,
author = "Bryan Kelly and Seth Pruitt",
title = "The three-pass regression filter: a new approach to
forecasting using many predictors",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "294--316",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.011",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Chatterjee:2015:REP,
author = "A. Chatterjee and S. Gupta and S. N. Lahiri",
title = "On the residual empirical process based on the
{ALASSO} in high dimensions and its functional oracle
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volume = "186",
number = "2",
pages = "317--324",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.012",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Kock:2015:OIH,
author = "Anders Bredahl Kock and Laurent Callot",
title = "Oracle inequalities for high dimensional vector
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "325--344",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.013",
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bibdate = "Wed Mar 6 14:50:13 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{Belloni:2015:SNA,
author = "Alexandre Belloni and Victor Chernozhukov and Denis
Chetverikov and Kengo Kato",
title = "Some new asymptotic theory for least squares series:
Pointwise and uniform results",
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volume = "186",
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pages = "345--366",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.014",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Fan:2015:RLP,
author = "Jianqing Fan and Yuan Liao and Xiaofeng Shi",
title = "Risks of large portfolios",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "367--387",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.015",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000391",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Onatski:2015:AAS,
author = "Alexei Onatski",
title = "Asymptotic analysis of the squared estimation error in
misspecified factor models",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "388--406",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.016",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2015:BIL,
author = "S{\'\i}lvia Gon{\c{c}}alves and Maximilien Kaffo",
title = "Bootstrap inference for linear dynamic panel data
models with individual fixed effects",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "407--426",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.017",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500041X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrasco:2015:RLM,
author = "Marine Carrasco and Guy Tchuente",
title = "Regularized {LIML} for many instruments",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "427--442",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Cheng:2015:SVR,
author = "Xu Cheng and Zhipeng Liao",
title = "Select the valid and relevant moments: an
information-based {LASSO} for {GMM} with many moments",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "443--464",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.019",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000433",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Florens:2015:IVE,
author = "Jean-Pierre Florens and S{\'e}bastien {Van Bellegem}",
title = "Instrumental variable estimation in functional linear
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journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "465--476",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.020",
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bibdate = "Wed Mar 6 14:50:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000445",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "186",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00140-2",
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@Article{Shi:2015:MST,
author = "Xiaoxia Shi",
title = "Model selection tests for moment inequality models",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "1--17",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000135",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Shaliastovich:2015:LCO,
author = "Ivan Shaliastovich",
title = "Learning, confidence, and option prices",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "18--42",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000317",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Monfort:2015:QKF,
author = "Alain Monfort and Jean-Paul Renne and Guillaume
Roussellet",
title = "A Quadratic {Kalman} Filter",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "43--56",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000123",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2015:EFA,
author = "Seungmoon Choi",
title = "Explicit form of approximate transition probability
density functions of diffusion processes",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "57--73",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000275",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mourifie:2015:SBT,
author = "Ismael Mourifi{\'e}",
title = "Sharp bounds on treatment effects in a binary
triangular system",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "74--81",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000251",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaufmann:2015:SSM,
author = "Sylvia Kaufmann",
title = "{$K$}-state switching models with time-varying
transition distributions --- Does loan growth signal
stronger effects of variables on inflation?",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "82--94",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500024X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2015:CVS,
author = "Yongli Zhang and Yuhong Yang",
title = "Cross-validation for selecting a model selection
procedure",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "95--112",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000305",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2015:BST,
author = "Ke Zhu and Wai Keung Li",
title = "A bootstrapped spectral test for adequacy in weak
{ARMA} models",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "113--130",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000299",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2015:SML,
author = "Donghoon Lee and Kyungchul Song",
title = "Simulated maximum likelihood estimation for discrete
choices using transformed simulated frequencies",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "131--153",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000238",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bucher:2015:NTC,
author = "Axel B{\"u}cher and Stefan J{\"a}schke and Dominik
Wied",
title = "Nonparametric tests for constant tail dependence with
an application to energy and finance",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "154--168",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000263",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{White:2015:VVM,
author = "Halbert White and Tae-Hwan Kim and Simone Manganelli",
title = "{VAR} for {VaR}: Measuring tail dependence using
multivariate regression quantiles",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "169--188",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000287",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2015:SMB,
author = "Ting Zhang",
title = "Semiparametric model building for regression models
with time-varying parameters",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "189--200",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000469",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2015:CLE,
author = "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan",
title = "Classical {Laplace} estimation for $ \sqrt
[3]{n}$-consistent estimators: Improved convergence
rates and rate-adaptive inference",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "201--216",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000147",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cho:2015:TNI,
author = "Cheol-Keun Cho and Christine Amsler and Peter
Schmidt",
title = "A test of the null of integer integration against the
alternative of fractional integration",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "217--237",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000482",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2015:EGV,
author = "Wenyang Zhang and Degui Li and Yingcun Xia",
title = "Estimation in generalised varying-coefficient models
with unspecified link functions",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "238--255",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000470",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2015:HGE,
author = "Mehmet Caner and Qingliang Fan",
title = "Hybrid generalized empirical likelihood estimators:
Instrument selection with adaptive lasso",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "256--274",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500069X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:DAC,
author = "Xianghong Li and Barry Smith",
title = "Diagnostic analysis and computational strategies for
estimating discrete time duration models --- a {Monte
Carlo} study",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "275--292",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000494",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2015:DAB,
author = "Lily Y. Liu and Andrew J. Patton and Kevin Sheppard",
title = "Does anything beat $5$-minute {RV}? {A} comparison of
realized measures across multiple asset classes",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "293--311",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000329",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2015:IGL,
author = "Cheng Hsiao and Junwei Zhang",
title = "{IV}, {GMM} or likelihood approach to estimate dynamic
panel models when either N or T or both are large",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "312--322",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000962",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zu:2015:NST,
author = "Yang Zu",
title = "Nonparametric specification tests for stochastic
volatility models based on volatility density",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "323--344",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:FSF,
author = "Degui Li and Oliver Linton and Zudi Lu",
title = "A flexible semiparametric forecasting model for time
series",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "345--357",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000500",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2015:IVV,
author = "J{\"o}rg Breitung and Matei Demetrescu",
title = "Instrumental variable and variable addition based
inference in predictive regressions",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "358--375",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000457",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baek:2015:TLU,
author = "Yae In Baek and Jin Seo Cho and Peter C. B. Phillips",
title = "Testing linearity using power transforms of
regressors",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "376--384",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001220",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2015:NNT,
author = "Miguel A. Delgado and Peter M. Robinson",
title = "Non-nested testing of spatial correlation",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "385--401",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000950",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00145-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:PJb,
author = "Anonymous",
title = "Pages 1--402 ({July 2015})",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "1",
pages = "??--??",
month = jul,
year = "2015",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2015:EAF,
author = "Chia-Lin Chang and Michael McAleer",
title = "Econometric analysis of financial derivatives: an
overview",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "403--407",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000512",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2015:PFD,
author = "C. Gourieroux and A. Monfort",
title = "Pricing with finite dimensional dependence",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "408--417",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000524",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2015:MBE,
author = "Yacine A{\"\i}t-Sahalia and Dante Amengual and Elena
Manresa",
title = "Market-based estimation of stochastic volatility
models",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "418--435",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000536",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asai:2015:LFE,
author = "Manabu Asai and Michael McAleer",
title = "Leverage and feedback effects on multifactor {Wishart}
stochastic volatility for option pricing",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "436--446",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000548",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2015:MBP,
author = "Ke Zhu and Shiqing Ling",
title = "Model-based pricing for financial derivatives",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "447--457",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500055X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2015:SRC,
author = "Tim Bollerslev and Lai Xu and Hao Zhou",
title = "Stock return and cash flow predictability: The role of
volatility risk",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "458--471",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000561",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2015:SDA,
author = "Chia-Lin Chang and Juan-{\'A}ngel
Jim{\'e}nez-Mart{\'\i}n and Esfandiar Maasoumi and
Teodosio P{\'e}rez-Amaral",
title = "A stochastic dominance approach to financial risk
management strategies",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "472--485",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000573",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baldovin:2015:OPN,
author = "Fulvio Baldovin and Massimiliano Caporin and Michele
Caraglio and Attilio L. Stella and Marco Zamparo",
title = "Option pricing with non-{Gaussian} scaling and
infinite-state switching volatility",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "486--497",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000585",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Calvet:2015:WBS,
author = "Laurent E. Calvet and Marcus Fearnley and Adlai J.
Fisher and Markus Leippold",
title = "What is beneath the surface? {Option} pricing with
multifrequency latent states",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "498--511",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000597",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2015:QOP,
author = "Young Shin Kim and Jaesung Lee and Stefan Mittnik and
Jiho Park",
title = "Quanto option pricing in the presence of fat tails and
asymmetric dependence",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "512--520",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000603",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Majewski:2015:SPG,
author = "Adam A. Majewski and Giacomo Bormetti and Fulvio
Corsi",
title = "Smile from the past: a general option pricing
framework with multiple volatility and leverage
components",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "521--531",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000615",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2015:FSE,
author = "Torben G. Andersen and Oleg Bondarenko and Viktor
Todorov and George Tauchen",
title = "The fine structure of equity-index option dynamics",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "532--546",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000627",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eraker:2015:NLD,
author = "Bj{\o}rn Eraker and Jiakou Wang",
title = "A non-linear dynamic model of the variance risk
premium",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "547--556",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000639",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2015:BST,
author = "Giuseppe Cavaliere and Morten {\O}rregaard Nielsen and
A. M. Robert Taylor",
title = "Bootstrap score tests for fractional integration in
heteroskedastic {ARFIMA} models, with an application to
price dynamics in commodity spot and futures markets",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "557--579",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000640",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bonomo:2015:LSR,
author = "Marco Bonomo and Ren{\'e} Garcia and Nour Meddahi and
Rom{\'e}o T{\'e}dongap",
title = "The long and the short of the risk-return trade-off",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "580--592",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000652",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paolella:2015:CCM,
author = "Marc S. Paolella and Pawe{\l} Polak",
title = "{COMFORT}: a common market factor non-{Gaussian}
returns model",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "593--605",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000664",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duong:2015:EEI,
author = "Diep Duong and Norman R. Swanson",
title = "Empirical evidence on the importance of aggregation,
asymmetry, and jumps for volatility prediction",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "606--621",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sojli:2015:DGF,
author = "Elvira Sojli and Wing Wah Tham",
title = "Divided governments and futures prices",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "622--633",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000688",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "187",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00167-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001670",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Debarsy:2015:LSP,
author = "Nicolas Debarsy and Fei Jin and Lung-fei Lee",
title = "Large sample properties of the matrix exponential
spatial specification with an application to {FDI}",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "1--21",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiappori:2015:NIE,
author = "Pierre-Andr{\'e} Chiappori and Ivana Komunjer and
Dennis Kristensen",
title = "Nonparametric identification and estimation of
transformation models",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "22--39",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500010X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2015:JMA,
author = "Xun Lu and Liangjun Su",
title = "Jackknife model averaging for quantile regressions",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "40--58",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001256",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Westerlund:2015:NTU,
author = "Joakim Westerlund and Rolf Larsson",
title = "New tools for understanding the local asymptotic power
of panel unit root tests",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "59--93",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001268",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poskitt:2015:HOI,
author = "D. S. Poskitt and Simone D. Grose and Gael M. Martin",
title = "Higher-order improvements of the sieve bootstrap for
fractionally integrated processes",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "94--110",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001372",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hayakawa:2015:RSE,
author = "Kazuhiko Hayakawa and M. Hashem Pesaran",
title = "Robust standard errors in transformed likelihood
estimation of dynamic panel data models with
cross-sectional heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "111--134",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001244",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2015:IEC,
author = "Stefan Hoderlein and Robert Sherman",
title = "Identification and estimation in a correlated random
coefficients binary response model",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "135--149",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500127X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2015:GDF,
author = "G. Kapetanios and J. Mitchell and S. Price and N.
Fawcett",
title = "Generalised density forecast combinations",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "150--165",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.047",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001232",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koo:2015:SBM,
author = "Bonsoo Koo and Myung Hwan Seo",
title = "Structural-break models under mis-specification:
Implications for forecasting",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "166--181",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001384",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leung:2015:TSE,
author = "Michael P. Leung",
title = "Two-step estimation of network-formation models with
incomplete information",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "182--195",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fengler:2015:SSB,
author = "M. R. Fengler and E. Mammen and M. Vogt",
title = "Specification and structural break tests for additive
models with applications to realized variance data",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "196--218",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001438",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mavroeidis:2015:EHA,
author = "Sophocles Mavroeidis and Yuya Sasaki and Ivo Welch",
title = "Estimation of heterogeneous autoregressive parameters
with short panel data",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "219--235",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001517",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sasaki:2015:HSD,
author = "Yuya Sasaki",
title = "Heterogeneity and selection in dynamic panel data",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "236--249",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2015:EEN,
author = "Han Hong and Aprajit Mahajan and Denis Nekipelov",
title = "Extremum estimation and numerical derivatives",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "250--263",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.05.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001207",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2015:MLE,
author = "Xingbai Xu and Lung-fei Lee",
title = "Maximum likelihood estimation of a spatial
autoregressive {Tobit} model",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "264--280",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001657",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cho:2015:QCA,
author = "Jin Seo Cho and Tae-hwan Kim and Yongcheol Shin",
title = "Quantile cointegration in the autoregressive
distributed-lag modeling framework",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "281--300",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001645",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2015:SSI,
author = "Chaohua Dong and Jiti Gao and Bin Peng",
title = "Semiparametric single-index panel data models with
cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "301--312",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001700",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:IIS,
author = "Anonymous",
title = "{IFC}: {ID} Statment",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00197-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001979",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:PS,
author = "Anonymous",
title = "Pages 1--312 ({September 2015})",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "1",
pages = "??--??",
month = sep,
year = "2015",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:HPD,
author = "Qi Li and Tong Li",
title = "Heterogeneity in panel data and in nonparametric
analysis",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "313--315",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000706",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2015:EPD,
author = "Chunrong Ai and Hongjun Li and Zhongjian Lin and
Meixia Meng",
title = "Estimation of panel data partly specified {Tobit}
regression with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "316--326",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000718",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boneva:2015:SMH,
author = "Lena Boneva and Oliver Linton and Michael Vogt",
title = "A semiparametric model for heterogeneous panel data
with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "327--345",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500072X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2015:PNR,
author = "Jungyoon Lee and Peter M. Robinson",
title = "Panel nonparametric regression with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "346--362",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000731",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:SIC,
author = "Tong Li and Tatsushi Oka",
title = "Set identification of the censored quantile regression
model for short panels with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "363--377",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000743",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2015:NIP,
author = "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
Stefan Hoderlein and Hajo Holzmann and Whitney Newey",
title = "Nonparametric identification in panels using
quantiles",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "378--392",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000755",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chudik:2015:CCE,
author = "Alexander Chudik and M. Hashem Pesaran",
title = "Common correlated effects estimation of heterogeneous
dynamic panel data models with weakly exogenous
regressors",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "393--420",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000767",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2015:BRC,
author = "Yichen Gao and Cong Li and Zhongwen Liang",
title = "Binary response correlated random coefficient panel
data models",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "421--434",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000779",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2015:EDD,
author = "Han Hong and Weiming Li and Boyu Wang",
title = "Estimation of dynamic discrete models from time
aggregated data",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "435--446",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000780",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2015:OUC,
author = "Xiaohong Chen and Timothy M. Christensen",
title = "Optimal uniform convergence rates and asymptotic
normality for series estimators under weak dependence
and weak conditions",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "447--465",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000792",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Green:2015:TES,
author = "Carl Green and Wei Long and Cheng Hsiao",
title = "Testing error serial correlation in fixed effects
nonparametric panel data models",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "466--473",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000809",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2015:MSP,
author = "Yoonseok Lee and Peter C. B. Phillips",
title = "Model selection in the presence of incidental
parameters",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "474--489",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000810",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fang:2015:DDS,
author = "Ying Fang and Qi Li and Ximing Wu and Daiqiang Zhang",
title = "A data-driven smooth test of symmetry",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "490--501",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000822",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2015:OSN,
author = "Wei Lin and Zongwu Cai and Zheng Li and Li Su",
title = "Optimal smoothing in nonparametric conditional
quantile derivative function estimation",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "502--513",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000834",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gan:2015:SMR,
author = "Li Gan and Guan Gong and Michael Hurd and Daniel
McFadden",
title = "Subjective mortality risk and bequests",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "514--525",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000846",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gan:2015:NES,
author = "Li Gan and Gaosheng Ju and Xi Zhu",
title = "Nonparametric estimation of structural labor supply
and exact welfare change under nonconvex
piecewise-linear budget sets",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "526--544",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000858",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ouyang:2015:TEE,
author = "Min Ouyang and Yulei Peng",
title = "The treatment-effect estimation: a case study of the
2008 economic stimulus package of {China}",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "545--557",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500086X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Du:2015:HPR,
author = "Zaichao Du and Lin Zhang",
title = "Home-purchase restriction, property tax and housing
price in {China}: a counterfactual analysis",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "558--568",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000871",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "188",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00217-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002171",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Farrell:2015:RIA,
author = "Max H. Farrell",
title = "Robust inference on average treatment effects with
possibly more covariates than observations",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "1--23",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001864",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2015:BQR,
author = "Songnian Chen and Hanghui Zhang",
title = "Binary quantile regression with local polynomial
smoothing",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "24--40",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001906",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Freyberger:2015:ISR,
author = "Joachim Freyberger and Joel L. Horowitz",
title = "Identification and shape restrictions in nonparametric
instrumental variables estimation",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "41--53",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001918",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:BCS,
author = "Yong Li and Xiao-Bin Liu and Jun Yu",
title = "A {Bayesian} chi-squared test for hypothesis testing",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "54--69",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500192X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DHaultfoeuille:2015:IMM,
author = "Xavier D'Haultf{\oe}uille and Philippe F{\'e}vrier",
title = "Identification of mixture models using support
variations",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "70--82",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001931",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2015:AET,
author = "Ping Yu",
title = "Adaptive estimation of the threshold point in
threshold regression",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "83--100",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001888",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2015:UFT,
author = "Frank Kleibergen and Zhaoguo Zhan",
title = "Unexplained factors and their effects on second pass
{$R$}-squared's",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "101--116",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001876",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kline:2015:ICI,
author = "Brendan Kline",
title = "Identification of complete information games",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "117--131",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001955",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Porter:2015:RDD,
author = "Jack Porter and Ping Yu",
title = "Regression discontinuity designs with unknown
discontinuity points: Testing and estimation",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "132--147",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001712",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Henderson:2015:SCE,
author = "Daniel J. Henderson and Subal C. Kumbhakar and Qi Li
and Christopher F. Parmeter",
title = "Smooth coefficient estimation of a seemingly unrelated
regression",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "148--162",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2015:SST,
author = "Xiaohong Chen and Zhipeng Liao",
title = "Sieve semiparametric two-step {GMM} under weak
dependence",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "163--186",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yamamoto:2015:TFL,
author = "Yohei Yamamoto and Shinya Tanaka",
title = "Testing for factor loading structural change under
common breaks",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "187--206",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500189X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2015:RIN,
author = "Xu Cheng",
title = "Robust inference in nonlinear models with mixed
identification strength",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "207--228",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2015:IEG,
author = "Arthur Lewbel and Xun Tang",
title = "Identification and estimation of games with incomplete
information using excluded regressors",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "229--244",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2014.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001943",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00226-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002262",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:PN,
author = "Anonymous",
title = "Pages 1--244 ({November 2015})",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "1",
pages = "??--??",
month = nov,
year = "2015",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ling:2015:FTS,
author = "Shiqing Ling and Michael McAleer and Howell Tong",
title = "Frontiers in Time Series and Financial Econometrics:
An overview",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "245--250",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000974",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asai:2015:FCV,
author = "Manabu Asai and Michael McAleer",
title = "Forecasting co-volatilities via factor models with
asymmetry and long memory in realized covariance",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "251--262",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000986",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brockwell:2015:PLD,
author = "Peter J. Brockwell and Alexander Lindner",
title = "Prediction of {{L{\'e}vy}-driven} {CARMA} processes",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "263--271",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000998",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2015:FIC,
author = "Zongwu Cai and Ted Juhl and Bingduo Yang",
title = "Functional index coefficient models with variable
selection",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "272--284",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001001",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2015:LET,
author = "Ngai Hang Chan and Chun Yip Yau and Rong-Mao Zhang",
title = "{LASSO} estimation of threshold autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "285--296",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001013",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2015:HDS,
author = "Jinyuan Chang and Bin Guo and Qiwei Yao",
title = "High dimensional stochastic regression with latent
factors, endogeneity and nonlinearity",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "297--312",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001025",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2015:SBP,
author = "Min Chen and Ke Zhu",
title = "Sign-based portmanteau test for {ARCH}-type models
with heavy-tailed innovations",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "313--320",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001037",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2015:TOM,
author = "Tzu-Chang F. Cheng and Ching-Kang Ing and Shu-Hui Yu",
title = "Toward optimal model averaging in regression models
with time series errors",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "321--334",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001049",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Creal:2015:HDD,
author = "Drew D. Creal and Ruey S. Tsay",
title = "High dimensional dynamic stochastic copula models",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "335--345",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001050",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2015:MTM,
author = "Jiti Gao and Nam Hyun Kim and Patrick W. Saart",
title = "A misspecification test for multiplicative error
models of non-negative time series processes",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "346--359",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001062",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ho:2015:SQA,
author = "Hwai-Chung Ho",
title = "Sample quantile analysis for long-memory stochastic
volatility models",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "360--370",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001074",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horvath:2015:TIB,
author = "Lajos Horv{\'a}th and Gregory Rice",
title = "Testing for independence between functional time
series",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "371--382",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
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URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001086",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Hsiao:2015:SIP,
author = "Cheng Hsiao and Qiankun Zhou",
title = "Statistical inference for panel dynamic simultaneous
equations models",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "383--396",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001098",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jarrow:2015:STC,
author = "Robert Jarrow and Simon Sai Man Kwok",
title = "Specification tests of calibrated option pricing
models",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "397--414",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001104",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:AIM,
author = "Dong Li and Shiqing Ling and Jean-Michel
Zako{\"\i}an",
title = "Asymptotic inference in multiple-threshold double
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "415--427",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001116",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2015:NHG,
author = "Muyi Li and Wai Keung Li and Guodong Li",
title = "A new hyperbolic {GARCH} model",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "428--436",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001128",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2015:IVR,
author = "Shouwei Liu and Yiu-Kuen Tse",
title = "Intraday Value-at-Risk: an asymmetric autoregressive
conditional duration approach",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "437--446",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500113X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2015:RML,
author = "Peter M. Robinson and Francesca Rossi",
title = "Refinements in maximum likelihood inference on spatial
autocorrelation in panel data",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "447--456",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001141",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{So:2015:SIC,
author = "Mike K. P. So and Ray S. W. Chung",
title = "Statistical inference for conditional quantiles in
nonlinear time series models",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "457--472",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001153",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2015:QLE,
author = "Fei Su and Kung-Sik Chan",
title = "Quasi-likelihood estimation of a threshold diffusion
process",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "473--484",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001165",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tong:2015:TMT,
author = "Howell Tong",
title = "Threshold models in time series analysis --- Some
reflections",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "485--491",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zheng:2015:GAM,
author = "Tingguo Zheng and Han Xiao and Rong Chen",
title = "Generalized {ARMA} models with martingale difference
errors",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "492--506",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2015:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "189",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2015",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00241-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002419",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:DJA,
author = "Anonymous",
title = "{2015 Dennis J. Aigner Award}",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "iv--iv",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00271-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002717",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2016:SEU,
author = "Jungyoon Lee and Peter M. Robinson",
title = "Series estimation under cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "1--17",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002213",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hill:2016:GEH,
author = "Jonathan B. Hill and Artem Prokhorov",
title = "{GEL} estimation for heavy-tailed {GARCH} models with
robust empirical likelihood inference",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "18--45",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500233X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2016:SEC,
author = "Marc Hallin and Ramon van den Akker and Bas J. M.
Werker",
title = "Semiparametric error-correction models for
cointegration with trends: Pseudo-{Gaussian} and
optimal rank-based tests of the cointegration rank",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "46--61",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002237",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2016:ASM,
author = "Michael Keane and Olena Stavrunova",
title = "Adverse selection, moral hazard and the demand for
Medigap insurance",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "62--78",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002225",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bianchi:2016:MME,
author = "Francesco Bianchi",
title = "Methods for measuring expectations and uncertainty in
{Markov}-switching models",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "79--99",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002249",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gutknecht:2016:TMU,
author = "Daniel Gutknecht",
title = "Testing for monotonicity under endogeneity: an
application to the reservation wage function",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "100--114",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002341",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2016:ESP,
author = "Bruce E. Hansen",
title = "Efficient shrinkage in parametric models",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "115--132",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002365",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Scharth:2016:PEI,
author = "Marcel Scharth and Robert Kohn",
title = "Particle efficient importance sampling",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "133--147",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.047",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002201",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2016:SED,
author = "Xun Lu and Liangjun Su",
title = "Shrinkage estimation of dynamic panel data models with
interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "148--175",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002389",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2016:TTO,
author = "Zhaogang Song and Dacheng Xiu",
title = "A tale of two option markets: Pricing kernels and
volatility risk",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "176--196",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002328",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bester:2016:GEE,
author = "C. Alan Bester and Christian B. Hansen",
title = "Grouped effects estimators in fixed effects models",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "197--208",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002030",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:IIS,
author = "Anonymous",
title = "{IFC}: {ID} statement",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00265-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2016:PJa,
author = "Anonymous",
title = "Pages 1--208 ({January 2016})",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "1",
pages = "??--??",
month = jan,
year = "2016",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Kumbhakar:2016:EI,
author = "Subal C. Kumbhakar and Peter Schmidt",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "209--211",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001724",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sanderson:2016:WIT,
author = "Eleanor Sanderson and Frank Windmeijer",
title = "A weak instrument {$F$}-test in linear {IV} models
with multiple endogenous variables",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "212--221",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horrace:2016:ENP,
author = "William C. Horrace and Xiaodong Liu and Eleonora
Patacchini",
title = "Endogenous network production functions with
selectivity",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "222--232",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001748",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Malikov:2016:VCP,
author = "Emir Malikov and Subal C. Kumbhakar and Yiguo Sun",
title = "Varying coefficient panel data model in the presence
of endogenous selectivity and fixed effects",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "233--251",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Murtazashvili:2016:CFA,
author = "Irina Murtazashvili and Jeffrey M. Wooldridge",
title = "A control function approach to estimating switching
regression models with endogenous explanatory variables
and endogenous switching",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "252--266",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001839",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{ilKim:2016:EPF,
author = "Kyoo il Kim and Amil Petrin and Suyong Song",
title = "Estimating production functions with control functions
when capital is measured with error",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "267--279",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001852",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amsler:2016:ESF,
author = "Christine Amsler and Artem Prokhorov and Peter
Schmidt",
title = "Endogeneity in stochastic frontier models",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "280--288",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Glass:2016:SAS,
author = "Anthony J. Glass and Karligash Kenjegalieva and Robin
C. Sickles",
title = "A spatial autoregressive stochastic frontier model for
panel data with asymmetric efficiency spillovers",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "289--300",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001803",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atkinson:2016:DDF,
author = "Scott E. Atkinson and Mike G. Tsionas",
title = "Directional distance functions: Optimal endogenous
directions",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "301--314",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500175X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2016:GBT,
author = "Subal C. Kumbhakar and Efthymios G. Tsionas",
title = "The good, the bad and the technology: Endogeneity in
environmental production models",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "315--327",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{ODonnell:2016:UIA,
author = "C. J. O'Donnell",
title = "Using information about technologies, markets and firm
behaviour to decompose a proper productivity index",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "328--340",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001785",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffiths:2016:SMS,
author = "William E. Griffiths and Gholamreza Hajargasht",
title = "Some models for stochastic frontiers with
endogeneity",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "341--348",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001815",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cazals:2016:NIV,
author = "Catherine Cazals and Fr{\'e}d{\'e}rique F{\`e}ve and
Jean-Pierre Florens and L{\'e}opold Simar",
title = "Nonparametric instrumental variables estimation for
efficiency frontier",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "349--359",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Simar:2016:UHE,
author = "L{\'e}opold Simar and Anne Vanhems and Ingrid {Van
Keilegom}",
title = "Unobserved heterogeneity and endogeneity in
nonparametric frontier estimation",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "360--373",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001840",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "190",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00307-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2016:EEA,
author = "Jushan Bai and Yuan Liao",
title = "Efficient estimation of approximate factor models via
penalized maximum likelihood",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "1--18",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002535",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeNadai:2016:NEV,
author = "Michele {De Nadai} and Arthur Lewbel",
title = "Nonparametric errors in variables models with
measurement errors on both sides of the equation",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "19--32",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002390",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golinski:2016:LMA,
author = "Adam Goli{\'n}ski and Paolo Zaffaroni",
title = "Long memory affine term structure models",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "33--56",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002523",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Trapani:2016:TFM,
author = "Lorenzo Trapani",
title = "Testing for (in)finite moments",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "57--68",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002596",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bruggemann:2016:IVC,
author = "Ralf Br{\"u}ggemann and Carsten Jentsch and Carsten
Trenkler",
title = "Inference in {VARs} with conditional
heteroskedasticity of unknown form",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "69--85",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002547",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qian:2016:SEC,
author = "Junhui Qian and Liangjun Su",
title = "Shrinkage estimation of common breaks in panel data
models via adaptive group fused Lasso",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "86--109",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2016:ITM,
author = "Hwan-sik Choi",
title = "Information theory for maximum likelihood estimation
of diffusion models",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "110--128",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002511",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dette:2016:TME,
author = "Holger Dette and Stefan Hoderlein and Natalie
Neumeyer",
title = "Testing multivariate economic restrictions using
quantiles: The example of {Slutsky} negative
semidefiniteness",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "129--144",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500250X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blazsek:2016:PPR,
author = "Szabolcs Blazsek and Alvaro Escribano",
title = "Patent propensity, {R\&D} and market competition:
Dynamic spillovers of innovation leaders and
followers",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "145--163",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002559",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2016:ILT,
author = "James J. Heckman and Lakshmi K. Raut",
title = "Intergenerational long-term effects of
preschool-structural estimates from a discrete dynamic
programming model",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "164--175",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2016:EHP,
author = "Badi H. Baltagi and Qu Feng and Chihwa Kao",
title = "Estimation of heterogeneous panels with structural
breaks",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "176--195",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.03.048",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002353",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2016:DAI,
author = "Yanqin Fan and Ruixuan Liu",
title = "A direct approach to inference in nonparametric and
semiparametric quantile models",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "196--216",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002560",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Papanicolaou:2016:VBT,
author = "Alex Papanicolaou and Kay Giesecke",
title = "Variation-based tests for volatility
misspecification",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "217--230",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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@Article{Su:2016:SIV,
author = "Liangjun Su and Tadao Hoshino",
title = "Sieve instrumental variable quantile regression
estimation of functional coefficient models",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "231--254",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002572",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Medeiros:2016:RHD,
author = "Marcelo C. Medeiros and Eduardo F. Mendes",
title = "$ l_1$-regularization of high-dimensional time-series
models with non-{Gaussian} and heteroskedastic errors",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "255--271",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002638",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(15)00292-4",
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bibdate = "Wed Mar 6 14:50:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Anonymous:2016:PMa,
author = "Anonymous",
title = "Pages 1--272 ({March 2016})",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "1",
pages = "??--??",
month = mar,
year = "2016",
CODEN = "JECMB6",
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@Article{Barnett:2016:IME,
author = "W. A. Barnett and W. E. Diewert and E. Maasoumi",
title = "Innovations in measurement in economics and
econometrics: an overview",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "273--275",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2016:DTE,
author = "James J. Heckman and John Eric Humphries and Gregory
Veramendi",
title = "Dynamic treatment effects",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "276--292",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002778",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:2016:CIE,
author = "Charles F. Manski",
title = "Credible interval estimates for official statistics
with survey nonresponse",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "293--301",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500278X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matzkin:2016:ICN,
author = "Rosa L. Matzkin",
title = "On independence conditions in nonseparable models:
Observable and unobservable instruments",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "302--311",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002791",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:2016:RTN,
author = "William A. Barnett and Marcelle Chauvet and Danilo
Leiva-Leon",
title = "Real-time nowcasting of nominal {GDP} with structural
breaks",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "312--324",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2016:EQC,
author = "Sujin Park and Seok Young Hong and Oliver Linton",
title = "Estimating the quadratic covariation matrix for
asynchronously observed high frequency stock returns
corrupted by additive measurement error",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "325--347",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500281X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2016:NAM,
author = "Gordon Anderson and Alessio Farcomeni and Maria Grazia
Pittau and Roberto Zelli",
title = "A new approach to measuring and studying the
characteristics of class membership: Examining poverty,
inequality and polarization in urban {China}",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "348--359",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002821",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barrett:2016:CTP,
author = "Garry F. Barrett and Stephen G. Donald and Yu-Chin
Hsu",
title = "Consistent tests for poverty dominance relations",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "360--373",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002833",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:2016:SAA,
author = "Esfandiar Maasoumi and Jeffrey S. Racine",
title = "A solution to aggregation and an application to
multidimensional `well-being' frontiers",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "374--383",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aruoba:2016:IGM,
author = "S. Boragan Aruoba and Francis X. Diebold and Jeremy
Nalewaik and Frank Schorfheide and Dongho Song",
title = "Improving {GDP} measurement: a measurement-error
perspective",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "384--397",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002857",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fox:2016:PDM,
author = "Kevin J. Fox and Iqbal A. Syed",
title = "Price discounts and the measurement of inflation",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "398--406",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002869",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hill:2016:LSA,
author = "Robert J. Hill",
title = "A least squares approach to imposing within-region
fixity in the International Comparisons Program",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "407--413",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002870",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rao:2016:SAC,
author = "D. S. Prasada Rao and Gholamreza Hajargasht",
title = "Stochastic approach to computation of purchasing power
parities in the International Comparison Program
{(ICP)}",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "414--425",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inklaar:2016:MIP,
author = "Robert Inklaar and W. Erwin Diewert",
title = "Measuring industry productivity and cross-country
convergence",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "426--433",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002894",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "191",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30027-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300276",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2016:EES,
author = "Tim Bollerslev and Andrew J. Patton and Rogier
Quaedvlieg",
title = "Exploiting the errors: a simple approach for improved
volatility forecasting",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "1--18",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002584",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2016:BSM,
author = "Xin Jin and John M. Maheu",
title = "{Bayesian} semiparametric modeling of realized
covariance matrices",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "19--39",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002729",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gan:2016:ETT,
author = "Li Gan and Qi Li",
title = "Efficiency of thin and thick markets",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "40--54",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002742",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delaigle:2016:RCD,
author = "Aurore Delaigle and Alexander Meister and Jeroen
Rombouts",
title = "Root-{$T$} consistent density estimation in {GARCH}
models",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "55--63",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002614",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2016:ICI,
author = "H. Peter Boswijk and Giuseppe Cavaliere and Anders
Rahbek and A. M. Robert Taylor",
title = "Inference on co-integration parameters in
heteroskedastic vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "64--85",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002766",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2016:ARM,
author = "Seojeong Lee",
title = "Asymptotic refinements of a misspecification-robust
bootstrap for {GEL} estimators",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "86--104",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2016:PQR,
author = "Ji Hyung Lee",
title = "Predictive quantile regression with persistent
covariates: {IVX-QR} approach",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "105--118",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003000",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2016:BSA,
author = "Yacine A{\"\i}t-Sahalia and Joon Y. Park",
title = "Bandwidth selection and asymptotic properties of local
nonparametric estimators in possibly nonstationary
continuous-time models",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "119--138",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002730",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2016:MAB,
author = "Yan Gao and Xinyu Zhang and Shouyang Wang and Guohua
Zou",
title = "Model averaging based on leave-subject-out
cross-validation",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "139--151",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003012",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2016:NTS,
author = "Yoosoon Chang and Chang Sik Kim and Joon Y. Park",
title = "Nonstationarity in time series of state densities",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "152--167",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.06.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2016:RSR,
author = "Yongok Choi and Stefan Jacewitz and Joon Y. Park",
title = "A reexamination of stock return predictability",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "168--189",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.02.048",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761500305X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Assmann:2016:BAS,
author = "Christian A{\ss}mann and Jens Boysen-Hogrefe and
Markus Pape",
title = "{Bayesian} analysis of static and dynamic factor
models: an ex-post approach towards the rotation
problem",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "190--206",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002626",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2016:TGC,
author = "Eric Ghysels and Jonathan B. Hill and Kaiji Motegi",
title = "Testing for {Granger} causality with mixed frequency
data",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "207--230",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2016:BII,
author = "Wenjie Wang and Maximilien Kaffo",
title = "Bootstrap inference for instrumental variable models
with many weak instruments",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "231--268",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaido:2016:DAI,
author = "Hiroaki Kaido",
title = "A dual approach to inference for partially identified
econometric models",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "269--290",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez-Val:2016:ITE,
author = "Iv{\'a}n Fern{\'a}ndez-Val and Martin Weidner",
title = "Individual and time effects in nonlinear panel models
with large {$N$}, {$T$}",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "291--312",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002997",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2016:EAV,
author = "Yang-Ho Park",
title = "The effects of asymmetric volatility and jumps on the
pricing of {VIX} derivatives",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "313--328",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616000026",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30036-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300367",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:PMb,
author = "Anonymous",
title = "Pages 1--328 ({May 2016})",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "1",
pages = "??--??",
month = may,
year = "2016",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2016:IMT,
author = "J{\"o}rg Breitung and Helmut Herwartz",
title = "Innovations in multiple time series analysis",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "329--331",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2016:SAM,
author = "Andrea Carriero and George Kapetanios and Massimiliano
Marcellino",
title = "Structural analysis with Multivariate Autoregressive
Index models",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "332--348",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300057",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chudik:2016:MCA,
author = "Alexander Chudik and Valerie Grossman and M. Hashem
Pesaran",
title = "A multi-country approach to forecasting output growth
using {PMIs}",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "349--365",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300069",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2016:SMA,
author = "Brian D. O. Anderson and Manfred Deistler and
Elisabeth Felsenstein and Lukas Koelbl",
title = "The structure of multivariate {AR} and {ARMA} systems:
Regular and singular systems; the single and the mixed
frequency case",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "366--373",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300070",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2016:LBV,
author = "Joshua C. C. Chan and Eric Eisenstat and Gary Koop",
title = "Large {Bayesian} {VARMAs}",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "374--390",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300082",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DelNegro:2016:DPP,
author = "Marco {Del Negro} and Raiden B. Hasegawa and Frank
Schorfheide",
title = "Dynamic prediction pools: an investigation of
financial frictions and forecasting performance",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "391--405",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300094",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Waggoner:2016:SMH,
author = "Daniel F. Waggoner and Hongwei Wu and Tao Zha",
title = "Striated {Metropolis--Hastings} sampler for
high-dimensional models",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "406--420",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300100",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2016:JCS,
author = "Atsushi Inoue and Lutz Kilian",
title = "Joint confidence sets for structural impulse
responses",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "421--432",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300112",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2016:REI,
author = "Peter C. B. Phillips and Ji Hyung Lee",
title = "Robust econometric inference with mixed integrated and
mildly explosive regressors",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "433--450",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300124",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harris:2016:TCI,
author = "David Harris and Stephen J. Leybourne and A. M. Robert
Taylor",
title = "Tests of the co-integration rank in {VAR} models in
the presence of a possible break in trend at an unknown
point",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "451--467",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300136",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poskitt:2016:VAM,
author = "D. S. Poskitt",
title = "Vector autoregressive moving average identification
for macroeconomic modeling: a new methodology",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "468--484",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300148",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalliovirta:2016:GMV,
author = "Leena Kalliovirta and Mika Meitz and Pentti
Saikkonen",
title = "{Gaussian} mixture vector autoregression",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "485--498",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630015X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hardle:2016:TTE,
author = "Wolfgang Karl H{\"a}rdle and Weining Wang and Lining
Yu",
title = "{TENET}: Tail-Event driven {NETwork} risk",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "499--513",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300161",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "192",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30048-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300483",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wolter:2016:KEH,
author = "James Lewis Wolter",
title = "Kernel estimation of hazard functions when
observations have dependent and common covariates",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "1--16",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630001X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2016:ITV,
author = "Jia Li and Viktor Todorov and George Tauchen",
title = "Inference theory for volatility functional
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volume = "193",
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pages = "17--34",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300033",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2016:DAE,
author = "Xiaohu Wang and Jun Yu",
title = "Double asymptotics for explosive continuous time
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journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "35--53",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300173",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horvath:2016:SIR,
author = "Lajos Horv{\'a}th and Lorenzo Trapani",
title = "Statistical inference in a random coefficient panel
model",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "54--75",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300203",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chung:2016:MMP,
author = "EunYi Chung and Joseph P. Romano",
title = "Multivariate and multiple permutation tests",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "76--91",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300021",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galvao:2016:SQR,
author = "Antonio F. Galvao and Kengo Kato",
title = "Smoothed quantile regression for panel data",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "92--112",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300239",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caetano:2016:DTI,
author = "Carolina Caetano and Christoph Rothe and Nese Yildiz",
title = "A discontinuity test for identification in triangular
nonseparable models",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "113--122",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300215",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2016:FSA,
author = "Xianyang Zhang",
title = "Fixed-smoothing asymptotics in the generalized
empirical likelihood estimation framework",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "123--146",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300240",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leamer:2016:VCC,
author = "Edward E. Leamer",
title = "{$S$}-values: Conventional context-minimal measures of
the sturdiness of regression coefficients",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "147--161",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300185",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2016:ICS,
author = "Songnian Chen and Shakeeb Khan and Xun Tang",
title = "Informational content of special regressors in
heteroskedastic binary response models",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "162--182",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2015.12.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300227",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2016:TMU,
author = "Stefan Hoderlein and Liangjun Su and Halbert White and
Thomas Tao Yang",
title = "Testing for monotonicity in unobservables under
unconfoundedness",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "183--202",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300252",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ikeda:2016:BCE,
author = "Shin S. Ikeda",
title = "A bias-corrected estimator of the covariation matrix
of multiple security prices when both microstructure
effects and sampling durations are persistent and
endogenous",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "203--214",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300422",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2016:GFT,
author = "Shulin Zhang and Ostap Okhrin and Qian M. Zhou and
Peter X.-K. Song",
title = "Goodness-of-fit test for specification of
semiparametric copula dependence models",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "215--233",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300434",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacobi:2016:BTE,
author = "Liana Jacobi and Helga Wagner and Sylvia
Fr{\"u}hwirth-Schnatter",
title = "{Bayesian} treatment effects models with variable
selection for panel outcomes with an application to
earnings effects of maternity leave",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "234--250",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300197",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2016:CQM,
author = "Heejoon Han and Oliver Linton and Tatsushi Oka and
Yoon-Jae Whang",
title = "The cross-quantilogram: Measuring quantile dependence
and testing directional predictability between time
series",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "251--270",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitagawa:2016:MAS,
author = "Toru Kitagawa and Chris Muris",
title = "Model averaging in semiparametric estimation of
treatment effects",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "271--289",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630046X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30081-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300811",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:PJb,
author = "Anonymous",
title = "Pages 1--290 ({July 2016})",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "1",
pages = "??--??",
month = jul,
year = "2016",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2016:EAM,
author = "Eric Ghysels and Massimiliano Marcellino",
title = "The econometric analysis of mixed frequency data
sampling",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "291--293",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300641",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2016:MRM,
author = "Eric Ghysels",
title = "Macroeconomics and the reality of mixed frequency
data",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "294--314",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300653",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pettenuzzo:2016:MAM,
author = "Davide Pettenuzzo and Allan Timmermann and Rossen
Valkanov",
title = "A {MIDAS} approach to modeling first and second moment
dynamics",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "315--334",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marcellino:2016:MFO,
author = "Massimiliano Marcellino and Vasja Sivec",
title = "Monetary, fiscal and oil shocks: Evidence based on
mixed frequency structural {FAVARs}",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "335--348",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300689",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oh:2016:HDC,
author = "Dong Hwan Oh and Andrew J. Patton",
title = "High-dimensional copula-based distributions with mixed
frequency data",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "349--366",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300707",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2016:UHF,
author = "Elena Andreou",
title = "On the use of high frequency measures of volatility in
{MIDAS} regressions",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "367--389",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300719",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2016:ECT,
author = "Marcus J. Chambers",
title = "The estimation of continuous time models with mixed
frequency data",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "390--404",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300720",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2016:WML,
author = "F. Blasques and S. J. Koopman and M. Mallee and Z.
Zhang",
title = "Weighted maximum likelihood for dynamic factor
analysis and forecasting with mixed frequency data",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "405--417",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300732",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gotz:2016:TGC,
author = "Thomas B. G{\"o}tz and Alain Hecq and Stephan
Smeekes",
title = "Testing for {Granger} causality in large
mixed-frequency {VARs}",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "418--432",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300768",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qian:2016:CEM,
author = "Hang Qian",
title = "A computationally efficient method for vector
autoregression with mixed frequency data",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "433--437",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300781",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zadrozny:2016:EYW,
author = "Peter A. Zadrozny",
title = "Extended {Yule--Walker} identification of {VARMA}
models with single- or mixed-frequency data",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "438--446",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300793",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "193",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30111-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Aigner:2016:O,
author = "Dennis J. Aigner",
title = "Obituary",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "iv--iv",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30130-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301300",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2016:MCB,
author = "Xin Jin and John M. Maheu",
title = "Modeling covariance breakdowns in multivariate
{GARCH}",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "1--23",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300562",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Armstrong:2016:MAI,
author = "Timothy B. Armstrong and Hock Peng Chan",
title = "Multiscale adaptive inference on conditional moment
inequalities",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "24--43",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2016:LCQ,
author = "Degui Li and Runze Li",
title = "Local composite quantile regression smoothing for
{Harris} recurrent {Markov} processes",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "44--56",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300586",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2016:IPD,
author = "Shakeeb Khan and Maria Ponomareva and Elie Tamer",
title = "Identification of panel data models with endogenous
censoring",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "57--75",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2016:WNT,
author = "Xianyang Zhang",
title = "White noise testing and model diagnostic checking for
functional time series",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "76--95",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2016:STM,
author = "Andr{\'e}s Aradillas-L{\'o}pez and Amit Gandhi and
Daniel Quint",
title = "A simple test for moment inequality models with an
application to {English} auctions",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "96--115",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300628",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2016:EDE,
author = "Bent Jesper Christensen and Olaf Posch and Michel van
der Wel",
title = "Estimating dynamic equilibrium models using mixed
frequency macro and financial data",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "116--137",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300616",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maller:2016:LSD,
author = "Ross Maller and Steven Roberts and Rabee Tourky",
title = "The large-sample distribution of the maximum {Sharpe}
ratio with and without short sales",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "138--152",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300598",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2016:NTS,
author = "Oliver Linton and Yoon-Jae Whang and Yu-Min Yen",
title = "A nonparametric test of a strong leverage hypothesis",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "153--186",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.02.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301099",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2016:CMS,
author = "Hongjun Li and Qi Li and Ruixuan Liu",
title = "Consistent model specification tests based on
$k$-nearest-neighbor estimation method",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "187--202",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301075",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30124-5",
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bibdate = "Wed Mar 6 14:50:23 MST 2019",
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fjournal = "Journal of Econometrics",
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@Article{Anonymous:2016:PS,
author = "Anonymous",
title = "Pages 1--202 ({September 2016})",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "1",
pages = "??--??",
month = sep,
year = "2016",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Chen:2016:FSR,
author = "Rong Chen and Per Mykland and Qiwei Yao",
title = "Financial Statistics and Risk Management: an
Overview",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "203--204",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300896",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2016:ICA,
author = "Yacine A{\"\i}t-Sahalia and Dacheng Xiu",
title = "Increased correlation among asset classes: Are
volatility or jumps to blame, or both?",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "205--219",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300902",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2016:UDT,
author = "Donggyu Kim and Yazhen Wang",
title = "Unified discrete-time and continuous-time models and
statistical inferences for merged low-frequency and
high-frequency financial data",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "220--230",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300914",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2016:CSM,
author = "Zhengjun Zhang and Bin Zhu",
title = "Copula structured {M4} processes with application to
high-frequency financial data",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "231--241",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300938",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
keywords = "M4 (multivariate maxima and moving maxima)",
}
@Article{Mykland:2016:BDC,
author = "Per A. Mykland and Lan Zhang",
title = "Between data cleaning and inference: Pre-averaging and
robust estimators of the efficient price",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "242--262",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300951",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2016:CAM,
author = "Xialu Liu and Han Xiao and Rong Chen",
title = "Convolutional autoregressive models for functional
time series",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "263--282",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300963",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2016:TSD,
author = "Jing He and Song Xi Chen",
title = "Testing super-diagonal structure in high dimensional
covariance matrices",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "283--297",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300975",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2016:RIR,
author = "Jianqing Fan and Fang Han and Han Liu and Byron
Vickers",
title = "Robust inference of risks of large portfolios",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "298--308",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300987",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2016:SDP,
author = "Jia Chen and Degui Li and Oliver Linton and Zudi Lu",
title = "Semiparametric dynamic portfolio choice with multiple
conditioning variables",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "309--318",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301002",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conrad:2016:APG,
author = "Christian Conrad and Enno Mammen",
title = "Asymptotics for parametric {GARCH-in-Mean} models",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "319--329",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301014",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asimit:2016:TDM,
author = "Alexandru V. Asimit and Russell Gerrard and Yanxi Hou
and Liang Peng",
title = "Tail dependence measure for examining financial
extreme co-movements",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "330--348",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301026",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duan:2016:LMA,
author = "Jin-Chuan Duan",
title = "Local-momentum autoregression and the modeling of
interest rate term structure",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "349--359",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301038",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2016:CMD,
author = "Richard A. Davis and Stacey A. Hancock and Yi-Ching
Yao",
title = "On consistency of minimum description length model
selection for piecewise autoregressions",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "360--368",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630104X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dou:2016:GYW,
author = "Baojun Dou and Maria Lucia Parrella and Qiwei Yao",
title = "Generalized {Yule--Walker} estimation for
spatio-temporal models with unknown diagonal
coefficients",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "369--382",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "194",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30139-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301397",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2016:IAT,
author = "Arthur Lewbel and Thomas Tao Yang",
title = "Identifying the average treatment effect in ordered
treatment models without unconfoundedness",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "1--22",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301063",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrikopoulos:2016:FDJ,
author = "Andreas Andrikopoulos and Aristeidis Samitas and
Konstantinos Kostaris",
title = "Four decades of the Journal of Econometrics:
Coauthorship patterns and networks",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "23--32",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.04.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630121X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2016:EEI,
author = "Yingying Li and Shangyu Xie and Xinghua Zheng",
title = "Efficient estimation of integrated volatility
incorporating trading information",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "33--50",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301336",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2016:EJD,
author = "Chenxu Li and Dachuan Chen",
title = "Estimating jump-diffusions using closed-form
likelihood expansions",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "51--70",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301348",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kock:2016:OIV,
author = "Anders Bredahl Kock",
title = "Oracle inequalities, variable selection and uniform
inference in high-dimensional correlated random effects
panel data models",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "71--85",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2016:CVR,
author = "Chuan-Sheng Wang and Zhibiao Zhao",
title = "Conditional Value-at-Risk: Semiparametric estimation
and inference",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "86--103",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630135X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shi:2016:EEH,
author = "Zhentao Shi",
title = "Econometric estimation with high-dimensional moment
equalities",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "104--119",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301373",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eggleston:2016:EDE,
author = "Jonathan Eggleston",
title = "An efficient decomposition of the expectation of the
maximum for the multivariate normal and related
distributions",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "120--133",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301361",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2016:FCS,
author = "Yiguo Sun",
title = "Functional-coefficient spatial autoregressive models
with nonparametric spatial weights",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "134--153",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630149X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lan:2016:TSR,
author = "Wei Lan and Ping-Shou Zhong and Runze Li and Hansheng
Wang and Chih-Ling Tsai",
title = "Testing a single regression coefficient in high
dimensional linear models",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "154--168",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301087",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30153-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:PN,
author = "Anonymous",
title = "Pages 1--168 ({November 2016})",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "1",
pages = "??--??",
month = nov,
year = "2016",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seo:2016:DPT,
author = "Myung Hwan Seo and Yongcheol Shin",
title = "Dynamic panels with threshold effect and endogeneity",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "169--186",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301506",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DiTraglia:2016:UII,
author = "Francis J. DiTraglia",
title = "Using invalid instruments on purpose: Focused moment
selection and averaging for {GMM}",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "187--208",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301518",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shonkwiler:2016:VTN,
author = "J. S. Shonkwiler",
title = "Variance of the truncated negative binomial
distribution",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "209--210",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301610",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2016:SDS,
author = "Francisco Blasques and Siem Jan Koopman and Andre
Lucas and Julia Schaumburg",
title = "Spillover dynamics for systemic risk measurement using
spatial financial time series models",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "211--223",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301609",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miyauchi:2016:SEP,
author = "Yuhei Miyauchi",
title = "Structural estimation of pairwise stable networks with
nonnegative externality",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "224--235",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301592",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fox:2016:SNA,
author = "Jeremy T. Fox and Kyoo il Kim and Chenyu Yang",
title = "A simple nonparametric approach to estimating the
distribution of random coefficients in structural
models",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "236--254",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301622",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2016:ICC,
author = "Heng Chen and Yanqin Fan and Ruixuan Liu",
title = "Inference for the correlation coefficient between
potential outcomes in the {Gaussian} switching regime
model",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "255--270",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301634",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2016",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30184-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2016:PD,
author = "Anonymous",
title = "Pages 169--270 ({December 2016})",
journal = j-J-ECONOMETRICS,
volume = "195",
number = "2",
pages = "??--??",
month = dec,
year = "2016",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:2017:EEM,
author = "Alexandre Poirier",
title = "Efficient estimation in models with independence
restrictions",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "1--22",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301646",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pedersen:2017:ITB,
author = "Rasmus S{\o}ndergaard Pedersen",
title = "Inference and testing on the boundary in extended
constant conditional correlation {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "23--36",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301658",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2017:ARD,
author = "Jihyun Kim and Joon Y. Park",
title = "Asymptotics for recurrent diffusions with application
to high frequency regression",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "37--54",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761630166X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2017:RWS,
author = "Atsushi Inoue and Lu Jin and Barbara Rossi",
title = "Rolling window selection for out-of-sample forecasting
with time-varying parameters",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "55--67",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301713",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2017:VCP,
author = "Guohua Feng and Jiti Gao and Bin Peng and Xiaohui
Zhang",
title = "A varying-coefficient panel data model with fixed
effects: Theory and an application to {US} commercial
banks",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "68--82",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301786",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tu:2017:FCN,
author = "Yundong Tu and Yanping Yi",
title = "Forecasting cointegrated nonstationary time series
with time-varying variance",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "83--98",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301798",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieberman:2017:MSU,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "A multivariate stochastic unit root model with an
application to derivative pricing",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "99--110",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301695",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2017:SII,
author = "Christian Gouri{\'e}roux and Alain Monfort and
Jean-Paul Renne",
title = "Statistical inference for independent component
analysis: Application to structural {VAR} models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "111--126",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301749",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2017:NAM,
author = "Yoosoon Chang and Yongok Choi and Joon Y. Park",
title = "A new approach to model regime switching",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "127--143",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301671",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guerron-Quintana:2017:IRM,
author = "Pablo Guerron-Quintana and Atsushi Inoue and Lutz
Kilian",
title = "Impulse response matching estimators for {DSGE}
models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "144--155",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301762",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2017:ISC,
author = "Shengjie Hong",
title = "Inference in semiparametric conditional moment models
with partial identification",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "156--179",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301816",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2017:ESS,
author = "Peter C. B. Phillips and Degui Li and Jiti Gao",
title = "Estimating smooth structural change in cointegration
models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "180--195",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301804",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2017:IQE,
author = "Kai Yang and Lung-fei Lee",
title = "Identification and {QML} estimation of multivariate
and simultaneous equations spatial autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "196--214",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301683",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galvao:2017:DRD,
author = "Ana Beatriz Galv{\~a}o",
title = "Data revisions and {DSGE} models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "215--232",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301701",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:04:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407616302056",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:PJa,
author = "Anonymous",
title = "Pages 1--232 ({January 2017})",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "1",
pages = "??--??",
month = jan,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Thu Mar 7 06:04:23 MST 2019",
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}
@Article{Anonymous:2017:AAZ,
author = "Anonymous",
title = "Announcement: {2016 Arnold Zellner Award}",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "iv--iv",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30227-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302275",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2017:RES,
author = "Marc Hallin and Davide {La Vecchia}",
title = "R-estimation in semiparametric dynamic location-scale
models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "233--247",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.08.002",
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bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301725",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ergemen:2017:EFI,
author = "Yunus Emre Ergemen and Carlos Velasco",
title = "Estimation of fractionally integrated panels with
fixed effects and cross-section dependence",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "248--258",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.05.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301737",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2017:ITB,
author = "Javier Hidalgo and Marcia Schafgans",
title = "Inference and testing breaks in large dynamic panels
with strong cross sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "259--274",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.09.008",
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ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301750",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2017:IBM,
author = "Donald W. K. Andrews and Xiaoxia Shi",
title = "Inference based on many conditional moment
inequalities",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "275--287",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301774",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lanne:2017:IEN,
author = "Markku Lanne and Mika Meitz and Pentti Saikkonen",
title = "Identification and estimation of non-{Gaussian}
structural vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "288--304",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2017:TCE,
author = "C. Francq and M. D. Jim{\'e}nez-Gamero and S. G.
Meintanis",
title = "Tests for conditional ellipticity in multivariate
{GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "305--319",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301920",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sasaki:2017:USD,
author = "Yuya Sasaki and Yi Xin",
title = "Unequal spacing in dynamic panel data: Identification
and estimation",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "320--330",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301932",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goldman:2017:FOS,
author = "Matt Goldman and David M. Kaplan",
title = "Fractional order statistic approximation for
nonparametric conditional quantile inference",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "331--346",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301944",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boudt:2017:PSI,
author = "Kris Boudt and S{\'e}bastien Laurent and Asger Lunde
and Rogier Quaedvlieg and Orimar Sauri",
title = "Positive semidefinite integrated covariance
estimation, factorizations and asynchronicity",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "347--367",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.09.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301956",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chuang:2017:TCD,
author = "O-Chia Chuang and Chung-Ming Kuan and Larry Y. Tzeng",
title = "Testing for central dominance: Method and
application",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "368--378",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301968",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(16)30221-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:PF,
author = "Anonymous",
title = "Pages 233--378 ({February 2017})",
journal = j-J-ECONOMETRICS,
volume = "196",
number = "2",
pages = "??--??",
month = feb,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Romano:2017:RWL,
author = "Joseph P. Romano and Michael Wolf",
title = "Resurrecting weighted least squares",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "1--19",
month = mar,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761630197X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Potiron:2017:EIQ,
author = "Yoann Potiron and Per A. Mykland",
title = "Estimation of integrated quadratic covariation with
endogenous sampling times",
journal = j-J-ECONOMETRICS,
volume = "197",
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@Article{Fan:2017:PIF,
author = "Yanqin Fan and Emmanuel Guerre and Dongming Zhu",
title = "Partial identification of functionals of the joint
distribution of ``potential outcomes''",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "42--59",
month = mar,
year = "2017",
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DOI = "https://doi.org/10.1016/j.jeconom.2016.10.005",
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bibdate = "Wed Mar 6 14:50:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
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}
@Article{Karabiyik:2017:RRC,
author = "Hande Karabiyik and Simon Reese and Joakim
Westerlund",
title = "On the role of the rank condition in {CCE} estimation
of factor-augmented panel regressions",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "60--64",
month = mar,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.10.006",
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@Article{Li:2017:EAT,
author = "Kathleen T. Li and David R. Bell",
title = "Estimation of average treatment effects with panel
data: Asymptotic theory and implementation",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "65--75",
month = mar,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.01.011",
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bibdate = "Wed Mar 6 14:50:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2017:DNF,
author = "Hongjun Li and Qi Li and Yutang Shi",
title = "Determining the number of factors when the number of
factors can increase with sample size",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "76--86",
month = mar,
year = "2017",
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DOI = "https://doi.org/10.1016/j.jeconom.2016.06.003",
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bibdate = "Wed Mar 6 14:50:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2017:IEL,
author = "Badi H. Baltagi and Chihwa Kao and Fa Wang",
title = "Identification and estimation of a large factor model
with structural instability",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "87--100",
month = mar,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.10.007",
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bibdate = "Wed Mar 6 14:50:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302032",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Massacci:2017:LSE,
author = "Daniele Massacci",
title = "Least squares estimation of large dimensional
threshold factor models",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "101--129",
month = mar,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302111",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hounyo:2017:BIC,
author = "Ulrich Hounyo",
title = "Bootstrapping integrated covariance matrix estimators
in noisy jump-diffusion models with non-synchronous
trading",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "130--152",
month = mar,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.11.002",
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bibdate = "Wed Mar 6 14:50:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kawaguchi:2017:TRR,
author = "Kohei Kawaguchi",
title = "Testing rationality without restricting
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "153--171",
month = mar,
year = "2017",
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author = "Anonymous",
title = "{Editorial Board}",
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@Article{Anonymous:2017:PMa,
author = "Anonymous",
title = "Pages 1--172 ({March 2017})",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "1",
pages = "??--??",
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@Article{Qu:2017:QES,
author = "Xi Qu and Lung-fei Lee and Jihai Yu",
title = "{QML} estimation of spatial dynamic panel data models
with endogenous time varying spatial weights matrices",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "173--201",
month = apr,
year = "2017",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Ghanem:2017:TIA,
author = "Dalia Ghanem",
title = "Testing identifying assumptions in nonseparable panel
data models",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "202--217",
month = apr,
year = "2017",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2017:MBL,
author = "Bent Jesper Christensen and Rasmus Tangsgaard
Varneskov",
title = "Medium band least squares estimation of fractional
cointegration in the presence of low-frequency
contamination",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "218--244",
month = apr,
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@Article{Christensen:2017:IHF,
author = "K. Christensen and M. Podolskij and N. Thamrongrat and
B. Veliyev",
title = "Inference from high-frequency data: a subsampling
approach",
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number = "2",
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@Article{Ho:2017:BMR,
author = "Chi-san Ho and Paul Damien and Stephen Walker",
title = "{Bayesian} mode regression using mixtures of
triangular densities",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "273--283",
month = apr,
year = "2017",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Jacod:2017:TNC,
author = "Jean Jacod and Claudia Kl{\"u}ppelberg and Gernot
M{\"u}ller",
title = "Testing for non-correlation between price and
volatility jumps",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "284--297",
month = apr,
year = "2017",
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DOI = "https://doi.org/10.1016/j.jeconom.2016.11.007",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Kim:2017:FBV,
author = "Min Seong Kim and Yixiao Sun and Jingjing Yang",
title = "A fixed-bandwidth view of the pre-asymptotic inference
for kernel smoothing with time series data",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "298--322",
month = apr,
year = "2017",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Shi:2017:SDP,
author = "Wei Shi and Lung-fei Lee",
title = "Spatial dynamic panel data models with interactive
fixed effects",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "323--347",
month = apr,
year = "2017",
CODEN = "JECMB6",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302317",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perera:2017:FTP,
author = "Indeewara Perera and Hira L. Koul",
title = "Fitting a two phase threshold multiplicative error
model",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "348--367",
month = apr,
year = "2017",
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DOI = "https://doi.org/10.1016/j.jeconom.2016.12.002",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302329",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Yang:2017:SWL,
author = "Yaxing Yang and Shiqing Ling",
title = "Self-weighted {LAD}-based inference for heavy-tailed
threshold autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "368--381",
month = apr,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.11.009",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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title = "{Editorial Board}",
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title = "Pages 173--382 ({April 2017})",
journal = j-J-ECONOMETRICS,
volume = "197",
number = "2",
pages = "??--??",
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@Article{Chevillon:2017:LCG,
author = "Guillaume Chevillon and Sophocles Mavroeidis",
title = "Learning can generate long memory",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "1--9",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.001",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Hounyo:2017:LSB,
author = "Ulrich Hounyo and Rasmus T. Varneskov",
title = "A local stable bootstrap for power variations of
pure-jump semimartingales and activity index
estimation",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "10--28",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.002",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2017:SCT,
author = "Tao Chen and Gautam Tripathi",
title = "A simple consistent test of conditional symmetry in
symmetrically trimmed tobit models",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "29--40",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.12.003",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300118",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Sianesi:2017:ERB,
author = "Barbara Sianesi",
title = "Evidence of randomisation bias in a large-scale social
experiment: The case of {ERA}",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "41--64",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.003",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Yang:2017:SIU,
author = "Chao Yang and Lung-fei Lee",
title = "Social interactions under incomplete information with
heterogeneous expectations",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "65--83",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300131",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2017:TVF,
author = "Liangjun Su and Xia Wang",
title = "On time-varying factor models: Estimation and
testing",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "84--101",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300143",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2017:FED,
author = "Kunpeng Li",
title = "Fixed-effects dynamic spatial panel data models and
impulse response analysis",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "102--121",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300167",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caporin:2017:CVP,
author = "Massimiliano Caporin and Eduardo Rossi and Paolo
Santucci de Magistris",
title = "Chasing volatility: a persistent multiplicative error
model with jumps",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "122--145",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300192",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Firpo:2017:MEQ,
author = "Sergio Firpo and Antonio F. Galvao and Suyong Song",
title = "Measurement errors in quantile regression models",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "146--164",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300209",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2017:QML,
author = "Giuseppe Cavaliere and Morten {\O}rregaard Nielsen and
A. M. Robert Taylor",
title = "Quasi-maximum likelihood estimation and bootstrap
inference in fractional time series models with
heteroskedasticity of unknown form",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "165--188",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300234",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(17)30036-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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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{Anonymous:2017:PMb,
author = "Anonymous",
title = "Pages 1--188 ({May 2017})",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "1",
pages = "??--??",
month = may,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:27 MST 2019",
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@Article{Kristensen:2017:HOP,
author = "Dennis Kristensen and Bernard Salani{\'e}",
title = "Higher-order properties of approximate estimators",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "2",
pages = "189--208",
month = jun,
year = "2017",
CODEN = "JECMB6",
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bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Halunga:2017:HRB,
author = "Andreea G. Halunga and Chris D. Orme and Takashi
Yamagata",
title = "A heteroskedasticity robust {Breusch--Pagan} test for
Contemporaneous correlation in dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "2",
pages = "209--230",
month = jun,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2016.12.005",
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bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300179",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2017:TEA,
author = "S{\'\i}lvia Gon{\c{c}}alves and Michael W. McCracken
and Benoit Perron",
title = "Tests of equal accuracy for nested models with
estimated factors",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "2",
pages = "231--252",
month = jun,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.004",
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bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300180",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arvanitis:2017:TPM,
author = "Stelios Arvanitis and Nikolas Topaloglou",
title = "Testing for prospect and {Markowitz} stochastic
dominance efficiency",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "2",
pages = "253--270",
month = jun,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.006",
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bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300210",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mosconi:2017:ICS,
author = "Rocco Mosconi and Paolo Paruolo",
title = "Identification conditions in simultaneous systems of
cointegrating equations with integrated variables of
higher order",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "2",
pages = "271--276",
month = jun,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300222",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2017:AFT,
author = "Jungbin Hwang and Yixiao Sun",
title = "Asymptotic F and t tests in an efficient {GMM}
setting",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "2",
pages = "277--295",
month = jun,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.02.003",
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bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300246",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2017:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
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number = "2",
pages = "ifc--ifc",
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year = "2017",
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fjournal = "Journal of Econometrics",
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@Article{Anonymous:2017:PJb,
author = "Anonymous",
title = "Pages 189--296 ({June 2017})",
journal = j-J-ECONOMETRICS,
volume = "198",
number = "2",
pages = "??--??",
month = jun,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Haldrup:2017:LMF,
author = "Niels Haldrup and J. Eduardo Vera Vald{\'e}s",
title = "Long memory, fractional integration, and
cross-sectional aggregation",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "1",
pages = "1--11",
month = jul,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.03.001",
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bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300428",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Malikov:2017:SET,
author = "Emir Malikov and Yiguo Sun",
title = "Semiparametric estimation and testing of smooth
coefficient spatial autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "1",
pages = "12--34",
month = jul,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730043X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Torgovitsky:2017:MDI,
author = "Alexander Torgovitsky",
title = "Minimum distance from independence estimation of
nonseparable instrumental variables models",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "1",
pages = "35--48",
month = jul,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300441",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Al-Sadoon:2017:UTT,
author = "Majid M. Al-Sadoon",
title = "A unifying theory of tests of rank",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "1",
pages = "49--62",
month = jul,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.03.002",
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ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300453",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2017:IGB,
author = "Sukjin Han and Edward J. Vytlacil",
title = "Identification in a generalization of bivariate probit
models with dummy endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "1",
pages = "63--73",
month = jul,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300465",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forni:2017:DFM,
author = "Mario Forni and Marc Hallin and Marco Lippi and Paolo
Zaffaroni",
title = "Dynamic factor models with infinite-dimensional factor
space: Asymptotic analysis",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "1",
pages = "74--92",
month = jul,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300477",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2017:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
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number = "1",
pages = "ifc--ifc",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2017:PJc,
author = "Anonymous",
title = "Pages 1--92 ({July 2017})",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "1",
pages = "??--??",
month = jul,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Slottje:2017:CME,
author = "Dan Slottje",
title = "The creative mind in econometrics: Studies in
celebration of {Robert} {Basmann}'s 90th year on
causation, identification and structural equation
estimation",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "93--95",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300647",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2017:SIR,
author = "Peter C. B. Phillips and Wayne Yuan Gao",
title = "Structural inference from reduced forms with many
instruments",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "96--116",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300659",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:2017:WCW,
author = "Esfandiar Maasoumi and Le Wang",
title = "What can we learn about the racial gap in the presence
of sample selection?",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "117--130",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300660",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amsler:2017:EEV,
author = "Christine Amsler and Artem Prokhorov and Peter
Schmidt",
title = "Endogenous environmental variables in stochastic
frontier models",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "131--140",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300672",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McDonough:2017:MDI,
author = "Ian K. McDonough and Daniel L. Millimet",
title = "Missing data, imputation, and endogeneity",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "141--155",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300684",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Das:2017:ELF,
author = "Tirthatanmoy Das and Solomon W. Polachek",
title = "Estimating labor force joiners and leavers using a
heterogeneity augmented two-tier stochastic frontier",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "156--172",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300696",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirschberg:2017:IIE,
author = "Joe Hirschberg and Jenny Lye",
title = "Inverting the indirect --- The ellipse and the
boomerang: Visualizing the confidence intervals of the
structural coefficient from two-stage least squares",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "173--183",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300702",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2017:DFL,
author = "Badi H. Baltagi and Peter H. Egger and Michaela
Kesina",
title = "Determinants of firm-level domestic sales and exports
with spillovers: Evidence from {China}",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "184--201",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300714",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asai:2017:RSV,
author = "Manabu Asai and Chia-Lin Chang and Michael McAleer",
title = "Realized stochastic volatility with general asymmetry
and long memory",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "202--212",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300726",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2017:ECB,
author = "Donald W. K. Andrews",
title = "Examples of {$ L^2 $}-complete and boundedly-complete
distributions",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "213--220",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300738",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ryu:2017:MEE,
author = "Hang K. Ryu and Daniel J. Slottje",
title = "Maximum entropy estimation of income distributions
from {Basmann}'s weighted geometric mean measure",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "221--231",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730074X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "199",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(17)30107-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301070",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Parente:2017:TAC,
author = "Paulo M. D. C. Parente and Richard J. Smith",
title = "Tests of additional conditional moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "1--16",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300349",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCloskey:2017:BBS,
author = "Adam McCloskey",
title = "{Bonferroni}-based size-correction for nonstandard
testing problems",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "17--35",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300556",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2017:AEC,
author = "Jia Li and Viktor Todorov and George Tauchen",
title = "Adaptive estimation of continuous-time regression
models using high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "36--47",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300635",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2017:ICI,
author = "Yingyao Hu and Susanne M. Schennach and Ji-Liang
Shiu",
title = "Injectivity of a class of integral operators with
compactly supported kernels",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "48--58",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300751",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2017:IPD,
author = "Jushan Bai and Yuan Liao",
title = "Inferences in panel data with interactive effects
using large covariance matrices",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "59--78",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300763",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2017:MFA,
author = "Richard Y. Chen and Per A. Mykland",
title = "Model-free approaches to discern non-stationary
microstructure noise and time-varying liquidity in
high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "79--103",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300775",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2017:STN,
author = "Chaohua Dong and Jiti Gao and Dag Tj{\o}stheim and
Jiying Yin",
title = "Specification testing for nonlinear multivariate
cointegrating regressions",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "104--117",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300787",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2017:NVA,
author = "Christian Gourieroux and Joann Jasiak",
title = "Noncausal vector autoregressive process:
Representation, identification and semi-parametric
estimation",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "118--134",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300799",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kheifets:2017:NGF,
author = "Igor Kheifets and Carlos Velasco",
title = "New goodness-of-fit diagnostics for conditional
discrete response models",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "135--149",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300805",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(17)30121-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301215",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:PS,
author = "Anonymous",
title = "Pages 1--150 ({September 2017})",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "1",
pages = "??--??",
month = sep,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2017:MEM,
author = "Yingyao Hu and Tom Wansbeek",
title = "Measurement error models: {Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "151--153",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300817",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2017:EUA,
author = "Yingyao Hu",
title = "The econometrics of unobservables: Applications of
measurement error models in empirical industrial
organization and labor economics",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "154--168",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300830",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meijer:2017:CEL,
author = "Erik Meijer and Laura Spierdijk and Tom Wansbeek",
title = "Consistent estimation of linear panel data models with
measurement error",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "169--180",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300842",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2017:SMD,
author = "Nikolay Gospodinov and Ivana Komunjer and Serena Ng",
title = "Simulated minimum distance estimation of dynamic
models with errors-in-variables",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "181--193",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300854",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Garcia:2017:STU,
author = "Tanya P. Garcia and Yanyuan Ma",
title = "Simultaneous treatment of unspecified heteroskedastic
model error distribution and mismeasured covariates for
restricted moment models",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "194--206",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300908",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ben-Moshe:2017:IAP,
author = "Dan Ben-Moshe and Xavier D'Haultf{\oe}uille and Arthur
Lewbel",
title = "Identification of additive and polynomial models of
mismeasured regressors without instruments",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "207--222",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300921",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2017:UEM,
author = "Andrew Chesher",
title = "Understanding the effect of measurement error on
quantile regressions",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "223--237",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300933",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2017:IVE,
author = "Jinyong Hahn and Geert Ridder",
title = "Instrumental variable estimation of nonlinear models
with nonclassical measurement error using control
variables",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "238--250",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300945",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2017:MIE,
author = "Nayoung Lee and Hyungsik Roger Moon and Qiankun Zhou",
title = "Many {IVs} estimation of dynamic panel regression
models with measurement error",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "251--259",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300957",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davezies:2017:RDD,
author = "Laurent Davezies and Thomas {Le Barbanchon}",
title = "Regression discontinuity design with continuous
measurement error in the running variable",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "260--281",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300969",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollinger:2017:BMB,
author = "Christopher R. Bollinger and Martijn van Hasselt",
title = "{Bayesian} moment-based inference in a regression
model with misclassification error",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "282--294",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300970",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meyer:2017:MBC,
author = "Bruce D. Meyer and Nikolas Mittag",
title = "Misclassification in binary choice models",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "295--311",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300982",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2017:SIB,
author = "Xiaohong Chen and Oliver Linton and Yanping Yi",
title = "Semiparametric identification of the bid-ask spread in
extended Roll models",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "312--325",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300994",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2017:IFP,
author = "Yonghong An",
title = "Identification of first-price auctions with
non-equilibrium beliefs: a measurement error approach",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "326--343",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301008",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Battistin:2017:CRA,
author = "Erich Battistin and Michele {De Nadai} and Daniela
Vuri",
title = "Counting rotten apples: Student achievement and score
manipulation in {Italian} elementary Schools",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "344--362",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730101X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arulampalam:2017:MHD,
author = "Wiji Arulampalam and Valentina Corradi and Daniel
Gutknecht",
title = "Modeling heaped duration data: an application to
neonatal mortality",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "363--377",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301021",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Drerup:2017:PSD,
author = "Tilman Drerup and Benjamin Enke and Hans-Martin von
Gaudecker",
title = "The precision of subjective data and the explanatory
power of economic models",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "378--389",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301033",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "200",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(17)30132-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730132X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2017:RDC,
author = "Ke-Li Xu",
title = "Regression discontinuity with categorical outcomes",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "1--18",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shephard:2017:EAM,
author = "Neil Shephard and Dacheng Xiu",
title = "Econometric analysis of multivariate realised {QML}:
Estimation of the covariation of equity prices under
asynchronous trading",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "19--42",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301434",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2017:BGO,
author = "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves",
title = "Bootstrapping the {GMM} overidentification test under
first-order underidentification",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "43--71",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301197",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Racine:2017:NCQ,
author = "Jeffrey S. Racine and Kevin Li",
title = "Nonparametric conditional quantile estimation: a
locally weighted quantile kernel approach",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "72--94",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301185",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krief:2017:DIN,
author = "Jerome M. Krief",
title = "Direct instrumental nonparametric estimation of
inverse regression functions",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "95--107",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301173",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2017:NEI,
author = "Joel L. Horowitz and Sokbae Lee",
title = "Nonparametric estimation and inference under shape
restrictions",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "108--126",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301057",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chaker:2017:HFE,
author = "Selma Chaker",
title = "On high frequency estimation of the frictionless
price: The use of observed liquidity variables",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "127--143",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2017:TMR,
author = "Stefan Hoderlein and Hajo Holzmann and Alexander
Meister",
title = "The triangular model with random coefficients",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "144--169",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300829",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Karlsson:2017:CBR,
author = "Sune Karlsson",
title = "Corrigendum to {``Bayesian reduced rank regression in
econometrics'' [J. Econometrics 75 (1996) 121--146]}",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "170--171",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002754",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(17)30182-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301823",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:PN,
author = "Anonymous",
title = "Pages 1--172 ({November 2017})",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "??--??",
month = nov,
year = "2017",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Darolles:2017:EI,
author = "S. Darolles and Alain Monfort and Eric Renault",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "173--175",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301483",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2017:DIV,
author = "Patrick Gagliardini and Christian Gouri{\'e}roux",
title = "Double instrumental variable estimation of interaction
models with big data",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "176--197",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301495",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2017:BES,
author = "A. Ronald Gallant and Raffaella Giacomini and Giuseppe
Ragusa",
title = "{Bayesian} estimation of state space models using
moment conditions",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "198--211",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301501",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frazier:2017:ETS,
author = "David T. Frazier and Eric Renault",
title = "Efficient two-step estimation via targeting",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "212--227",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301549",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2017:DMB,
author = "Russell Davidson",
title = "A discrete model for bootstrap iteration",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "228--236",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301550",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Bonhomme:2017:NEN,
author = "St{\'e}phane Bonhomme and Koen Jochmans and Jean-Marc
Robin",
title = "Nonparametric estimation of non-exchangeable
latent-variable models",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "237--248",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301562",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2017:RIB,
author = "Nianqing Liu and Quang Vuong and Haiqing Xu",
title = "Rationalization and identification of binary games
with correlated types",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "249--268",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Benatia:2017:FLR,
author = "David Benatia and Marine Carrasco and Jean-Pierre
Florens",
title = "Functional linear regression with functional
response",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "269--291",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301586",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2017:SFU,
author = "Jianqing Fan and Lingzhou Xue and Jiawei Yao",
title = "Sufficient forecasting using factor models",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "292--306",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301616",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2017:GDF,
author = "Matteo Barigozzi and Marc Hallin",
title = "Generalized dynamic factor models and volatilities:
estimation and forecasting",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "307--321",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301628",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2017:RTF,
author = "Francis X. Diebold and Frank Schorfheide and Minchul
Shin",
title = "Real-time forecast evaluation of {DSGE} models with
stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "322--332",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730163X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:2017:SGL,
author = "Robert Engle and Guillaume Roussellet and Emil
Siriwardane",
title = "Scenario generation for long run interest rate risk
assessment",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "333--347",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301641",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Monfort:2017:SZA,
author = "Alain Monfort and Fulvio Pegoraro and Jean-Paul Renne
and Guillaume Roussellet",
title = "Staying at zero with affine processes: an application
to term structure modelling",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "348--366",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.013",
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bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301653",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Darolles:2017:MDH,
author = "Serge Darolles and Ga{\"e}lle {Le Fol} and Gulten
Mero",
title = "Mixture of distribution hypothesis: Analyzing daily
liquidity frictions and information flows",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "367--383",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.014",
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bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2017:UPC,
author = "Yacine A{\"\i}t-Sahalia and Dacheng Xiu",
title = "Using principal component analysis to estimate a high
dimensional factor model with high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "384--399",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301677",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2017:ICS,
author = "Ye Chen and Peter C. B. Phillips and Jun Yu",
title = "Inference in continuous systems with mildly explosive
regressors",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "400--416",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301689",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2017:MSJ,
author = "Jia Li and Viktor Todorov and George Tauchen and Rui
Chen",
title = "Mixed-scale jump regressions with bootstrap
inference",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "417--432",
month = dec,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.017",
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bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301690",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2017:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "2",
pages = "ifc--ifc",
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year = "2017",
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DOI = "https://doi.org/10.1016/S0304-4076(17)30196-3",
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@Article{Li:2018:ZGM,
author = "Dong Li and Xingfa Zhang and Ke Zhu and Shiqing Ling",
title = "The {ZD-GARCH} model: a new way to study
heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "1",
pages = "1--17",
month = jan,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Thu Mar 7 06:07:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301926",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dungey:2018:TME,
author = "Mardi Dungey and Deniz Erdemlioglu and Marius Matei
and Xiye Yang",
title = "Testing for mutually exciting jumps and financial
flights in high frequency data",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "1",
pages = "18--44",
month = jan,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Thu Mar 7 06:07:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301914",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Cho:2018:PGT,
author = "Jin Seo Cho and Peter C. B. Phillips",
title = "{Pythagorean} generalization of testing the equality
of two symmetric positive definite matrices",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "1",
pages = "45--56",
month = jan,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:07:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301902",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tang:2018:ETL,
author = "Niansheng Tang and Xiaodong Yan and Puying Zhao",
title = "Exponentially tilted likelihood inference on growing
dimensional unconditional moment models",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "1",
pages = "57--74",
month = jan,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Thu Mar 7 06:07:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301719",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dias:2018:EFV,
author = "Gustavo Fruet Dias and George Kapetanios",
title = "Estimation and forecasting in vector autoregressive
moving average models for rich datasets",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "1",
pages = "75--91",
month = jan,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:07:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301707",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Gupta:2018:PML,
author = "Abhimanyu Gupta and Peter M. Robinson",
title = "Pseudo maximum likelihood estimation of spatial
autoregressive models with increasing dimension",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "1",
pages = "92--107",
month = jan,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:07:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2018:RLS,
author = "Badi H. Baltagi and Georges Bresson and Anoop
Chaturvedi and Guy Lacroix",
title = "Robust linear static panel data models using $
\epsilon $-contamination",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "1",
pages = "108--123",
month = jan,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 06:07:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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title = "Pages 1--124 ({January 2018})",
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volume = "202",
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author = "Anonymous",
title = "{Editorial Board}",
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@Article{Han:2018:EID,
author = "Xu Han",
title = "Estimation and inference of dynamic structural factor
models with over-identifying restrictions",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "125--147",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.09.001",
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bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2018:NIE,
author = "Songnian Chen and Yahong Zhou and Yuanyuan Ji",
title = "Nonparametric identification and estimation of sample
selection models under symmetry",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "148--160",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.09.004",
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bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301938",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Belotti:2018:CIF,
author = "Federico Belotti and Giuseppe Ilardi",
title = "Consistent inference in fixed-effects stochastic
frontier models",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "161--177",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730194X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2018:TSS,
author = "Eunju Hwang and Dong Wan Shin",
title = "Two-stage stationary bootstrapping for bivariate
average realized volatility matrix under market
microstructure noise and asynchronicity",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "178--195",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302099",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2018:SLM,
author = "Ying Zhu",
title = "Sparse linear models and $ l_1$-regularized {2SLS}
with high-dimensional endogenous regressors and
instruments",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "196--213",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2018:CVA,
author = "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
title = "The cointegrated vector autoregressive model with
general deterministic terms",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "214--229",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302117",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2018:EEC,
author = "Huazhen Lin and Lixian Pan and Shaogao Lv and Wenyang
Zhang",
title = "Efficient estimation and computation for the
generalised additive models with unknown link
function",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "230--244",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2018:NTS,
author = "Bin Chen and Liquan Huang",
title = "Nonparametric testing for smooth structural changes in
panel data models",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "245--267",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730221X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2018:NEC,
author = "Christoph Breunig and Enno Mammen and Anna Simoni",
title = "Nonparametric estimation in case of endogenous
selection",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "268--285",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pei:2018:NFE,
author = "Youquan Pei and Tao Huang and Jinhong You",
title = "Nonparametric fixed effects model for panel data with
locally stationary regressors",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "286--305",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.06.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302233",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ichimura:2018:CCA,
author = "Hidehiko Ichimura and Sokbae Lee",
title = "Corrigendum to {``Characterization of the asymptotic
distribution of semiparametric $M$-estimators'' [J.
Econometrics {\bf 159} (2) (2010) 252--266]}",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "306--307",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Ichimura:2010:CAD}.",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730146X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:Aa,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "308--308",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302300",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:Ab,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "309--309",
month = feb,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302312",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PF,
author = "Anonymous",
title = "Pages 125--310 ({February 2018})",
journal = j-J-ECONOMETRICS,
volume = "202",
number = "2",
pages = "??--??",
month = feb,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "ii--ii",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30013-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300137",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2018:SWM,
author = "Xinyu Zhang and Jihai Yu",
title = "Spatial weights matrix selection and model averaging
for spatial autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "1--18",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.05.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2018:BAE,
author = "A. Ronald Gallant and Han Hong and Ahmed Khwaja",
title = "A {Bayesian} approach to estimation of dynamic models
with small and large number of heterogeneous players
and latent serially correlated states",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "19--32",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302336",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sibbertsen:2018:MTA,
author = "Philipp Sibbertsen and Christian Leschinski and Marie
Busch",
title = "A multivariate test against spurious long memory",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "33--49",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302324",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2018:TRE,
author = "Ping Yu and Peter C. B. Phillips",
title = "Threshold regression with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "50--68",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302348",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2018:ATL,
author = "Donggyu Kim and Xin-Bing Kong and Cui-Xia Li and
Yazhen Wang",
title = "Adaptive thresholding for large volatility matrix
estimation based on high-frequency financial data",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "69--79",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gupta:2018:ASS,
author = "Abhimanyu Gupta",
title = "Autoregressive spatial spectral estimates",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "80--95",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302361",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2018:SML,
author = "Xingbai Xu and Lung-fei Lee",
title = "Sieve maximum likelihood estimation of the spatial
autoregressive {Tobit} model",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "96--112",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302385",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cizek:2018:IEN,
author = "Pavel C{\'\i}zek and Jinghua Lei",
title = "Identification and estimation of nonseparable
single-index models in panel data with correlated
random effects",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "113--128",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302257",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DHaultfoeuille:2018:EQR,
author = "Xavier D'Haultf{\oe}uille and Arnaud Maurel and
Yichong Zhang",
title = "Extremal quantile regressions for selection models and
the black-white wage gap",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "129--142",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2018:AHC,
author = "Mehmet Caner and Anders Bredahl Kock",
title = "Asymptotically honest confidence regions for high
dimensional parameters by the desparsified conservative
Lasso",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "143--168",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302282",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gupta:2018:NST,
author = "Abhimanyu Gupta",
title = "Nonparametric specification testing via the trinity of
tests",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "169--185",
month = mar,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302403",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PMa,
author = "Anonymous",
title = "Pages 1--186 ({March 2018})",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "1",
pages = "??--??",
month = mar,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "ii--ii",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30024-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300241",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2018:UAV,
author = "Yingying Li and Zhiyuan Zhang and Yichu Li",
title = "A unified approach to volatility estimation in the
presence of both rounding and random market
microstructure noise",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "187--222",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302294",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2018:AIA,
author = "Jia Li and Andrew J. Patton",
title = "Asymptotic inference about predictive accuracy using
high frequency data",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "223--240",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761730235X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Armstrong:2018:CTS,
author = "Timothy B. Armstrong",
title = "On the choice of test statistic for conditional moment
inequalities",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "241--255",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.007",
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@Article{Boswijk:2018:TSE,
author = "H. Peter Boswijk and Roger J. A. Laeven and Xiye
Yang",
title = "Testing for self-excitation in jumps",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "256--266",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.007",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302397",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalli:2018:BNV,
author = "Maria Kalli and Jim E. Griffin",
title = "{Bayesian} nonparametric vector autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "267--282",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Botosaru:2018:NHP,
author = "Irene Botosaru and Yuya Sasaki",
title = "Nonparametric heteroskedasticity in persistent panel
processes: an application to earnings dynamics",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "283--296",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302427",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amengual:2018:RPU,
author = "Dante Amengual and Dacheng Xiu",
title = "Resolution of policy uncertainty and sudden declines
in volatility",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "297--315",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.003",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302439",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gafarov:2018:DMI,
author = "Bulat Gafarov and Matthias Meier and Jos{\'e} Luis
Montiel Olea",
title = "Delta-method inference for a class of set-identified
{SVARs}",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "316--327",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.004",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302440",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2018:IEI,
author = "Ruli Xiao",
title = "Identification and estimation of incomplete
information games with multiple equilibria",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "328--343",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.005",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirukawa:2018:CEL,
author = "Masayuki Hirukawa and Artem Prokhorov",
title = "Consistent estimation of linear regression models
using matched data",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "344--358",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302464",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2018:EIF,
author = "Yiguo Sun and Emir Malikov",
title = "Estimation and inference in functional-coefficient
spatial autoregressive panel data models with fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "359--378",
month = apr,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.006",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300010",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PAa,
author = "Anonymous",
title = "Pages 187--378 ({April 2018})",
journal = j-J-ECONOMETRICS,
volume = "203",
number = "2",
pages = "??--??",
month = apr,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Anonymous:2018:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "ii--ii",
month = may,
year = "2018",
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DOI = "https://doi.org/10.1016/S0304-4076(18)30036-8",
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@Article{DeLuca:2018:WAL,
author = "Giuseppe {De Luca} and Jan R. Magnus and Franco
Peracchi",
title = "Weighted-average least squares estimation of
generalized linear models",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "1--17",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.007",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300034",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2018:EIV,
author = "Zhi Liu and Xin-Bing Kong and Bing-Yi Jing",
title = "Estimating the integrated volatility using
high-frequency data with zero durations",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "18--32",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.008",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300046",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giesecke:2018:FLP,
author = "Kay Giesecke and Gustavo Schwenkler",
title = "Filtered likelihood for point processes",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "33--53",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.011",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300058",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chevillon:2018:GUF,
author = "Guillaume Chevillon and Alain Hecq and S{\'e}bastien
Laurent",
title = "Generating univariate fractional integration within a
large {VAR(1)}",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "54--65",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.002",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830006X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oka:2018:TCB,
author = "Tatsushi Oka and Pierre Perron",
title = "Testing for common breaks in a multiple equations
system",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "66--85",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300071",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kolesar:2018:MDA,
author = "Michal Koles{\'a}r",
title = "Minimum distance approach to inference with many
instruments",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "86--100",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300083",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Georgiev:2018:TPI,
author = "Iliyan Georgiev and David I. Harvey and Stephen J.
Leybourne and A. M. Robert Taylor",
title = "Testing for parameter instability in predictive
regression models",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "101--118",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.005",
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ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300095",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Freyberger:2018:UCB,
author = "Joachim Freyberger and Yoshiyasu Rai",
title = "Uniform confidence bands: Characterization and
optimality",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "119--130",
month = may,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.006",
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bibdate = "Wed Mar 6 14:50:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300174",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PMb,
author = "Anonymous",
title = "Pages 1--130 ({May 2018})",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "1",
pages = "??--??",
month = may,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Anonymous:2018:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "ii--ii",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30064-2",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Atkinson:2018:SIE,
author = "Scott E. Atkinson and Daniel Primont and Mike G.
Tsionas",
title = "Statistical inference in efficient production with bad
inputs and outputs using latent prices and optimal
directions",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "131--146",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300162",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2018:AID,
author = "Yoon-Jin Lee and Ryo Okui and Mototsugu Shintani",
title = "Asymptotic inference for dynamic panel estimators of
infinite order autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "147--158",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.04.005",
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ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300186",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2018:EPR,
author = "Soohun Kim and Georgios Skoulakis",
title = "Ex-post risk premia estimation and asset pricing tests
using large cross sections: The regression-calibration
approach",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "159--188",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.007",
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bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300198",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aryal:2018:ERA,
author = "Gaurab Aryal and Serafin Grundl and Dong-Hyuk Kim and
Yu Zhu",
title = "Empirical relevance of ambiguity in first-price
auctions",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "189--206",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300204",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2018:EPS,
author = "Ying-Ying Lee",
title = "Efficient propensity score regression estimators of
multivalued treatment effects for the treated",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "207--222",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300290",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Darolles:2018:ACG,
author = "Serge Darolles and Christian Francq and S{\'e}bastien
Laurent",
title = "Asymptotics of {Cholesky} {GARCH} models and
time-varying conditional betas",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "223--247",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300307",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2018:TJJ,
author = "Valentina Corradi and Mervyn J. Silvapulle and Norman
R. Swanson",
title = "Testing for jumps and jump intensity path dependence",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "248--267",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.02.004",
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bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Antoine:2018:EET,
author = "Bertille Antoine and Otilia Boldea",
title = "Efficient estimation with time-varying information and
the New {Keynesian} {Phillips} Curve",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "268--300",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300320",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kong:2018:TAC,
author = "Xin-Bing Kong and Cheng Liu",
title = "Testing against constant factor loading matrix with
large panel high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "301--319",
month = jun,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300393",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PJb,
author = "Anonymous",
title = "Pages 131--320 ({June 2018})",
journal = j-J-ECONOMETRICS,
volume = "204",
number = "2",
pages = "??--??",
month = jun,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "ii--ii",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30074-5",
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bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Halbleib:2018:IAE,
author = "Roxana Halbleib and Dennis Kristensen and Eric Renault
and David Veredas",
title = "Issue of the Annals of Econometrics on Indirect
Estimation Methods in Finance and Economics",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "1--5",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300411",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grammig:2018:TSI,
author = "Joachim Grammig and Eva-Maria K{\"u}chlin",
title = "A two-step indirect inference approach to estimate the
long-run risk asset pricing model",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "6--33",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300423",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2018:PII,
author = "Francisco Blasques and Artem Duplinskiy",
title = "Penalized indirect inference",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "34--54",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300435",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chaudhuri:2018:IIE,
author = "Saraswata Chaudhuri and David T. Frazier and Eric
Renault",
title = "Indirect Inference with endogenously missing exogenous
variables",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "55--75",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300447",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2018:APG,
author = "Prosper Dovonon and Alastair R. Hall",
title = "The asymptotic properties of {GMM} and indirect
inference under second-order identification",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "76--111",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300459",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forneron:2018:ASE,
author = "Jean-Jacques Forneron and Serena Ng",
title = "The {ABC} of simulation estimation with auxiliary
statistics",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "112--139",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300460",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2018:EBM,
author = "A. Ronald Gallant and George Tauchen",
title = "Exact {Bayesian} moment based inference for the
distribution of the small-time movements of an
{It{\^o}} semimartingale",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "140--155",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300472",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2018:NDT,
author = "Liang Jiang and Xiaohu Wang and Jun Yu",
title = "New distribution theory for the estimation of
structural break point in mean",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "156--176",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300484",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bruins:2018:GII,
author = "Marianne Bruins and James A. Duffy and Michael P.
Keane and Anthony A. Smith",
title = "Generalized indirect inference for discrete choice
models",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "177--203",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300496",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golombek:2018:EDS,
author = "Rolf Golombek and Arvid Raknerud",
title = "Exit dynamics of start-up firms: Structural estimation
using indirect inference",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "204--225",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300502",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2018:MNO,
author = "Christian Gourieroux and Joann Jasiak",
title = "Misspecification of noncausal order in autoregressive
processes",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "226--248",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300514",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fiorentini:2018:SEA,
author = "Gabriele Fiorentini and Alessandro Galesi and Enrique
Sentana",
title = "A spectral {EM} algorithm for dynamic factor models",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "249--279",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300526",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Calzolari:2018:ESL,
author = "Giorgio Calzolari and Roxana Halbleib",
title = "Estimating stable latent factor models by indirect
inference",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "1",
pages = "280--301",
month = jul,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300538",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "ii--ii",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30086-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300861",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zincenko:2018:NEF,
author = "Federico Zincenko",
title = "Nonparametric estimation of first-price auctions with
risk-averse bidders",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "303--335",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830054X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2018:DPS,
author = "Kim Christensen and Ulrich Hounyo and Mark Podolskij",
title = "Is the diurnal pattern sufficient to explain intraday
variation in volatility? {A} nonparametric assessment",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "336--362",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300551",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2018:REE,
author = "Huazhen Lin and Fanyin Zhou and Qiuxia Wang and Ling
Zhou and Jing Qin",
title = "Robust and efficient estimation for the treatment
effect in causal inference and missing data problems",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "363--380",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300563",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2018:ERV,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "Estimation risk for the {VaR} of portfolios driven by
semi-parametric multivariate models",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "381--401",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300575",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hillier:2018:EHO,
author = "Grant Hillier and Federico Martellosio",
title = "Exact and higher-order properties of the {MLE} in
spatial autoregressive models, with applications to
inference",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "402--422",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300587",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2018:UEF,
author = "Zhenlin Yang",
title = "Unified {$M$}-estimation of fixed-effects spatial
dynamic models with short panels",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "423--447",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300599",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vikstrom:2018:BTE,
author = "Johan Vikstr{\"o}m and Geert Ridder and Martin
Weidner",
title = "Bounds on treatment effects on transitions",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "448--469",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.11.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300605",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mao:2018:STI,
author = "Guangyu Mao and Zhengjun Zhang",
title = "Stochastic tail index model for high frequency
financial data with {Bayesian} analysis",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "470--487",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300678",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Patra:2018:CBP,
author = "Rohit Kumar Patra and Emilio Seijo and Bodhisattva
Sen",
title = "A consistent bootstrap procedure for the maximum score
estimator",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "488--507",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830068X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2018:ITP,
author = "Richard A. Davis and Holger Drees and Johan Segers and
Michal Warchol",
title = "Inference on the tail process with application to
financial time series modeling",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "508--525",
month = aug,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300691",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PAb,
author = "Anonymous",
title = "Pages 303--526 ({August 2018})",
journal = j-J-ECONOMETRICS,
volume = "205",
number = "2",
pages = "??--??",
month = aug,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "ii--ii",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30137-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2018:PII,
author = "Yanqin Fan and Ruixuan Liu",
title = "Partial identification and inference in censored
quantile regression",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "1--38",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300708",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2018:BSB,
author = "Le-Yu Chen and Sokbae Lee",
title = "Best subset binary prediction",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "39--56",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300770",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2018:CRE,
author = "Jinyuan Chang and Yumou Qiu and Qiwei Yao and Tao
Zou",
title = "Confidence regions for entries of a large precision
matrix",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "57--82",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.03.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300782",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dunker:2018:NID,
author = "Fabian Dunker and Stefan Hoderlein and Hiroaki Kaido
and Robert Sherman",
title = "Nonparametric identification of the distribution of
random coefficients in binary response static games of
complete information",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "83--102",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300794",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clinet:2018:EAV,
author = "Simon Clinet and Yoann Potiron",
title = "Efficient asymptotic variance reduction when
estimating volatility in high frequency data",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "103--142",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300800",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goldman:2018:CDM,
author = "Matt Goldman and David M. Kaplan",
title = "Comparing distributions by multiple testing across
quantiles or {CDF} values",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "143--166",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300812",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Post:2018:POB,
author = "Thierry Post and Sel{\c{c}}uk Karabati and Stelios
Arvanitis",
title = "Portfolio optimization based on stochastic dominance
and empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "167--186",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300824",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2018:SMC,
author = "Matteo Barigozzi and Haeran Cho and Piotr Fryzlewicz",
title = "Simultaneous multiple change-point and factor analysis
for high-dimensional time series",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "187--225",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300915",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lam:2018:NER,
author = "Clifford Lam and Phoenix Feng",
title = "A nonparametric eigenvalue-regularized integrated
covariance matrix estimator for asset return data",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "226--257",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300927",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2018:SNE,
author = "Ke-Li Xu",
title = "A semi-nonparametric estimator of regression
discontinuity design with discrete duration outcomes",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "258--278",
month = sep,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301143",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PS,
author = "Anonymous",
title = "Pages 1--278 ({September 2018})",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "1",
pages = "??--??",
month = sep,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "ii--ii",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30147-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2018:ATE,
author = "Zongwu Cai and Yongmiao Hong and Cheng Hsiao",
title = "Advance in theoretical econometrics --- Essays in
honor of {Takeshi Amemiya}",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "279--281",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300939",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2018:ITP,
author = "Peter M. Robinson and Carlos Velasco",
title = "Inference on trending panel data",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "282--304",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300940",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Graham:2018:QCR,
author = "Bryan S. Graham and Jinyong Hahn and Alexandre Poirier
and James L. Powell",
title = "A quantile correlated random coefficients panel data
model",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "305--335",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300952",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2018:INL,
author = "Fei Jin and Lung-fei Lee",
title = "Irregular {N2SLS} and {LASSO} estimation of the matrix
exponential spatial specification model",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "336--358",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300964",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2018:FAB,
author = "Tingting Cheng and Jiti Gao and Peter C. B. Phillips",
title = "A frequentist approach to {Bayesian} asymptotics",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "359--378",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300976",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2018:NDM,
author = "Han Hong and Jessie Li",
title = "The numerical delta method",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "379--394",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300988",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2018:QTE,
author = "Brantly Callaway and Tong Li and Tatsushi Oka",
title = "Quantile treatment effects in difference in
differences models under dependence restrictions and
with only two time periods",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "395--413",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2018:TAM,
author = "Yuying Sun and Ai Han and Yongmiao Hong and Shouyang
Wang",
title = "Threshold autoregressive models for interval-valued
time series data",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "414--446",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2018:NTC,
author = "Miguel A. Delgado and Xiaojun Song",
title = "Nonparametric tests for conditional symmetry",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "447--471",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301040",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiou:2018:NRM,
author = "Yan-Yu Chiou and Mei-Yuan Chen and Jau-er Chen",
title = "Nonparametric regression with multiple thresholds:
Estimation and inference",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "472--514",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301052",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2018:SEP,
author = "Songnian Chen and Xi Wang",
title = "Semiparametric estimation of panel data models without
monotonicity or separability",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "515--530",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
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@Article{Cai:2018:SQP,
author = "Zongwu Cai and Linna Chen and Ying Fang",
title = "A semiparametric quantile panel data model with an
application to estimating the growth effect of {FDI}",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "531--553",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830109X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2018:ILG,
author = "Liangjun Su and Gaosheng Ju",
title = "Identifying latent grouped patterns in panel data
models with interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "554--573",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301106",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2018:QML,
author = "Kunpeng Li and Qi Li and Lina Lu",
title = "Quasi maximum likelihood analysis of high dimensional
constrained factor models",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "574--612",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301118",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2018:ERC,
author = "Hyungsik Roger Moon and Matthew Shum and Martin
Weidner",
title = "Estimation of random coefficients logit demand models
with interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "613--644",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830112X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2018:PMI,
author = "Cheng Hsiao",
title = "Panel models with interactive effects",
journal = j-J-ECONOMETRICS,
volume = "206",
number = "2",
pages = "645--673",
month = oct,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301131",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "ii--ii",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30160-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2018:ELD,
author = "Shujie Ma and Liangjun Su",
title = "Estimation of large dimensional factor models with an
unknown number of breaks",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "1--29",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2018:SEC,
author = "Songnian Chen",
title = "Sequential estimation of censored quantile regression
models",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "30--52",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.06.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301167",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seo:2018:TSM,
author = "Juwon Seo",
title = "Tests of stochastic monotonicity with improved power",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "53--70",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301179",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2018:MFR,
author = "Tim Bollerslev and Andrew J. Patton and Rogier
Quaedvlieg",
title = "Modeling and forecasting (un)reliable realized
covariances for more reliable financial decisions",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "71--91",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301180",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2018:RTN,
author = "Xiaodong Liu and Ingmar R. Prucha",
title = "A robust test for network generated dependence",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "92--113",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301192",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2018:IPI,
author = "Cheng Hsiao and Qiankun Zhou",
title = "Incidental parameters, initial conditions and sample
size in statistical inference for dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "114--128",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301209",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kato:2018:UCB,
author = "Kengo Kato and Yuya Sasaki",
title = "Uniform confidence bands in deconvolution with unknown
error distribution",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "129--161",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301301",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2018:LDA,
author = "Qianqian Zhu and Yao Zheng and Guodong Li",
title = "Linear double autoregression",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "162--174",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301313",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guo:2018:TEH,
author = "Zijian Guo and Hyunseung Kang and T. Tony Cai and
Dylan S. Small",
title = "Testing endogeneity with high dimensional covariates",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "175--187",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301325",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2018:BIB,
author = "Wenjie Wang and Firmin Doko Tchatoka",
title = "On Bootstrap inconsistency and {Bonferroni}-based
size-correction for the subset {Anderson--Rubin} test
under conditional homoskedasticity",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "188--211",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301337",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2018:ANM,
author = "Chaohua Dong and Oliver Linton",
title = "Additive nonparametric models with time variable and
both stationary and nonstationary regressors",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "212--236",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301404",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2018:STB,
author = "Yong Li and Jun Yu and Tao Zeng",
title = "Specification tests based on {MCMC} output",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "237--260",
month = nov,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301416",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PN,
author = "Anonymous",
title = "Pages 1--260 ({November 2018})",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "1",
pages = "??--??",
month = nov,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "ii--ii",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30189-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301891",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2018:MCN,
author = "Qiying Wang and Dongsheng Wu and Ke Zhu",
title = "Model checks for nonlinear cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "261--284",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301428",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ketz:2018:SIW,
author = "Philipp Ketz",
title = "Subvector inference when the true parameter vector may
be near or at the boundary",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "285--306",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830143X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2018:PTT,
author = "Rongmao Zhang and Ngai Hang Chan",
title = "Portmanteau-type tests for unit-root and
cointegration",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "307--324",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301519",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2018:MMA,
author = "Zifeng Zhao and Zhengjun Zhang and Rong Chen",
title = "Modeling maxima with autoregressive conditional
{Fr{\'e}chet} model",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "325--351",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301520",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carvalho:2018:AAC,
author = "Carlos Carvalho and Ricardo Masini and Marcelo C.
Medeiros",
title = "{ArCo}: an artificial counterfactual approach for
high-dimensional panel time-series data",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "352--380",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301544",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2018:SWG,
author = "Jungbin Hwang and Yixiao Sun",
title = "Should we go one step further? {An} accurate comparison
of one-step and two-step procedures in a generalized
method of moments framework",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "381--405",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301556",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Potscher:2018:CSA,
author = "Benedikt M. P{\"o}tscher and David Preinerstorfer",
title = "Controlling the size of autocorrelation robust tests",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "406--431",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.08.005",
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@Article{Li:2018:FMA,
author = "Jialiang Li and Wenyang Zhang and Efang Kong",
title = "Factor models for asset returns based on transformed
factors",
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volume = "207",
number = "2",
pages = "432--448",
month = dec,
year = "2018",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.001",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2018:PD,
author = "Anonymous",
title = "Pages 261--448 ({December 2018})",
journal = j-J-ECONOMETRICS,
volume = "207",
number = "2",
pages = "??--??",
month = dec,
year = "2018",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Anonymous:2019:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "ii--ii",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30224-0",
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@Article{Linton:2019:ESI,
author = "Oliver Linton and Zhengjun Zhang",
title = "Editorial for the special issue on financial
engineering and risk management for {JoE}",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "1--4",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.002",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Fan:2019:RCE,
author = "Jianqing Fan and Weichen Wang and Yiqiao Zhong",
title = "Robust covariance estimation for approximate factor
models",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "5--22",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.003",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pelger:2019:LDF,
author = "Markus Pelger",
title = "Large-dimensional factor modeling based on
high-frequency observations",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "23--42",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.004",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dai:2019:KFF,
author = "Chaoxing Dai and Kun Lu and Dacheng Xiu",
title = "Knowing factors or factor loadings, or neither?
{Evaluating} estimators of large covariance matrices
with noisy and asynchronous data",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "43--79",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.005",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301702",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacod:2019:EIV,
author = "Jean Jacod and Yingying Li and Xinghua Zheng",
title = "Estimating the integrated volatility with tick
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journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "80--100",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301714",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mykland:2019:ATS,
author = "Per A. Mykland and Lan Zhang and Dachuan Chen",
title = "The algebra of two scales estimation, and the
{S-TSRV}: High frequency estimation that is robust to
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volume = "208",
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pages = "101--119",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301726",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2019:SP,
author = "F. M. Bandi and B. Perron and A. Tamoni and C.
Tebaldi",
title = "The scale of predictability",
journal = j-J-ECONOMETRICS,
volume = "208",
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pages = "120--140",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301738",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2019:UTP,
author = "Xiaohui Liu and Bingduo Yang and Zongwu Cai and Liang
Peng",
title = "A unified test for predictability of asset returns
regardless of properties of predicting variables",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "141--159",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.009",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830174X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:SEB,
author = "Xiaohong Chen and Oliver Linton and Stefan
Schneeberger and Yanping Yi",
title = "Semiparametric estimation of the bid-ask spread in
extended roll models",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "160--178",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.010",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301751",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Figueroa-Lopez:2019:OTU,
author = "Jos{\'e} E. Figueroa-L{\'o}pez and Cecilia Mancini",
title = "Optimum thresholding using mean and conditional mean
squared error",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "179--210",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301763",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2019:BST,
author = "Zhaoxing Gao and Yingying Ma and Hansheng Wang and
Qiwei Yao",
title = "Banded spatio-temporal autoregressions",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "211--230",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.012",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2019:FMM,
author = "Dong Wang and Xialu Liu and Rong Chen",
title = "Factor models for matrix-valued high-dimensional time
series",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "231--248",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301787",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:DPL,
author = "Ting Chen and Zhenyu Gao and Jibao He and Wenxi Jiang
and Wei Xiong",
title = "Daily price limits and destructive market behavior",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "249--264",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.014",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301799",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2019:CRM,
author = "Harrison Hong and Frank Weikai Li and Jiangmin Xu",
title = "Climate risks and market efficiency",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "265--281",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301817",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:TED,
author = "Cathy Yi-Hsuan Chen and Wolfgang Karl H{\"a}rdle and
Yarema Okhrin",
title = "Tail event driven networks of {SIFIs}",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "282--298",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301829",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:MMV,
author = "Yu Chen and Zhicheng Wang and Zhengjun Zhang",
title = "Mark to market value at risk",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "1",
pages = "299--321",
month = jan,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301830",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2019:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "ii--ii",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(18)30265-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2019:A,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "323--323",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.12.020",
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@Article{Manner:2019:TSB,
author = "Hans Manner and Florian Stark and Dominik Wied",
title = "Testing for structural breaks in factor copula
models",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "324--345",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.10.001",
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bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2019:IET,
author = "Liquan Huang and Umair Khalil and Nese Yildiz",
title = "Identification and estimation of a triangular model
with multiple endogenous variables and insufficiently
many instrumental variables",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "346--366",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301854",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Richard:2019:RBT,
author = "Patrick Richard",
title = "Residual bootstrap tests in linear models with many
regressors",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "367--394",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301921",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2019:FGI,
author = "Donggyu Kim and Jianqing Fan",
title = "Factor {GARCH-It{\^o}} models for high-frequency data
with application to large volatility matrix
prediction",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "395--417",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301957",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liang:2019:DVE,
author = "Chong Liang and Melanie Schienle",
title = "Determination of vector error correction models in
high dimensions",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "418--441",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301969",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasahara:2019:APM,
author = "Hiroyuki Kasahara and Katsumi Shimotsu",
title = "Asymptotic properties of the maximum likelihood
estimator in regime switching econometric models",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "442--467",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301970",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsu:2019:TTE,
author = "Yu-Chin Hsu and Shu Shen",
title = "Testing treatment effect heterogeneity in regression
discontinuity designs",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "468--486",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301982",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nguimkeu:2019:ETE,
author = "Pierre Nguimkeu and Augustine Denteh and Rusty
Tchernis",
title = "On the estimation of treatment effects with endogenous
misreporting",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "487--506",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301994",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bailey:2019:MTA,
author = "Natalia Bailey and M. Hashem Pesaran and L. Vanessa
Smith",
title = "A multiple testing approach to the regularisation of
large sample correlation matrices",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "507--534",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302008",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mikkelsen:2019:CET,
author = "Jakob Guldb{\ae}k Mikkelsen and Eric Hillebrand and
Giovanni Urga",
title = "Consistent estimation of time-varying loadings in
high-dimensional factor models",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "535--562",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830215X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2019:CEF,
author = "Yutec Sun and Masakazu Ishihara",
title = "A computationally efficient fixed point approach to
dynamic structural demand estimation",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "563--584",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.09.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302161",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2019:GET,
author = "Fei Jin and Lung-fei Lee",
title = "{GEL} estimation and tests of spatial autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "585--612",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302173",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2019:ILT,
author = "Patrick Gagliardini and Christian Gouri{\'e}roux",
title = "Identification by {Laplace} transforms in nonlinear
time series and panel models with unobserved stochastic
dynamic effects",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "613--637",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302185",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2019:ATC,
author = "Barbara Rossi and Tatevik Sekhposyan",
title = "Alternative tests for correct specification of
conditional predictive densities",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "638--657",
month = feb,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302197",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:PF,
author = "Anonymous",
title = "Pages 323--658 ({February 2019})",
journal = j-J-ECONOMETRICS,
volume = "208",
number = "2",
pages = "??--??",
month = feb,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "ii--ii",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(19)30013-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300132",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:QRD,
author = "Songnian Chen",
title = "Quantile regression for duration models with
time-varying regressors",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "1--17",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.11.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Muller:2019:NWR,
author = "Ulrich K. M{\"u}ller and Yulong Wang",
title = "Nearly weighted risk minimal unbiased estimation",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "18--34",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.11.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302586",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liao:2019:MAB,
author = "Jun Liao and Xianpeng Zong and Xinyu Zhang and Guohua
Zou",
title = "Model averaging based on leave-subject-out
cross-validation for vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "35--60",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302598",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2019:SVM,
author = "Jianqing Fan and Donggyu Kim",
title = "Structured volatility matrix estimation for
non-synchronized high-frequency financial data",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "61--78",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.12.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Merlo:2019:NRI,
author = "Antonio Merlo and Xun Tang",
title = "New results on the identification of stochastic
bargaining models",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "79--93",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302550",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2019:BPM,
author = "Chuhui Li and D. S. Poskitt and Xueyan Zhao",
title = "The bivariate probit model, maximum likelihood
estimation, pseudo true parameters and partial
identification",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "94--113",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302562",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fulop:2019:BED,
author = "Andras Fulop and Junye Li",
title = "{Bayesian} estimation of dynamic asset pricing models
with informative observations",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "114--138",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302276",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2019:CII,
author = "Atsushi Inoue and Lutz Kilian",
title = "Corrigendum to {``Inference on impulse response
functions in structural VAR models'' [J. Econometrics
177 (2013) 1--13]}",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "139--143",
month = mar,
year = "2019",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2017.08.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Inoue:2013:IIR}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302288",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:PM,
author = "Anonymous",
title = "Pages 1--144 ({March 2019})",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "1",
pages = "??--??",
month = mar,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "ii--ii",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2019:PNS,
author = "Xuening Zhu and Xiangyu Chang and Runze Li and
Hansheng Wang",
title = "Portal nodes screening for large scale social
networks",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "145--157",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302689",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bibinger:2019:EDL,
author = "Markus Bibinger and Christopher Neely and Lars
Winkelmann",
title = "Estimation of the discontinuous leverage effect:
Evidence from the {NASDAQ} order book",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "158--184",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300016",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kong:2019:WCT,
author = "Jianning Kong and Peter C. B. Phillips and Donggyu
Sul",
title = "Weak $ \sigma $-convergence: Theory and applications",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "185--207",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300041",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tao:2019:RCC,
author = "Yubo Tao and Peter C. B. Phillips and Jun Yu",
title = "Random coefficient continuous systems: Testing for
extreme sample path behavior",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "208--237",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300053",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jarocinski:2019:PAO,
author = "Marek Jaroci{\'n}ski and Albert Marcet",
title = "Priors about observables in vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "238--255",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300065",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2019:NDE,
author = "Nian Yang and Nan Chen and Xiangwei Wan",
title = "A new delta expansion for multivariate diffusions via
the {It{\^o}--Taylor} expansion",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "256--288",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300077",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clinet:2019:TIM,
author = "Simon Clinet and Yoann Potiron",
title = "Testing if the market microstructure noise is fully
explained by the informational content of some
variables from the limit order book",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "289--337",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300089",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horvath:2019:TRR,
author = "Lajos Horv{\'a}th and Lorenzo Trapani",
title = "Testing for randomness in a random coefficient
autoregression model",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "338--352",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300090",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cerovecki:2019:FGM,
author = "Cl{\'e}ment Cerovecki and Christian Francq and
Siegfried H{\"o}rmann and Jean-Michel Zako{\"\i}an",
title = "Functional {GARCH} models: the quasi-likelihood
approach and its applications",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "353--375",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930017X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DiTraglia:2019:IEM,
author = "Francis J. DiTraglia and Camilo Garc{\'\i}a-Jimeno",
title = "Identifying the effect of a mis-classified, binary,
endogenous regressor",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "376--390",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300181",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boot:2019:FUR,
author = "Tom Boot and Didier Nibbering",
title = "Forecasting using random subspace methods",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "391--406",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300235",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:PAa,
author = "Anonymous",
title = "{Pages 145-406 (April 2019)}",
journal = j-J-ECONOMETRICS,
volume = "209",
number = "2",
pages = "??--??",
month = apr,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:28 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "ii--ii",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300430",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaufmann:2019:EIC,
author = "Sylvia Kaufmann and Sylvia Fr{\"u}hwirth-Schnatter and
Herman K. van Dijk",
title = "Editorial introduction on complexity and big data in
economics and finance: Recent developments from a
{Bayesian} perspective",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "1--3",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830201X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2019:SAB,
author = "John Geweke and Garland Durham",
title = "Sequentially adaptive {Bayesian} learning algorithms
for inference and optimization",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "4--25",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302021",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Herbst:2019:TPF,
author = "Edward Herbst and Frank Schorfheide",
title = "Tempered particle filtering",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "26--44",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302033",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dellaportas:2019:ISP,
author = "Petros Dellaportas and Mike G. Tsionas",
title = "Importance sampling from posterior distributions using
copula-like approximations",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "45--57",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302057",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bianchi:2019:MSR,
author = "Daniele Bianchi and Monica Billio and Roberto Casarin
and Massimo Guidolin",
title = "Modeling systemic risk with {Markov Switching
Graphical SUR} models",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "58--74",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302069",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bitto:2019:AST,
author = "Angela Bitto and Sylvia Fr{\"u}hwirth-Schnatter",
title = "Achieving shrinkage in a time-varying parameter model
framework",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "75--97",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302070",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kastner:2019:SBT,
author = "Gregor Kastner",
title = "Sparse {Bayesian} time-varying covariance estimation
in many dimensions",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "98--115",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302082",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaufmann:2019:BES,
author = "Sylvia Kaufmann and Christian Schumacher",
title = "{Bayesian} estimation of sparse dynamic factor models
with order-independent and ex-post mode
identification",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "116--134",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302094",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2019:BCV,
author = "Gary Koop and Dimitris Korobilis and Davide
Pettenuzzo",
title = "{Bayesian} compressed vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "135--154",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302100",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McAlinn:2019:DBP,
author = "Kenichiro McAlinn and Mike West",
title = "Dynamic {Bayesian} predictive synthesis in time series
forecasting",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "155--169",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302112",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Basturk:2019:FDC,
author = "N. Bast{\"u}rk and A. Borowska and S. Grassi and L.
Hoogerheide and H. K. van Dijk",
title = "Forecast density combinations of dynamic models and
data driven portfolio strategies",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "170--186",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302124",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fisher:2019:BIP,
author = "Mark Fisher and Mark J. Jensen",
title = "{Bayesian} inference and prediction of a
multiple-change-point panel model with nonparametric
priors",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "187--202",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302136",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Larsen:2019:VNE,
author = "Vegard H. Larsen and Leif A. Thorsrud",
title = "The value of news for economic developments",
journal = j-J-ECONOMETRICS,
volume = "210",
number = "1",
pages = "203--218",
month = may,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302148",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "ii--ii",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301253",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2019:AIH,
author = "Yacine A{\"\i}t-Sahalia and Andrew W. Lo and Whitney
K. Newey",
title = "Annals Issue in Honor of {Jerry A. Hausman}:
{Editors}' Introduction",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "1--3",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830229X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2019:EL,
author = "Jerry Hausman",
title = "An Econometric Life",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "4--10",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302306",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Joskow:2019:JH,
author = "Paul L. Joskow",
title = "{Jerry Hausman}",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "11--15",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302318",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beffy:2019:LST,
author = "Magali Beffy and Richard Blundell and Antoine Bozio
and Guy Laroque and Maxime T{\^o}",
title = "Labour supply and taxation with restricted choices",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "16--46",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302331",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blomquist:2019:MDL,
author = "S{\"o}ren Blomquist and Laurent Simula",
title = "Marginal deadweight loss when the income tax is
nonlinear",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "47--60",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302343",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harding:2019:PQA,
author = "Matthew Harding and Carlos Lamarche",
title = "A panel quantile approach to attrition bias in {Big
Data}: Evidence from a randomized experiment",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "61--82",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302355",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matzkin:2019:CIS,
author = "Rosa L. Matzkin",
title = "Constructive identification in some nonseparable
discrete choice models",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "83--103",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302367",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2019:NMC,
author = "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
Whitney K. Newey",
title = "Nonseparable multinomial choice models in
cross-section and panel data",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "104--116",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302379",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Isakov:2019:FTC,
author = "Leah Isakov and Andrew W. Lo and Vahid
Montazerhodjat",
title = "Is the {FDA} too conservative or too aggressive?: a
{Bayesian} decision analysis of clinical trial design",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "117--136",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302380",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:2019:CRE,
author = "Jeffrey M. Wooldridge",
title = "Correlated random effects models with unbalanced
panels",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "137--150",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302392",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abrevaya:2019:MDV,
author = "Jason Abrevaya",
title = "Missing dependent variables in fixed-effects models",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "151--165",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302422",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Woutersen:2019:IPS,
author = "Tiemen Woutersen and Jerry A. Hausman",
title = "Increasing the power of specification tests",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "166--175",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2019:HTP,
author = "Yacine A{\"\i}t-Sahalia and Dacheng Xiu",
title = "A {Hausman} test for the presence of market
microstructure noise in high frequency data",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "176--205",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761830246X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fu:2019:MFC,
author = "Zhonghao Fu and Yongmiao Hong",
title = "A model-free consistent test for structural change in
regression possibly with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "206--242",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuersteiner:2019:IPD,
author = "Guido M. Kuersteiner",
title = "Invariance principles for dependent processes indexed
by {Besov} classes with an application to a {Hausman}
test for linearity",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "243--261",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302483",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2019:TSS,
author = "Jinyong Hahn and Geert Ridder",
title = "Three-stage semi-parametric inference: Control
variables and differentiability",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "262--293",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302525",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2019:SIE,
author = "Isaiah Andrews",
title = "On the structure of {IV} estimands",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "294--307",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302537",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schennach:2019:CI,
author = "Susanne M. Schennach",
title = "Convolution without independence",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "1",
pages = "308--318",
month = jul,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302549",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "ii--ii",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301320",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guo:2019:SST,
author = "Shaojun Guo and Dong Li and Muyi Li",
title = "Strict stationarity testing and {GLAD} estimation of
double autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "319--337",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300466",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liao:2019:BIP,
author = "Yuan Liao and Anna Simoni",
title = "{Bayesian} inference for partially identified smooth
convex models",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "338--360",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300399",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2019:AWA,
author = "Ying-Ying Lee and Debopam Bhattacharya",
title = "Applied welfare analysis for discrete choice with
interval-data on income",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "361--387",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300508",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patton:2019:DSM,
author = "Andrew J. Patton and Johanna F. Ziegel and Rui Chen",
title = "Dynamic semiparametric models for expected shortfall
(and {Value-at-Risk})",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "388--413",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930048X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yan:2019:SER,
author = "Jin Yan and Hong Il Yoo",
title = "Semiparametric estimation of the random utility model
with rank-ordered choice data",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "414--438",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300521",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kong:2019:RTN,
author = "Xin-Bing Kong and Zhi Liu and Wang Zhou",
title = "A rank test for the number of factors with
high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "439--460",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300533",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bergamelli:2019:CPV,
author = "Michele Bergamelli and Annamaria Bianchi and Lynda
Khalaf and Giovanni Urga",
title = "Combining $p$-values to test for multiple structural
breaks in cointegrated regressions",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "461--482",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930051X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cherchye:2019:BCD,
author = "Laurens Cherchye and Thomas Demuynck and Bram {De
Rock}",
title = "Bounding counterfactual demand with unobserved
heterogeneity and endogenous expenditures",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "483--506",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300491",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2019:IFP,
author = "Jun Ma and Vadim Marmer and Artyom Shneyerov",
title = "Inference for first-price auctions with {Guerre},
{Perrigne}, and {Vuong}'s estimator",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "507--538",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300478",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kutlu:2019:TVT,
author = "Levent Kutlu and Kien C. Tran and Mike G. Tsionas",
title = "A time-varying true individual effects model with
endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "539--559",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300922",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2019:IDD,
author = "Yu Sun and Karen X. Yan",
title = "Inference on {Difference-in-Differences} average
treatment effects: a fixed-$b$ approach",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "560--588",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300545",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiang:2019:RUI,
author = "Harold D. Chiang and Yu-Chin Hsu and Yuya Sasaki",
title = "Robust uniform inference for quantile treatment
effects in regression discontinuity designs",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "589--618",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300569",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:PAb,
author = "Anonymous",
title = "{Pages 319-618 (August 2019)}",
journal = j-J-ECONOMETRICS,
volume = "211",
number = "2",
pages = "??--??",
month = aug,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jul 9 08:40:30 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "ii--ii",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301538",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2019:BDD,
author = "Francis X. Diebold and Eric Ghysels and Per Mykland
and Lan Zhang",
title = "Big data in dynamic predictive econometric modeling",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "1--3",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300727",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2019:UIN,
author = "Torben G. Andersen and Nicola Fusari and Viktor
Todorov and Rasmus T. Varneskov",
title = "Unified inference for nonlinear factor models from
panels with fixed and large time span",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "4--25",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300739",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreasen:2019:TSA,
author = "Martin M. Andreasen and Jens H. E. Christensen and
Glenn D. Rudebusch",
title = "Term Structure Analysis with Big Data: One-Step
Estimation Using Bond Prices",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "26--46",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300740",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Babii:2019:CRM,
author = "Andrii Babii and Xi Chen and Eric Ghysels",
title = "Commercial and Residential Mortgage Defaults: Spatial
Dependence with Frailty",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "47--77",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300752",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2019:RRE,
author = "Jushan Bai and Serena Ng",
title = "Rank regularized estimation of approximate factor
models",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "78--96",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300764",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Billio:2019:BNS,
author = "Monica Billio and Roberto Casarin and Luca Rossini",
title = "{Bayesian} nonparametric sparse {VAR} models",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "97--115",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300776",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2019:HDM,
author = "Tim Bollerslev and Nour Meddahi and Serge Nyawa",
title = "High-dimensional multivariate realized volatility
estimation",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "116--136",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300788",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2019:LBV,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "Large {Bayesian} vector autoregressions with
stochastic volatility and non-conjugate priors",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "137--154",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See comment \cite{Bognanni:2022:CLB} and corrigendum
\cite{Carriero:2022:CLB}.",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930079X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:NSE,
author = "Jia Chen and Degui Li and Oliver Linton",
title = "A new semiparametric estimation approach for large
dynamic covariance matrices with multiple conditioning
variables",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "155--176",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300806",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2019:GHD,
author = "Jianqing Fan and Wenyan Gong and Ziwei Zhu",
title = "Generalized high-dimensional trace regression via
nuclear norm regularization",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "177--202",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300818",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hale:2019:MBS,
author = "Galina Hale and Jose A. Lopez",
title = "Monitoring banking system connectedness with big
data",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "203--220",
month = sep,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930082X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hautsch:2019:LSP,
author = "Nikolaus Hautsch and Stefan Voigt",
title = "Large-scale portfolio allocation under transaction
costs and model uncertainty",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "221--240",
month = sep,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300831",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Korobilis:2019:AHP,
author = "Dimitris Korobilis and Davide Pettenuzzo",
title = "Adaptive hierarchical priors for high-dimensional
vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "241--271",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300843",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mykland:2019:CSI,
author = "Per Aslak Mykland",
title = "Combining statistical intervals and market prices: the
worst case state price distribution",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "272--285",
month = sep,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300855",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Petrova:2019:QBL,
author = "Katerina Petrova",
title = "A quasi-{Bayesian} local likelihood approach to time
varying parameter {VAR} models",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "286--306",
month = sep,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300867",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Onatski:2019:ECC,
author = "Alexei Onatski and Chen Wang",
title = "Extreme canonical correlations and high-dimensional
cointegration analysis",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "307--322",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300879",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:2019:VSP,
author = "Simon C. Smith and Allan Timmermann and Yinchu Zhu",
title = "Variable selection in panel models with breaks",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "323--344",
month = sep,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300880",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2019:NQA,
author = "Xuening Zhu and Weining Wang and Hansheng Wang and
Wolfgang Karl H{\"a}rdle",
title = "Network quantile autoregression",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "345--358",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300892",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:PO,
author = "Anonymous",
title = "Pages 359--678 ({October 2019})",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "??--??",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "ii--ii",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301769",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2019:ASD,
author = "F. Blasques and P. Gorgi and S. J. Koopman",
title = "Accelerating score-driven time series models",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "359--376",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300557",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Salish:2019:MBN,
author = "Nazarii Salish and Alexander Gleim",
title = "A moment-based notion of time dependence for
functional time series",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "377--392",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300910",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Djogbenou:2019:ATW,
author = "Antoine A. Djogbenou and James G. MacKinnon and Morten
{\O}rregaard Nielsen",
title = "Asymptotic theory and wild bootstrap inference with
clustered errors",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "393--412",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300909",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ketz:2019:ASD,
author = "Philipp Ketz",
title = "On asymptotic size distortions in the random
coefficients logit model",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "413--432",
month = oct,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301010",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:NEC,
author = "Xirong Chen and Degui Li and Qi Li and Zheng Li",
title = "Nonparametric estimation of conditional quantile
functions in the presence of irrelevant covariates",
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volume = "212",
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pages = "433--450",
month = oct,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301034",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okui:2019:PDA,
author = "Ryo Okui and Takahide Yanagi",
title = "Panel data analysis with heterogeneous dynamics",
journal = j-J-ECONOMETRICS,
volume = "212",
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pages = "451--475",
month = oct,
year = "2019",
CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:IWE,
author = "Heng Chen and Yanqin Fan",
title = "Identification and wavelet estimation of weighted
{ATE} under discontinuous and kink incentive assignment
mechanisms",
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volume = "212",
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pages = "476--502",
month = oct,
year = "2019",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2019:DCA,
author = "Patrick Gagliardini and Elisa Ossola and Olivier
Scaillet",
title = "A diagnostic criterion for approximate factor
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volume = "212",
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pages = "503--521",
month = oct,
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CODEN = "JECMB6",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Machado:2019:IVS,
author = "Cecilia Machado and Azeem M. Shaikh and Edward J.
Vytlacil",
title = "Instrumental variables and the sign of the average
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volume = "212",
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pages = "522--555",
month = oct,
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CODEN = "JECMB6",
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ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301381",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
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author = "Kim Christensen and Martin Thyrsgaard and Bezirgen
Veliyev",
title = "The realized empirical distribution function of
stochastic variance with application to goodness-of-fit
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volume = "212",
number = "2",
pages = "556--583",
month = oct,
year = "2019",
CODEN = "JECMB6",
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bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301411",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bilias:2019:ECC,
author = "Yannis Bilias and Kostas Florios and Spyros Skouras",
title = "Exact computation of Censored Least Absolute
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journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "584--606",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930140X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2019:SPS,
author = "Guohua Feng and Bin Peng and Liangjun Su and Thomas
Tao Yang",
title = "Semi-parametric single-index panel data models with
interactive fixed effects: Theory and practice",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "607--622",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301459",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frazier:2019:IIN,
author = "David T. Frazier and Tatsushi Oka and Dan Zhu",
title = "Indirect inference with a non-smooth criterion
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volume = "212",
number = "2",
pages = "623--645",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301435",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2019:NSM,
author = "Liangjun Su and Takuya Ura and Yichong Zhang",
title = "Non-separable models with high-dimensional data",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "2",
pages = "646--677",
month = oct,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301447",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "ii--ii",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301939",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2019:QR,
author = "Victor Chernozhukov and Antonio F. Galvao and Xuming
He and Zhijie Xiao",
title = "Quantile regression",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "1--3",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300570",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Belloni:2019:CQP,
author = "Alexandre Belloni and Victor Chernozhukov and Denis
Chetverikov and Iv{\'a}n Fern{\'a}ndez-Val",
title = "Conditional quantile processes based on series or many
regressors",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "4--29",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2019:PSG,
author = "Xiaohong Chen and Demian Pouzo and James L. Powell",
title = "Penalized sieve {GEL} for weighted average derivatives
of nonparametric quantile {IV} regressions",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "30--53",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300594",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2019:QRB,
author = "Yingying Zhang and Huixia Judy Wang and Zhongyi Zhu",
title = "Quantile-regression-based clustering for panel data",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "54--67",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300600",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gu:2019:PDQ,
author = "Jiaying Gu and Stanislav Volgushev",
title = "Panel data quantile regression with grouped fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "68--91",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300612",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2019:WDM,
author = "Zhijie Xiao and Lan Xu",
title = "What do mean impacts miss? {Distributional} effects of
corporate diversification",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "92--120",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300624",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deCastro:2019:SGQ,
author = "Luciano de Castro and Antonio F. Galvao and David M.
Kaplan and Xin Liu",
title = "Smoothed {GMM} for quantile models",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "121--144",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300636",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Machado:2019:QM,
author = "Jos{\'e} A. F. Machado and J. M. C. Santos Silva",
title = "Quantiles via moments",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "145--173",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300648",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Parker:2019:AIC,
author = "Thomas Parker",
title = "Asymptotic inference for the constrained quantile
regression process",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "174--189",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930065X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hagemann:2019:PIT,
author = "Andreas Hagemann",
title = "Placebo inference on treatment effects when the number
of clusters is small",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "190--209",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300661",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Firpo:2019:PIT,
author = "Sergio Firpo and Geert Ridder",
title = "Partial identification of the treatment effect
distribution and its functionals",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "210--234",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300673",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giessing:2019:PRM,
author = "Alexander Giessing and Xuming He",
title = "On the predictive risk in misspecified quantile
regression",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "235--260",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300685",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2019:PQR,
author = "Rui Fan and Ji Hyung Lee",
title = "Predictive quantile regressions under persistence and
conditional heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "261--280",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300697",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Portnoy:2019:ETS,
author = "Stephen Portnoy",
title = "{Edgeworth}'s time series model: Not {AR(1)} but same
covariance structure",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "281--288",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300703",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bassett:2019:RMS,
author = "Gib Bassett",
title = "Review of median stable distributions and
{Schr{\"o}der's} equation",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "1",
pages = "289--295",
month = nov,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300715",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:PD,
author = "Anonymous",
title = "Pages 297--632 ({December 2019})",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "??--??",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2019:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "ii--ii",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302167",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giesecke:2019:SLE,
author = "K. Giesecke and G. Schwenkler",
title = "Simulated likelihood estimators for discretely
observed jump-diffusions",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "297--320",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301460",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fiorentini:2019:CNG,
author = "Gabriele Fiorentini and Enrique Sentana",
title = "Consistent non-{Gaussian} pseudo maximum likelihood
estimators",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "321--358",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301423",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boldea:2019:BSC,
author = "Otilia Boldea and Adriana Cornea-Madeira and Alastair
R. Hall",
title = "Bootstrapping structural change tests",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "359--397",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301472",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moreira:2019:OTS,
author = "Humberto Moreira and Marcelo J. Moreira",
title = "Optimal two-sided tests for instrumental variables
regression with heteroskedastic and autocorrelated
errors",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "398--433",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301393",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2019:LRT,
author = "Tuo Liu and Lung-fei Lee",
title = "A likelihood ratio test for spatial model selection",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "434--458",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301496",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pakel:2019:BRN,
author = "Cavit Pakel",
title = "Bias reduction in nonlinear and dynamic panels in the
presence of cross-section dependence",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "459--492",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301484",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paolella:2019:RSD,
author = "Marc S. Paolella and Pawe{\l} Polak and Patrick S.
Walker",
title = "Regime switching dynamic correlations for asymmetric
and fat-tailed conditional returns",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "493--515",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301563",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kato:2019:UCB,
author = "Kengo Kato and Yuya Sasaki",
title = "Uniform confidence bands for nonparametric
errors-in-variables regression",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "516--555",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301605",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Orea:2019:NSF,
author = "Luis Orea and Inmaculada C. {\'A}lvarez",
title = "A new stochastic frontier model with cross-sectional
effects in both noise and inefficiency terms",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "556--577",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301599",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{LaVecchia:2019:SAS,
author = "Davide {La Vecchia} and Elvezio Ronchetti",
title = "Saddlepoint approximations for short and long memory
time series: a frequency domain approach",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "578--592",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301629",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhou:2019:EEC,
author = "Ling Zhou and Huazhen Lin and Kani Chen and Hua
Liang",
title = "Efficient estimation and computation of parameters and
nonparametric functions in generalized semi\slash
non-parametric regression models",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "593--607",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301642",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2019:EEN,
author = "Oliver Linton and Zhijie Xiao",
title = "Efficient estimation of nonparametric regression in
the presence of dynamic heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "213",
number = "2",
pages = "608--631",
month = dec,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301666",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bognanni:2022:CLB,
author = "Mark Bognanni",
title = "Comment on {``Large Bayesian vector autoregressions
with stochastic volatility and non-conjugate
priors''}",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "498--505",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See \cite{Carriero:2019:LBV}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002554",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2022:CLB,
author = "Andrea Carriero and Joshua Chan and Todd E. Clark and
Massimiliano Marcellino",
title = "Corrigendum to {``Large Bayesian vector
autoregressions with stochastic volatility and
non-conjugate priors''} [J. Econometrics {\bf 212} (1)
(2019) 137--154]",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "506--512",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See \cite{Carriero:2019:LBV}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pettenuzzo:2022:CPS,
author = "Davide Pettenuzzo and Yong Song and Allan Timmermann",
title = "Corrigendum to {``Predictability of stock returns and
asset allocation under structural breaks''} [J.
Econometrics {\bf 164} (2011) 60--78]",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "513--517",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000476",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
