%%% -*-BibTeX-*- %%% ==================================================================== %%% BibTeX-file{ %%% author = "Nelson H. F. Beebe", %%% version = "1.19", %%% date = "19 December 2024", %%% time = "10:00:49 MST", %%% filename = "economstat.bib", %%% address = "University of Utah %%% Department of Mathematics, 110 LCB %%% 155 S 1400 E RM 233 %%% Salt Lake City, UT 84112-0090 %%% USA", %%% telephone = "+1 801 581 5254", %%% URL = "https://www.math.utah.edu/~beebe", %%% checksum = "29901 8954 30834 351481", %%% email = "beebe at math.utah.edu, beebe at acm.org, %%% beebe at computer.org (Internet)", %%% codetable = "ISO/ASCII", %%% keywords = "bibliography; BibTeX; Econometrics and %%% Statistics", %%% license = "public domain", %%% supported = "yes", %%% docstring = "This is a COMPLETE bibliography of the %%% journal Econometrics and Statistics %%% (CODEN none, ISSN 2452-3062), published %%% by Elsevier ScienceDirect. Publication %%% began with volume 1 in January 2017. There %%% is one issue per volume, and multiple %%% volumes per year. %%% %%% The journal has a Web site at %%% %%% https://www.sciencedirect.com/journal/econometrics-and-statistics %%% %%% At version 1.19, the COMPLETE year coverage %%% looked like this: %%% %%% 2017 ( 49) 2020 ( 47) 2023 ( 49) %%% 2018 ( 46) 2021 ( 49) 2024 ( 48) %%% 2019 ( 46) 2022 ( 48) 2025 ( 23) %%% %%% Article: 405 %%% %%% Total entries: 405 %%% %%% Entries for this bibliography have been %%% derived primarily from data at the publisher %%% Web site, but have been augmented by data %%% from the BibNet Project and TeX User Group %%% bibliography archives. %%% %%% Spelling has been verified with the UNIX %%% spell and GNU ispell programs using the %%% exception dictionary stored in the companion %%% file with extension .sok. BibTeX citation %%% tags are uniformly chosen as %%% name:year:abbrev, where name is the family %%% name of the first author or editor, year is a %%% 4-digit number, and abbrev is a 3-letter %%% condensation of important title %%% words. Citation tags were automatically %%% generated by software developed for the %%% BibNet Project. In this bibliography, %%% entries are sorted in publication order using %%% bibsort -byvolume. %%% %%% The checksum field above contains a CRC-16 %%% checksum as the first value, followed by the %%% equivalent of the standard UNIX wc (word %%% count) utility output of lines, words, and %%% characters. This is produced by Robert %%% Solovay's checksum utility.", %%% } %%% ==================================================================== @Preamble{ "\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" # "\ifx \undefined \circled \def \circled #1{(#1)} \fi" # "\ifx \undefined \mathbb \def \mathbb #1{{\bf #1}} \fi" # "\ifx \undefined \reg \def \reg {\circled{R}} \fi" } %%% ==================================================================== %%% Acknowledgement abbreviations: @String{ack-nhfb = "Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, e-mail: \path|beebe@math.utah.edu|, \path|beebe@acm.org|, \path|beebe@computer.org| (Internet), URL: \path|https://www.math.utah.edu/~beebe/|"} %%% ==================================================================== %%% Journal abbreviations: @String{j-ECONOM-STAT = "Econometrics and Statistics"} %%% ==================================================================== %%% Bibliography entries, sorted in publication order with ``bibsort %%% --byvolume'': @Article{Kontoghiorghes:2017:ES, author = "Erricos Kontoghiorghes and Herman K. {Van Dijk} and Ana Colubi", title = "{{\booktitle{Econometrics and Statistics}}}", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "1--1", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.12.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621630034X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2017:PJa, author = "Anonymous", title = "Pages 1-200 ({January 2017})", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "1--200", month = jan, year = "2017", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lutkepohl:2017:SVA, author = "Helmut L{\"u}tkepohl and Aleksei Netsunajev", title = "Structural vector autoregressions with heteroskedasticity: A review of different volatility models", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "2--18", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.05.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300223", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Paolella:2017:ASP, author = "Marc S. Paolella", title = "Asymmetric stable {Paretian} distribution testing", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "19--39", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.05.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300247", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bauwens:2017:DCM, author = "Luc Bauwens and Manuela Braione and Giuseppe Storti", title = "A dynamic component model for forecasting high-dimensional realized covariance matrices", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "40--61", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.09.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300132", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Catani:2017:CLM, author = "P. S. Catani and N. J. C. Ahlgren", title = "Combined {Lagrange} multiplier test for {ARCH} in vector autoregressive models", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "62--84", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300107", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Arteche:2017:SSA, author = "Josu Arteche and Javier Garc{\'\i}a-Enr{\'\i}quez", title = "{Singular Spectrum Analysis} for signal extraction in {Stochastic Volatility} models", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "85--98", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.09.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300156", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kokoszka:2017:SIF, author = "Piotr Kokoszka and Hanny Oja and Byeong Park and Laura Sangalli", title = "Special issue on functional data analysis", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "99--100", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300272", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Burdejova:2017:CPT, author = "P. Burdejova and W. H{\"a}rdle and P. Kokoszka and Q. Xiong", title = "Change point and trend analyses of annual expectile curves of tropical storms", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "101--117", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.09.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300120", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gonzalez-Rodriguez:2017:CBM, author = "Gil Gonz{\'a}lez-Rodr{\'\i}guez and Ana Colubi", title = "On the consistency of bootstrap methods in separable {Hilbert} spaces", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "118--127", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300259", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Klepsch:2017:PFA, author = "J. Klepsch and C. Kl{\"u}ppelberg and T. Wei", title = "Prediction of functional {ARMA} processes with an application to traffic data", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "128--149", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621630020X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Mousavi:2017:MFR, author = "Seyed Nourollah Mousavi and Helle S{\o}rensen", title = "Multinomial functional regression with wavelets and {LASSO} penalization", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "150--166", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.09.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300211", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Fan:2017:HDA, author = "Zhaohu Fan and Matthew Reimherr", title = "High-dimensional adaptive function-on-scalar regression", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "167--183", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.08.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300053", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Shang:2017:FTS, author = "Han Lin Shang", title = "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration", journal = j-ECONOM-STAT, volume = "1", number = "??", pages = "184--200", month = jan, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.08.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300235", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kiviet:2017:PTE, author = "Jan F. Kiviet and Milan Pleus", title = "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "1--21", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.01.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300035", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2017:PA, author = "Anonymous", title = "Pages 1-148 ({April 2017})", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "1--148", month = apr, year = "2017", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Al-Sulami:2017:ESN, author = "Dawlah Al-Sulami and Zhenyu Jiang and Zudi Lu and Jun Zhu", title = "Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "22--35", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.01.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300047", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Creel:2017:NNI, author = "Michael Creel", title = "Neural nets for indirect inference", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "36--49", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300326", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Psaradakis:2017:DTN, author = "Zacharias Psaradakis and Mari{\'a}n V{\'a}vra", title = "A distance test of normality for a wide class of stationary processes", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "50--60", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300296", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Orsal:2017:MAC, author = "Deniz Dilan Karaman {\"O}rsal and Antonia Arsova", title = "Meta-analytic cointegrating rank tests for dependent panels", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "61--72", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300028", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Marron:2017:BDC, author = "J. S. Marron", title = "{Big Data} in context and robustness against heterogeneity", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "73--80", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.06.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300016", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Li:2017:NCI, author = "Shu Li and Jan Ernest and Peter B{\"u}hlmann", title = "Nonparametric causal inference from observational time series through marginal integration", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "81--105", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300260", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Paindaveine:2017:PTE, author = "Davy Paindaveine and Rondrotiana Jos{\'e}a Rasoafaraniaina and Thomas Verdebout", title = "Preliminary test estimation for multi-sample principal components", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "106--116", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.01.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300060", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Fokianos:2017:BTS, author = "Konstantinos Fokianos and Theodoros Moysiadis", title = "Binary time series models driven by a latent process", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "117--130", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.02.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300096", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Tutz:2017:SLD, author = "G. Tutz and M. Berger", title = "Separating location and dispersion in ordinal regression models", journal = j-ECONOM-STAT, volume = "2", number = "??", pages = "131--148", month = apr, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621630003X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Choi:2017:SIB, author = "Taeryon Choi and Yasuhiro Omori and Michael Smith and Stephen G. Walker", title = "Special issue on {Bayesian} methods in statistics and econometrics", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "1--2", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.05.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300400", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2017:PJb, author = "Anonymous", title = "Pages 1-168 ({July 2017})", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "1--168", month = jul, year = "2017", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gruber:2017:BOV, author = "Lutz F. Gruber and Mike West", title = "{Bayesian} online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "3--22", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300163", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sakaria:2017:EBI, author = "D. K. Sakaria and J. E. Griffin", title = "On efficient {Bayesian} inference for models with stochastic volatility", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "23--33", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.08.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300090", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Shirota:2017:CRS, author = "Shinichiro Shirota and Yasuhiro Omori and Hedibert. F. Lopes and Haixiang Piao", title = "{Cholesky} realized stochastic volatility model", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "34--59", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.08.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300181", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Jiang:2017:LDQ, author = "Wenxin Jiang", title = "On limiting distribution of quasi-posteriors under partial identification", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "60--72", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300308", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Vallejos:2017:IUH, author = "Catalina A. Vallejos and Mark F. J. Steel", title = "Incorporating unobserved heterogeneity in {Weibull} survival models: A {Bayesian} approach", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "73--88", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.01.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300072", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hinde:2017:SIM, author = "John Hinde and Salvatore Ingrassia and Tsung-I Lin and Paul D. McNicholas", title = "Special issue on mixture models", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "89--90", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.05.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300394", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gambacciani:2017:RNM, author = "Marco Gambacciani and Marc S. Paolella", title = "Robust normal mixtures for financial portfolio allocation", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "91--111", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.02.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300126", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bartolucci:2017:MTR, author = "Francesco Bartolucci and Silvia Bacci and Claudia Pigini", title = "Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "112--131", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300314", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Forcina:2017:FSA, author = "Antonio Forcina", title = "A {Fisher}-scoring algorithm for fitting latent class models with individual covariates", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "132--140", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.07.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300089", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hasnat:2017:ECC, author = "Md. Abul Hasnat and Julien Velcin and Stephane Bonnevay and Julien Jacques", title = "Evolutionary clustering for categorical data using parametric links among multinomial mixture models", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "141--159", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300175", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Murray:2017:MSS, author = "Paula M. Murray and Ryan P. Browne and Paul D. McNicholas", title = "A mixture of {SDB} skew-$t$ factor analyzers", journal = j-ECONOM-STAT, volume = "3", number = "??", pages = "160--168", month = jul, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.05.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300382", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Boswijk:2017:SIT, author = "Peter Boswijk and Marc Hallin and Degui Li and Dimitris N. Politis and Robert Taylor", title = "Special issue on time series econometrics", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "1--2", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.05.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300412", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2017:PO, author = "Anonymous", title = "Pages 1-130 ({October 2017})", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "1--130", month = oct, year = "2017", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Arteche:2017:SOB, author = "Josu Arteche and Jesus Orbe", title = "A strategy for optimal bandwidth selection in {Local Whittle} estimation", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "3--17", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300041", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bravo:2017:GEL, author = "Francesco Bravo and Ba M. Chu and David T. Jacho-Ch{\'a}vez", title = "Generalized empirical likelihood M testing for semiparametric models with time series data", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "18--30", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.12.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300023", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Deistler:2017:NIV, author = "Manfred Deistler and Lukas Koelbl and Brian D. O. Anderson", title = "Non-identifiability of {VMA} and {VARMA} systems in the mixed frequency case", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "31--38", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300302", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kleppe:2017:ECS, author = "Tore Selland Kleppe and Atle Oglend", title = "Estimating the competitive storage model: A simulated likelihood approach", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "39--56", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.04.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300333", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Matilainen:2017:SDR, author = "M. Matilainen and C. Croux and K. Nordhausen and H. Oja", title = "Supervised dimension reduction for multivariate time series", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "57--69", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.04.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300345", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Meligkotsidou:2017:BAU, author = "Loukia Meligkotsidou and Elias Tzavalis and Ioannis Vrontos", title = "On {Bayesian} analysis and unit root testing for autoregressive models in the presence of multiple structural breaks", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "70--90", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.04.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300369", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Abe:2017:TPF, author = "Toshihiro Abe and Christophe Ley", title = "A tractable, parsimonious and flexible model for cylindrical data, with applications", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "91--104", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.04.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300168", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chai:2017:IGE, author = "Hao Chai and Qingzhao Zhang and Yu Jiang and Guohua Wang and Sanguo Zhang and Syed Ejaz Ahmed and Shuangge Ma", title = "Identifying gene-environment interactions for prognosis using a robust approach", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "105--120", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300065", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Segers:2017:NAM, author = "Rene Segers and Philip Hans Franses and Bert de Bruijn", title = "A novel approach to measuring consumer confidence", journal = j-ECONOM-STAT, volume = "4", number = "??", pages = "121--129", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300338", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Becker:2018:FRC, author = "Martin Becker and Stefan Kl{\"o}{\ss}ner", title = "Fast and reliable computation of generalized synthetic controls", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "1--19", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.08.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300692", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2018:PJa, author = "Anonymous", title = "Pages 1-188 ({January 2018})", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "1--188", month = jan, year = "2018", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Panayi:2018:DMM, author = "Efstathios Panayi and Gareth W. Peters and Jon Danielsson and Jean-Pierre Zigrand", title = "Designating market maker behaviour in limit order book markets", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "20--44", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300193", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Miller:2018:SRT, author = "J. Isaac Miller", title = "Simple robust tests for the specification of high-frequency predictors of a low-frequency series", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "45--66", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.09.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300119", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Grigoryeva:2018:VFU, author = "Lyudmila Grigoryeva and Juan-Pablo Ortega and Anatoly Peresetsky", title = "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "67--82", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.01.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300059", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lamperti:2018:ITC, author = "Francesco Lamperti", title = "An information theoretic criterion for empirical validation of simulation models", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "83--106", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.01.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300084", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Marczak:2018:DCA, author = "Martyna Marczak and Tommaso Proietti and Stefano Grassi", title = "A data-cleaning augmented {Kalman} filter for robust estimation of state space models", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "107--123", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.02.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300102", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Yoshida:2018:SMM, author = "Takuma Yoshida", title = "Semiparametric method for model structure discovery in additive regression models", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "124--136", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.02.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621730014X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Dohler:2018:DMB, author = "Sebastian D{\"o}hler", title = "A discrete modification of the {Benjamini--Yekutieli} procedure", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "137--147", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.12.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300351", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Amiri:2018:DES, author = "Aboubacar Amiri and Sophie Dabo-Niang", title = "Density estimation over spatio-temporal data streams", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "148--170", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.08.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300734", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Eguchi:2018:MCG, author = "Shoichi Eguchi", title = "Model comparison for generalized linear models with dependent observations", journal = j-ECONOM-STAT, volume = "5", number = "??", pages = "171--188", month = jan, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.04.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300357", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kapetanios:2018:UFC, author = "George Kapetanios and Simon Price and Garry Young", title = "A {UK} financial conditions index using targeted data reduction: Forecasting and structural identification", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "1--17", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.12.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300054", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Krishnamurthy:2018:FSV, author = "Vikram Krishnamurthy and Elisabeth Leoff and J{\"o}rn Sass", title = "Filterbased stochastic volatility in continuous-time hidden {Markov} models", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "1--21", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300144", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Curato:2018:SVE, author = "Imma Valentina Curato and Maria Elvira Mancino and Maria Cristina Recchioni", title = "Spot volatility estimation using the {Laplace} transform", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "22--43", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.07.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621630017X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Mutschler:2018:HOS, author = "Willi Mutschler", title = "Higher-order statistics for {DSGE} models", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "44--56", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.10.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300077", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Breitung:2018:ACD, author = "J{\"o}rg Breitung and Sven Schreiber", title = "Assessing causality and delay within a frequency band", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "57--73", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.04.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300370", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Wu:2018:SEU, author = "Ximing Wu and Robin Sickles", title = "Semiparametric estimation under shape constraints", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "74--89", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.06.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300436", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Liu-Evans:2018:UHO, author = "Gareth Liu-Evans and Garry D. A. Phillips", title = "On the use of higher order bias approximations for {2SLS} and $k$-class estimators with non-normal disturbances and many instruments", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "90--105", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.06.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300448", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Guillou:2018:SIS, author = "Armelle Guillou", title = "Special issue on statistics of extremes and applications", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "106--106", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.03.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300108", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{deValk:2018:HQE, author = "Cees de Valk and Juan-Juan Cai", title = "A high quantile estimator based on the log-generalized {Weibull} tail limit", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "107--128", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300114", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{ElMethni:2018:IEE, author = "Jonathan {El Methni} and Gilles Stupfler", title = "Improved estimators of extreme {Wang} distortion risk measures for very heavy-tailed distributions", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "129--148", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300151", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gissibl:2018:TDR, author = "Nadine Gissibl and Claudia Kl{\"u}ppelberg and Moritz Otto", title = "Tail dependence of recursive max-linear models with regularly varying noise variables", journal = j-ECONOM-STAT, volume = "6", number = "??", pages = "149--167", month = apr, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.02.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621830008X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2018:PJb, author = "Anonymous", title = "Pages 1-164 ({July 2018})", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "1--164", month = jul, year = "2018", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Pollock:2018:SPL, author = "D. S. G. Pollock", title = "Stochastic processes of limited frequency and the effects of oversampling", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "18--29", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.12.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300011", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gourieroux:2018:CII, author = "C. Gourieroux and A. Monfort", title = "Composite indirect inference with application to corporate risks", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "30--45", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.09.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300886", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Muriel:2018:TND, author = "Nelson Muriel and Graciela Gonz{\'a}lez-Far{\'\i}as", title = "Testing the null of difference stationarity against the alternative of a stochastic unit root: A new test based on multivariate {STUR}", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "46--62", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.10.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300916", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gorecki:2018:CPD, author = "Tomasz G{\'o}recki and Lajos Horv{\'a}th and Piotr Kokoszka", title = "Change point detection in heteroscedastic time series", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "63--88", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.07.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300667", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sujica:2018:CGE, author = "Aleksandar Sujica and Ingrid {Van Keilegom}", title = "The copula-graphic estimator in censored nonparametric location-scale regression models", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "89--114", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.07.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300631", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Wang:2018:CQR, author = "Meng Wang and Zhao Chen and Christina Dan Wang", title = "Composite quantile regression for {GARCH} models using high-frequency data", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "115--133", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2016.11.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300284", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ahmed:2018:BFL, author = "M. S. Ahmed and M. K. Attouch and S. Dabo-Niang", title = "Binary functional linear models under choice-based sampling", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "134--152", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.07.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621730062X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Schmid:2018:DMD, author = "Matthias Schmid and Gerhard Tutz and Thomas Welchowski", title = "Discrimination measures for discrete time-to-event predictions", journal = j-ECONOM-STAT, volume = "7", number = "??", pages = "153--164", month = jul, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300321", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{He:2018:SIQ, author = "Xuming He and Thomas Kneib and Carlos Lamarche and Lan Wang", title = "Special issue on quantile regression and semiparametric methods", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "1--2", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.09.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300558", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2018:PO, author = "Anonymous", title = "Pages 1-250 ({October 2018})", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "1--250", month = oct, year = "2018", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Muller:2018:HNE, author = "Christophe Muller", title = "Heterogeneity and nonconstant effect in two-stage quantile regression", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "3--12", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.07.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300655", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Alejo:2018:QCT, author = "Javier Alejo and Antonio F. Galvao and Gabriel Montes-Rojas", title = "Quantile continuous treatment effects", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "13--36", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.10.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300928", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Florios:2018:HIS, author = "Kostas Florios", title = "A hyperplanes intersection simulated annealing algorithm for maximum score estimation", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "37--55", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300291", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bayer:2018:CVR, author = "Sebastian Bayer", title = "Combining Value-at-Risk forecasts using penalized quantile regressions", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "56--77", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.08.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300680", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bindele:2018:CMR, author = "Huybrechts F. Bindele", title = "Covariates missing at random under signed-rank inference", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "78--93", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.05.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300315", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Tong:2018:ECT, author = "Xiaojun Tong and Zhuoqiong Chong He and Dongchu Sun", title = "Estimating {Chinese Treasury} yield curves with {Bayesian} smoothing splines", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "94--124", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.10.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300898", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bach:2018:SCD, author = "Philipp Bach and Helmut Farbmacher and Martin Spindler", title = "Semiparametric count data modeling with an application to health service demand", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "125--140", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.08.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300710", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Haupt:2018:EGT, author = "Harry Haupt and Joachim Schnurbus and Willi Semmler", title = "Estimation of grouped, time-varying convergence in economic growth", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "141--158", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.09.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300722", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Maheu:2018:SIR, author = "John M. Maheu and Marc Paolella and Tak Kuen Siu and Mike K. P. So", title = "Special issue on risk management", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "159--160", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.09.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300546", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hofert:2018:VDH, author = "Marius Hofert and Wayne Oldford", title = "Visualizing dependence in high-dimensional data: An application to {S\&P 500} constituent data", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "161--183", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.03.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621730031X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Broda:2018:AES, author = "Simon A. Broda and Jochen Krause and Marc S. Paolella", title = "Approximating expected shortfall for heavy-tailed distributions", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "184--203", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.07.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300643", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Karame:2018:NPF, author = "Fr{\'e}d{\'e}ric Karam{\'e}", title = "A new particle filtering approach to estimate stochastic volatility models with {Markov}-switching", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "204--230", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.05.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300352", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhao:2018:TDM, author = "Yixing Zhao and Rogemar Mamon and Huan Gao", title = "A two-decrement model for the valuation and risk measurement of a guaranteed annuity option", journal = j-ECONOM-STAT, volume = "8", number = "??", pages = "231--249", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.06.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300340", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:EBa, author = "Anonymous", title = "Editorial Board", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "ii--ii", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(18)30100-X", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621830100X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ghysels:2019:EMR, author = "Eric Ghysels and Hang Qian", title = "Estimating {MIDAS} regressions via {OLS} with polynomial parameter profiling", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "1--16", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.02.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300066", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:PJa, author = "Anonymous", title = "Pages 1-170 ({January 2019})", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "1--170", month = jan, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gourieroux:2019:RAM, author = "Christian Gourieroux and Joann Jasiak", title = "Robust analysis of the martingale hypothesis", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "17--41", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.07.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300479", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Al-Sadoon:2019:TSG, author = "Majid M. Al-Sadoon", title = "Testing subspace {Granger} causality", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "42--61", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.08.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300709", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhang:2019:ETI, author = "Yonghui Zhang and Qiankun Zhou", title = "Estimation for time-invariant effects in dynamic panel data models with application to income dynamics", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "62--77", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.10.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300904", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Leschinski:2019:MOS, author = "Christian Leschinski and Philipp Sibbertsen", title = "Model order selection in periodic long memory models", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "78--94", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.11.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300042", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ferraty:2019:NRC, author = "Fr{\'e}d{\'e}ric Ferraty and Anthony Zullo and Mathieu Fauvel", title = "Nonparametric regression on contaminated functional predictor with application to hyperspectral data", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "95--107", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.02.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300138", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Rousseeuw:2019:RMT, author = "Peter Rousseeuw and Domenico Perrotta and Marco Riani and Mia Hubert", title = "Robust Monitoring of Time Series with Application to Fraud Detection", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "108--121", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.05.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300303", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Li:2019:THH, author = "Zhaoyuan Li and Jianfeng Yao", title = "Testing for heteroscedasticity in high-dimensional regressions", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "122--139", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.01.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300029", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sun:2019:ESV, author = "Yanqing Sun and Yuanqing Zhang and Jianhua Z. Huang", title = "Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "140--155", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.05.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300424", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Funke:2019:NET, author = "Benedikt Funke and Masayuki Hirukawa", title = "Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach", journal = j-ECONOM-STAT, volume = "9", number = "??", pages = "156--170", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.07.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Mar 9 07:19:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300679", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "ii--ii", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300164", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Brown:2019:STD, author = "Donald Brown and Rustam Ibragimov", title = "Sign tests for dependent observations", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "1--8", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300935", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:PA, author = "Anonymous", title = "Pages 1-170 ({April 2019})", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "1--170", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Beare:2019:IBT, author = "Brendan K. Beare and Xiaoxia Shi", title = "An improved bootstrap test of density ratio ordering", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "9--26", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300510", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Poloni:2019:CFR, author = "Federico Poloni and Giacomo Sbrana", title = "Closed-form results for vector moving average models with a univariate estimation approach", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "27--52", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300327", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Dimitriou-Fakalou:2019:AEE, author = "Chrysoula Dimitriou-Fakalou", title = "On accepting the edge-effect (for the inference of {ARMA}-type processes in {$ \mathbb {Z}^2 $})", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "53--70", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300091", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hayakawa:2019:AIR, author = "Kazuhiko Hayakawa", title = "Alternative over-identifying restriction test in the {GMM} estimation of panel data models", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "71--95", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300297", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{DiCiccio:2019:IWL, author = "Cyrus J. DiCiccio and Joseph P. Romano and Michael Wolf", title = "Improving weighted least squares inference", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "96--119", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300364", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Skripnikov:2019:JEM, author = "A. Skripnikov and G. Michailidis", title = "Joint estimation of multiple network {Granger} causal models", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "120--133", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300509", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Grillenzoni:2019:LPD, author = "Carlo Grillenzoni and Michele Fornaciari", title = "On-line peak detection in medical time series with adaptive regression methods", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "134--150", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300480", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anzarut:2019:HPM, author = "Michelle Anzarut and Rams{\'e}s H. Mena", title = "A {Harris} process to model stochastic volatility", journal = j-ECONOM-STAT, volume = "10", number = "??", pages = "151--169", month = apr, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300030", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "ii--ii", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300358", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Pesaran:2019:BAL, author = "M. Hashem Pesaran and Ron P. Smith", title = "A {Bayesian} analysis of linear regression models with highly collinear regressors", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "1--21", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300728", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:PJb, author = "Anonymous", title = "Pages 1-158 ({July 2019})", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "1--158", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cipollini:2019:MES, author = "Fabrizio Cipollini and Giampiero M. Gallo", title = "Modeling {Euro STOXX 50} volatility with common and market-specific components", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "22--42", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S245230621830073X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sutton:2019:MIR, author = "Maxwell Sutton and Andrey L. Vasnev and Richard Gerlach", title = "Mixed interval realized variance: a robust estimator of stock price volatility", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "43--62", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300285", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Castagnetti:2019:TSE, author = "Carolina Castagnetti and Eduardo Rossi and Lorenzo Trapani", title = "A two-stage estimator for heterogeneous panel models with common factors", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "63--82", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S245230621730093X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Norkute:2019:FAM, author = "Milda Norkute and Joakim Westerlund", title = "The factor analytical method for interactive effects dynamic panel models with moving average errors", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "83--104", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300716", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Liebl:2019:PRP, author = "Dominik Liebl and Fabian Walders", title = "Parameter regimes in partial functional panel regression", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "105--115", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300339", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Otto-Sobotka:2019:ASM, author = "Fabian Otto-Sobotka and Nicola Salvati and Maria Giovanna Ranalli and Thomas Kneib", title = "Adaptive semiparametric {$M$}-quantile regression", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "116--129", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S245230621930019X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Follett:2019:APB, author = "Lendie Follett and Cindy Yu", title = "Achieving parsimony in {Bayesian} vector autoregressions with the horseshoe prior", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "130--144", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300036", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Koike:2019:OIS, author = "Yuta Koike and Yuta Tanoue", title = "Oracle inequalities for sign constrained generalized linear models", journal = j-ECONOM-STAT, volume = "11", number = "??", pages = "145--157", month = jul, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Fri Sep 6 16:29:33 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300085", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:PO, author = "Anonymous", title = "Pages 1-216 ({October 2019})", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "1--216", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2019:EB, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "ii--ii", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300553", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{He:2019:SSM, author = "Changli He and Jian Kang and Timo Ter{\"a}svirta and Shuhua Zhang", title = "The shifting seasonal mean autoregressive model and seasonality in the {Central England} monthly temperature series, 1772--2016", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "1--24", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300292", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Leippold:2019:PFL, author = "Markus Leippold and Hanlin Yang", title = "Particle filtering, learning, and smoothing for mixed-frequency state-space models", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "25--41", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300437", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Morana:2019:RSE, author = "Claudio Morana", title = "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "42--65", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300231", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Garcia-Enriquez:2019:LWE, author = "Javier Garc{\'\i}a-Enr{\'\i}quez and Javier Hualde", title = "Local {Whittle} estimation of long memory: Standard versus bias-reducing techniques", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "66--77", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300280", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Czudaj:2019:DBT, author = "Robert L. Czudaj", title = "Dynamics between trading volume, volatility and open interest in agricultural futures markets: a {Bayesian} time-varying coefficient approach", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "78--145", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300267", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Genest:2019:IST, author = "Christian Genest and Ivan Kojadinovic and Fabrizio Durante", title = "Introduction to the special topic on copula modeling", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "146--147", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300462", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Quessy:2019:CCA, author = "Jean-Fran{\c{c}}ois Quessy and Martin Durocher", title = "The class of copulas arising from squared distributions: Properties and inference", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "148--166", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300103", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ko:2019:CIC, author = "Vinnie Ko and Nils Lid Hjort", title = "Copula information criterion for model selection with two-stage maximum likelihood estimation", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "167--180", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S245230621930005X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Acar:2019:FDV, author = "Elif F. Acar and Claudia Czado and Martin Lysy", title = "Flexible dynamic vine copula models for multivariate time series data", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "181--197", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300206", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Czado:2019:MTD, author = "Claudia Czado and Eugen Ivanov and Yarema Okhrin", title = "Modelling temporal dependence of realized variances with vines", journal = j-ECONOM-STAT, volume = "12", number = "??", pages = "198--216", month = oct, year = "2019", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 28 07:34:35 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300218", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2020:PJa, author = "Anonymous", title = "Pages 1-196 ({January 2020})", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "1--196", month = jan, year = "2020", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2020:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "ii--ii", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(20)30010-1", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300101", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ando:2020:CAC, author = "Tomohiro Ando and Erricos Kontoghiorghes and Peter Winker", title = "{CFEnetwork}: the annals of computational and financial econometrics, $ 5^{\rm th} $ issue", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "1--1", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.12.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300656", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hlouskova:2020:GEA, author = "Jaroslava Hlouskova and Leopold S{\"o}gner", title = "{GMM} estimation of affine term structure models", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "2--15", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.10.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300620", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kiviet:2020:MDP, author = "Jan F. Kiviet", title = "Microeconometric dynamic panel data methods: Model specification and selection issues", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "16--45", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.08.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300498", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kurose:2020:MBD, author = "Yuta Kurose and Yasuhiro Omori", title = "Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "46--68", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.03.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300170", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lutkepohl:2020:CJC, author = "Helmut L{\"u}tkepohl and Anna Staszewska-Bystrova and Peter Winker", title = "Constructing joint confidence bands for impulse response functions of {VAR} models --- a review", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "69--83", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.10.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300741", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Mao:2020:ASV, author = "Xiuping Mao and Veronika Czellar and Esther Ruiz and Helena Veiga", title = "Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "84--105", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.08.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300486", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Rombouts:2020:VSP, author = "Jeroen V. K. Rombouts and Lars Stentoft and Francesco Violante", title = "Variance swap payoffs, risk premia and extreme market conditions", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "106--124", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.05.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300279", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Matsui:2020:QRF, author = "Hidetoshi Matsui", title = "Quadratic regression for functional response models", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "125--136", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.12.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300024", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Albert:2020:EQE, author = "Cl{\'e}ment Albert and Anne Dutfoy and Laurent Gardes and St{\'e}phane Girard", title = "An extreme quantile estimator for the log-generalized {Weibull}-tail model", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "137--174", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.01.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300097", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Characiejus:2020:GWN, author = "Vaidotas Characiejus and Gregory Rice", title = "A general white noise test based on kernel lag-window estimates of the spectral density operator", journal = j-ECONOM-STAT, volume = "13", number = "??", pages = "175--196", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.01.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300073", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2020:PA, author = "Anonymous", title = "Pages 1-158 ({April 2020})", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "1--158", month = apr, year = "2020", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2020:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "ii--ii", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(20)30027-7", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300277", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Daouia:2020:RFE, author = "Abdelaati Daouia and Jean-Pierre Florens and L{\'e}opold Simar", title = "Robust frontier estimation from noisy data: a {Tikhonov} regularization approach", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "1--23", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.07.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300492", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Rich:2020:SFC, author = "Jeppe Rich", title = "A spline function class suitable for demand models", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "24--37", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.02.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300078", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Angelini:2020:BLS, author = "Giovanni Angelini", title = "Bootstrap lag selection in {DSGE} models with expectations correction", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "38--48", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.09.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = 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"Silvia Figini and Mario Maggi and Pierpaolo Uberti", title = "The market rank indicator to detect financial distress", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "63--73", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2017.12.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300017", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ronchetti:2020:ARI, author = "Elvezio Ronchetti", title = "Accurate and robust inference", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "74--88", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.12.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = 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Bergsma", title = "Regression with {$I$}-priors", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "89--111", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.10.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300632", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{McElroy:2020:MLP, author = "Tucker S. McElroy and Marc Wildi", title = "The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "112--130", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.12.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300034", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhang:2020:SSI, author = "Liang Zhang and Tianming Zhu and Jin-Ting Zhang", title = "A Simple Scale-Invariant Two-Sample Test for High-dimensional Data", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "131--144", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.12.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300010", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Simone:2020:SHR, author = "Rosaria Simone and Gerhard Tutz and Maria Iannario", title = "Subjective heterogeneity in response attitude for multivariate ordinal outcomes", journal = j-ECONOM-STAT, volume = "14", number = "??", pages = "145--158", month = apr, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.04.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu May 28 19:03:20 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = 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= "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{DeBlander:2020:IEC, author = "Rembert {De Blander}", title = "Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "3--29", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.02.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300186", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Huang:2020:CES, author = "Bai Huang and Tae-Hwy Lee and Aman Ullah", title = "Combined estimation of semiparametric panel data models", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "30--45", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.05.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300255", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Platoni:2020:HST, author = "Silvia Platoni and Laura Barbieri and Daniele Moro and Paolo Sckokai", title = "Heteroscedastic stratified two-way {EC} models of single equations and {SUR} systems", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "46--66", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.03.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230621930022X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sampaio:2020:SRG, author = "Jhames M. Sampaio and Pedro A. Morettin", title = "Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "67--83", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.11.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300947", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Johnson:2020:SIN, author = "Timothy D. Johnson and Armin Schwartzman", title = "Special Issue on Neuroimaging", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "84--84", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.04.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300447", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Fontaine:2020:MNL, author = "Charles Fontaine and Ron D. Frostig and Hernando Ombao", title = "Modeling non-linear spectral domain dependence using copulas with applications to rat local field potentials", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "85--103", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.06.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300450", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Dai:2020:BLS, author = "Ning Dai and Galin L. Jones and Mark Fiecas", title = "{Bayesian} longitudinal spectral estimation with application to resting-state {fMRI} data analysis", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "104--116", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.01.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300061", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hu:2020:HBM, author = "Lechuan Hu and Michele Guindani and Norbert J. Fortin and Hernando Ombao", title = "A hierarchical {Bayesian} model for differential connectivity in multi-trial brain signals", journal = j-ECONOM-STAT, volume = "15", number = "??", pages = "117--135", month = jul, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Jul 25 09:31:35 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300423", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2020:PO, author = "Anonymous", title = "Pages 1-168 ({October 2020})", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "1--168", month = oct, year = "2020", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2020:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "ii--ii", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(20)30077-0", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300770", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Filippeli:2020:DBP, author = "Thomai Filippeli and Richard Harrison and Konstantinos Theodoridis", title = "{DSGE}-based priors for {BVARs} and quasi-{Bayesian} {DSGE} estimation", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "1--27", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.12.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300012", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Tutz:2020:EEV, author = "Gerhard Tutz and Moritz Berger", title = "The effect of explanatory variables on income: a tool that allows a closer look at the differences in income", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "28--41", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.12.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218301035", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Asai:2020:RSV, author = "Manabu Asai and Michael McAleer and Shelton Peiris", title = "Realized stochastic volatility models with generalized {Gegenbauer} long memory", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "42--54", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.12.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300048", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Maxand:2020:IIS, author = "Simone Maxand", title = "Identification of independent structural shocks in the presence of multiple {Gaussian} components", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "55--68", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.10.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300923", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Phillip:2020:GBS, author = "Andrew Phillip and Jennifer Chan and Shelton Peiris", title = "On generalized bivariate {Student}-$t$ {Gegenbauer} long memory stochastic volatility models with leverage: {Bayesian} forecasting of cryptocurrencies with a focus on {Bitcoin}", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "69--90", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.10.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/bitcoin.bib; https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300753", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lahiri:2020:FBM, author = "Ananya Lahiri and Rituparna Sen", title = "Fractional {Brownian} markets with time-varying volatility and high-frequency data", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "91--107", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2018.10.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300765", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cantoni:2020:SIM, author = "Eva Cantoni and Xavier de Luna", title = "Semiparametric inference with missing data: Robustness to outliers and model misspecification", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "108--120", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.01.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300198", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kiriliouk:2020:HTT, author = "Anna Kiriliouk", title = "Hypothesis testing for tail dependence parameters on the boundary of the parameter space", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "121--135", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.06.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300425", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Colombi:2020:STP, author = "Roberto Colombi", title = "Selection tests for possibly misspecified hierarchical multinomial marginal models", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "136--147", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.06.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300449", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Krupskii:2020:FCM, author = "Pavel Krupskii and Harry Joe", title = "Flexible copula models with dynamic dependence and application to financial data", journal = j-ECONOM-STAT, volume = "16", number = "??", pages = "148--167", month = oct, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.01.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:31 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300216", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:PJa, author = "Anonymous", title = "Pages 1-172 ({January 2021})", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "1--172", month = jan, year = "2021", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "ii--ii", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(21)00023-X", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100023X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gourieroux:2021:MRM, author = "C. Gourieroux and A. Monfort", title = "Model risk management: Valuation and governance of pseudo-models", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "1--22", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.08.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300708", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hu:2021:SVS, author = "Guanyu Hu", title = "Spatially varying sparsity in dynamic regression models", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "23--34", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.08.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300861", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Centorrino:2021:NIV, author = "Samuele Centorrino and Jean-Pierre Florens", title = "Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "35--63", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.07.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622030071X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{DiIorio:2021:ERC, author = "Francesca {Di Iorio} and Stefano Fachin", title = "Evaluating restricted common factor models for non-stationary data", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "64--75", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.10.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300873", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{McCausland:2021:MSV, author = "William McCausland and Shirley Miller and Denis Pelletier", title = "Multivariate stochastic volatility using the {HESSIAN} method", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "76--94", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.07.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622030068X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Castro:2021:ASL, author = "Tom{\'a}s del Barrio Castro and Heiko Rachinger", title = "Aggregation of Seasonal Long-Memory Processes", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "95--106", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.06.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300691", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Arsova:2021:PCR, author = "Antonia Arsova and Deniz Dilan Karaman {\"O}rsal", title = "A panel cointegrating rank test with structural breaks and cross-sectional dependence", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "107--129", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.05.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300484", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Demetriou:2021:ADB, author = "I. C. Demetriou", title = "A {$ O(n) $} algorithm for the discrete best {$ L_4 $} monotonic approximation problem", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "130--144", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.04.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300393", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Liu:2021:EIS, author = "Xin Liu and Grace Y. Yi and Glenn Bauman and Wenqing He", title = "Ensembling Imbalanced-Spatial-Structured Support Vector Machine", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "145--155", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.02.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300344", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Behrendt:2021:NAG, author = "Simon Behrendt and Karsten Schweikert", title = "A Note on Adaptive Group Lasso for Structural Break Time Series", journal = j-ECONOM-STAT, volume = "17", number = "??", pages = "156--172", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.04.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Mar 30 15:57:32 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300320", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:PA, author = "Anonymous", title = "Pages 1--142 ({April 2021})", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "1--142", month = apr, year = "2021", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "ii--ii", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(21)00041-1", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000411", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kapetanios:2021:SLW, author = "George Kapetanios and Simon Price and Menelaos Tasiou and Alexia Ventouri", title = "State-level wage {Phillips} curves", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "1--11", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622030037X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Jaskowski:2021:SCS, author = "Marcin Jaskowski and Michael McAleer", title = "Spurious cross-sectional dependence in credit spread changes", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "12--27", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.09.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300619", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Colubi:2021:AESa, author = "Ana Colubi and Erricos Kontoghiorghes", title = "{{\booktitle{Advances of Econometrics and Statistics (EcoSta)}}}, 1st issue", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "28--28", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000356", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Liu:2021:BAH, author = "Hefei Liu and Xinyuan Song", title = "{Bayesian} analysis of hidden {Markov} structural equation models with an unknown number of hidden states", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "29--43", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300356", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Stoehr:2021:DCC, author = "Christina Stoehr and John A. D. Aston and Claudia Kirch", title = "Detecting changes in the covariance structure of functional time series with application to {fMRI} data", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "44--62", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.04.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300460", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ferraro:2021:CTM, author = "Maria Brigida Ferraro and Paolo Giordani and Maurizio Vichi", title = "A class of two-mode clustering algorithms in a fuzzy setting", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "63--78", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300381", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cong:2021:LRT, author = "Lin Cong and Weixin Yao", title = "A Likelihood Ratio Test of a Homoscedastic Multivariate Normal Mixture Against a Heteroscedastic Multivariate Normal Mixture", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "79--88", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.01.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000046", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Arnqvist:2021:ESF, author = "Natalya Pya Arnqvist and Blaise Ngendangenzwa and Eric Lindahl and Leif Nilsson and Jun Yu", title = "Efficient surface finish defect detection using reduced rank spline smoothers and probabilistic classifiers", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "89--105", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.05.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300514", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Maciak:2021:QLA, author = "Mat{\'u}s Maciak", title = "Quantile {LASSO} in arbitrage-free option markets", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "106--116", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.05.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300526", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sin:2021:UHN, author = "C. Y. (Chor-yiu) Sin and Cheng-Few Lee", title = "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression", journal = j-ECONOM-STAT, volume = "18", number = "??", pages = "117--142", month = apr, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.10.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:16 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300848", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:PJb, author = "Anonymous", title = "Pages 1--188 ({July 2021})", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "1--188", month = jul, year = "2021", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "ii--ii", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(21)00069-1", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000691", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zou:2021:BSU, author = "Nan Zou and Dimitris N. Politis", title = "Bootstrap seasonal unit root test under periodic variation", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "1--21", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.01.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300174", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Li:2021:EBE, author = "Dan Li and Adam Clements and Christopher Drovandi", title = "Efficient {Bayesian} estimation for {GARCH}-type models via Sequential {Monte Carlo}", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "22--46", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.02.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300319", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Blasques:2021:FSO, author = "Francisco Blasques and Andr{\'e} Lucas and Andries C. van Vlodrop", title = "Finite Sample Optimality of Score-Driven Volatility Models: Some {Monte Carlo} Evidence", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "47--57", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.010", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300435", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cizek:2021:JPV, author = "Pavel C{\'\i}zek and Chao Hui Koo", title = "Jump-preserving varying-coefficient models for nonlinear time series", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "58--96", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.04.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300472", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ankargren:2021:SSN, author = "Sebastian Ankargren and Paulina Jon{\'e}us", title = "Simulation smoothing for nowcasting with large mixed-frequency {VARs}", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "97--113", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.05.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300538", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Voges:2021:CFC, author = "Michelle Voges and Philipp Sibbertsen", title = "Cyclical fractional cointegration", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "114--129", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.05.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300502", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kreuzer:2021:BIS, author = "Alexander Kreuzer and Claudia Czado", title = "{Bayesian} inference for a single factor copula stochastic volatility model using {Hamiltonian Monte Carlo}", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "130--150", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.12.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000010", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Abe:2021:EAU, author = "Toshihiro Abe and Hironori Fujisawa and Takayuki Kawashima and Christophe Ley", title = "{EM} algorithm using overparameterization for the multivariate skew-normal distribution", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "151--168", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000332", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Li:2021:DCA, author = "Linyuan Li and Pierre Duchesne and Chu Pheuil Liou", title = "On diagnostic checking in {ARMA} models with conditionally heteroscedastic martingale difference using wavelet methods", journal = j-ECONOM-STAT, volume = "19", number = "??", pages = "169--187", month = jul, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000538", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:PO, author = "Anonymous", title = "Pages 1--202 ({October 2021})", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "1--202", month = oct, year = "2021", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2021:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "ii--ii", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(21)00089-7", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000897", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Colubi:2021:AESb, author = "Ana Colubi and Erricos Kontoghiorghes", title = "{{\booktitle{Advances of Econometrics and Statistics (EcoSta)}}}, 2nd issue", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "1--1", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000927", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chronopoulos:2021:KBV, author = "Ilias Chronopoulos and George Kapetanios and Katerina Petrova", title = "Kernel-based Volatility Generalised Least Squares", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "2--11", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.11.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300644", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Amendola:2021:CFV, author = "Alessandra Amendola and Vincenzo Candila and Giampiero M. Gallo", title = "Choosing the frequency of volatility components within the Double Asymmetric {GARCH--MIDAS--X} model", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "12--28", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.11.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000071", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hecq:2021:FBM, author = "Alain Hecq and Elisa Voisin", title = "Forecasting bubbles with mixed causal-noncausal autoregressive models", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "29--45", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622030040X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Wenger:2021:FBC, author = "Kai Wenger and Christian Leschinski", title = "Fixed-bandwidth {CUSUM} tests under long memory", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "46--61", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.08.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300474", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Seri:2021:MCV, author = "Raffaello Seri and Mario Martinoli and Davide Secchi and Samuele Centorrino", title = "Model calibration and validation via confidence sets", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "62--86", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.01.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300162", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hauzenberger:2021:FMP, author = "Niko Hauzenberger", title = "Flexible Mixture Priors for Large Time-varying Parameter Models", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "87--108", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.06.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000654", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Funke:2021:BCL, author = "Benedikt Funke and Masayuki Hirukawa", title = "Bias correction for local linear regression estimation using asymmetric kernels via the skewing method", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "109--130", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.01.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300204", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Baranyi:2021:ICE, author = "M{\'a}t{\'e} Baranyi and Marianna Bolla", title = "Iterated conditional expectation algorithm on {DAGs} and regression graphs", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "131--152", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.05.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300496", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hristache:2021:EMO, author = "Marian Hristache and Valentin Patilea", title = "Equivalent models for observables under the assumption of missing at random", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "153--165", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300332", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Maciak:2021:QLC, author = "Mat{\'u}s Maciak", title = "Quantile {LASSO} with changepoints in panel data models applied to option pricing", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "166--175", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2019.12.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300046", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Morales-Onate:2021:BEL, author = "V{\'\i}ctor Morales-O{\~n}ate and Federico Crudu and Moreno Bevilacqua", title = "Blockwise {Euclidean} likelihood for spatio-temporal covariance models", journal = j-ECONOM-STAT, volume = "20", number = "??", pages = "176--201", month = oct, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.01.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:17 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000034", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2022:PJa, author = "Anonymous", title = "Pages 1--178 ({January 2022})", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "1--178", month = jan, year = "2022", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2022:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "ii--ii", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(21)00154-4", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001544", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hadjiantoni:2022:ANM, author = "Stella Hadjiantoni and Erricos John Kontoghiorghes", title = "An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "1--18", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.11.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000095", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Geenens:2022:NCA, author = "Gery Geenens and Richard Dunn", title = "A nonparametric copula approach to conditional Value-at-Risk", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "19--37", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.07.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300666", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chan:2022:TAS, author = "Wai-Sum Chan", title = "On temporal aggregation of some nonlinear time-series models", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "38--49", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300411", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Wee:2022:LIM, author = "Damien C. H. Wee and Feng Chen and William T. M. Dunsmuir", title = "Likelihood inference for {Markov} switching {GARCH(1,1)} models using sequential {Monte Carlo}", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "50--68", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300368", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lux:2022:INS, author = "Thomas Lux", title = "Inference for Nonlinear State Space Models: a Comparison of Different Methods applied to {Markov}-Switching Multifractal Models", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "69--95", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.03.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300307", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Melard:2022:IPA, author = "Guy M{\'e}lard", title = "An indirect proof for the asymptotic properties of {VARMA} model estimators", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "96--111", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.12.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100006X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ferraty:2022:SIF, author = "Frederic Ferraty and Alois Kneip and Piotr Kokoszka and Alexander Petersen", title = "2nd Special issue on Functional Data Analysis", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "112--113", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001350", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ghosal:2022:SBT, author = "Rahul Ghosal and Arnab Maity", title = "A Score Based Test for Functional Linear Concurrent Regression", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "114--130", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.05.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000617", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Girard:2022:FEE, author = "St{\'e}phane Girard and Gilles Stupfler and Antoine Usseglio-Carleve", title = "Functional estimation of extreme conditional expectiles", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "131--158", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.05.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000642", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Petersen:2022:MPD, author = "Alexander Petersen and Chao Zhang and Piotr Kokoszka", title = "Modeling Probability Density Functions as Data Objects", journal = j-ECONOM-STAT, volume = "21", number = "??", pages = "159--178", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jan 18 11:24:18 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100054X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2022:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "ii--ii", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(22)00020-X", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622200020X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ingrassia:2022:SIM, author = "Salvatore Ingrassia and Tsung-I Lin", title = "The 2nd Special issue on Mixture Models", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "1--2", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000235", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Adam:2022:GBM, author = "Timo Adam and Andreas Mayr and Thomas Kneib", title = "Gradient boosting in {Markov}-switching generalized additive models for location, scale, and shape", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "3--16", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000502", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Corradin:2022:OSS, author = "Riccardo Corradin and Luis Enrique Nieto-Barajas and Bernardo Nipoti", title = "Optimal stratification of survival data via {Bayesian} nonparametric mixtures", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "17--38", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.05.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000605", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Dirick:2022:HMC, author = "Lore Dirick and Gerda Claeskens and Andrey Vasnev and Bart Baesens", title = "A hierarchical mixture cure model with unobserved heterogeneity for credit risk", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "39--55", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.12.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000022", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Fitzpatrick:2022:AMC, author = "Matthew Fitzpatrick and Michael Stewart", title = "Asymptotics for {Markov} chain mixture detection", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "56--66", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001337", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kasa:2022:IIG, author = "Siva Rajesh Kasa and Vaibhav Rajan", title = "Improved Inference of {Gaussian} Mixture Copula Model for Clustering and Reproducibility Analysis using Automatic Differentiation", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "67--97", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.010", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001040", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Manisera:2022:MMO, author = "Marica Manisera and Paola Zuccolotto", title = "A mixture model for ordinal variables measured on semantic differential scales", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "98--123", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000782", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Omerovic:2022:MMR, author = "Sanela Omerovic and Herwig Friedl and Bettina Gr{\"u}n", title = "Modelling Multiple Regimes in Economic Growth by Mixtures of Generalised Nonlinear Models", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "124--135", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000307", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sahin:2022:VCM, author = "{\"O}zge Sahin and Claudia Czado", title = "Vine copula mixture models and clustering for non-{Gaussian} data", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "136--158", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.011", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001052", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Xue:2022:MLE, author = "Jiacheng Xue and Weixin Yao", title = "Machine Learning Embedded Semiparametric Mixtures of Regressions with Covariate-Varying Mixing Proportions", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "159--171", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.018", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001453", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhuang:2022:BNM, author = "Haoxin Zhuang and Liqun Diao and Grace Y. Yi", title = "A {Bayesian} nonparametric mixture model for grouping dependence structures and selecting copula functions", journal = j-ECONOM-STAT, volume = "22", number = "??", pages = "172--189", month = apr, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Mar 23 14:26:36 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000526", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2022:PJb, author = "Anonymous", title = "Pages 1--204 ({July 2022})", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "1--204", month = jul, year = "2022", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2022:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "ii--ii", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(22)00034-X", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622200034X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Blackburn:2022:TCD, author = "McKinley L. Blackburn", title = "Testing for coefficient differences across nested linear regression specifications", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "1--18", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000496", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Werge:2022:AAR, author = "Nicklas Werge and Olivier Wintenberger", title = "{AdaVol}: an Adaptive Recursive Volatility Prediction Method", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "19--35", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.01.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000113", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Dette:2022:CIP, author = "Holger Dette and Vasyl Golosnoy and Janosch Kellermann", title = "Correcting Intraday Periodicity Bias in Realized Volatility Measures", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "36--52", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000320", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Curato:2022:SLE, author = "Imma Valentina Curato and Simona Sanfelici", title = "Stochastic leverage effect in high-frequency data: a {Fourier} based analysis", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "53--82", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000319", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Pigini:2022:CIB, author = "Claudia Pigini and Francesco Bartolucci", title = "Conditional inference for binary panel data models with predetermined covariates", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "83--104", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.01.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000101", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kleppe:2022:ACF, author = "Tore Selland Kleppe and Roman Liesenfeld and Guilherme Valle Moura and Atle Oglend", title = "Analyzing Commodity Futures Using Factor State-Space Models with {Wishart} Stochastic Volatility", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "105--127", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000514", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Rodriguez-Caballero:2022:ECG, author = "Carlos Vladimir Rodr{\'\i}guez-Caballero", title = "Energy consumption and {GDP}: a panel data analysis with multi-level cross-sectional dependence", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "128--146", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.11.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000083", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hofert:2022:MTS, author = "Marius Hofert and Avinash Prasad and Mu Zhu", title = "Multivariate time-series modeling with generative neural networks", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "147--164", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.011", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100126X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Battagliola:2022:BAE, author = "Maria Laura Battagliola and Helle S{\o}rensen and Anders Tolver and Ana-Maria Staicu", title = "A bias-adjusted estimator in quantile regression for clustered data", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "165--186", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000794", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cho:2022:HDG, author = "Haeran Cho and Karolos K. Korkas", title = "High-dimensional {GARCH} process segmentation with an application to Value-at-Risk", journal = j-ECONOM-STAT, volume = "23", number = "??", pages = "187--203", month = jul, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Wed Apr 13 05:56:25 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100085X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2022:PO, author = "Anonymous", title = "Pages 1--194 ({October 2022})", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "1--194", month = oct, year = "2022", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2022:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "ii--ii", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(22)00092-2", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000922", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bleher:2022:KMA, author = "Johannes Bleher and Thomas Dimpfl", title = "Knitting Multi-Annual High-Frequency {Google} Trends to Predict Inflation and Consumption.", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "1--26", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001210", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bladt:2022:TSC, author = "Martin Bladt and Alexander J. McNeil", title = "Time series copula models using d-vines and v-transforms", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "27--48", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000800", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Mayer:2022:LPS, author = "Alexander Mayer", title = "On the local power of some tests of strict exogeneity in linear fixed effects models", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "49--74", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.05.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000599", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhang:2022:NGU, author = "Yixiao Zhang and Cindy L. Yu and Haitao Li", title = "Nowcasting {GDP} Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: a {Bayesian} Approach", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "75--93", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001039", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kawka:2022:CSD, author = "Rafael Kawka", title = "Convergence of spectral density estimators in the locally stationary framework", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "94--115", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.06.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300678", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Breitung:2022:BCM, author = "J{\"o}rg Breitung and Sebastian Kripfganz and Kazuhiko Hayakawa", title = "Bias-corrected method of moments estimators for dynamic panel data models", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "116--132", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000770", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Li:2022:SCE, author = "Hua Li and Zhidong Bai and Wing-Keung Wong and Michael McAleer", title = "Spectrally-Corrected Estimation for High-Dimensional {Markowitz} Mean-Variance Optimization", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "133--150", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001209", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Berger:2022:SPE, author = "Yves G. Berger and Valentin Patilea", title = "A semi-parametric empirical likelihood approach for conditional estimating equations under endogenous selection", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "151--163", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001489", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Schatz:2022:APP, author = "Michael Schatz and Spencer Wheatley and Didier Sornette", title = "The {ARMA} Point Process and its Estimation", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "164--182", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001349", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gattone:2022:SCB, author = "Stefano Antonio Gattone and Francesca Fortuna and Adelia Evangelista and Tonio {Di Battista}", title = "Simultaneous confidence bands for the functional mean of convex curves", journal = j-ECONOM-STAT, volume = "24", number = "??", pages = "183--193", month = oct, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.019", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Sep 24 10:50:16 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001441", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics ", } @Article{Anonymous:2023:PJa, author = "Anonymous", title = "Pages 1--134 ({January 2023})", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "1--134", month = jan, year = "2023", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2023:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "ii--ii", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(22)00102-2", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222001022", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kiviet:2023:IFI, author = "Jan F. Kiviet", title = "Instrument-free inference under confined regressor endogeneity and mild regularity", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "1--22", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001623", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Asai:2023:FPG, author = "Manabu Asai", title = "Feasible Panel {GARCH} Models: Variance-Targeting Estimation and Empirical Application", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "23--38", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.01.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622200003X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Savinov:2023:RTT, author = "Evgeniy Savinov and Victoria Shamraeva", title = "On a {Rosenblatt}-type transformation of multivariate copulas", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "39--48", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.016", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001313", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Guindani:2023:ESI, author = "Michele Guindani and F. Javier Rubio", title = "Editorial: Special issue on Biostatistics", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "49--50", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.09.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622200096X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chaurasia:2023:CRF, author = "Ashok Chaurasia", title = "Combining rules for {$F$}- and Beta-statistics from multiply-imputed data", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "51--65", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.013", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001076", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Craig:2023:CPR, author = "Sarah J. C. Craig and Ana M. Kenney and Junli Lin and Ian M. Paul and Leann L. Birch and Jennifer S. Savage and Michele E. Marini and Francesca Chiaromonte and Matthew L. Reimherr and Kateryna D. Makova", title = "Constructing a polygenic risk score for childhood obesity using functional data analysis", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "66--86", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.014", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001295", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kartsonaki:2023:RRR, author = "Christiana Kartsonaki and D. R. Cox", title = "Regression Reconstruction from a Retrospective Sample", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "87--92", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.10.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622030085X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Mukhopadhyay:2023:PRS, author = "Subhadeep Mukhopadhyay and Kaijun Wang", title = "On The Problem of Relevance in Statistical Inference", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "93--109", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.013", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001283", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Niessl:2023:SIS, author = "Alexandra Nie{\ss}l and Arthur Allignol and Jan Beyersmann and Carina Mueller", title = "Statistical inference for state occupation and transition probabilities in non-{Markov} multi-state models subject to both random left-truncation and right-censoring", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "110--124", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001155", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Yi:2023:MDP, author = "Yanqing Yi and Xikui Wang", title = "A {Markov} decision process for response adaptive designs", journal = j-ECONOM-STAT, volume = "25", number = "??", pages = "125--133", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.015", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Feb 11 10:49:03 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001301", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2023:PAa, author = "Anonymous", title = "Pages 1--160 ({April 2023})", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "1--160", month = apr, year = "2023", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2023:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "ii--ii", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(23)00017-5", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306223000175", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Colubi:2023:ESI, author = "Ana Colubi and Erricos Kontoghiorghes", title = "Editorial Special issues on the 20th anniversary of the {CMStatistics (Computational and Methodological Statistics)}", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "1--2", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2023.03.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306223000126", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lippi:2023:HDD, author = "Marco Lippi and Manfred Deistler and Brian Anderson", title = "High-Dimensional Dynamic Factor Models: a Selective Survey and Lines of Future Research", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "3--16", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000302", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Pesaran:2023:APT, author = "M. Hashem Pesaran and Ron P. Smith", title = "Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "17--30", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001362", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Castle:2023:RDR, author = "Jennifer L. Castle and Jurgen A. Doornik and David F. Hendry", title = "Robust Discovery of Regression Models", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "31--51", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.05.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000629", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{MacKinnon:2023:FCB, author = "James G. MacKinnon", title = "Fast cluster bootstrap methods for linear regression models", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "52--71", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001404", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Harvey:2023:DTM, author = "Andew Harvey and Yin Liao", title = "Dynamic Tobit models", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "72--83", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.012", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001064", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Colubi:2023:FSF, author = "Ana Colubi and Ana Bel{\'e}n Ramos-Guajardo", title = "Fuzzy sets and (fuzzy) random sets in {{\booktitle{Econometrics and Statistics}}}", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "84--98", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.07.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000788", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kneib:2023:RAM, author = "Thomas Kneib and Alexander Silbersdorff and Benjamin S{\"a}fken", title = "Rage Against the Mean --- a Review of Distributional Regression Approaches", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "99--123", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000824", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ahfock:2023:SSL, author = "Daniel Ahfock and Geoffrey J. McLachlan", title = "Semi-Supervised Learning of Classifiers from a Statistical Perspective: a Brief Review", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "124--138", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000296", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chen:2023:NSB, author = "Su Chen and Stephen G. Walker", title = "A New Statistic for {Bayesian} Hypothesis Testing", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "139--152", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001246", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ley:2023:WSF, author = "Christophe Ley", title = "When the score function is the identity function --- a tale of characterizations of the normal distribution", journal = j-ECONOM-STAT, volume = "26", number = "??", pages = "153--160", month = apr, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.10.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 1 13:08:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300836", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2023:PJb, author = "Anonymous", title = "Pages 1--196 ({July 2023})", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "1--196", month = jul, year = "2023", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2023:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "ii--ii", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(23)00045-X", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622300045X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hallin:2023:FVR, author = "Marc Hallin and Carlos Truc{\'\i}os", title = "Forecasting value-at-risk and expected shortfall in large portfolios: a general dynamic factor model approach", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "1--15", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000563", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chu:2023:MRR, author = "Amanda M. Y. Chu and Yasuhiro Omori and Hing-yu So and Mike K. P. So", title = "A Multivariate Randomized Response Model for Sensitive Binary Data", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "16--35", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.01.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000041", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hirukawa:2023:RCM, author = "Masayuki Hirukawa", title = "Robust Covariance Matrix Estimation in Time Series: a Review", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "36--61", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001428", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Proietti:2023:SHF, author = "Tommaso Proietti and Diego J. Pedregal", title = "Seasonality in High Frequency Time Series", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "62--82", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.02.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000090", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gao:2023:TWT, author = "Zhaoxing Gao and Ruey S. Tsay", title = "A Two-Way Transformed Factor Model for Matrix-Variate Time Series", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "83--101", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001027", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hans:2023:EBM, author = "Christopher M. Hans and Mario Peruggia and Junyan Wang", title = "Empirical {Bayes} Model Averaging with Influential Observations: Tuning {Zellner}'s $g$ Prior for Predictive Robustness", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "102--119", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001477", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Canale:2023:ISS, author = "Antonio Canale and Antonio Lijoi and Bernardo Nipoti and Igor Pr{\"u}nster", title = "Inner spike and slab {Bayesian} nonparametric models", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "120--135", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.017", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100143X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Abe:2023:BEM, author = "Toshihiro Abe and Yoichi Miyata and Takayuki Shiohama", title = "{Bayesian} estimation for mode and anti-mode preserving circular distributions", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "136--160", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000344", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Galharret:2023:BAM, author = "Jean-Michel Galharret and Anne Philippe", title = "{Bayesian} analysis for mediation and moderation using $g$-priors", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "161--172", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.009", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001635", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Goegebeur:2023:WTE, author = "Yuri Goegebeur and Armelle Guillou and Nguyen Khanh Le Ho and Jing Qin", title = "A {Weissman}-type estimator of the conditional marginal expected shortfall", journal = j-ECONOM-STAT, volume = "27", number = "??", pages = "173--196", month = jul, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Jun 29 06:08:39 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001131", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2023:PO, author = "Anonymous", title = "Pages 1--172 ({October 2023})", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "1--172", month = oct, year = "2023", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2023:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "ii--ii", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(23)00066-7", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306223000667", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Billio:2023:NRS, author = "Monica Billio and Massimiliano Caporin and Lorenzo Frattarolo and Loriana Pelizzon", title = "Networks in risk spillovers: a multivariate {GARCH} perspective", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "1--29", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2020.12.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000058", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chen:2023:BER, author = "Cathy W. S. Chen and Toshiaki Watanabe and Edward M. H. Lin", title = "{Bayesian} estimation of realized {GARCH}-type models with application to financial tail risk management", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "30--46", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.03.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000484", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Song:2023:BAA, author = "Zefang Song and Xinyuan Song and Yuan Li", title = "{Bayesian} Analysis of {ARCH-M} model with a dynamic latent variable", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "47--62", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001167", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Wagner:2023:FAB, author = "Helga Wagner and Sylvia Fr{\"u}hwirth-Schnatter and Liana Jacobi", title = "Factor-augmented {Bayesian} treatment effects models for panel outcomes", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "63--80", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.04.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000430", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Smith:2023:ICO, author = "Michael Stanley Smith", title = "Implicit Copulas: an Overview", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "81--104", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001465", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Beutner:2023:REA, author = "Eric Beutner", title = "A review of effective age models and associated non- and semiparametric methods", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "105--119", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001490", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Emura:2023:CPE, author = "Takeshi Emura and Ching-Chieh Lai and Li-Hsien Sun", title = "Change point estimation under a copula-based {Markov} chain model for binomial time series", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "120--137", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000836", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Grossmann:2023:POB, author = "Heiko Gro{\ss}mann and Steven G. Gilmour", title = "Partially orthogonal blocked three-level response surface designs", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "138--154", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001015", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chen:2023:NMF, author = "Ping-Yang Chen and Ray-Bing Chen and Yu-Shi Chen and Weng Kee Wong", title = "Numerical Methods for Finding {$A$}-optimal Designs Analytically", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "155--162", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.09.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000867", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Borrotti:2023:MOO, author = "Matteo Borrotti and Francesco Sambo and Kalliopi Mylona", title = "Multi-objective optimisation of split-plot designs", journal = j-ECONOM-STAT, volume = "28", number = "??", pages = "163--172", month = oct, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.04.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Sep 21 05:41:16 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000417", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:PJa, author = "Anonymous", title = "Pages 1--282 ({January 2024})", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "1--282", month = jan, year = "2024", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "ii--ii", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(23)00086-2", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306223000862", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Arteche:2024:BLM, author = "Josu Arteche", title = "Bootstrapping long memory time series: Application in low frequency estimators", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "1--15", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.06.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000769", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Li:2024:ELD, author = "Degui Li", title = "Estimation of Large Dynamic Covariance Matrices: a Selective Review", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "16--30", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000587", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hayakawa:2024:RDC, author = "Kazuhiko Hayakawa", title = "Recent development of covariance structure analysis in economics", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "??--??", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001179", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Psaradakis:2024:MSM, author = "Zacharias Psaradakis and Martin Sola", title = "{Markov}-Switching Models with State-Dependent Time-Varying Transition Probabilities", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "49--63", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000575", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Morana:2024:NMF, author = "Claudio Morana", title = "A new macro-financial condition index for the euro area", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "64--87", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100112X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Baillie:2024:CLS, author = "Richard T. Baillie and Dooyeon Cho and Seunghwa Rho", title = "Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the {MLEs}", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "88--112", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.06.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000752", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Billio:2024:CSF, author = "Monica Billio and Roberto Casarin and Michele Costola and Matteo Iacopini", title = "{COVID-19} spreading in financial networks: a semiparametric matrix regression model", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "113--131", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001180", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Guisinger:2024:ICB, author = "Amy Y. Guisinger and Michael T. Owyang and Daniel Soques", title = "Industrial Connectedness and Business Cycle Comovements", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "132--149", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000988", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cantoni:2024:RCM, author = "Eva Cantoni and Nad{\`e}ge Jacot and Paolo Ghisletta", title = "Review and comparison of measures of explained variation and model selection in linear mixed-effects models", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "??--??", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.05.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000630", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kalogridis:2024:RPS, author = "Ioannis Kalogridis and Stefan {Van Aelst}", title = "Robust penalized spline estimation with difference penalties", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "169--188", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000812", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Riani:2024:ICO, author = "Marco Riani and Anthony Curtis Atkinson and Aldo Corbellini and Alessio Farcomeni and Fabrizio Laurini", title = "Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "189--205", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.02.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000107", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Boudt:2024:RIF, author = "Kris Boudt and Ewoud Heyndels", title = "Robust interactive fixed effects", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "206--223", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.01.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000028", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lee:2024:FOS, author = "JooChul Lee and Elizabeth D. Schifano and HaiYing Wang", title = "Fast Optimal Subsampling Probability Approximation for Generalized Linear Models", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "224--237", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000290", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chang:2024:EBM, author = "Xiao-Wen Chang and Zhilong Chen and Jinming Wen", title = "An extended {Babai} method for estimating linear model based integer parameters", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "238--251", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.01.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000089", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bernard:2024:SMS, author = "Gaspard Bernard and Thomas Verdebout", title = "On some multivariate sign tests for scatter matrix eigenvalues", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "252--260", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000472", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Muschinski:2024:CBM, author = "Thomas Muschinski and Georg J. Mayr and Thorsten Simon and Nikolaus Umlauf and Achim Zeileis", title = "{Cholesky}-based multivariate {Gaussian} regression", journal = j-ECONOM-STAT, volume = "29", number = "??", pages = "261--281", month = jan, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 21 07:06:51 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000168", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:PAa, author = "Anonymous", title = "Pages 1--132 ({April 2024})", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "1--132", month = apr, year = "2024", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "ii--ii", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(24)00024-8", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306224000248", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Abadir:2024:POS, author = "Karim M. Abadir and Walter Distaso and Liudas Giraitis", title = "Partially one-sided semiparametric inference for trending persistent and antipersistent processes", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "1--14", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.12.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001611", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bermudez:2024:INL, author = "P. de Zea Bermudez and J. Miguel Mar{\'\i}n and H{\aa}vard Rue and Helena Veiga", title = "Integrated nested {Laplace} approximations for threshold stochastic volatility models", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "15--35", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001003", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Antoine:2024:GNW, author = "Bertille Antoine and Eric Renault", title = "{GMM} with Nearly-Weak Identification", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "36--59", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.010", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001258", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ahelegbey:2024:MTP, author = "Daniel Felix Ahelegbey and Monica Billio and Roberto Casarin", title = "Modeling Turning Points in the Global Equity Market", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "60--75", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001192", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cho:2024:DSA, author = "Haeran Cho and Claudia Kirch", title = "Data segmentation algorithms: Univariate mean change and beyond", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "76--95", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001234", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhong:2024:ESM, author = "Peng Zhong and Rapha{\"e}l Huser and Thomas Opitz", title = "Exact Simulation of Max-Infinitely Divisible Processes", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "96--109", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.02.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000156", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ferraro:2024:FMH, author = "Maria Brigida Ferraro", title = "Fuzzy $k$-Means: history and applications", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "110--123", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001398", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Tang:2024:MST, author = "Cheng Yong Tang", title = "A model specification test for semiparametric nonignorable missing data modeling", journal = j-ECONOM-STAT, volume = "30", number = "??", pages = "124--132", month = apr, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Sat Apr 6 10:37:46 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100099X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:PJb, author = "Anonymous", title = "Pages 1--130 ({July 2024})", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "1--130", month = jul, year = "2024", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "ii--ii", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(24)00044-3", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306224000443", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Barbarino:2024:FNE, author = "Alessandro Barbarino and Efstathia Bura", title = "Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "1--18", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001222", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Peng:2024:SAN, author = "Rong Peng and Zudi Lu", title = "Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "19--37", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001325", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Fazzi:2024:BCV, author = "Antonio Fazzi and Alexander Kukush and Ivan Markovsky", title = "Bias correction for {Vandermonde} low-rank approximation", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "38--48", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001088", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lamarche:2024:CQF, author = "Carlos Lamarche and Xuan Shi and Derek S. Young", title = "Conditional Quantile Functions for Zero-Inflated Longitudinal Count Data", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "49--65", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001106", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Javed:2024:EEM, author = "Farrukh Javed and Nicola Loperfido and Stepan Mazur", title = "{Edgeworth} expansions for multivariate random sums", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "66--80", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.04.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000551", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Kwak:2024:DPG, author = "Seung Woo Kwak and Jeongyoun Ahn and Jaewoo Lee and Cheolwoo Park", title = "Differentially Private Goodness-of-Fit Tests for Continuous Variables", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "81--99", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001143", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Fokianos:2024:MCT, author = "Konstantinos Fokianos", title = "Multivariate Count Time Series Modelling", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "100--116", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001374", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhang:2024:STA, author = "Tingting Zhang and Minh Pham and Guofen Yan and Yaotian Wang and Sara Medina-DeVilliers and James A. Coan", title = "Spatial-Temporal Analysis of Multi-Subject Functional Magnetic Resonance Imaging Data", journal = j-ECONOM-STAT, volume = "31", number = "??", pages = "117--129", month = jul, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Jun 25 07:56:01 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000289", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:PO, author = "Anonymous", title = "Pages 1--160 ({October 2024})", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "1--160", month = oct, year = "2024", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2024:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "ii--ii", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(24)00063-7", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306224000637", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Sass:2024:RRP, author = "J{\"o}rn Sass and Anna-Katharina Th{\"o}s", title = "Risk reduction and portfolio optimization using clustering methods", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "1--16", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.010", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001416", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Hafner:2024:DPS, author = "Christian M. Hafner and Linqi Wang", title = "Dynamic portfolio selection with sector-specific regularization", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "17--33", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.01.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000016", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Takahashi:2024:FDV, author = "Makoto Takahashi and Toshiaki Watanabe and Yasuhiro Omori", title = "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "34--56", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000964", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Silvennoinen:2024:CAN, author = "Annastiina Silvennoinen and Timo Ter{\"a}svirta", title = "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation {GARCH} model", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "57--72", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.07.008", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000848", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cheng:2024:EES, author = "Yuzhong Cheng and Nicole Hufnagel and Hiroki Masuda", title = "Estimation of ergodic square-root diffusion under high-frequency sampling", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "73--87", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.05.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000727", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Zhou:2024:EHD, author = "Yunpeng Zhou and Kam Chuen Yuen", title = "Estimation in the High Dimensional Additive Hazard Model with $ l_0 $ Type of Penalty", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "88--97", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.09.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000831", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Villani:2024:SSM, author = "Mattias Villani and Matias Quiroz and Robert Kohn and Robert Salomone", title = "Spectral Subsampling {MCMC} for Stationary Multivariate Time Series with Applications to Vector {ARTFIMA} Processes", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "98--121", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.10.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622200106X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Ombao:2024:SD, author = "Hernando Ombao and Marco Pinto", title = "Spectral Dependence", journal = j-ECONOM-STAT, volume = "32", number = "??", pages = "122--159", month = oct, year = "2024", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.10.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Tue Sep 24 15:29:50 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222001101", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2025:PJa, author = "Anonymous", title = "Pages 1--338 ({January 2025})", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "1--338", month = jan, year = "2025", CODEN = "????", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2025:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "ii--ii", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/S2452-3062(24)00087-X", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622400087X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Giancaterini:2025:IMC, author = "Francesco Giancaterini and Alain Hecq", title = "Inference in mixed causal and noncausal models with generalized {Student}'s $t$-distributions", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "1--12", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.11.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001386", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Baum:2025:DUI, author = "Christopher F. Baum and Stan Hurn and Jes{\'u}s Otero", title = "The dynamics of {U.S.} industrial production: a time-varying {Granger} causality perspective", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "13--22", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.10.012", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001271", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Catania:2025:QML, author = "Leopoldo Catania and Alessandra Luati", title = "Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "23--34", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.08.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000976", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Gunawan:2025:FRP, author = "David Gunawan and Robert Kohn and Minh Ngoc Tran", title = "Flexible and Robust Particle Tempering for State Space Models", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "35--55", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.09.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000843", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chevalier:2025:DT, author = "Charles Chevalier and Serge Darolles", title = "Diversifying Trends", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "56--79", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S245230622100109X", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Demetrescu:2025:TPA, author = "Matei Demetrescu and Christoph Roling", title = "Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "80--104", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.09.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001118", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Chen:2025:DMP, author = "Pu Chen and Willi Semmler and Helmut Maurer", title = "Delayed Monetary Policy Effects in a Multi-Regime Cointegrated {VAR(MRCIVAR)}", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "105--134", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000259", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{deJong:2025:PCP, author = "Robert M. de Jong and Martin Wagner", title = "Panel cointegrating polynomial regression analysis and an illustration with the environmental {Kuznets} curve", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "135--165", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000272", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Christou:2025:REC, author = "Eliana Christou and Michael Grabchak", title = "Risk Estimation With Composite Quantile Regression", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "166--179", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.04.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000442", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Siu:2025:TAN, author = "Tak Kuen Siu", title = "Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "180--208", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.006", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000284", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Cipollini:2025:MEM, author = "Fabrizio Cipollini and Giampiero M. Gallo", title = "Multiplicative Error Models: 20 years on", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "209--229", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.05.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000740", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Dufour:2025:DTC, author = "Jean-Marie Dufour and Emmanuel Flachaire and Lynda Khalaf and Abdallah Zalghout", title = "Directional Tests and Confidence Bounds on Economic Inequality", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "230--245", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.02.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000119", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Yoshida:2025:QLA, author = "Nakahiro Yoshida", title = "Quasi-likelihood analysis for nonlinear stochastic processes", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "246--257", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.04.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000429", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Bernardini:2025:NEA, author = "Davide Bernardini and Sandra Paterlini and Emanuele Taufer", title = "New estimation approaches for graphical models with elastic net penalty", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "258--281", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.06.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000776", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Archimbaud:2025:IMF, author = "Aurore Archimbaud and Feriel Boulfani and Xavier Gendre and Klaus Nordhausen and Anne Ruiz-Gazen and Joni Virta", title = "{ICS} for multivariate functional anomaly detection with applications to predictive maintenance and quality control", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "282--303", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.03.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000247", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Lee:2025:CBC, author = "Seong-ho Lee and Yanyuan Ma and Xavier de Luna", title = "Covariate balancing for causal inference on categorical and continuous treatments", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "304--329", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2022.01.007", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000077", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2025:ERMa, author = "Anonymous", title = "Erratum regarding missing {Declaration of Competing Interest} statements in previously published articles", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "330--331", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.001", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000125", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2025:ERMb, author = "Anonymous", title = "Erratum regarding missing {Declaration of Competing Interest} statements in previously published articles", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "332--333", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.002", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000137", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2025:ERMc, author = "Anonymous", title = "Erratum regarding missing {Declaration of Competing Interest} statements in previously published articles", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "334--335", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.003", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000149", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2025:ERMd, author = "Anonymous", title = "Erratum regarding missing {Declaration of Competing Interest} statements in previously published articles", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "336--337", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.004", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000150", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", } @Article{Anonymous:2025:ERMe, author = "Anonymous", title = "Erratum regarding missing {Declaration of Competing Interest} statements in previously published articles", journal = j-ECONOM-STAT, volume = "33", number = "??", pages = "338--338", month = jan, year = "2025", CODEN = "????", DOI = "https://doi.org/10.1016/j.ecosta.2021.02.005", ISSN = "2452-3062", ISSN-L = "2452-3062", bibdate = "Thu Dec 19 09:55:08 MST 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/economstat.bib", URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000174", acknowledgement = ack-nhfb, fjournal = "Econometrics and Statistics", journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics", }