%%% -*-BibTeX-*- %%% ==================================================================== %%% BibTeX-file{ %%% author = "Nelson H. F. Beebe", %%% version = "1.02", %%% date = "08 November 2023", %%% time = "14:05:27 MST", %%% filename = "jeconometrics1990.bib", %%% address = "University of Utah %%% Department of Mathematics, 110 LCB %%% 155 S 1400 E RM 233 %%% Salt Lake City, UT 84112-0090 %%% USA", %%% telephone = "+1 801 581 5254", %%% FAX = "+1 801 581 4148", %%% URL = "https://www.math.utah.edu/~beebe", %%% checksum = "50971 24001 86313 966484", %%% email = "beebe at math.utah.edu, beebe at acm.org, %%% beebe at computer.org (Internet)", %%% codetable = "ISO/ASCII", %%% keywords = "bibliography; BibTeX; Journal of %%% Econometrics", %%% license = "public domain", %%% supported = "yes", %%% docstring = "This is a COMPLETE bibliography of the %%% Journal of Econometrics (CODEN JECMB6, %%% ISSN 0304-4076 (print), 1872-6895 %%% (electronic)), published by Elsevier, for %%% the decade 1990--1999. %%% %%% Publication began with volume 1, number 1, %%% in March 1973, with two issues per volume %%% through volume 4 in 1976. There were three %%% issues per volume through volume 59 in 1993. %%% Since then, there are only two issues per volume, %%% and there are generally multiple volumes per %%% year. %%% %%% The journal has a Web site at %%% %%% http://www.sciencedirect.com/science/journal/03044076 %%% %%% At version 1.02, the COMPLETE year coverage %%% looked like this: %%% %%% 1990 ( 107) 2000 ( 0) 2010 ( 1) %%% 1991 ( 95) 2001 ( 0) 2011 ( 0) %%% 1992 ( 89) 2002 ( 0) 2012 ( 0) %%% 1993 ( 116) 2003 ( 0) 2013 ( 0) %%% 1994 ( 106) 2004 ( 0) 2014 ( 0) %%% 1995 ( 103) 2005 ( 1) 2015 ( 0) %%% 1996 ( 128) 2006 ( 0) 2016 ( 0) %%% 1997 ( 149) 2007 ( 0) 2017 ( 1) %%% 1998 ( 119) 2008 ( 0) %%% 1999 ( 85) 2009 ( 0) %%% %%% Article: 1100 %%% %%% Total entries: 1100 %%% %%% 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 \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, FAX: +1 801 581 4148, e-mail: \path|beebe@math.utah.edu|, \path|beebe@acm.org|, \path|beebe@computer.org| (Internet), URL: \path|https://www.math.utah.edu/~beebe/|"} %%% ==================================================================== %%% Journal abbreviations: @String{j-J-ECONOMETRICS = "Journal of Econometrics"} %%% ==================================================================== %%% Bibliography entries, sorted in publication order with ``bibsort %%% --byvolume'': @Article{Slottje:1990:EIS, author = "Daniel Slottje", title = "{Editor}'s introduction: The state of empirical work on economic inequality", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "1--3", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90103-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090103Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:1990:DDD, author = "William A. Barnett and Apostolos Serletis", title = "A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "5--34", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90104-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901042", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:1990:IDM, author = "Arthur Lewbel", title = "Income distribution movements and aggregate money illusion", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "35--42", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90105-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901053", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diamond:1990:MPM, author = "Charles A. Diamond and Curtis J. Simon and John T. Warner", title = "A multinomial probability model of size income distribution", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "43--61", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90106-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901064", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Enberg:1990:REL, author = "John Enberg and Peter Gottschalk and Douglas Wolf", title = "A random-effects logit model of work-welfare transitions", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "63--75", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90107-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901075", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Basmann:1990:GFF, author = "R. L. Basmann and K. J. Hayes and D. J. Slottje and J. D. Johnson", title = "A general functional form for approximating the {Lorenz} curve", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "77--90", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90108-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901086", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dagum:1990:RBI, author = "Camilo Dagum", title = "On the relationship between income inequality measures and social welfare functions", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "91--102", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90109-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jorgenson:1990:ISL, author = "Dale W. Jorgenson and Daniel T. Slesnick", title = "Inequality and the standard of living", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "103--120", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90110-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090110F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:1990:GEM, author = "Esfandiar Maasoumi and Sourushe Zandvakili", title = "Generalized entropy measures of mobility for different sexes and income levels", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "121--133", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90111-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901116", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Slesnick:1990:IRP, author = "Daniel T. Slesnick", title = "Inflation, relative price variation, and inequality", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "135--151", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90112-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901127", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{VanPraag:1990:PCW, author = "Bernard M. S. {Van Praag} and Michael R. Baye", title = "The poverty concept when prices are income-dependent", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "153--166", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90113-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901138", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Creedy:1990:MWS, author = "John Creedy", title = "Measuring wealth in a simple two-period model", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "167--177", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90114-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901149", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wolff:1990:MIE, author = "Edward N. Wolff", title = "Methodological issues in the estimation of the size distribution of household wealth", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "179--195", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90115-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090115A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fomby:1990:IAW, author = "Thomas B. Fomby and Kathy J. Hayes", title = "An intervention analysis of the war on poverty: {Poverty}'s persistence and political-business cycle implications", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "197--212", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90116-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090116B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hayes:1990:SDI, author = "Kathy Hayes and D. J. Slottje and Susan Porter-Hudak and Gerald Scully", title = "Is the size distribution of income a random walk?", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "213--226", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90117-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090117C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McDonald:1990:RMP, author = "James B. McDonald and Richard J. Butler", title = "Regression models for positive random variables", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "227--251", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90118-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090118D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "ifc--ifc", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90102-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090102Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:PJF, author = "Anonymous", title = "Pages 1--251 ({January--February 1990})", journal = j-J-ECONOMETRICS, volume = "43", number = "1--2", pages = "??--??", month = jan # "\slash " # feb, year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Aa, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "253--253", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90119-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090119E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Soofi:1990:ECI, author = "Ehsan S. Soofi", title = "Effects of collinearity on information about regression coefficients", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "255--274", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90120-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090120I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Campos:1990:AMP, author = "Julia Campos and Neil R. Ericsson and David F. Hendry", title = "An analogue model of phase-averaging procedures", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "275--292", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90121-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901219", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Reiss:1990:DMO, author = "Peter C. Reiss", title = "Detecting multiple outliers with an application to {R\&D} productivity", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "293--315", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90122-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090122A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nawata:1990:REBa, author = "Kazumitsu Nawata", title = "Robust estimation based on grouped-adjusted data in linear regression models", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "317--336", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90123-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090123B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nawata:1990:REBb, author = "Kazumitsu Nawata", title = "Robust estimation based on grouped-adjusted data in censored regression models", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "337--362", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90124-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090124C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kramer:1990:FSP, author = "Walter Kr{\"a}mer and Helmut Zeisel", title = "Finite sample power of linear regression autocorrelation tests", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "363--372", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90125-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090125D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Borsch-Supan:1990:CNL, author = "Axel B{\"o}rsch-Supan", title = "On the compatibility of nested logit models with utility maximization", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "373--388", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90126-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090126E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schmidt:1990:TSL, author = "Peter Schmidt", title = "Three-stage least squares with different instruments for different equations", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "389--394", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90127-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090127F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ea, author = "Anonymous", title = "Erratum", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "395--395", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90128-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090128G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:CSN, author = "Anonymous", title = "The {Classification Society of North America}'s 1990 meeting: {Logan, Utah, 21--23 June 1990}: classification and clustering: Perspectives and prospects", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "396--396", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90129-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090129H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ab, author = "Anonymous", title = "Acknowledgement", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "397--398", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90130-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090130L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "399--400", month = mar, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90131-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090131C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:PM, author = "Anonymous", title = "Pages 253--400 ({March 1990})", journal = j-J-ECONOMETRICS, volume = "43", number = "3", pages = "??--??", month = mar, year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aigner:1990:EI, author = "Dennis J. Aigner", title = "{Editor}'s introduction", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "1--4", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90069-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900696", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:1990:SPI, author = "Cheng Hsiao and Changseob Kim and Grant Taylor", title = "A statistical perspective on insurance rate-making", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "5--24", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90070-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090070A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rothenberg:1990:SEC, author = "Thomas J. Rothenberg and Paul A. Ruud", title = "Simultaneous equations with covariance restrictions", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "25--39", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90071-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090071Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:1990:UAE, author = "M. Hashem Pesaran and Richard J. Smith", title = "A unified approach to estimation and orthogonality tests in linear single-equation econometric models", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "41--66", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90072-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900722", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:1990:HLM, author = "Esfandiar Maasoumi", title = "How to live with misspecification if you must", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "67--86", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90073-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900733", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Spanos:1990:SEM, author = "Aris Spanos", title = "The simultaneous-equations model revisited: Statistical adequacy and identification", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "87--105", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90074-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900744", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Peracchi:1990:BIE, author = "Franco Peracchi", title = "Bounded-influence estimators for the {Tobit} model", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "107--126", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90075-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900755", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Weiss:1990:LAE, author = "Andrew A. Weiss", title = "Least absolute error estimation in the presence of serial correlation", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "127--158", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90076-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900766", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:1990:REB, author = "Clive W. J. Granger and Harald F. Uhlig", title = "Reasonable extreme-bounds analysis", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "159--170", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90077-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900777", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brownstone:1990:BIE, author = "David Brownstone", title = "Bootstrapping improved estimators for linear regression models", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "171--187", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90078-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900788", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Judge:1990:AEB, author = "G. G. Judge and R. Carter Hill and M. E. Bock", title = "An adaptive empirical {Bayes} estimator of the multivariate normal mean under quadratic loss", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "189--213", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90079-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900799", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hylleberg:1990:SIC, author = "S. Hylleberg and R. F. Engle and C. W. J. Granger and B. S. Yoo", title = "Seasonal integration and cointegration", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "215--238", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90080-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090080D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "ifc--ifc", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90068-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900685", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:PAM, author = "Anonymous", title = "Pages 1--238 ({April--May 1990})", journal = j-J-ECONOMETRICS, volume = "44", number = "1--2", pages = "??--??", month = apr # "\slash " # may, year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ac, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "239--239", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90058-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900582", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Magdalinos:1990:CPT, author = "Michael A. Magdalinos", title = "The classical principles of testing using instrumental variables estimates", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "241--279", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90059-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900593", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deaton:1990:PES, author = "Angus Deaton", title = "Price elasticities from survey data: Extensions and {Indonesian} results", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "281--309", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90060-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900607", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amemiya:1990:TSI, author = "Yasuo Amemiya", title = "Two-stage instrumental variables estimators for the nonlinear errors-in-variables model", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "311--332", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90061-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090061W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ohtani:1990:ETL, author = "Kazuhiro Ohtani", title = "On estimating and testing in a linear regression model with autocorrelated errors", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "333--346", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90062-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090062X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Segerson:1990:MEC, author = "Kathleen Segerson and Dale Squires", title = "On the measurement of economic capacity utilization for multi-product industries", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "347--361", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90063-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090063Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:1990:FDS, author = "Marcus J. Chambers", title = "Forecasting with demand systems: A comparative study", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "363--376", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90064-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090064Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heineke:1990:AIC, author = "J. M. Heineke and H. M. Shefrin", title = "Aggregation and identification in consumer demand systems", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "377--390", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90065-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900652", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{VanSoest:1990:CIT, author = "Arthur {Van Soest} and Peter Kooreman", title = "Coherency of the indirect translog demand system with binding nonnegativity constraints", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "391--400", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90066-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900663", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "401--401", month = jun, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90067-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900674", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:PJ, author = "Anonymous", title = "Pages 239--401 ({June 1990})", journal = j-J-ECONOMETRICS, volume = "44", number = "3", pages = "??--??", month = jun, year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Campbell:1990:EI, author = "John Y. Campbell and Angelo Melino", title = "{Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "1--5", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90091-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900917", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nelson:1990:AMD, author = "Daniel B. Nelson", title = "{ARCH} models as diffusion approximations", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "7--38", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90092-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900928", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hamilton:1990:ATS, author = "James D. Hamilton", title = "Analysis of time series subject to changes in regime", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "39--70", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90093-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900939", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lehmann:1990:RRR, author = "Bruce N. Lehmann", title = "Residual risk revisited", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "71--97", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90094-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090094A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shanken:1990:IAP, author = "Jay Shanken", title = "Intertemporal asset pricing: An Empirical Investigation", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "99--120", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90095-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090095B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1990:CBI, author = "Eric Ghysels and Alastair Hall", title = "Are consumption-based intertemporal capital asset pricing models structural?", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "121--139", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90096-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090096C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gallant:1990:UCM, author = "A. Ronald Gallant and Lars Peter Hansen and George Tauchen", title = "Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "141--179", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90097-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090097D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lo:1990:EAN, author = "Andrew W. Lo and A. Craig MacKinlay", title = "An econometric analysis of nonsynchronous trading", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "181--211", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90098-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090098E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:1990:APF, author = "Robert F. Engle and Victor K. Ng and Michael Rothschild", title = "Asset pricing with a factor-arch covariance structure: Empirical estimates for treasury bills", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "213--237", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90099-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090099F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Melino:1990:PFC, author = "Angelo Melino and Stuart M. Turnbull", title = "Pricing foreign currency options with stochastic volatility", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "239--265", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90100-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690901008", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pagan:1990:AMC, author = "Adrian R. Pagan and G. William Schwert", title = "Alternative models for conditional stock volatility", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "267--290", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90101-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090101X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:EBc, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "ifc--ifc", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90090-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090090G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:PJA, author = "Anonymous", title = "Pages 1--290 ({July--August 1990})", journal = j-J-ECONOMETRICS, volume = "45", number = "1--2", pages = "??--??", month = jul # "\slash " # aug, year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krol:1990:ISD, author = "Robert Krol and Lee E. Ohanian", title = "The impact of stochastic and deterministic trends on money-output causality: A multi-country investigation", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "291--308", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90001-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090001A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leung:1990:NHE, author = "Siu Fai Leung and Wing Hung Wong", title = "Nonparametric hazard estimation with time-varying discrete covariates", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "309--330", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90002-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090002B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:1990:EAC, author = "Jeffrey M. Wooldridge", title = "An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "331--350", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90003-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090003C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Follmann:1990:PCU, author = "Dean A. Follmann and Matthew S. Goldberg and Laurie May", title = "Personal characteristics, unemployment insurance, and the duration of unemployment", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "351--366", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90004-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090004D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Friedmann:1990:BEM, author = "Ralph Friedmann", title = "Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "367--384", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90005-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090005E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kobayashi:1990:MCU, author = "Masahito Kobayashi and Shinichi Sakata", title = "{Mallows}' {$ C_p $} criterion and unbiasedness of model selection", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "385--395", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90006-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090006F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ec, author = "Anonymous", title = "Erratum", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "397--397", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90007-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090007G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ad, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "399--399", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90008-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090008H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "401--401", month = "????", year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90009-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090009I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:P, author = "Anonymous", title = "Pages 291--401 ({1990})", journal = j-J-ECONOMETRICS, volume = "45", number = "3", pages = "??--??", month = "????", year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:EBd, author = "Anonymous", title = "Editorial board", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "ii--ii", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90042-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090042R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Ae, author = "Anonymous", title = "Acknowledgement", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "1--1", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90043-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090043S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewin:1990:EI, author = "Arie Y. Lewin and C. A. Knox Lovell", title = "{Editor}'s introduction", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "3--5", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90044-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090044T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Seiford:1990:RDD, author = "Lawrence M. Seiford and Robert M. Thrall", title = "Recent developments in {DEA}: The mathematical programming approach to frontier analysis", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "7--38", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90045-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090045U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauer:1990:RDE, author = "Paul W. Bauer", title = "Recent developments in the econometric estimation of frontiers", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "39--56", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90046-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090046V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maindiratta:1990:LSE, author = "Ajay Maindiratta", title = "Largest size-efficient scale and size efficiencies of decision-making units in data envelopment analysis", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "57--72", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90047-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090047W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Charnes:1990:PCR, author = "A. Charnes and W. W. Cooper and Z. M. Huang and D. B. Sun", title = "Polyhedral Cone-Ratio {DEA} Models with an illustrative application to large commercial banks", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "73--91", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90048-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090048X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Thompson:1990:RMB, author = "Russell G. Thompson and Larry N. Langemeier and Chih-Tah Lee and Euntaik Lee and Robert M. Thrall", title = "The role of multiplier bounds in efficiency analysis with application to {Kansas} farming", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "93--108", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90049-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090049Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sengupta:1990:TSD, author = "Jati K. Sengupta", title = "Transformations in stochastic {DEA} models", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "109--123", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90050-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407690900504", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Varian:1990:GFO, author = "Hal R. Varian", title = "Goodness-of-fit in optimizing models", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "125--140", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90051-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090051T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Greene:1990:GDS, author = "William H. Greene", title = "A {Gamma}-distributed stochastic frontier model", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "141--163", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90052-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090052U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kopp:1990:MBE, author = "Raymond J. Kopp and John Mullahy", title = "Moment-based estimation and testing of stochastic frontier models", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "165--183", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90053-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090053V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cornwell:1990:PFC, author = "Christopher Cornwell and Peter Schmidt and Robin C. Sickles", title = "Production frontiers with cross-sectional and time-series variation in efficiency levels", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "185--200", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90054-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090054W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:1990:PFP, author = "Subal C. Kumbhakar", title = "Production frontiers, panel data, and time-varying technical inefficiency", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "201--211", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90055-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090055X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bjurek:1990:DPN, author = "Hans Bjurek and Lennart Hjalmarsson and Finn R. Forsund", title = "Deterministic parametric and nonparametric estimation of efficiency in service production: A comparison", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "213--227", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90056-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090056Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ferrier:1990:MCE, author = "Gary D. Ferrier and C. A. Knox Lovell", title = "Measuring cost efficiency in banking: Econometric and linear programming evidence", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "229--245", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90057-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090057Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:PON, author = "Anonymous", title = "Pages 1--245 ({October--November 1990})", journal = j-J-ECONOMETRICS, volume = "46", number = "1--2", pages = "??--??", month = oct # "\slash " # nov, year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nabeya:1990:LPU, author = "Seiji Nabeya and Katsuto Tanaka", title = "Limiting power of unit-root tests in time-series regression", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "247--271", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90010-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090010Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1990:TNE, author = "Eric Ghysels and Alastair Hall", title = "Testing nonnested {Euler} conditions with quadrature-based methods of approximation", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "273--308", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90011-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090011H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Orme:1990:SSP, author = "Chris Orme", title = "The small-sample performance of the information-matrix test", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "309--331", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90012-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090012I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nijman:1990:ETD, author = "Theo Nijman and Marno Verbeek", title = "Estimation of time-dependent parameters in linear models using cross-sections, panels, or both", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "333--346", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90013-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090013J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cameron:1990:RBT, author = "A. Colin Cameron and Pravin K. Trivedi", title = "Regression-based tests for overdispersion in the {Poisson} model", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "347--364", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90014-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090014K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Greene:1990:MRT, author = "William Greene", title = "Multiple roots of the {Tobit} log-likelihood", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "365--380", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90015-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090015L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lawrence:1990:ACM, author = "Denis Lawrence", title = "An adjustment-costs model of export supply and import demand", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "381--398", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90016-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090016M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choudhury:1990:NPH, author = "Askar H. Choudhury and Robert D. {St. Louis}", title = "A note on {Park} and {Heikes}' (1983) modified approximate estimator for the first-order moving-average process", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "399--406", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90017-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090017N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "407--408", month = dec, year = "1990", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(90)90018-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769090018O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1990:PD, author = "Anonymous", title = "Pages 247--408 ({December 1990})", journal = j-J-ECONOMETRICS, volume = "46", number = "3", pages = "??--??", month = dec, year = "1990", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hillier:1991:EIY, author = "Grant H. Hillier and Maxwell L. King", title = "{Editors}' introduction: 40 years of diagnostic testing", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "1--4", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90075-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190075O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:1991:ARR, author = "Jeffrey M. Wooldridge", title = "On the application of robust, regression-based diagnostics to models of conditional means and conditional variances", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "5--46", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90076-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190076P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hillier:1991:MDP, author = "Grant H. Hillier", title = "On multiple diagnostic procedures for the linear model", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "47--66", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90077-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190077Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:1991:TSS, author = "P. M. Robinson", title = "Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "67--84", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90078-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190078R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:1991:DWR, author = "Peter C. B. Phillips and Mico Loretan", title = "The {Durbin--Watson} ratio under infinite-variance errors", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "85--114", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90079-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190079S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:1991:OIT, author = "Jean-Marie Dufour and Maxwell L. King", title = "Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary {AR(1)} errors", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "115--143", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90080-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190080W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{King:1991:SDA, author = "Maxwell L. King and Ping X. Wu", title = "Small-disturbance asymptotics and the {Durbin--Watson} and related tests in the dynamic regression model", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "145--152", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90081-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190081N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chesher:1991:FSD, author = "Andrew Chesher and Gerard Austin", title = "The finite-sample distributions of heteroskedasticity robust {Wald} statistics", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "153--173", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90082-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190082O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Peters:1991:DST, author = "Simon Peters and Richard J. Smith", title = "Distributional specification tests against semiparametric alternatives", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "175--194", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90083-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190083P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "ifc--ifc", month = jan, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90074-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190074N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PJa, author = "Anonymous", title = "Pages 1--194 ({January 1991})", journal = j-J-ECONOMETRICS, volume = "47", number = "1", pages = "??--??", month = jan, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Aa, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "195--195", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90097-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190097W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1991:SET, author = "Bong-Soo Lee and Beth Fisher Ingram", title = "Simulation estimation of time-series models", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "197--205", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90098-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190098X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fukushige:1991:ERM, author = "Mototsugu Fukushige and Michio Hatanaka", title = "Estimation of a regression model on two or more sets of differently grouped data", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "207--226", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90099-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190099Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pollak:1991:LDC, author = "Robert A. Pollak and Terence J. Wales", title = "The likelihood dominance criterion: A new approach to model selection", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "227--242", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90100-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190100R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Angrist:1991:GDE, author = "Joshua D. Angrist", title = "Grouped-data estimation and testing in simple labor-supply models", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "243--266", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90101-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190101I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cramer:1991:PSM, author = "J. S. Cramer and G. Ridder", title = "Pooling states in the multinomial logit model", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "267--272", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90102-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See erratum \cite{Anonymous:1992:AEJ}.", URL = "http://www.sciencedirect.com/science/article/pii/030440769190102J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gatto:1991:NCS, author = "Joseph P. Gatto and Harry H. Kelejian and Scott W. Stephan", title = "A note concerning specifications of interactive random-coefficient regression models", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "273--284", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90103-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190103K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Said:1991:URT, author = "Sa{\"\i}d E. Sa{\"\i}d", title = "Unit-roots test for time-series data with a linear time trend", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "285--303", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90104-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190104L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rayner:1991:ALI, author = "Janne Rayner", title = "Another look at the identification of current rational-expectations models", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "305--331", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90105-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190105M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zinde-Walsh:1991:ELR, author = "Victoria Zinde-Walsh and John W. Galbraith", title = "Estimation of a linear regression model with stationary {$ {\rm ARMA}(p, q) $} errors", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "333--357", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90106-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190106N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:1991:AOG, author = "Donald W. K. Andrews", title = "Asymptotic optimality of generalized {$ C_L $}, cross-validation, and generalized cross-validation in regression with heteroskedastic errors", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "359--377", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90107-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190107O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Appelbaum:1991:DCR, author = "Elie Appelbaum and Joseph Berechman", title = "Demand conditions, regulation, and the measurement of productivity", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "379--400", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90108-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190108P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Ab, author = "Anonymous", title = "Acknowledgement", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "401--402", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90109-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190109Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "403--403", day = "3", month = feb, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90110-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190110Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PF, author = "Anonymous", title = "Pages 195--403 ({3 February 1991})", journal = j-J-ECONOMETRICS, volume = "47", number = "2--3", pages = "??--??", day = "3", month = feb, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "ii--ii", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90028-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190028C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cowell:1991:GBI, author = "Frank A. Cowell", title = "Grouping bounds for inequality measures under alternative informational assumptions", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "1--14", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90029-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190029D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kennedy:1991:FTF, author = "Peter Kennedy and Daniel Simons", title = "Fighting the teflon factor: Comparing classical and {Bayesian} estimators for autocorrelated errors", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "15--27", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90030-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190030H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:1991:STQ, author = "Jeffrey M. Wooldridge", title = "Specification testing and quasi-maximum-likelihood estimation", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "29--55", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90031-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900318", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bresnahan:1991:EMD, author = "Timothy F. Bresnahan and Peter C. Reiss", title = "Empirical models of discrete games", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "57--81", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90032-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900329", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Steel:1991:BAS, author = "Mark F. J. Steel", title = "A {Bayesian} analysis of simultaneous equation models by combining recursive analytical and numerical approaches", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "83--117", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90033-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190033A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Peracchi:1991:BIE, author = "Franco Peracchi", title = "Bounded-influence estimators for the {SURE} model", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "119--134", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90034-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190034B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Weiss:1991:MSE, author = "Andrew A. Weiss", title = "Multi-step estimation and forecasting in dynamic models", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "135--149", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90035-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190035C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eastwood:1991:ANC, author = "Brian J. Eastwood", title = "Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards F test truncation rule", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "151--181", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90036-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190036D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Osiewalski:1991:NBI, author = "Jacek Osiewalski", title = "A note on {Bayesian} inference in a regression model with elliptical errors", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "183--193", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90037-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190037E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mikhail:1991:PEF, author = "William M. Mikhail and G. A. Ghazal", title = "On a pooled estimator and its finite-sample moments", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "195--214", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90038-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190038F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tsurumi:1991:MSE, author = "Hiroki Tsurumi and Hajime Wago", title = "Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "215--240", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90039-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190039G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:1991:CML, author = "Robert F. Phillips", title = "A constrained maximum-likelihood approach to estimating switching regressions", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "241--262", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90040-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See note \cite{Xu:2010:NPC}.", URL = "http://www.sciencedirect.com/science/article/pii/030440769190040K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jayet:1991:ASD, author = "H. Jayet and A. Moreau", title = "Analysis of survival data: Estimation and specification tests using asymptotic least squares", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "263--285", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90041-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190041B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PAM, author = "Anonymous", title = "Pages 1--285 ({April--May 1991})", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "??--??", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lasserre:1991:MPS, author = "Pierre Lasserre and Pierre Ouellette", title = "The measurement of productivity and scarcity rents: The case of asbestos in {Canada}", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "287--312", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90065-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190065L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deVries:1991:RBG, author = "Casper G. de Vries", title = "On the relation between {GARCH} and stable processes", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "313--324", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90066-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190066M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pantula:1991:TUR, author = "Sastry G. Pantula and Alastair Hall", title = "Testing for unit roots in autoregressive moving average models: An instrumental variable approach", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "325--353", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90067-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190067N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ozcam:1991:SRR, author = "Ahmet {\"O}zcam and George G. Judge", title = "Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "355--371", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90068-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190068O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Osborn:1991:IPV, author = "Denise R. Osborn", title = "The implications of periodically varying coefficients for seasonal time-series processes", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "373--384", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90069-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190069P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1991:TWC, author = "Badi H. Baltagi and Qi Li", title = "A transformation that will circumvent the problem of autocorrelation in an error-component model", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "385--393", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90070-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190070T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Attfield:1991:ETW, author = "C. L. F. Attfield", title = "Estimation and testing when explanatory variables are endogenous: An application to a demand system", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "395--408", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90071-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190071K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kinal:1991:NEM, author = "Terrence Kinal", title = "A note on the existence of moments of $k$-class estimators when $k$ is negative", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "409--410", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90072-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190072L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "411--411", month = jun, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90073-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190073M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PJb, author = "Anonymous", title = "Pages 287--411 ({June 1991})", journal = j-J-ECONOMETRICS, volume = "48", number = "3", pages = "??--??", month = jun, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poirier:1991:EI, author = "Dale J. Poirier", title = "{Editor}'s introduction", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "1--4", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90008-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900082", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:1991:SBE, author = "William A. Barnett and John Geweke and Michael Wolfe", title = "Seminonparametric {Bayesian} estimation of the asymptotically ideal production model", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "5--50", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90009-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900093", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Connolly:1991:POA, author = "Robert A. Connolly", title = "A posterior odds analysis of the weekend effect", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "51--104", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90010-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190010B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1991:CTP, author = "Gary Koop", title = "Cointegration tests in present value relationships: A {Bayesian} look at the bivariate properties of stock prices and dividends", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "105--139", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90011-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900112", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCulloch:1991:BAT, author = "Robert McCulloch and Peter E. Rossi", title = "A {Bayesian} approach to testing the arbitrage pricing theory", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "141--168", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90012-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900123", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moulton:1991:BAR, author = "Brent R. Moulton", title = "A {Bayesian} approach to regression selection and estimation, with application to a price index for radio services", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "169--193", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90013-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900134", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schotman:1991:BAU, author = "Peter Schotman and Herman K. van Dijk", title = "A {Bayesian} analysis of the unit root in real exchange rates", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "195--238", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90014-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900145", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Steel:1991:BME, author = "Mark F. J. Steel and Jean-Fran{\c{c}}ois Richard", title = "{Bayesian} multivariate exogeneity analysis: An application to a {UK} money demand equation", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "239--274", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90015-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900156", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:1991:FTP, author = "Arnold Zellner and Chansik Hong and Chung-ki Min", title = "Forecasting turning points in international output growth rates using {Bayesian} exponentially weighted autoregression, time-varying parameter, and pooling techniques", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "275--304", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90016-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900167", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:EBc, author = "Anonymous", title = "Editorial board", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "ifc--ifc", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90007-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190007Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PJAa, author = "Anonymous", title = "Pages 1--304 ({July--August 1991})", journal = j-J-ECONOMETRICS, volume = "49", number = "1--2", pages = "??--??", month = jul # "\slash " # aug, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ruud:1991:EEM, author = "Paul A. Ruud", title = "Extensions of estimation methods using the {EM} algorithm", journal = j-J-ECONOMETRICS, volume = "49", number = "3", pages = "305--341", month = sep, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90001-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190001T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sharma:1991:PRJ, author = "Subhash C. Sharma and Carmelo Giaccotto", title = "Power and robustness of jackknife and likelihood-ratio tests for grouped heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "49", number = "3", pages = "343--372", month = sep, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90002-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190002U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nijman:1991:ERP, author = "Theo Nijman and Marno Verbeek and Arthur van Soest", title = "The efficiency of rotating-panel designs in an analysis-of-variance model", journal = j-J-ECONOMETRICS, volume = "49", number = "3", pages = "373--399", month = sep, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90003-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190003V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:E, author = "Anonymous", title = "Erratum", journal = j-J-ECONOMETRICS, volume = "49", number = "3", pages = "401--401", month = sep, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90004-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190004W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Ac, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "49", number = "3", pages = "403--403", month = sep, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90005-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190005X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "49", number = "3", pages = "405--405", month = sep, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90006-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190006Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PS, author = "Anonymous", title = "Pages 305--405 ({September 1991})", journal = j-J-ECONOMETRICS, volume = "49", number = "3", pages = "??--??", month = sep, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:1991:EI, author = "Esfandiar Maasoumi", title = "{Editor}'s introduction", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "1--5", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90085-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190085R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tinbergen:1991:MW, author = "Jan Tinbergen", title = "On the measurement of welfare", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "7--13", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90086-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190086S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sen:1991:WPF, author = "Amartya Sen", title = "Welfare, preference and freedom", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "15--29", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90087-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190087T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pollak:1991:WCS, author = "Robert A. Pollak", title = "Welfare comparisons and situation comparisons", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "31--48", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90088-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190088U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:1991:ICE, author = "Richard Blundell and Arthur Lewbel", title = "The information content of equivalence scales", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "49--68", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90089-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190089V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanPraag:1991:OCU, author = "Bernard M. S. van Praag", title = "Ordinal and cardinal utility: An integration of the two dimensions of the welfare concept", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "69--89", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90090-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190090Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Porter-Hudak:1991:NMA, author = "Susan Porter-Hudak and Kathy Hayes", title = "A numerical methods approach to calculating cost-of-living indices", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "91--105", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90091-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190091Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Slesnick:1991:NIN, author = "Daniel T. Slesnick", title = "Normative index numbers", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "107--130", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90092-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190092R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hirschberg:1991:CAM, author = "Joseph G. Hirschberg and Esfandiar Maasoumi and Daniel J. Slottje", title = "Cluster analysis for measuring welfare and quality of life across countries", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "131--150", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90093-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190093S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Manton:1991:SMI, author = "Kenneth G. Manton and Max A. Woodbury and Eric Stallard", title = "Statistical and measurement issues in assessing the welfare status of aged individuals and populations", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "151--181", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90094-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190094T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Behrman:1991:BWM, author = "Jere R. Behrman and Robin Sickles and Paul Taubman and Abdo Yazbeck", title = "Black-white mortality inequalities", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "183--203", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90095-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190095U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rosenzweig:1991:IBS, author = "Mark R. Rosenzweig and Kenneth I. Wolpin", title = "Inequality at birth: The scope for policy intervention", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "205--228", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90096-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190096V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:EBd, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "ifc--ifc", day = "11", month = oct, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90084-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190084Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PO, author = "Anonymous", title = "Pages 1--228 ({11 October 1991})", journal = j-J-ECONOMETRICS, volume = "50", number = "1--2", pages = "??--??", day = "11", month = oct, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aigner:1991:E, author = "Dennis J. Aigner", title = "Editorial", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "229--229", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90017-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900178", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:1991:TDJ, author = "Arnold Zellner", title = "Tribute to {Dennis} J.Aigner", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "231--231", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90018-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900189", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Ad, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "233--233", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90019-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190019A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Das:1991:SSA, author = "Sanghamitra Das", title = "A semiparametric structural analysis of the idling of cement kilns", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "235--256", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90020-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190020E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kemp:1991:WTG, author = "Gordon C. R. Kemp", title = "On {Wald} tests for globally and locally quadratic restrictions", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "257--272", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90021-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900215", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:1991:IEP, author = "Jerry A. Hausman and Whitney K. Newey and Hidehiko Ichimura and James L. Powell", title = "Identification and estimation of polynomial errors-in-variables models", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "273--295", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90022-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900226", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fiebig:1991:RCA, author = "Denzil G. Fiebig and Robert Bartels and Dennis J. Aigner", title = "A random coefficient approach to the estimation of residential end-use load profiles", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "297--327", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90023-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900237", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gallant:1991:ANF, author = "A. Ronald Gallant and Geraldo Souza", title = "On the asymptotic normality of {Fourier} flexible form estimates", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "329--353", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90024-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900248", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Durlauf:1991:SBT, author = "Steven N. Durlauf", title = "Spectral based testing of the martingale hypothesis", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "355--376", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90025-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407691900259", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giles:1991:PTL, author = "Judith A. Giles", title = "Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "377--398", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90026-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190026A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "399--399", month = dec, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90027-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769190027B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1991:PD, author = "Anonymous", title = "Pages 229--399 ({December 1991})", journal = j-J-ECONOMETRICS, volume = "50", number = "3", pages = "??--??", month = dec, year = "1991", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:FOS, author = "Anonymous", title = "{Fellow}'s opinion section", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "1--1", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90025-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290025M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:1992:FOE, author = "Clive W. J. Granger", title = "{Fellow}'s opinion: Evaluating economic theory", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "3--5", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90026-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290026N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Evans:1992:RST, author = "Merran Evans", title = "Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "7--24", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90027-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290027O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sueyoshi:1992:SPH, author = "Glenn T. Sueyoshi", title = "Semiparametric proportional hazards estimation of competing risks models with time-varying covariates", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "25--58", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90028-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290028P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1992:MRO, author = "Myoung-jae Lee", title = "Median regression for ordered discrete response", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "59--77", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90029-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290029Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:1992:BIT, author = "Siddhartha Chib", title = "{Bayes} inference in the {Tobit} censored regression model", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "79--99", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90030-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290030U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bartels:1992:PFD, author = "Robert Bartels", title = "On the power function of the {Durbin--Watson} test", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "101--112", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90031-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290031L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:1992:AFS, author = "In Choi and Peter C. B. Phillips", title = "Asymptotic and finite sample distribution theory for {IV} estimators and tests in partially identified structural equations", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "113--150", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90032-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290032M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cornwell:1992:SEP, author = "Christopher Cornwell and Peter Schmidt and Donald Wyhowski", title = "Simultaneous equations and panel data", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "151--181", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90033-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290033N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nijman:1992:OCC, author = "Theo Nijman and Marno Verbeek", title = "The optimal choice of controls and pre-experimental observations", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "183--189", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90034-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290034O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paarsch:1992:DBC, author = "Harry J. Paarsch", title = "Deciding between the common and private value paradigms in empirical models of auctions", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "191--215", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90035-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290035P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hussey:1992:NEA, author = "Robert Hussey", title = "Nonparametric evidence on asymmetry in business cycles using aggregate employment time series", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "217--231", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90036-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290036Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:1992:ITE, author = "Richard Blundell and Stephen Bond and Michael Devereux and Fabio Schiantarelli", title = "Investment and {Tobin}'s {$Q$}: Evidence from company panel data", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "233--257", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90037-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290037R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gong:1992:FSE, author = "Byeong-Ho Gong and Robin C. Sickles", title = "Finite sample evidence on the performance of stochastic frontiers and data envelopment analysis using panel data", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "259--284", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90038-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290038S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:AEJ, author = "Anonymous", title = "Acknowledgement\slash Erratum: {J. S. Cramer and G. Ridder, `Pooling states in the multinomial logit model', Journal of Econometrics, Vol. {\bf 47}, No. 2\slash 3 (1991) pp. 267-272}", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "285--286", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90039-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See \cite{Cramer:1991:PSM}.", URL = "http://www.sciencedirect.com/science/article/pii/030440769290039T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:CCE, author = "Anonymous", title = "{CERGE}-the center for economic research and graduate education", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "287--287", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90041-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290041O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{VanDijk:1992:ICE, author = "Herman K. {Van Dijk}", title = "International conference on econometric inference using simulation techniques", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "287--287", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90040-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290040X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "289--289", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90042-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290042P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "ifc--ifc", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90024-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290024L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:PJF, author = "Anonymous", title = "Pages 1--289 ({January--February 1992})", journal = j-J-ECONOMETRICS, volume = "51", number = "1--2", pages = "??--??", month = jan # "\slash " # feb, year = "1992", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:SAI, author = "Anonymous", title = "Subject and author index: volumes 41--50, 1989--1991", journal = j-J-ECONOMETRICS, volume = "51", number = "3", pages = "291--382", month = mar, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90096-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290096A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:PM, author = "Anonymous", title = "Pages 291--382 ({March 1992})", journal = j-J-ECONOMETRICS, volume = "51", number = "3", pages = "??--??", month = mar, year = "1992", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:SMF, author = "Anonymous", title = "Statistical models for financial volatility", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "1--4", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90063-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290063W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:1992:AMF, author = "Tim Bollerslev and Ray Y. Chou and Kenneth F. Kroner", title = "{ARCH} modeling in finance: A review of the theory and empirical evidence", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "5--59", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90064-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290064X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nelson:1992:FFM, author = "Daniel B. Nelson", title = "Filtering and forecasting with misspecified {ARCH} models I: Getting the right variance with the wrong model", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "61--90", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90065-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290065Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baillie:1992:PDM, author = "Richard T. Baillie and Tim Bollerslev", title = "Prediction in dynamic models with time-dependent conditional variances", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "91--113", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90066-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290066Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bougerol:1992:SGP, author = "Philippe Bougerol and Nico Picard", title = "Stationarity of {GARCH} processes and of some nonnegative time series", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "115--127", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90067-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900672", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:1992:UCT, author = "Andrew Harvey and Esther Ruiz and Enrique Sentana", title = "Unobserved component time series models with Arch disturbances", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "129--157", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90068-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900683", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:1992:QTA, author = "Christian Gourieroux and Alain Monfort", title = "Qualitative threshold {ARCH} models", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "159--199", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90069-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900694", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chou:1992:MRA, author = "Ray Chou and Robert F. Engle and Alex Kane", title = "Measuring risk aversion from excess returns on a stock index", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "201--224", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90070-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900708", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCurdy:1992:CRP, author = "Thomas H. McCurdy and Thanasis Stengos", title = "A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "225--244", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90071-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290071X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ng:1992:MDF, author = "Victor Ng and Robert F. Engle and Michael Rothschild", title = "A multi-dynamic-factor model for stock returns", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "245--266", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90072-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290072Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Day:1992:SMV, author = "Theodore E. Day and Craig M. Lewis", title = "Stock market volatility and the information content of stock index options", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "267--287", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90073-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290073Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:1992:IAM, author = "Robert F. Engle and Chowdhury Mustafa", title = "Implied {ARCH} models from options prices", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "289--311", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90074-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900742", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:EBb, author = "Anonymous", title = "Editorial board", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "ifc--ifc", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90062-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290062V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:PAM, author = "Anonymous", title = "Pages 1--311 ({April--May 1992})", journal = j-J-ECONOMETRICS, volume = "52", number = "1--2", pages = "??--??", month = apr # "\slash " # may, year = "1992", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Balestra:1992:A, author = "Pietro Balestra and Stephen Goldfeld and Teun Kloek", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "313--313", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90014-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290014I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dorfman:1992:BAS, author = "Jeffrey H. Dorfman and Arthur M. Havenner", title = "A {Bayesian} approach to state space multivariate time series modeling", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "315--346", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90015-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290015J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeJong:1992:CIT, author = "David N. DeJong", title = "{Co}-integration and trend-stationarity in macroeconomic time series: Evidence from the likelihood function", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "347--370", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90016-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290016K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1992:MCE, author = "Badi H. Baltagi and Young-Jae Chang and Qi Li", title = "{Monte Carlo} evidence on panel data regressions with {AR(1)} disturbances and an arbitrary variance on the initial observations", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "371--380", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90017-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290017L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mills:1992:BPT, author = "Jeffrey A. Mills", title = "{Bayesian} prediction tests for structural stability", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "381--388", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90018-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290018M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:1992:CPS, author = "S{\o}ren Johansen", title = "Cointegration in partial systems and the efficiency of single-equation analysis", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "389--402", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90019-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290019N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hauver:1992:MMC, author = "James H. Hauver and Jet Yee", title = "{Morrison}'s measure of capacity utilization: A critique", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "403--406", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90020-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290020R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caudill:1992:MGC, author = "Steven B. Caudill", title = "More on grouping coarseness in linear normal regression models", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "407--417", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90021-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290021I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cameron:1992:IGC, author = "Trudy Ann Cameron", title = "The impact of grouping coarseness in alternative grouped-data regression models", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "419--421", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90022-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290022J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "423--424", month = jun, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90023-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290023K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:PJ, author = "Anonymous", title = "Pages 313--424 ({June 1992})", journal = j-J-ECONOMETRICS, volume = "52", number = "3", pages = "??--??", month = jun, year = "1992", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:1992:FOR, author = "Esfandiar Maasoumi", title = "{Fellow}'s opinion: Rules of thumb and pseudo-science", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "1--4", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90076-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900764", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McManus:1992:HCI, author = "Douglas A. McManus", title = "How common is identification in parametric models?", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "5--23", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90077-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900775", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tybout:1992:MND, author = "James R. Tybout", title = "Making noisy data sing: Estimating production technologies in developing countries", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "25--44", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90078-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900786", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1992:MPI, author = "Badi H. Baltagi and Qi Li", title = "A monotonic property for iterative {GLS} in the two-way random effects model", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "45--51", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90079-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900797", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Meghir:1992:FPE, author = "Costas Meghir and Jean-Marc Robin", title = "Frequency of purchase and the estimation of demand systems", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "53--85", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90080-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290080B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:1992:EET, author = "Bruce E. Hansen", title = "Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "87--121", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90081-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900812", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:1992:EPD, author = "Donald W. K. Andrews and Ray C. Fair", title = "Estimation of polynomial distributed lags and leads with end point constraints", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "123--139", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90082-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900823", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:1992:ELD, author = "M. Hashem Pesaran and Hossein Samiei", title = "Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "141--163", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90083-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900834", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sowell:1992:MLE, author = "Fallaw Sowell", title = "Maximum likelihood estimation of stationary univariate fractionally integrated time series models", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "165--188", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90084-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900845", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hodoshima:1992:FSP, author = "Jiro Hodoshima", title = "Finite-sample properties of single-equation estimators under structural change", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "189--209", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90085-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900856", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:1992:TSH, author = "S{\o}ren Johansen and Katarina Juselius", title = "Testing structural hypotheses in a multivariate cointegration analysis of the {PPP} and the {UIP} for {UK}", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "211--244", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90086-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900867", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Salemi:1992:SSM, author = "Michael K. Salemi and Jaeyeong Song", title = "Saddlepath solutions for multivariate linear rational expectations models", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "245--269", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90087-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900878", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Iwata:1992:HPD, author = "Shigeru Iwata", title = "Highest predictive density estimator in regression models", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "271--295", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90088-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900889", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Iwata:1992:IVE, author = "Shigeru Iwata", title = "Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "297--322", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90089-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290089A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeJong:1992:PPU, author = "David N. DeJong and John C. Nankervis and N. E. Savin and Charles H. Whiteman", title = "The power problems of unit root test in time series with autoregressive errors", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "323--343", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90090-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290090E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giles:1992:EEV, author = "Judith A. Giles", title = "Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "345--361", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90091-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900915", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Thursby:1992:CSE, author = "Jerry G. Thursby", title = "A comparison of several exact and approximate tests for structural shift under heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "363--386", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90092-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900926", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kemp:1992:PEG, author = "Gordon C. R. Kemp", title = "The potential for efficiency gains in estimation from the use of additional moment restrictions", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "387--399", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90093-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900937", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:A, author = "Anonymous", title = "Acknowledgement", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "401--403", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90094-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900948", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "405--405", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90095-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900959", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:EBc, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "ifc--ifc", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90075-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692900753", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:PJS, author = "Anonymous", title = "Pages 1--405 ({July--September 1992})", journal = j-J-ECONOMETRICS, volume = "53", number = "1--3", pages = "??--??", month = jul # "\slash " # sep, year = "1992", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:EBd, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "ii--ii", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90097-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290097B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1992:MLI, author = "Hahn Shik Lee", title = "Maximum likelihood inference on cointegration and seasonal cointegration", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "1--47", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90098-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290098C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:1992:TOP, author = "T. W. Anderson and Naoto Kunitomo", title = "Tests of overidentification and predeterminedness in simultaneous equation models", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "49--78", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90099-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290099D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiang:1992:DCM, author = "Jeongwen Chiang and Lung-Fei Lee", title = "Discrete/continuous models of consumer demand with binding nonnegativity constraints", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "79--93", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90100-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901006", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1992:MCR, author = "Badi H. Baltagi and Young-Jae Chang and Qi Li", title = "{Monte Carlo} results on several new and existing tests for the error component model", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "95--120", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90101-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290101V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griffiths:1992:TEL, author = "William Griffiths and George Judge", title = "Testing and estimating location vectors when the error covariance matrix is unknown", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "121--138", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90102-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290102W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:1992:HC, author = "Bruce E. Hansen", title = "Heteroskedastic cointegration", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "139--158", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90103-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290103X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kwiatkowski:1992:TNH, author = "Denis Kwiatkowski and Peter C. B. Phillips and Peter Schmidt and Yongcheol Shin", title = "Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "159--178", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90104-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290104Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cragg:1992:QAE, author = "John G. Cragg", title = "Quasi-{Aitken} estimation for heteroskedasticity of unknown form", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "179--201", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90105-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290105Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:1992:RBM, author = "Russell Davidson and James G. MacKinnon", title = "Regression-based methods for using control variates in {Monte Carlo} experiments", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "203--222", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90106-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901062", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:1992:TUR, author = "Alastair Hall", title = "Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "223--250", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90107-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Steigerwald:1992:AET, author = "Douglas G. Steigerwald", title = "Adaptive estimation in time series regression models", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "251--275", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90108-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See comment \cite{Potscher:1995:CAE} and reply \cite{Steigerwald:1995:RBM}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901084", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ansley:1992:CVG, author = "Craig F. Ansley and Robert Kohn and Thomas S. Shively", title = "Computing $p$-values for the generalized {Durbin--Watson} and other invariant test statistics", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "277--300", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90109-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901095", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ramsey:1992:IEN, author = "James B. Ramsey and Alvaro Montenegro", title = "Identification and estimation of noninvertible non-{Gaussian} {$ {\rm MA}(q) $} processes", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "301--320", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90110-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769290110D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fiebig:1992:POL, author = "Denzil G. Fiebig and Michael McAleer and Robert Bartels", title = "Properties of ordinary least squares estimators in regression models with nonspherical disturbances", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "321--334", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90111-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901114", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Selvanathan:1992:EAC, author = "E. A. Selvanathan and D. S. Prasada Rao", title = "An econometric approach to the construction of generalized {Theil--Tornqvist} indices for multilateral comparisons", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "335--346", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90112-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901125", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gurmu:1992:OTT, author = "Shiferaw Gurmu and Pravin K. Trivedi", title = "Overdispersion tests for truncated {Poisson} regression models", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "347--370", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90113-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901136", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Steigerwald:1992:FSB, author = "Douglas G. Steigerwald", title = "On the finite sample behavior of adaptive estimators", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "371--400", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90114-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901147", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "401--401", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(92)90115-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407692901158", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1992:POD, author = "Anonymous", title = "Pages 1--401 ({October--December 1992})", journal = j-J-ECONOMETRICS, volume = "54", number = "1--3", pages = "??--??", month = oct # "\slash " # dec, year = "1992", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1993:EIS, author = "Eric Ghysels", title = "{Editor}'s introduction: Seasonality and econometric models", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "1--8", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90001-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390001L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sims:1993:REM, author = "Christopher A. Sims", title = "Rational expectations modeling with seasonally adjusted data", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "9--19", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90002-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390002M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:1993:SAE, author = "Lars Peter Hansen and Thomas J. Sargent", title = "Seasonality and approximation errors in rational expectations models", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "21--55", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90003-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390003N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1993:ESA, author = "Eric Ghysels and Pierre Perron", title = "The effect of seasonal adjustment filters on tests for a unit root", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "57--98", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90004-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390004O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:1993:DES, author = "Francis X. Diebold", title = "Discussion: The effect of seasonal adjustment filters on tests for a unit root", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "99--103", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90005-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390005P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nerlove:1993:ISI, author = "Marc Nerlove and David Ross and Douglas Willson", title = "The importance of seasonality in inventory models: Evidence from business survey data", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "105--128", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90006-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390006Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:1993:ISI, author = "Jean-Marie Dufour", title = "The importance of seasonality in inventory models", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "129--133", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90007-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390007R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krane:1993:ISP, author = "Spencer D. Krane", title = "Induced seasonality and production-smoothing models of inventory behavior", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "135--168", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90008-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390008S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:1993:ISP, author = "Alastair Hall", title = "Induced seasonality and production-smoothing models of inventory behavior", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "169--172", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90009-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390009T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Canova:1993:FTS, author = "Fabio Canova", title = "Forecasting time series with common seasonal patterns", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "173--200", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90010-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:1993:FTS, author = "John Geweke", title = "Forecasting time series with common seasonal patterns", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "201--202", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90011-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390011S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Raynauld:1993:SBM, author = "Jacques Raynauld and Jean-Guy Simonato", title = "Seasonal {BVAR} models: A search along some time domain priors", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "203--229", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90012-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390012T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:1993:DSB, author = "Arnold Zellner", title = "Discussion: Seasonal {BVAR} models", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "231--234", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90013-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390013U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bell:1993:ESE, author = "William R. Bell and David W. Wilcox", title = "The effect of sampling error on the time series behavior of consumption data", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "235--265", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90014-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390014V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gregory:1993:ESE, author = "Allan W. Gregory and Tony Wirjanto", title = "The effect of sampling error on the time series behavior of consumption data", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "267--273", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90015-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390015W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:1993:JCF, author = "R. F. Engle and C. W. J. Granger and S. Hylleberg and H. S. Lee", title = "The {Japanese} consumption function", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "275--298", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90016-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390016X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Osborn:1993:SC, author = "Denise R. Osborn", title = "Seasonal cointegration", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "299--303", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90017-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390017Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Beaulieu:1993:SUR, author = "J. Joseph Beaulieu and Jeffrey A. Miron", title = "Seasonal unit roots in aggregate {U.S.} data", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "305--328", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90018-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390018Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dickey:1993:SUR, author = "David A. Dickey", title = "Seasonal unit roots in aggregate {U.S.} data", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "329--331", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90019-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900192", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dagum:1993:DLM, author = "Estela Bee Dagum and Beno{\^\i}t Quenneville", title = "Dynamic linear models for time series components", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "333--351", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90020-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900206", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Findley:1993:DLM, author = "David F. Findley", title = "Dynamic linear models for time series components", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "353--356", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90021-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390021V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "357--357", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90022-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390022W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PJF, author = "Anonymous", title = "Pages 1--357 ({January--February 1993})", journal = j-J-ECONOMETRICS, volume = "55", number = "1--2", pages = "??--??", month = jan # "\slash " # feb, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "ii--ii", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90097-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390097O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:1993:EI, author = "Cheng Hsiao and Paul Ruud", title = "{Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "1--3", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90098-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390098P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maravall:1993:SLT, author = "Agustin Maravall", title = "Stochastic linear trends: Models and estimators", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "5--37", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90099-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390099Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Durlauf:1993:TSP, author = "Steven N. Durlauf", title = "Time series properties of aggregate output fluctuations", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "39--56", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90100-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390100J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:1993:PCA, author = "M. H. Pesaran and R. G. Pierse and K. C. Lee", title = "Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the {U.S.} economy", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "57--88", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90101-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390101A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Min:1993:BNB, author = "Chung-ki Min and Arnold Zellner", title = "{Bayesian} and non-{Bayesian} methods for combining models and forecasts with applications to forecasting international growth rates", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "89--118", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90102-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390102B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:1993:TSI, author = "Robert F. Engle and David F. Hendry", title = "Testing superexogeneity and invariance in regression models", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "119--139", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90103-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390103C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vuong:1993:MCS, author = "Quang H. Vuong and Weiren Wang", title = "Minimum chi-square estimation and tests for model selection", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "141--168", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90104-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390104D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Weiss:1993:SAM, author = "Andrew A. Weiss", title = "Some aspects of measurement error in a censored regression model", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "169--188", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90105-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390105E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lillard:1993:SEH, author = "Lee A. Lillard", title = "Simultaneous equations for hazards: Marriage duration and fertility timing", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "189--217", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90106-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390106F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dubin:1993:EEI, author = "Jeffrey A. Dubin and Douglas Rivers", title = "Experimental estimates of the impact of wage subsidies", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "219--242", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90107-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390107G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arguea:1993:EIE, author = "Nestor M. Arguea and Cheng Hsiao", title = "Econometric issues of estimating hedonic price functions: With an application to the {U.S.} market for automobiles", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "243--267", month = mar, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90108-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390108H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PM, author = "Anonymous", title = "Pages 1--267 ({March 1993})", journal = j-J-ECONOMETRICS, volume = "56", number = "1--2", pages = "??--??", month = mar, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1993:TNN, author = "Tae-Hwy Lee and Halbert White and Clive W. J. Granger", title = "Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "269--290", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90122-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390122L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:1993:DTA, author = "Hyungtaik Ahn and Charles F. Manski", title = "Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "291--321", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90123-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390123M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1993:BAL, author = "Gary Koop and Dale J. Poirier", title = "{Bayesian} analysis of logit models using natural conjugate priors", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "323--340", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90124-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390124N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Laitila:1993:PRM, author = "Thomas Laitila", title = "A pseudo-{$R^2$} measure for limited and qualitative dependent variable models", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "341--355", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90125-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390125O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rilstone:1993:CLS, author = "Paul Rilstone", title = "Calculating the (local) semiparametric efficiency bounds for the generated regressors problem", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "357--370", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90126-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390126P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tsurumi:1993:ETT, author = "Hiroki Tsurumi and Peter Mehr", title = "Exogeneity tests in a truncated structural equation", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "371--396", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90127-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390127Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ryu:1993:MEE, author = "Hang K. Ryu", title = "Maximum entropy estimation of density and regression functions", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "397--440", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90128-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390128R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Iwata:1993:NMR, author = "Shigeru Iwata", title = "A note on multiple roots of the {Tobit} log likelihood", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "441--445", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90129-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390129S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "447--447", month = apr, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90130-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390130W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PAa, author = "Anonymous", title = "Pages 269--447 ({April 1993})", journal = j-J-ECONOMETRICS, volume = "56", number = "3", pages = "??--??", month = apr, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1993:QMR, author = "Myoung-jae Lee", title = "Quadratic mode regression", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "1--19", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90056-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390056B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gritz:1993:ITF, author = "R. Mark Gritz", title = "The impact of training on the frequency and duration of employment", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "21--51", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90057-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390057C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inder:1993:ELR, author = "Brett Inder", title = "Estimating long-run relationships in economics: A comparison of different approaches", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "53--68", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90058-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390058D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vijverberg:1993:MUP, author = "Wim P. M. Vijverberg", title = "Measuring the unidentified parameter of the extended {Roy} model of selectivity", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "69--89", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90059-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390059E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ryu:1993:SDA, author = "Keunkwan Ryu", title = "Structural duration analysis of management data", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "91--115", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90060-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390060I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ali:1993:RND, author = "Mukhtar M. Ali and Subhash C. Sharma", title = "Robustness to nonnormality of the {Durbin--Watson} test for autocorrelation", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "117--136", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90061-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900619", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bierens:1993:HOS, author = "Herman J. Bierens", title = "Higher-order sample autocorrelations and the unit root hypothesis", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "137--160", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90062-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390062A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanSoest:1993:CRD, author = "Arthur van Soest and Arie Kapteyn and Peter Kooreman", title = "Coherency and regularity of demand systems with equality and inequality constraints", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "161--188", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90063-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390063B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Friedman:1993:ALE, author = "Benjamin M. Friedman and Kenneth N. Kuttner", title = "Another look at the evidence on money-income causality", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "189--203", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90064-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390064C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zabel:1993:CNT, author = "Jeffrey E. Zabel", title = "A comparison of nonnested tests for misspecified models using the method of approximate slopes", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "205--232", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90065-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390065D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shively:1993:TAD, author = "Thomas S. Shively", title = "Testing for autoregressive disturbances in a time series regression with missing observations", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "233--255", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90066-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390066E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Morimune:1993:MTS, author = "Kimio Morimune and Shinichi Sakata", title = "Modified three-stage least squares estimator which is third-order efficient", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "257--276", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90067-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390067F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Whang:1993:TSP, author = "Yoon-Jae Whang and Donald W. K. Andrews", title = "Tests of specification for parametric and semiparametric models", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "277--318", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90068-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390068G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:1993:NAT, author = "Marcus J. Chambers", title = "A nonnested approach to testing continuous time models against discrete alternatives", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "319--343", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90069-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390069H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Osiewalski:1993:RBI, author = "Jacek Osiewalski and Mark F. J. Steel", title = "Robust {Bayesian} inference in elliptical regression models", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "345--363", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90070-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390070L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brooks:1993:APO, author = "Robert D. Brooks", title = "Alternative point-optimal tests for regression coefficient stability", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "365--376", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90071-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390071C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:1993:SAP, author = "M. Hashem Pesaran and Bahram Pesaran", title = "A simulation approach to the problem of computing {Cox}'s statistic for testing nonnested models", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "377--392", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90072-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390072D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ohtani:1993:TLR, author = "Kazuhiro Ohtani and Judith Giles", title = "Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "393--406", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90073-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390073E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "407--407", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90074-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390074F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "ifc--ifc", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90055-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390055A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PMJ, author = "Anonymous", title = "Pages 1--407 ({May--June 1993})", journal = j-J-ECONOMETRICS, volume = "57", number = "1--3", pages = "??--??", month = may # "\slash " # jun, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:EBc, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "ii--ii", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90109-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390109I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hardle:1993:NSA, author = "Wolfgang H{\"a}rdle and Charles F. Manski", title = "Nonparametric and semiparametric approaches to discrete response analysis", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "1--2", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90110-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390110Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:1993:SEC, author = "Hyungtaik Ahn and James L. Powell", title = "Semiparametric estimation of censored selection models with a nonparametric selection mechanism", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "3--29", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90111-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390111H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hardle:1993:HSA, author = "Wolfgang H{\"a}rdle and A. B. Tsybakov", title = "How sensitive are average derivatives?", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "31--48", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90112-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390112I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:1993:SEW, author = "Joel L. Horowitz", title = "Semiparametric estimation of a work-trip mode choice model", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "49--70", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90113-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390113J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ichimura:1993:SLS, author = "Hidehiko Ichimura", title = "Semiparametric least squares {(SLS)} and weighted {SLS} estimation of single-index models", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "71--120", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90114-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390114K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Manski:1993:DCS, author = "Charles F. Manski", title = "Dynamic choice in social settings: Learning from the experiences of others", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "121--136", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90115-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390115L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Matzkin:1993:NIE, author = "Rosa L. Matzkin", title = "Nonparametric identification and estimation of polychotomous choice models", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "137--168", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90116-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390116M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Newey:1993:EBS, author = "Whitney K. Newey and James L. Powell", title = "Efficiency bounds for some semiparametric selection models", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "169--184", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90117-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390117N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pinkse:1993:CSE, author = "C. A. P. Pinkse", title = "On the computation of semiparametric estimates in limited dependent variable models", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "185--205", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90118-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390118O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rodriguez-Campos:1993:NBC, author = "M. C. Rodr{\'\i}guez-Campos and R. Cao-Abad", title = "Nonparametric bootstrap confidence intervals for discrete regression functions", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "207--222", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90119-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390119P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sepanski:1993:SQV, author = "J. H. Sepanski and R. J. Carroll", title = "Semiparametric quasilikelihood and variance function estimation in measurement error models", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "223--256", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90120-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390120T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Thompson:1993:SEB, author = "T. Scott Thompson", title = "Some efficiency bounds for semiparametric discrete choice models", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "257--274", month = jul, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90121-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390121K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PJ, author = "Anonymous", title = "Pages 1--274 ({July 1993})", journal = j-J-ECONOMETRICS, volume = "58", number = "1--2", pages = "??--??", month = jul, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:1993:BRA, author = "Siddhartha Chib", title = "{Bayes} regression with autoregressive errors: A {Gibbs} sampling approach", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "275--294", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90046-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900468", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Silvapulle:1993:NTA, author = "Paramsothy Silvapulle and Maxwell L. King", title = "Nonnested testing for autocorrelation in the linear regression model", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "295--314", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90047-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900479", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mandy:1993:SUR, author = "David M. Mandy and Carlos Martins-Filho", title = "Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "315--346", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90048-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390048A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Borsch-Supan:1993:SUM, author = "Axel B{\"o}rsch-Supan and Vassilis A. Hajivassiliou", title = "Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "347--368", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90049-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390049B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ermini:1993:SGA, author = "Luigi Ermini and Clive W. J. Granger", title = "Some generalizations on the algebra of I(1) processes", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "369--384", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90050-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390050F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chow:1993:SMV, author = "K. Victor Chow and Karen C. Denning", title = "A simple multiple variance ratio test", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "385--401", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90051-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900516", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giles:1993:PTL, author = "Judith A. Giles", title = "Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Vol. 50, No. 3 (1991) pp. 377-398)", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "403--403", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90052-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900527", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krol:1993:ISD, author = "Robert Krol and Lee E. Ohanian", title = "The impact of stochastic and deterministic trends on money-output causality: A multi-country investigation (Vol. 45, No. 3 (1990) pp. 291-308)", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "405--405", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90053-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900538", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "407--407", month = aug, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90054-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900549", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PAb, author = "Anonymous", title = "Pages 275--407 ({August 1993})", journal = j-J-ECONOMETRICS, volume = "58", number = "3", pages = "??--??", month = aug, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:EBd, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "iv--iv", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90035-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900354", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carraro:1993:EIE, author = "Carlo Carraro and Franco Peracchi and Guglielmo Weber", title = "{Editors}' introduction: The econometrics of panels and pseudo panels", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "1--4", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90036-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900365", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:1993:SBI, author = "Christian Gourieroux and Alain Monfort", title = "Simulation-based inference: A survey with special reference to panel data models", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "5--33", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90037-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900376", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Honore:1993:OCT, author = "Bo E. Honor{\'e}", title = "Orthogonality conditions for {Tobit} models with fixed effects and lagged dependent variables", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "35--61", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90038-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900387", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:1993:GFP, author = "Cheng Hsiao and Trent W. Appelbe and Christopher R. Dineen", title = "A general framework for panel data models with an application to {Canadian} customer-dialed long distance telephone service", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "63--86", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90039-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900398", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arellano:1993:TCE, author = "Manuel Arellano", title = "On the testing of correlated effects with panel data", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "87--97", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90040-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390040C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moffitt:1993:IED, author = "Robert Moffitt", title = "Identification and estimation of dynamic models with a time series of repeated cross-sections", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "99--123", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90041-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900413", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Verbeek:1993:MME, author = "Marno Verbeek and Theo Nijman", title = "Minimum {MSE} estimation of a regression model with fixed effects from a series of cross-sections", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "125--136", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90042-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900424", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:1993:LSI, author = "Richard Blundell and Costas Meghir and Pedro Neves", title = "Labour supply and intertemporal substitution", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "137--160", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90043-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900435", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kurosawa:1993:MAT, author = "Masako Kurosawa and Stephen Pudney", title = "A method for the analysis of the timing and magnitude of events in a continuous-time panel: The effects of {British} incomes policy, 1950-1973", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "161--185", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90044-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900446", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Torelli:1993:MIJ, author = "Nicola Torelli and Ugo Trivellato", title = "Modelling inaccuracies in job-search duration data", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "187--211", month = sep, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90045-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900457", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PS, author = "Anonymous", title = "Pages 1--211 ({September 1993})", journal = j-J-ECONOMETRICS, volume = "59", number = "1--2", pages = "??--??", month = sep, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nowak:1993:IML, author = "Eugen Nowak", title = "The identification of multivariate linear dynamic errors-in-variables models", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "213--227", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90023-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390023X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Toda:1993:SEU, author = "Hiro Y. Toda and Peter C. B. Phillips", title = "The spurious effect of unit roots on vector autoregressions: An analytical study", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "229--255", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90024-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390024Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atkinson:1993:MTE, author = "Scott E. Atkinson and Christopher Cornwell", title = "Measuring technical efficiency with panel data: A dual approach", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "257--261", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90025-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390025Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:1993:TUR, author = "In Choi and Peter C. B. Phillips", title = "Testing for a unit root by frequency domain regression", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "263--286", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90026-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900262", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:1993:URT, author = "Kiwhan Kim and Peter Schmidt", title = "Unit root tests with conditional heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "287--300", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90027-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900273", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guilkey:1993:ETR, author = "David K. Guilkey and James L. Murphy", title = "Estimation and testing in the random effects probit model", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "301--317", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90028-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900284", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Braun:1993:MVA, author = "Phillip A. Braun and Stefan Mittnik", title = "Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "319--341", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90029-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900295", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Klein:1993:STB, author = "Roger W. Klein", title = "Specification tests for binary choice models based on index quantiles", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "343--375", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90030-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900309", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Holm:1993:MEL, author = "Juhani Holm", title = "Maximum entropy {Lorenz} curves", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "377--389", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90031-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390031Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Osiewalski:1993:BME, author = "Jacek Osiewalski and Mark F. J. Steel", title = "{Bayesian} marginal equivalence of elliptical regression models", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "391--403", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90032-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769390032Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1993:MCR, author = "Badi H. Baltagi and Young-Jae Chang and Qi Li", title = "{Monte Carlo} results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "405--405", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90033-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900332", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "407--408", month = oct, year = "1993", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)90034-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693900343", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1993:PO, author = "Anonymous", title = "Pages 213--408 ({October 1993})", journal = j-J-ECONOMETRICS, volume = "59", number = "3", pages = "??--??", month = oct, year = "1993", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:1994:DLM, author = "Chang-Jin Kim", title = "Dynamic linear models with {Markov}-switching", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "1--22", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90036-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900361", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Potscher:1994:GUC, author = "Benedikt M. P{\"o}tscher and Ingmar R. Prucha", title = "Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "23--63", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90037-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769490037X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goffe:1994:GOS, author = "William L. Goffe and Gary D. Ferrier and John Rogers", title = "Global optimization of statistical functions with simulated annealing", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "65--99", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90038-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900388", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schmertmann:1994:SBC, author = "Carl P. Schmertmann", title = "Selectivity bias correction methods in polychotomous sample selection models", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "101--132", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90039-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900396", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mensah:1994:SKD, author = "Yaw M. Mensah", title = "A simplification of the {Kopp--Diewert} method of decomposing cost efficiency and some implications", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "133--144", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90040-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769490040X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hwang:1994:CSC, author = "J. T. Gene Hwang and Aman Ullah", title = "Confidence sets centered at {James--Stein} estimators: A surprise concerning the unknown-variance case", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "145--156", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90041-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900418", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:1994:EDV, author = "Murray D. Smith", title = "Exact densities for variance estimators of the structural disturbances in simultaneous equations models", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "157--180", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90042-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900426", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shephard:1994:LSM, author = "Neil Shephard", title = "Local scale models: State space alternative to integrated {GARCH} processes", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "181--202", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90043-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900434", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gonzalo:1994:FAM, author = "Jesus Gonzalo", title = "Five alternative methods of estimating long-run equilibrium relationships", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "203--233", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90044-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900442", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Swofford:1994:RPT, author = "James L. Swofford and Gerald A. Whitney", title = "A revealed preference test for weakly separable utility maximization with incomplete adjustment", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "235--249", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90045-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900450", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dezhbakhsh:1994:TAP, author = "Hashem Dezhbakhsh and Jerry G. Thursby", title = "Testing for autocorrelation in the presence of lagged dependent variables: A specification error approach", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "251--272", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90046-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900469", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jaggia:1994:JSS, author = "Sanjiv Jaggia and Pravin K. Trivedi", title = "Joint and separate score tests for state dependence and unobserved heterogeneity", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "273--291", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90047-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900477", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCall:1994:SDD, author = "Brian P. McCall", title = "Specification diagnostics for duration models: A martingale approach", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "293--312", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90048-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900485", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:1994:SRR, author = "In Choi", title = "Spurious regressions and residual-based tests for cointegration when regressors are cointegrated", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "313--320", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90049-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900493", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:1994:TUR, author = "Alastair Hall", title = "Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "321--321", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90050-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900507", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:Aa, author = "Anonymous", title = "Acknowledgement", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "323--324", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90051-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900515", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "325--325", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90052-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900523", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "ifc--ifc", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90035-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900353", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PJF, author = "Anonymous", title = "Pages 1--325 ({January--February 1994})", journal = j-J-ECONOMETRICS, volume = "60", number = "1--2", pages = "??--??", month = jan # "\slash " # feb, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "iv--iv", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90072-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900728", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Neuman:1994:ELM, author = "Shoshana Neuman and Jacques Silber", title = "The econometrics of labor market segregation and discrimination", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "1--4", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90073-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900736", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oaxaca:1994:DDW, author = "Ronald L. Oaxaca and Michael R. Ransom", title = "On discrimination and the decomposition of wage differentials", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "5--21", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90074-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900744", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Polachek:1994:PEG, author = "Solomon W. Polachek and Moon-Kak Kim", title = "Panel estimates of the gender earnings gap: Individual-specific intercept and individual-specific slope models", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "23--42", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90075-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900752", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Slottje:1994:NMD, author = "Daniel J. Slottje and Joseph G. Hirschberg and Kathy J. Hayes and Gerald W. Scully", title = "A new method for detecting individual and group labor market discrimination", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "43--64", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90076-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900760", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hirschberg:1994:EBA, author = "Joseph G. Hirschberg and Daniel J. Slottje", title = "An empirical {Bayes} approach to analyzing earnings functions for various occupations and industries", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "65--79", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90077-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900779", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jenkins:1994:EDM, author = "Stephen P. Jenkins", title = "Earnings discrimination measurement: A distributional approach", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "81--102", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90078-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900787", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conway:1994:AED, author = "Delores A. Conway and Harry V. Roberts", title = "Analysis of employment discrimination through homogeneous job groups", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "103--131", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90079-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900795", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deutsch:1994:MOS, author = "Joseph Deutsch and Yves Fl{\"u}ckiger and Jacques Silber", title = "Measuring occupational segregation: Summary statistics and the impact of classification errors and aggregation", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "133--146", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90080-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900809", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yitzhaki:1994:EDO, author = "Shlomo Yitzhaki", title = "Economic distance and overlapping of distributions", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "147--159", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90081-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900817", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boisso:1994:OSM, author = "Dale Boisso and Kathy Hayes and Joseph Hirschberg and Jacques Silber", title = "Occupational segregation in the multidimensional case: Decomposition and tests of significance", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "161--171", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90082-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900825", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Niesing:1994:UEM, author = "Willem Niesing and Bernard M. S. van Praag and Justus Veenman", title = "The unemployment of ethnic minority groups in the {Netherlands}", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "173--196", month = mar, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90083-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900833", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PMa, author = "Anonymous", title = "Pages 1--196 ({March 1994})", journal = j-J-ECONOMETRICS, volume = "61", number = "1", pages = "??--??", month = mar, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maravall:1994:EUM, author = "Agust{\'\i}n Maravall and Alexandre Mathis", title = "Encompassing univariate models in multivariate time series: A case study", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "197--233", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90084-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900841", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Squires:1994:FBU, author = "Dale Squires", title = "Firm behavior under input rationing", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "235--257", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90085-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769490085X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abeysinghe:1994:DSM, author = "Tilak Abeysinghe", title = "Deterministic seasonal models and spurious regressions", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "259--272", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90086-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900868", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vandenBroeck:1994:SFM, author = "Julien van den Broeck and Gary Koop and Jacek Osiewalski and Mark F. J. Steel", title = "Stochastic frontier models: A {Bayesian} perspective", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "273--303", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90087-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900876", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1994:STS, author = "Lung-fei Lee", title = "Semiparametric two-stage estimation of sample selection models subject to {Tobit}-type selection rules", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "305--344", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90088-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900884", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hughes:1994:MCS, author = "Gordon A. Hughes and N. E. Savin", title = "Is the minimum chi-square estimator the winner in logit regression?", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "345--366", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90089-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900892", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hisamatsu:1994:DDW, author = "Hiroyuki Hisamatsu and Koichi Maekawa", title = "The distribution of the {Durbin--Watson} statistic in integrated and near-integrated models", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "367--382", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90090-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900906", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Small:1994:EPS, author = "John P. Small", title = "The exact powers of some autocorrelation tests when the disturbances are heteroscedastic", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "383--394", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90091-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900914", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:1994:BBC, author = "Joel L. Horowitz", title = "Bootstrap-based critical values for the information matrix test", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "395--411", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90092-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900922", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Iwata:1994:ETW, author = "Shigeru Iwata", title = "On estimation and testing when explanatory variables are partly endogenous", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "413--428", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90093-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900930", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "429--430", month = apr, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90094-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900949", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PAa, author = "Anonymous", title = "Pages 197--430 ({April 1994})", journal = j-J-ECONOMETRICS, volume = "61", number = "2", pages = "??--??", month = apr, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson-Courtney:1994:JES, author = "Linda Anderson-Courtney", title = "{{\booktitle{Journal of Econometrics}}}: Subject and author index: volumes 51--60, 1992--1994", journal = j-J-ECONOMETRICS, volume = "62", number = "1", pages = "1--2", month = may, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90003-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900035", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:SI, author = "Anonymous", title = "Subject index", journal = j-J-ECONOMETRICS, volume = "62", number = "1", pages = "3--50", month = may, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90004-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900043", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:AI, author = "Anonymous", title = "Author index", journal = j-J-ECONOMETRICS, volume = "62", number = "1", pages = "51--66", month = may, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90005-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900051", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:EBc, author = "Anonymous", title = "Editorial board", journal = j-J-ECONOMETRICS, volume = "62", number = "1", pages = "ifc--ifc", month = may, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90002-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900027", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PMb, author = "Anonymous", title = "Pages 1--66 ({May 1994})", journal = j-J-ECONOMETRICS, volume = "62", number = "1", pages = "??--??", month = may, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1994:IPC, author = "Badi H. Baltagi and Young-Jae Chang", title = "Incomplete panels: A comparative study of alternative estimators for the unbalanced one-way error component regression model", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "67--89", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90017-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900175", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McManus:1994:MOA, author = "Douglas A. McManus and John C. Nankervis and N. E. Savin", title = "Multiple optima and asymptotic approximations in the partial adjustment model", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "91--128", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90018-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900183", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ullah:1994:MRQ, author = "Aman Ullah and Virendra K. Srivastava", title = "Moments of the ratio of quadratic forms in non-normal variables with econometric examples", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "129--141", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90019-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900191", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ai:1994:SEB, author = "Chunrong Ai", title = "A semiparametric efficiency bound of a disequilibrium model without observed regime", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "143--163", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90020-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900205", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Laroque:1994:ECD, author = "Guy Laroque and Bernard Salani{\'e}", title = "Estimating the canonical disequilibrium model: Asymptotic theory and finite sample properties", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "165--210", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90021-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900213", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lin:1994:TCR, author = "Chien-Fu Jeff Lin and Timo Ter{\"a}svirta", title = "Testing the constancy of regression parameters against continuous structural change", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "211--228", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90022-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900221", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nabeya:1994:LAD, author = "Seiji Nabeya and Pierre Perron", title = "Local asymptotic distribution related to the {AR(1)} model with dependent errors", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "229--264", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90023-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769490023X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:1994:STD, author = "Gordon Anderson", title = "Simple tests of distributional form", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "265--276", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90024-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900248", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ruggiero:1994:BSE, author = "Mich{\`e}le Ruggiero", title = "{Bayesian} semiparametric estimation of proportional hazards models", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "277--300", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90025-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900256", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheung:1994:MLE, author = "Yin-Wong Cheung and Francis X. Diebold", title = "On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "301--316", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90026-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900264", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:1994:EPN, author = "Sung K. Ahn and Gregory C. Reinsel", title = "Estimation of partially nonstationary vector autoregressive models with seasonal behavior", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "317--350", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90027-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900272", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Small:1994:AGE, author = "Kenneth A. Small", title = "Approximate generalized extreme value models of discrete choice", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "351--382", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90028-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900280", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:1994:ART, author = "T. W. Anderson and Naoto Kunitomo", title = "Asymptotic robustness of tests of overidentification and predeterminedness", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "383--414", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90029-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900299", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1994:TUR, author = "Eric Ghysels and Hahn S. Lee and Jaesum Noh", title = "Testing for unit roots in seasonal time series: Some theoretical extensions and a {Monte Carlo} investigation", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "415--442", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90030-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900302", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "443--443", month = jun, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90031-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900310", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PJa, author = "Anonymous", title = "Pages 67--444 ({June 1994})", journal = j-J-ECONOMETRICS, volume = "62", number = "2", pages = "??--??", month = jun, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:EBd, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "ii--ii", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90034-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900345", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kiviet:1994:SDE, author = "Jan F. Kiviet and Herman K. van Dijk", title = "Structure and dynamics in econometrics", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "1--5", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01558-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015584", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:1994:ILR, author = "S{\o}ren Johansen and Katarina Juselius", title = "Identification of the long-run and the short-run structure an application to the {ISLM} model", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "7--36", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01559-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015595", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:1994:TUR, author = "H. Peter Boswijk", title = "Testing for an unstable root in conditional and structural error correction models", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "37--60", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01560-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015609", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:1994:DCT, author = "Frank Kleibergen and Herman K. van Dijk", title = "Direct cointegration testing in error correction models", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "61--103", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01561-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769301561Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stock:1994:DB, author = "James H. Stock", title = "Deciding between I(1) and I(0)", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "105--131", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01562-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769301562Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franses:1994:MAM, author = "Philip Hans Franses", title = "A multivariate approach to modeling univariate seasonal time series", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "133--151", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01563-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015632", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haldrup:1994:ASE, author = "Niels Haldrup", title = "The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "153--181", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01564-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015643", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gregoir:1994:PCE, author = "St{\'e}phane Gregoir and Guy Laroque", title = "Polynomial cointegration estimation and test", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "183--214", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01565-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015654", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kiviet:1994:BAR, author = "Jan F. Kiviet and Garry D. A. Phillips", title = "Bias assessment and reduction in linear error-correction models", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "215--243", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01566-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015665", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Govaerts:1994:ESL, author = "Bernadette Govaerts and David F. Hendry and Jean-Fran{\c{c}}ois Richard", title = "Encompassing in stationary linear dynamic models", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "245--270", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01567-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015676", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boudjellaba:1994:SCN, author = "Hafida Boudjellaba and Jean-Marie Dufour and Roch Roy", title = "Simplified conditions for noncausality between vectors in multivariate {ARMA} models", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "271--287", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01568-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015687", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ruiz:1994:QML, author = "Esther Ruiz", title = "Quasi-maximum likelihood estimation of stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "289--306", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01569-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See \cite{Andersen:1997:GQA,Ruiz:1997:QGE}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015698", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lippi:1994:VAN, author = "Marco Lippi and Lucrezia Reichlin", title = "{VAR} analysis, nonfundamental representations, {Blaschke} matrices", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "307--325", month = jul, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01570-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769301570C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PJb, author = "Anonymous", title = "Pages 1--325 ({July 1994})", journal = j-J-ECONOMETRICS, volume = "63", number = "1", pages = "??--??", month = jul, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poirier:1994:JPL, author = "Dale Poirier", title = "{Jeffreys}' prior for logit models", journal = j-J-ECONOMETRICS, volume = "63", number = "2", pages = "327--339", month = aug, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01556-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015562", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1994:SIV, author = "Lung-Fei Lee", title = "Semiparametric instrumental variable estimation of simultaneous equation sample selection models", journal = j-J-ECONOMETRICS, volume = "63", number = "2", pages = "341--388", month = aug, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01571-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015713", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koning:1994:CNL, author = "Ruud H. Koning and Geert Ridder", title = "On the compatibility of nested logit models with utility maximization: A comment", journal = j-J-ECONOMETRICS, volume = "63", number = "2", pages = "389--396", month = aug, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01557-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015573", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanderLeeuw:1994:CMA, author = "Jan van der Leeuw", title = "The covariance matrix of {ARMA} errors in closed form", journal = j-J-ECONOMETRICS, volume = "63", number = "2", pages = "397--405", month = aug, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90032-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900329", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "63", number = "2", pages = "407--407", month = aug, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90033-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900337", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PAb, author = "Anonymous", title = "Pages 327--408 ({August 1994})", journal = j-J-ECONOMETRICS, volume = "63", number = "2", pages = "??--??", month = aug, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:Ab, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "1--1", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90054-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769490054X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bewley:1994:CBT, author = "Ronald Bewley and David Orden and Minxian Yang and Lance A. Fisher", title = "Comparison of {Box--Tiao} and {Johansen} canonical estimators of cointegrating vectors in {$ {\rm VEC}(1) $} models", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "3--27", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90055-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900558", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Szroeter:1994:EFS, author = "Jerzy Szroeter", title = "Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "29--43", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90056-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900566", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dhrymes:1994:STS, author = "Phoebus J. Dhrymes", title = "Specification tests in simultaneous equations systems", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "45--76", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90057-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900574", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shively:1994:TLS, author = "Thomas S. Shively and Robert Kohn and Craig F. Ansley", title = "Testing for linearity in a semiparametric regression model", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "77--96", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90058-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900582", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Froeb:1994:MCS, author = "Luke Froeb and Robert Koyak", title = "Measuring and comparing smoothness in time series the production smoothing hypothesis", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "97--122", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90059-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900590", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:1994:PAE, author = "Robert F. Phillips", title = "Partially adaptive estimation via a normal mixture", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "123--144", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90060-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900604", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dagenais:1994:PER, author = "Marcel G. Dagenais", title = "Parameter estimation in regression models with errors in the variables and autocorrelated disturbances", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "145--163", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90061-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900612", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Borjas:1994:TSE, author = "George J. Borjas and Glenn T. Sueyoshi", title = "A two-stage estimator for probit models with structural group effects", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "165--182", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90062-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900620", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:1994:BIR, author = "Siddhartha Chib and Edward Greenberg", title = "{Bayes} inference in regression models with {ARMA} ( p, q ) errors", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "183--206", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90063-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900639", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCulloch:1994:ELA, author = "Robert McCulloch and Peter E. Rossi", title = "An exact likelihood analysis of the multinomial probit model", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "207--240", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90064-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900647", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Honore:1994:PDE, author = "Bo E. Honor{\'e} and James L. Powell", title = "Pairwise difference estimators of censored and truncated regression models", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "241--278", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90065-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900655", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Thoma:1994:SIA, author = "Mark A. Thoma", title = "Subsample instability and asymmetries in money-income causality", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "279--306", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90066-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900663", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hamilton:1994:ACH, author = "James D. Hamilton and Raul Susmel", title = "Autoregressive conditional heteroskedasticity and changes in regime", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "307--333", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90067-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900671", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:1994:SET, author = "Bing Cheng and P. M. Robinson", title = "Semiparametric estimation from time series with long-range dependence", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "335--353", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90068-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769490068X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:1994:CES, author = "Richard Blundell and Richard J. Smith", title = "Coherency and estimation in simultaneous models with censored or qualitative dependent variables", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "355--373", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90069-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900698", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Danielsson:1994:SVA, author = "Jon Danielsson", title = "Stochastic volatility in asset prices estimation with simulated maximum likelihood", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "375--400", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90070-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900701", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "401--401", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90071-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769490071X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:EBe, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "ifc--ifc", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)90053-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694900531", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1994:PSO, author = "Anonymous", title = "Pages 1--401 ({September--October 1994})", journal = j-J-ECONOMETRICS, volume = "64", number = "1--2", pages = "??--??", month = sep # "\slash " # oct, year = "1994", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "ii--ii", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90011-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769590011X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fuss:1995:EI, author = "Melvyn Fuss and Ariel Pakes", title = "{Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "1--8", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01595-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401595Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Berndt:1995:HTC, author = "Ernst R. Berndt and Catherine J. Morrison", title = "High-tech capital formation and economic performance in {U.S.} manufacturing industries An exploratory analysis", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "9--43", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01596-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401596R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bregman:1995:PCS, author = "Arie Bregman and Melvyn Fuss and Haim Regev", title = "The production and cost structure of {Israeli} industry Evidence from individual firm data", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "45--81", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01597-S", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401597S", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bresnahan:1995:GPT, author = "Timothy F. Bresnahan and M. Trajtenberg", title = "General purpose technologies `Engines of growth'?", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "83--108", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01598-T", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401598T", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Buchinsky:1995:QRB, author = "Moshe Buchinsky", title = "Quantile regression, {Box--Cox} transformation model, and the {U.S.} wage structure, 1963--1987", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "109--154", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01599-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401599U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fisher:1995:PTM, author = "Franklin M. Fisher", title = "The production-theoretic measurement of input price and quantity indices", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "155--174", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01600-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016005", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griliches:1995:FPI, author = "Zvi Griliches and Haim Regev", title = "Firm productivity in {Israeli} industry 1979--1988", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "175--203", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01601-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401601U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:1995:NEV, author = "J. A. Hausman and W. K. Newey and J. L. Powell", title = "Nonlinear errors in variables Estimation of some {Engel} curves", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "205--233", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01602-V", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401602V", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Holly:1995:RLF, author = "Alberto Holly", title = "A random linear functional approach to efficiency bounds", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "235--261", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01603-W", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401603W", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:1995:ERB, author = "Bronwyn H. Hall and Jacques Mairesse", title = "Exploring the relationship between {R\&D} and productivity in {French} manufacturing firms", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "263--293", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01604-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401604X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pakes:1995:LTS, author = "Ariel Pakes and Steven Olley", title = "A limit theorem for a smooth class of semiparametric estimators", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "295--332", month = jan, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01605-Y", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401605Y", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PJa, author = "Anonymous", title = "Pages 1--332 ({January 1995})", journal = j-J-ECONOMETRICS, volume = "65", number = "1", pages = "??--??", month = jan, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pierse:1995:TAP, author = "R. G. Pierse and A. J. Snell", title = "Temporal aggregation and the power of tests for a unit root", journal = j-J-ECONOMETRICS, volume = "65", number = "2", pages = "333--345", month = feb, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01589-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769301589E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Donald:1995:TSE, author = "Stephen G. Donald", title = "Two-step estimation of heteroskedastic sample selection models", journal = j-J-ECONOMETRICS, volume = "65", number = "2", pages = "347--380", month = feb, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01590-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769301590I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1995:SML, author = "Lung-fei Lee", title = "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models", journal = j-J-ECONOMETRICS, volume = "65", number = "2", pages = "381--428", month = feb, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(93)01591-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407693015919", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "65", number = "2", pages = "429--429", month = feb, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90019-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900195", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PF, author = "Anonymous", title = "Pages 333--429 ({February 1995})", journal = j-J-ECONOMETRICS, volume = "65", number = "2", pages = "??--??", month = feb, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "iv--v", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90003-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900039", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:1995:SEN, author = "Minbo Kim and R. Carter-Hill", title = "Shrinkage estimation in nonlinear regression The {Box--Cox} transformation", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "1--33", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01606-Z", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401606Z", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Magdalinos:1995:ASC, author = "Michael A. Magdalinos and Spyridon D. Symeonides", title = "Alternative size corrections for some {GLS} test statistics the case of the {AR(1)} model", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "35--59", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01607-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016072", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chirinko:1995:NLH, author = "Robert S. Chirinko", title = "Nonconvexities, labor hoarding, technology shocks, and procyclical productivity a structural econometric analysis", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "61--98", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01608-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016083", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Srivastava:1995:EPF, author = "V. K. Srivastava and Koichi Maekawa", title = "Efficiency properties of feasible generalized least squares estimators in {SURE} models under non-normal disturbances", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "99--121", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01609-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016094", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Potscher:1995:CAE, author = "Benedikt M. P{\"o}tscher", title = "Comment on {`Adaptive estimation in time series regression models' by D. G. Steigerwald}", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "123--129", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01610-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See \cite{Steigerwald:1992:AET} reply \cite{Steigerwald:1995:RBM}.", URL = "http://www.sciencedirect.com/science/article/pii/030440769401610C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Steigerwald:1995:RBM, author = "Douglas G. Steigerwald", title = "Reply to {B. M. P{\"o}tscher}'s comment on `Adaptive estimation in time series regression models'", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "131--132", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01611-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See \cite{Potscher:1995:CAE,Steigerwald:1992:AET}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016113", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McDonald:1995:GBDa, author = "James B. McDonald and Yexiao J. Xu", title = "A generalization of the beta distribution with applications", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "133--152", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01612-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016124", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lucas:1995:ORU, author = "Andr{\'e} Lucas", title = "An outlier robust unit root test with an application to the extended {Nelson}-Plosser data", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "153--173", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01613-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016135", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brown:1995:SSR, author = "Bryan W. Brown and Mary Beth Walker", title = "Stochastic specification in random production models of cost-minimizing firms", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "175--205", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01614-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016146", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Attfield:1995:BAL, author = "C. L. F. Attfield", title = "A {Bartlett} adjustment to the likelihood ratio test for a system of equations", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "207--223", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01615-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016157", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Toda:1995:SIV, author = "Hiro Y. Toda and Taku Yamamoto", title = "Statistical inference in vector autoregressions with possibly integrated processes", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "225--250", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01616-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016168", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bansal:1995:NES, author = "Ravi Bansal and A. Ronald Gallant and Robert Hussey and George Tauchen", title = "Nonparametric estimation of structural models for high-frequency currency market data", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "251--287", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01618-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401618A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dorfman:1995:NBT, author = "Jeffrey H. Dorfman", title = "A numerical {Bayesian} test for cointegration of {AR} processes", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "289--324", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01619-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401619B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lancaster:1995:OSF, author = "Tony Lancaster and Guido Imbens", title = "Optimal stock/flow panels", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "325--348", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01620-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401620F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galbraith:1995:TEC, author = "John W. Galbraith and Victoria Zinde-Walsh", title = "Transforming the error-components model for estimation with general {ARMA} disturbances", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "349--355", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01621-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016216", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:1995:SST, author = "C. W. J. Granger and Pierre L. Siklos", title = "Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "357--369", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01622-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016227", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "371--371", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90005-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900055", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PMA, author = "Anonymous", title = "Pages 1--371 ({March--April 1995})", journal = j-J-ECONOMETRICS, volume = "66", number = "1--2", pages = "??--??", month = mar # "\slash " # apr, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:EBc, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "ii--ii", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90033-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900330", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Keuzenkamp:1995:EIS, author = "Hugo A. Keuzenkamp and Jan R. Magnus", title = "{Editors}' introduction: The significance of testing in econometrics", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "1--3", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01623-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016238", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Keuzenkamp:1995:TSE, author = "Hugo A. Keuzenkamp and Jan R. Magnus", title = "On tests and significance in econometrics", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "5--24", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01624-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016249", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mirowski:1995:TWT, author = "Philip Mirowski", title = "Three ways to think about testing in econometrics", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "25--46", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01625-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401625A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cartwright:1995:PE, author = "Nancy Cartwright", title = "Probabilities and experiments", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "47--59", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01626-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401626B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:1995:RTE, author = "M. Hashem Pesaran and Ron Smith", title = "The role of theory in econometrics", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "61--79", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01627-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401627C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:1995:EMP, author = "Jinbang Kim and Neil {De Marchi} and Mary S. Morgan", title = "Empirical model particularities and belief in the natural rate hypothesis", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "81--102", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01628-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401628D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Keuzenkamp:1995:RFH, author = "Hugo A. Keuzenkamp and Anton P. Barten", title = "Rejection without falsification on the history of testing the homogeneity condition in the theory of consumer demand", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "103--127", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01629-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401629E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boumans:1995:FTB, author = "Marcel Boumans", title = "{Frisch} on testing of business cycle theories", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "129--147", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01630-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401630I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McAleer:1995:STE, author = "Michael McAleer", title = "The significance of testing empirical non-nested models", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "149--171", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01631-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016319", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:1995:CTE, author = "Clive W. J. Granger and Maxwell L. King and Halbert White", title = "Comments on testing economic theories and the use of model selection criteria", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "173--187", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01632-A", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401632A", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Spanos:1995:TTE, author = "Aris Spanos", title = "On theory testing in econometrics: Modeling with nonexperimental data", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "189--226", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01633-B", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401633B", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hardle:1995:NDM, author = "Wolfgang H{\"a}rdle and Alan Kirman", title = "Nonclassical demand: A model-free examination of price--quantity relations in the {Marseille} fish market", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "227--257", month = may, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01634-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401634C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PM, author = "Anonymous", title = "Pages 1--257 ({May 1995})", journal = j-J-ECONOMETRICS, volume = "67", number = "1", pages = "??--??", month = may, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diewert:1995:FFF, author = "W. E. Diewert and T. J. Wales", title = "Flexible functional forms and tests of homogeneous separability", journal = j-J-ECONOMETRICS, volume = "67", number = "2", pages = "259--302", month = jun, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01617-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016179", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nelson:1995:FFM, author = "Daniel B. Nelson and Dean P. Foster", title = "Filtering and forecasting with misspecified {ARCH} models {II}: Making the right forecast with the wrong model", journal = j-J-ECONOMETRICS, volume = "67", number = "2", pages = "303--335", month = jun, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01635-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401635D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:1995:NTS, author = "Hyungtaik Ahn", title = "Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty", journal = j-J-ECONOMETRICS, volume = "67", number = "2", pages = "337--378", month = jun, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01636-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401636E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:1995:CNH, author = "Arthur Lewbel", title = "Consistent nonparametric hypothesis tests with an application to {Slutsky} symmetry", journal = j-J-ECONOMETRICS, volume = "67", number = "2", pages = "379--401", month = jun, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01637-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401637F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "67", number = "2", pages = "403--403", month = jun, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90017-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900179", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PJb, author = "Anonymous", title = "Pages 259--403 ({June 1995})", journal = j-J-ECONOMETRICS, volume = "67", number = "2", pages = "??--??", month = jun, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:EBd, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "ii--iii", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90007-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900071", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1995:EIP, author = "Badi H. Baltagi", title = "{Editor}'s introduction Panel data", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "1--4", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90009-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900098", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:1995:EEM, author = "Seung C. Ahn and Peter Schmidt", title = "Efficient estimation of models for dynamic panel data", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "5--27", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01641-C", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401641C", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arellano:1995:ALI, author = "Manuel Arellano and Olympia Bover", title = "Another look at the instrumental variable estimation of error-components models", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "29--51", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01642-D", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401642D", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kiviet:1995:BIE, author = "Jan F. Kiviet", title = "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "53--78", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01643-E", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401643E", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:1995:ELR, author = "M. Hashem Pesaran and Ron Smith", title = "Estimating long-run relationships from dynamic heterogeneous panels", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "79--113", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01644-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401644F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:1995:SCP, author = "Jeffrey M. Wooldridge", title = "Selection corrections for panel data models under conditional mean independence assumptions", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "115--132", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01645-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401645G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1995:TAA, author = "Badi H. Baltagi and Qi Li", title = "Testing {AR(1)} against {MA(1)} disturbances in an error component model", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "133--151", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01646-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401646H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Peracchi:1995:HRM, author = "Franco Peracchi and Finis Welch", title = "How representative are matched cross-sections? {Evidence} from the {Current Population Survey}", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "153--179", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01647-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401647I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moulton:1995:IIC, author = "Brent R. Moulton", title = "Interarea indexes of the cost of shelter using hedonic quality adjustment techniques", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "181--204", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01648-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401648J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davies:1995:NFA, author = "Anthony Davies and Kajal Lahiri", title = "A new framework for analyzing survey forecasts using three-dimensional panel data", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "205--227", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01649-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401649K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maddala:1995:UCP, author = "G. S. Maddala and M. Nimalendran", title = "An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "229--242", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01650-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401650O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Berndt:1995:EEP, author = "Ernst R. Berndt and Zvi Griliches and Neal J. Rappaport", title = "Econometric estimates of price indexes for personal computers in the 1990's", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "243--268", month = jul, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01651-F", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401651F", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PJc, author = "Anonymous", title = "Pages 1--268 ({July 1995})", journal = j-J-ECONOMETRICS, volume = "68", number = "1", pages = "??--??", month = jul, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Skeels:1995:SEP, author = "Christopher L. Skeels and Larry W. Taylor", title = "On a simultaneous equations pre-test estimator", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "269--286", month = aug, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01638-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401638G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vinod:1995:DBS, author = "H. D. Vinod", title = "Double bootstrap for shrinkage estimators", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "287--302", month = aug, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01639-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401639H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Buchinsky:1995:EAC, author = "Moshe Buchinsky", title = "Estimating the asymptotic covariance matrix for quantile regression models a {Monte Carlo} study", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "303--338", month = aug, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01652-G", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401652G", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:1995:HAM, author = "Siddhartha Chib and Edward Greenberg", title = "Hierarchical analysis of {SUR} models with extensions to correlated serial errors and time-varying parameter models", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "339--360", month = aug, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01653-H", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401653H", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Neudecker:1995:HLR, author = "Heinz Neudecker and Wolfgang Polasek and Shuangzhe Liu", title = "The heteroskedastic linear regression model and the {Hadamard} product a note", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "361--366", month = aug, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01655-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401655J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stutzer:1995:BAD, author = "Michael Stutzer", title = "A {Bayesian} approach to diagnosis of asset pricing models", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "367--397", month = aug, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01656-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401656K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "399--399", month = aug, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90031-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900314", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PA, author = "Anonymous", title = "Pages 269--399 ({August 1995})", journal = j-J-ECONOMETRICS, volume = "68", number = "2", pages = "??--??", month = aug, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:EBe, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "ii--ii", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90001-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900012", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauwens:1995:EIB, author = "Luc Bauwens and Michel Lubrano", title = "{Editors}' introduction {Bayesian} and classical econometric modeling of time series", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "1--4", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01659-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = 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J. Steel", title = "{Bayesian} long-run prediction in time series models", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "61--80", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01662-J", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401662J", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lubrano:1995:TUR, author = "Michel Lubrano", title = "Testing for unit roots in a {Bayesian} framework", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "81--109", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01663-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401663K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:1995:IRL, author = "S{\o}ren Johansen", title = "Identifying restrictions of linear equations with applications to simultaneous equations and cointegration", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "111--132", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01664-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401664L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:1995:EIC, author = "H. Peter Boswijk", title = "Efficient inference on cointegration parameters in structural error correction models", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "133--158", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01665-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401665M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ericsson:1995:CSE, author = "Neil R. Ericsson", title = "Conditional and structural error correction models", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "159--171", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01666-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401666N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:1995:CSE, author = "H. Peter Boswijk", title = "Conditional and structural error correction models reply", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "173--175", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01667-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401667O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Urbain:1995:PVF, author = "Jean-Pierre Urbain", title = "Partial versus full system modelling of cointegrated systems an empirical illustration", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "177--210", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01668-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401668P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Juselius:1995:DPP, author = "Katarina Juselius", title = "Do purchasing power parity and uncovered interest rate parity hold in the long run? {An} example of likelihood inference in a multivariate time-series model", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "211--240", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01669-Q", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401669Q", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kiviet:1995:BOG, author = "Jan F. Kiviet and Garry D. A. Phillips and Bernhard Schipp", title = "The bias of {OLS}, {GLS}, and {ZEF} estimators in dynamic seemingly unrelated regression models", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "241--266", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01670-U", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401670U", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mizon:1995:SMA, author = "Grayham E. Mizon", title = "A simple message for autocorrelation correctors: Don't", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "267--288", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01671-L", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401671L", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:1995:BMS, author = "Peter C. B. Phillips", title = "{Bayesian} model selection and prediction with empirical applications", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "289--331", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01672-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401672M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Palm:1995:BMS, author = "Franz C. Palm", title = "{Bayesian} model selection and prediction with empirical applications comments", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "333--335", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01673-N", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401673N", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Richard:1995:BMS, author = "Jean-Fran{\c{c}}ois Richard", title = "{Bayesian} model selection and prediction with empirical applications discussion", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "337--349", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01674-O", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401674O", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:1995:BPR, author = "Peter C. B. Phillips", title = "{Bayesian} prediction a response", journal = j-J-ECONOMETRICS, volume = "69", number = "1", pages = "351--365", month = sep, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01675-P", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401675P", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{West:1995:PAS, author = "Kenneth D. West and Dongchul Cho", title = "The predictive ability of several models of exchange rate volatility", journal = j-J-ECONOMETRICS, volume = "69", number = "2", pages = "367--391", month = oct, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01654-I", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401654I", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frees:1995:ACS, author = "Edward W. Frees", title = "Assessing cross-sectional correlation in panel data", journal = j-J-ECONOMETRICS, volume = "69", number = "2", pages = "393--414", month = oct, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01658-M", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401658M", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fare:1995:NTR, author = "Rolf F{\"a}re and Shawna Grosskopf", title = "Nonparametric tests of regularity, {Farrell} efficiency, and goodness-of-fit", journal = j-J-ECONOMETRICS, volume = "69", number = "2", pages = "415--425", month = oct, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01677-R", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401677R", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McDonald:1995:GBDb, author = "James B. McDonald and Yexiao J. Xu", title = "A generalization of the beta distribution with applications", journal = j-J-ECONOMETRICS, volume = "69", number = "2", pages = "427--428", month = oct, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01680-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401680X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "69", number = "2", pages = "429--429", month = oct, year = "1995", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)90000-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695900004", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1995:PO, author = "Anonymous", title = "Pages 367--429 ({October 1995})", journal = j-J-ECONOMETRICS, volume = "69", number = "2", pages = "??--??", month = oct, year = "1995", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "ii--ii", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90001-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900019", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:1996:EIR, author = "Jean-Marie Dufour and Eric Ghysels", title = "{Editors}' introduction recent developments in the econometrics of structural change", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "1--8", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01681-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401681X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:1996:OCT, author = "Donald W. K. Andrews and Inpyo Lee and Werner Ploberger", title = "Optimal changepoint tests for normal linear regression", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "9--38", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01682-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016828", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:1996:ETS, author = "Jean-Marie Dufour and Jan F. Kiviet", title = "Exact tests for structural change in first-order dynamic models", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "39--68", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01683-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016836", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1996:ELF, author = "Eric Ghysels and Pierre Perron", title = "The effect of linear filters on dynamic time series with structural change", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "69--97", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01684-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016844", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gregory:1996:RBT, author = "Allan W. Gregory and Bruce E. Hansen", title = "Residual-based tests for cointegration in models with regime shifts", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "99--126", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(69)41685-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407669416857", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hamilton:1996:STM, author = "James D. Hamilton", title = "Specification testing in {Markov}-switching time-series models", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "127--157", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(69)41686-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407669416869", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:1996:TSC, author = "Javier Hidalgo and Peter M. Robinson", title = "Testing for structural change in a long-memory environment", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "159--174", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01687-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016879", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ploberger:1996:TRT, author = "Werner Ploberger and Walter Kr{\"a}mer", title = "A trend-resistant test for structural change based on {OLS} residuals", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "175--185", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01688-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016887", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Campos:1996:CTP, author = "Julia Campos and Neil R. Ericsson and David F. Hendry", title = "Cointegration tests in the presence of structural breaks", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "187--220", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01689-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016895", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:1996:TSS, author = "Francis X. Diebold and Celia Chen", title = "Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "221--241", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01690-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016909", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hackl:1996:DIT, author = "Peter Hackl and Anders H. Westlund", title = "Demand for international telecommunication time-varying price elasticity", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "243--260", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01691-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016917", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:1996:SVC, author = "Helmut L{\"u}tkepohl and Helmut Herwartz", title = "Specification of varying coefficient time series models via generalized flexible least squares", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "261--290", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01692-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016925", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oliner:1996:LCR, author = "Stephen D. Oliner and Glenn D. Rudebusch and Daniel Sichel", title = "The {Lucas} critique revisited assessing the stability of empirical {Euler} equations for investment", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "291--316", month = jan, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01693-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016933", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PJa, author = "Anonymous", title = "Pages 1--316 ({January 1996})", journal = j-J-ECONOMETRICS, volume = "70", number = "1", pages = "??--??", month = jan, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perron:1996:AAA, author = "Pierre Perron", title = "The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors", journal = j-J-ECONOMETRICS, volume = "70", number = "2", pages = "317--350", month = feb, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01657-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wegge:1996:LIF, author = "Leon L. Wegge", title = "Local identifiability of the factor analysis and measurement error model parameter", journal = j-J-ECONOMETRICS, volume = "70", number = "2", pages = "351--382", month = feb, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01676-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016763", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blomquist:1996:EMM, author = "S{\"o}ren Blomquist", title = "Estimation methods for male labor supply functions How to take account of nonlinear taxes", journal = j-J-ECONOMETRICS, volume = "70", number = "2", pages = "383--405", month = feb, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01678-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401678X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "70", number = "2", pages = "407--407", month = feb, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90073-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900731", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PF, author = "Anonymous", title = "Pages 317--407 ({February 1996})", journal = j-J-ECONOMETRICS, volume = "70", number = "2", pages = "??--??", month = feb, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "ii--iii", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(19)90001-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619900017", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nelson:1996:AFT, author = "Daniel B. Nelson", title = "Asymptotic filtering theory for multivariate {ARCH} models", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "1--47", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01679-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016798", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stern:1996:SES, author = "Steven Stern", title = "Semiparametric estimates of the supply and demand effects of disability on labor force participation", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "49--70", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01694-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016941", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nijman:1996:MCA, author = "Theo Nijman and Enrique Sentana", title = "Marginalization and contemporaneous aggregation in multivariate {GARCH} processes", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "71--87", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01695-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401695X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haug:1996:TCM, author = "Alfred A. Haug", title = "Tests for cointegration a {Monte Carlo} comparison", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "89--115", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01696-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016968", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:1996:CSC, author = "M. Hashem Pesaran and Yongcheol Shin", title = "Cointegration and speed of convergence to equilibrium", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "117--143", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01697-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016976", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lancaster:1996:CCS, author = "Tony Lancaster and Guido Imbens", title = "Case-control studies with contaminated controls", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "145--160", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01698-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016984", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bernard:1996:ITC, author = "Andrew B. Bernard and Steven N. Durlauf", title = "Interpreting tests of the convergence hypothesis", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "161--173", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01699-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694016992", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ali:1996:RNR, author = "Mukhtar M. Ali and Subhash C. Sharma", title = "Robustness to nonnormality of regression {$F$}-tests", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "175--205", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01700-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401700X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sin:1996:ICS, author = "Chor-Yiu Sin and Halbert White", title = "Information criteria for selecting possibly misspecified parametric models", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "207--225", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01701-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017018", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hwang:1996:AMD, author = "Jaeyoun Hwang and Peter Schmidt", title = "Alternative methods of detrending and the power of unit root tests", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "227--248", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01702-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017026", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tieslau:1996:MDE, author = "Margie A. Tieslau and Peter Schmidt and Richard T. Baillie", title = "A minimum distance estimator for long-memory processes", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "249--264", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01703-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017034", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koenker:1996:IPA, author = "Roger Koenker and Beum J. Park", title = "An interior point algorithm for nonlinear quantile regression", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "265--283", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(96)84507-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407696845076", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hadri:1996:NSD, author = "Kaddour Hadri", title = "A note on Sargan densities", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "285--290", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01705-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017050", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Metcalf:1996:STP, author = "Gilbert E. Metcalf", title = "Specification testing in panel data with instrumental variables", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "291--307", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01706-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017069", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:1996:RHT, author = "Seung C. Ahn and Stuart Low", title = "A reformulation of the {Hausman} test for regression models with pooled cross-section-time-series data", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "309--319", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01707-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017077", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gregory:1996:TSB, author = "Allan W. Gregory and James M. Nason and David G. Watt", title = "Testing for structural breaks in cointegrated relationships", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "321--341", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(96)84508-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407696845088", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Prucha:1996:ECU, author = "Ingmar R. Prucha and M. Ishaq Nadiri", title = "Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the {U.S.} electrical machinery industry", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "343--379", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01709-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017093", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wilfling:1996:LOG, author = "Bernd Wilfling", title = "{Lorenz} ordering of generalized beta-{II} income distributions", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "381--388", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01710-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017107", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:1996:SEP, author = "Qi Li and Thanasis Stengos", title = "Semiparametric estimation of partially linear panel data models", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "389--397", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01711-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:Aa, author = "Anonymous", title = "Acknowledgement", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "399--402", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(32)90001-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407632900013", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "403--403", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(56)90001-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440765690001X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PMA, author = "Anonymous", title = "Pages 1--403 ({March--April 1996})", journal = j-J-ECONOMETRICS, volume = "71", number = "1--2", pages = "??--??", month = mar # "\slash " # apr, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:EBc, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "ii--iii", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90003-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900032", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deJong:1996:BTU, author = "Robert M. de Jong", title = "The Bierens test under data dependence", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "1--32", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01712-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017123", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheung:1996:CVT, author = "Yin-Wong Cheung and Lilian K. Ng", title = "A causality-in-variance test and its application to financial market prices", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "33--48", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01714-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769401714X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stoker:1996:SBM, author = "Thomas M. Stoker", title = "Smoothing bias in the measurement of marginal effects", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "49--84", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01715-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017158", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hajivassiliou:1996:SMN, author = "Vassilis Hajivassiliou and Daniel McFadden and Paul Ruud", title = "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "85--134", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01716-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017166", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1996:PUI, author = "Gary Koop", title = "Parameter uncertainty and impulse response analysis", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "135--149", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01717-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017174", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Psaradakis:1996:PTS, author = "Zacharias Psaradakis and Martin Sola", title = "On the power of tests for superexogeneity and structural invariance", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "151--175", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01718-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017182", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:1996:FLS, author = "Subal C. Kumbhakar", title = "A farm-level study of labor use and efficiency wages in {Indian} agriculture", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "177--195", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01719-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017190", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leung:1996:CBS, author = "Siu Fai Leung and Shihti Yu", title = "On the choice between sample selection and two-part models", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "197--229", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01720-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017204", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pope:1996:EIE, author = "Rulon D. Pope and Richard E. Just", title = "Empirical implementation of ex ante cost functions", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "231--249", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01721-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017212", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ryu:1996:TFF, author = "Hang K. Ryu and Daniel J. Slottje", title = "Two flexible functional form approaches for approximating the {Lorenz} curve", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "251--274", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01722-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017220", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Godfrey:1996:SRG, author = "Leslie G. Godfrey", title = "Some results on the Glejser and Koenker tests for heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "275--299", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01723-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017239", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haldrup:1996:MID, author = "Niels Haldrup", title = "Mirror image distributions and the {Dickey--Fuller} regression with a maintained trend", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "301--312", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01724-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017247", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paruolo:1996:DII, author = "Paolo Paruolo", title = "On the determination of integration indices in I(2) systems", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "313--356", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01725-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017259", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Waterman:1996:EVI, author = "David Waterman and Andrew A. Weiss", title = "The effects of vertical integration between cable television systems and pay cable networks", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "357--395", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(94)01726-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407694017263", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:Ab, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "397--397", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90005-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900056", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "399--399", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90007-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769690007X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PMJ, author = "Anonymous", title = "Pages 1--399 ({May--June 1996})", journal = j-J-ECONOMETRICS, volume = "72", number = "1--2", pages = "??--??", month = may # "\slash " # jun, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:EBd, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "iv--v", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90067-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900676", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baillie:1996:EIF, author = "Richard T. Baillie and Maxwell L. King", title = "{Editors}' introduction: Fractional differencing and long memory processes", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "1--3", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01731-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017313", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baillie:1996:LMP, author = "Richard T. Baillie", title = "Long memory processes and fractional integration in econometrics", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "5--59", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01732-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017321", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:1996:VLM, author = "Clive W. J. Granger and Zhuanxin Ding", title = "Varieties of long memory models", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "61--77", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01733-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769501733X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kokoszka:1996:IVS, author = "Piotr S. Kokoszka and Murad S. Taqqu", title = "Infinite variance stable moving averages with long memory", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "79--99", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01734-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017348", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Comte:1996:LMC, author = "F. Comte and E. Renault", title = "Long memory continuous time models", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "101--149", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01735-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017356", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:1996:MPL, author = "Tim Bollerslev and Hans Ole Mikkelsen", title = "Modeling and pricing long memory in stock market volatility", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "151--184", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01736-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017364", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ding:1996:MVP, author = "Zhuanxin Ding and Clive W. J. Granger", title = "Modeling volatility persistence of speculative returns: A new approach", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "185--215", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01737-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017372", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hosoya:1996:QLA, author = "Yuzo Hosoya", title = "The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "217--236", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01738-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017380", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chung:1996:EGL, author = "Ching-Fan Chung", title = "Estimating a generalized long memory process", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "237--259", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01739-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017399", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hosking:1996:ADS, author = "Jonathan R. M. Hosking", title = "Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "261--284", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01740-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017402", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1996:PKT, author = "Dongin Lee and Peter Schmidt", title = "On the power of the {KPSS} test of stationarity against fractionally-integrated alternatives", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "285--302", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01741-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017410", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lobato:1996:APE, author = "I. Lobato and P. M. Robinson", title = "Averaged periodogram estimation of long memory", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "303--324", month = jul, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01742-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017429", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PJb, author = "Anonymous", title = "Pages 1--324 ({July 1996})", journal = j-J-ECONOMETRICS, volume = "73", number = "1", pages = "??--??", month = jul, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Magdalinos:1996:RTO, author = "Michael A. Magdalinos and Spyridon D. Symeonides", title = "A reinterpretation of the tests of overidentifying restrictions", journal = j-J-ECONOMETRICS, volume = "73", number = "2", pages = "325--353", month = aug, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01728-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017283", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Grillenzoni:1996:TCR, author = "Carlo Grillenzoni", title = "Testing for causality in real time", journal = j-J-ECONOMETRICS, volume = "73", number = "2", pages = "355--376", month = aug, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(95)01729-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017291", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fry:1996:SSD, author = "Jane M. Fry and Tim R. L. Fry and Keith R. McLaren", title = "The stochastic specification of demand share equations: Restricting budget shares to the unit simplex", journal = j-J-ECONOMETRICS, volume = "73", number = "2", pages = "377--385", month = aug, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(95)01727-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017275", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollinger:1996:BMR, author = "Christopher R. Bollinger", title = "Bounding mean regressions when a binary regressor is mismeasured", journal = j-J-ECONOMETRICS, volume = "73", number = "2", pages = "387--399", month = aug, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(95)01730-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017305", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1996:CTC, author = "Tae-Hwy Lee and Yiuman Tse", title = "Cointegration tests with conditional heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "73", number = "2", pages = "401--410", month = aug, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(95)01745-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017453", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "73", number = "2", pages = "411--411", month = aug, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)80003-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698800031", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PA, author = "Anonymous", title = "Pages 325--411 ({August 1996})", journal = j-J-ECONOMETRICS, volume = "73", number = "2", pages = "??--??", month = aug, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:EBe, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "ii--ii", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90063-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900639", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Burgess:1996:EIA, author = "Simon Burgess and Alvaro Escribano and Gerard Pfann", title = "{Editor}'s introduction: Asymmetries and nonlinearities in dynamic economic models", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "1--2", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01748-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017488", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baillie:1996:FIG, author = "Richard T. Baillie and Tim Bollerslev and Hans Ole Mikkelsen", title = "Fractionally integrated generalized autoregressive conditional heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "3--30", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(95)01749-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017496", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Drost:1996:CGG, author = "Feike C. Drost and Bas J. M. Werker", title = "Closing the {GARCH} gap: Continuous time {GARCH} modeling", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "31--57", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01750-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769501750X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eitrheim:1996:TAS, author = "{\O}yvind Eitrheim and Timo Ter{\"a}svirta", title = "Testing the adequacy of smooth transition autoregressive models", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "59--75", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01751-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017518", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fenton:1996:QAP, author = "Victor M. Fenton and A. Ronald Gallant", title = "Qualitative and asymptotic performance of {SNP} density estimators", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "77--118", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01752-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017526", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1996:IRA, author = "Gary Koop and M. Hashem Pesaran and Simon M. Potter", title = "Impulse response analysis in nonlinear multivariate models", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "119--147", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01753-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017534", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pfann:1996:NIR, author = "Gerard A. Pfann and Peter C. Schotman and Rolf Tschernig", title = "Nonlinear interest rate dynamics and implications for the term structure", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "149--176", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01754-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017542", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tauchen:1996:VVL, author = "George Tauchen and Harold Zhang and Ming Liu", title = "Volume, volatility, and leverage: A dynamic analysis", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "177--208", month = sep, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01755-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017550", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PS, author = "Anonymous", title = "Pages 1--208 ({September 1996})", journal = j-J-ECONOMETRICS, volume = "74", number = "1", pages = "??--??", month = sep, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wong:1996:BAA, author = "Chi-ming Wong and Robert Kohn", title = "A {Bayesian} approach to additive semiparametric regression", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "209--235", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01743-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017437", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:1996:BEA, author = "Glen Barnett and Robert Kohn and Simon Sheather", title = "{Bayesian} estimation of an autoregressive model using {Markov} chain {Monte} {Carlo}", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "237--254", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01744-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017445", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wickens:1996:ICV, author = "Michael R. Wickens", title = "Interpreting cointegrating vectors and common stochastic trends", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "255--271", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01746-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017461", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ohtani:1996:EGF, author = "Kazuhiro Ohtani and Hideo Kozumi", title = "The exact general formulae for the moments and the {MSE} dominance of the {Stein}-rule and positive-part {Stein}-rule estimators", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "273--287", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01747-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769501747X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Imbens:1996:EES, author = "Guido W. Imbens and Tony Lancaster", title = "Efficient estimation and stratified sampling", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "289--318", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01756-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017569", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Card:1996:WDR, author = "David Card and Thomas Lemieux", title = "Wage dispersion, returns to skill, and black-white wage differentials", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "319--361", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01757-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ermini:1996:TJH, author = "Luigi Ermini and Dongkoo Chang", title = "Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of {Korea}", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "363--386", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01758-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017585", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:1996:ESE, author = "Jeffrey M. Wooldridge", title = "Estimating systems of equations with different instruments for different equations", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "387--405", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01762-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017623", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "407--407", month = oct, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90065-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900652", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PO, author = "Anonymous", title = "Pages 209--407 ({October 1996})", journal = j-J-ECONOMETRICS, volume = "74", number = "2", pages = "??--??", month = oct, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:EBf, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "ii--ii", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90069-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769690069X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauwens:1996:EI, author = "Luc Bauwens and Wolfgang Polasek and Herman K. van Dijk", title = "{Editor}'s introduction", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "1--5", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01764-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769501764X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stigler:1996:BB, author = "Stephen M. Stigler", title = "The {Bernoullis} of {Basel}", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "7--13", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01765-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017658", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shafer:1996:SJB, author = "Glenn Shafer", title = "The significance of {Jacob} {Bernoulli}'s Ars Conjectandi for the philosophy of probability today", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "15--32", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01766-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017666", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pelloni:1996:FFM, author = "Gianluigi Pelloni", title = "{De} {Finetti}, {Friedman}, and the methodology of positive economics", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "33--50", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01767-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017674", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:1996:MPI, author = "Arnold Zellner", title = "Models, prior information, and {Bayesian} analysis", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "51--68", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01768-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017682", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:1996:MNA, author = "Chuanhai Liu and Donald B. Rubin", title = "{Markov}-Normal analysis of iterative simulations before their convergence", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "69--78", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01769-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017690", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:1996:CPD, author = "Siddhartha Chib", title = "Calculating posterior distributions and modal estimates in {Markov} mixture models", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "79--97", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01770-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017704", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kadane:1996:PUR, author = "Joseph B. Kadane and Ngai Hang Chan and Lara J. Wolfson", title = "Priors for unit root models", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "99--111", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01771-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017712", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Young:1996:PBF, author = "Karen D. S. Young and Lawrence I. Pettit", title = "On priors and {Bayes} factors", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "113--119", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01772-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017720", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:1996:BRR, author = "John Geweke", title = "{Bayesian} reduced rank regression in econometrics", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "121--146", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01773-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Karlsson:2017:CBR}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017739", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kato:1996:BMN, author = "Hiroko Kato and Sadao Naniwa and Makio Ishiguro", title = "A {Bayesian} multivariate nonstationary time series model for estimating mutual relationships among variables", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "147--161", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01774-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017747", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poirier:1996:BAN, author = "Dale J. Poirier", title = "A {Bayesian} analysis of nested logit models", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "163--181", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01775-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017755", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schotman:1996:BAE, author = "Peter Schotman", title = "A {Bayesian} approach to the empirical valuation of bond options", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "183--215", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01776-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017763", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{West:1996:ISS, author = "Mike West", title = "Inference in successive sampling discovery models", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "217--238", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01777-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017771", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PN, author = "Anonymous", title = "Pages 1--238 ({November 1996})", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "??--??", month = nov, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Iwata:1996:BPM, author = "Shigeru Iwata", title = "Bounding posterior means by model criticism", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "239--261", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01759-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017593", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zheng:1996:CTF, author = "John Xu Zheng", title = "A consistent test of functional form via nonparametric estimation techniques", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "263--289", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01760-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017607", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Powell:1996:OBC, author = "James L. Powell and Thomas M. Stoker", title = "Optimal bandwidth choice for density-weighted averages", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "291--316", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01761-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017615", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:1996:NRU, author = "Michael Smith and Robert Kohn", title = "Nonparametric regression using {Bayesian} variable selection", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "317--343", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01763-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017631", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1996:NTP, author = "Badi H. Baltagi and Javier Hidalgo and Qi Li", title = "A nonparametric test for poolability using panel data", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "345--367", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01779-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017798", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rilstone:1996:SOB, author = "Paul Rilstone and V. K. Srivastava and Aman Ullah", title = "The second-order bias and mean squared error of nonlinear estimators", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "369--395", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(96)89457-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Rilstone:2005:CSO}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407696894577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aigner:1996:ES, author = "Dennis J. Aigner", title = "Editorial statement", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "397--398", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90070-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900706", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:JEF, author = "Anonymous", title = "{{\booktitle{Journal of Econometrics}} Fellows ---- 1996}", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "399--400", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90071-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900718", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:If, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "401--401", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)90072-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769690072X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1996:PD, author = "Anonymous", title = "Pages 239--401 ({December 1996})", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "??--??", month = dec, year = "1996", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "ii--ii", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)90015-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900154", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ai:1997:ESP, author = "Chunrong Ai and Daniel McFadden", title = "Estimation of some partially specified nonlinear models", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "1--37", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01778-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769501778X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shively:1997:BAM, author = "Thomas S. Shively and Robert Kohn", title = "A {Bayesian} approach to model selection in stochastic coefficient regression models and structural time series models", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "39--52", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01781-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769501781X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Klein:1997:ENP, author = "Roger Klein and Robert Sherman", title = "Estimating new product demand from biased survey data", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "53--76", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01782-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017828", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1997:BEA, author = "Gary Koop and Jacek Osiewalski and Mark F. J. Steel", title = "{Bayesian} efficiency analysis through individual effects: Hospital cost frontiers", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "77--105", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01783-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017836", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Honore:1997:ETT, author = "Bo E. Honor{\'e} and Ekaterini Kyriazidou and Christopher Udry", title = "Estimation of {Type 3 Tobit} models using symmetric trimming and pairwise comparisons", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "107--128", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01784-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017844", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:1997:GEV, author = "Ki-Hong Choi and Choon-Geol Moon", title = "Generalized extreme value model and additively separable generator function", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "129--140", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01785-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017852", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kramer:1997:AHC, author = "Walter Kr{\"a}mer and Sonja Michels", title = "Autocorrelation- and heteroskedasticity-consistent $t$-values with trending data", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "141--147", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01786-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017860", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1997:BAL, author = "Gary Koop and Eduardo Ley and Jacek Osiewalski and Mark F. J. Steel", title = "{Bayesian} analysis of long memory and persistence using {ARFIMA} models", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "149--169", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01787-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017879", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{West:1997:AHA, author = "Kenneth D. West", title = "Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "171--191", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01788-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017887", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dagenais:1997:HME, author = "Marcel G. Dagenais and Denyse L. Dagenais", title = "Higher moment estimators for linear regression models with errors in the variables", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "193--221", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01789-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017895", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cragg:1997:IRM, author = "John G. Cragg and Stephen G. Donald", title = "Inferring the rank of a matrix", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "223--250", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01790-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017909", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deLima:1997:RNT, author = "Pedro J. F. de Lima", title = "On the robustness of nonlinearity tests to moment condition failure", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "251--280", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01791-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017917", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vijverberg:1997:MCE, author = "Wim P. M. Vijverberg", title = "{Monte Carlo} evaluation of multivariate normal probabilities", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "281--307", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01792-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017925", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:1997:EED, author = "Seung C. Ahn and Peter Schmidt", title = "Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "309--321", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01793-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017933", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:1997:SNE, author = "Heng Z. Chen and Alan Randall", title = "Semi-nonparametric estimation of binary response models with an application to natural resource valuation", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "323--340", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01794-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017941", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Levy:1997:CTI, author = "Haim Levy and Gideon Schwarz", title = "Correlation and the time interval over which the variables are measured", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "341--350", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01795-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/030440769501795X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:1997:MAI, author = "Subal C. Kumbhakar", title = "Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "351--356", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01796-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017968", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:1997:WEA, author = "Francis X. Diebold and Russell L. Lamb", title = "Why are estimates of agricultural supply response so variable?", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "357--373", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01797-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017976", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Philipson:1997:ENH, author = "Tomas Philipson", title = "The evaluation of new health care technology: The labor economics of statistics", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "375--395", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01798-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017984", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:1997:GQA, author = "Torben G. Andersen and Bent E. S{\o}rensen", title = "{GMM} and {QML} asymptotic standard deviations in stochastic volatility models: Comments on {Ruiz} (1994)", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "397--403", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01799-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See \cite{Ruiz:1994:QML} and reply \cite{Ruiz:1997:QGE}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017992", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ruiz:1997:QGE, author = "Esther Ruiz", title = "{QML} and {GMM} estimators of stochastic volatility models: Response to {Andersen} and {S{\o}rensen}", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "405--405", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01800-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See \cite{Ruiz:1994:QML,Andersen:1997:GQA}.", URL = "http://www.sciencedirect.com/science/article/pii/030440769501800X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Aa, author = "Anonymous", title = "Acknowledgement", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "407--408", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)90017-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900178", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PJF, author = "Anonymous", title = "Pages 1--408 ({January--February 1997})", journal = j-J-ECONOMETRICS, volume = "76", number = "1--2", pages = "??--??", month = jan # "\slash " # feb, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "ii--ii", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)90009-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900099", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhargava:1997:EIA, author = "Alok Bhargava", title = "{Editor}'s introduction: Analysis of data on health", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "1--4", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01803-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018039", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dasgupta:1997:NSC, author = "Partha Dasgupta", title = "Nutritional status, the capacity for work, and poverty traps", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "5--37", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01804-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018040", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McClellan:1997:MCE, author = "Mark McClellan and Joseph P. Newhouse", title = "The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "39--64", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01805-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018052", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:1997:ECB, author = "C. Y. Wang and Suojin Wang and R. J. Carroll", title = "Estimation in choice-based sampling with measurement error and bootstrap analysis", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "65--86", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01806-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018064", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kakwani:1997:SIH, author = "Nanak Kakwani and Adam Wagstaff and Eddy van Doorslaer", title = "Socioeconomic inequalities in health: Measurement, computation, and statistical inference", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "87--103", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01807-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018076", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bloom:1997:DAE, author = "David E. Bloom and Ajay S. Mahal", title = "Does the {AIDS} epidemic threaten economic growth?", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "105--124", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01808-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018088", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bidani:1997:DSI, author = "Benu Bidani and Martin Ravallion", title = "Decomposing social indicators using distributional data", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "125--139", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(95)01809-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407695018093", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schultz:1997:APB, author = "T. Paul Schultz", title = "Assessing the productive benefits of nutrition and health: An integrated human capital approach", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "141--158", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01810-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018106", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Thomas:1997:HWE, author = "Duncan Thomas and John Strauss", title = "Health and wages: Evidence on men and women in urban {Brazil}", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "159--185", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01811-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018118", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Behrman:1997:DAP, author = "Jere R. Behrman and Andrew D. Foster and Mark R. Rosenzweig", title = "The dynamics of agricultural production and the calorie-income relationship: Evidence from {Pakistan}", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "187--207", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01812-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769601812X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1997:EIN, author = "Lung-fei Lee and Mark R. Rosenzweig and Mark M. Pitt", title = "The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "209--235", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01813-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018131", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gertler:1997:PHI, author = "Paul Gertler and Roland Sturm", title = "Private health insurance and public expenditures in {Jamaica}", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "237--257", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01814-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018143", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Morduch:1997:UMM, author = "Jonathan J. Morduch and Hal S. Stern", title = "Using mixture models to detect sex bias in health outcomes in {Bangladesh}", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "259--276", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01815-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018155", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhargava:1997:NSA, author = "Alok Bhargava", title = "Nutritional status and the allocation of time in Rwandese households", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "277--295", month = mar, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01816-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018167", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PM, author = "Anonymous", title = "Pages 1--295 ({March 1997})", journal = j-J-ECONOMETRICS, volume = "77", number = "1", pages = "??--??", month = mar, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:1997:FOE, author = "William A. Barnett", title = "{Fellow}'s opinion: Econometrics, data, and the world wide web", journal = j-J-ECONOMETRICS, volume = "77", number = "2", pages = "297--302", month = apr, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01817-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018179", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:1997:PEV, author = "Badi H. Baltagi and James M. Griffin", title = "Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline", journal = j-J-ECONOMETRICS, volume = "77", number = "2", pages = "303--327", month = apr, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01802-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018027", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cameron:1997:SMG, author = "A. Colin Cameron and Frank A. G. Windmeijer", title = "An {$R$}-squared measure of goodness of fit for some common nonlinear regression models", journal = j-J-ECONOMETRICS, volume = "77", number = "2", pages = "329--342", month = apr, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01818-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018180", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:1997:ECT, author = "Torben G. Andersen and Jesper Lund", title = "Estimating continuous-time stochastic volatility models of the short-term interest rate", journal = j-J-ECONOMETRICS, volume = "77", number = "2", pages = "343--377", month = apr, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01819-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018192", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bierens:1997:NCA, author = "Herman J. Bierens", title = "Nonparametric cointegration analysis", journal = j-J-ECONOMETRICS, volume = "77", number = "2", pages = "379--404", month = apr, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01820-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018209", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "77", number = "2", pages = "405--406", month = apr, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)87378-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697873782", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PAa, author = "Anonymous", title = "Pages 297--406 ({April 1997})", journal = j-J-ECONOMETRICS, volume = "77", number = "2", pages = "??--??", month = apr, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson-Courtney:1997:JES, author = "Linda Anderson-Courtney", title = "{{\booktitle{Journal of Econometrics}}}: Subject and author index: Volumes 61--75, 1994--1996", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "1--130", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80003-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800036", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:AFJ, author = "Anonymous", title = "Announcement: Fellows of the Journal of Econometrics", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "131--133", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80004-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800048", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:JEA, author = "Anonymous", title = "{{\booktitle{Journal of Econometrics Annals}}} 1979--1996", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "135--138", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80005-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769780005X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poirier:1997:CCBa, author = "Dale J. Poirier", title = "Comparing and choosing between two models with a third model in the background", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "139--151", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80006-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800061", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Srivastava:1997:IESa, author = "Anil K. Srivastava and Shalabh", title = "Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "153--157", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80007-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Romeo:1997:MILa, author = "Charles J. Romeo", title = "Measuring information loss due to inconsistencies in duration data from longitudinal surveys", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "159--177", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80008-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800085", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1997:SEDa, author = "Lung-Fei Lee", title = "Simulation estimation of dynamic switching regression and dynamic disequilibrium models-some {Monte Carlo} results", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "179--204", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80009-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Runde:1997:ANDa, author = "Ralf Runde", title = "The asymptotic null distribution of the {Box--Pierce} {$Q$}-statistic for random variables with infinite variance: An application to {German} stock returns", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "205--216", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80010-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1997:LAAa, author = "Gary Koop and Dale J. Poirier", title = "Learning about the across-regime correlation in switching regression models", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "217--227", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80011-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Szpiro:1997:NUNa, author = "George G. Szpiro", title = "Noise in unspecified, non-linear time series", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "229--255", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80012-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800127", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1997:SLSa, author = "Lung-Fei Lee", title = "A smooth likelihood simulator for dynamic disequilibrium models", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "257--294", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80013-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krishnakumar:1997:RESa, author = "J. Krishnakumar and E. Ronchetti", title = "Robust estimators for simultaneous equations models", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "295--314", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80014-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:1997:MWTa, author = "Helmut L{\"u}tkepohl and Maike M. Burda", title = "Modified {Wald} tests under nonregular conditions", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "315--332", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80015-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paarsch:1997:DEOa, author = "Harry J. Paarsch", title = "Deriving an estimate of the optimal reserve price: An application to {British} {Columbian} timber sales", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "333--357", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80016-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franses:1997:BASa, author = "Philip Hans Franses and Henk Hoek and Richard Paap", title = "{Bayesian} analysis of seasonal unit roots and seasonal mean shifts", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "359--380", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80017-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800176", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "381--381", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80018-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800188", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EBc, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "i, iv", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80002-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800024", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Pb, author = "Anonymous", title = "Pages 1--381 ({1997})", journal = j-J-ECONOMETRICS, volume = "78", number = "1", pages = "??--??", month = "????", year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poirier:1997:CCBb, author = "Dale J. Poirier", title = "Comparing and choosing between two models with a third model in the background", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "139--151", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00002-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000024", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Srivastava:1997:IESb, author = "Anil K. Srivastava and Shalabh", title = "Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "153--157", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)01822-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018222", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Romeo:1997:MILb, author = "Charles J. Romeo", title = "Measuring information loss due to inconsistencies in duration data from longitudinal surveys", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "159--177", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00006-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000061", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1997:SEDb, author = "Lung-Fei Lee", title = "Simulation estimation of dynamic switching regression and dynamic disequilibrium models --- some {Monte Carlo} results", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "179--184, 186--204", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00007-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Runde:1997:ANDb, author = "Ralf Runde", title = "The asymptotic null distribution of the {Box--Pierce} {$Q$}-statistic for random variables with infinite variance an application to {German} stock returns", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "205--216", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00008-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000085", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1997:LAAb, author = "Gary Koop and Dale J. Poirier", title = "Learning about the across-regime correlation in switching regression models", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "217--227", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00009-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Szpiro:1997:NUNb, author = "George G. Szpiro", title = "Noise in unspecified, non-linear time series", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "229--255", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00010-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1997:SLSb, author = "Lung-Fei Lee", title = "A smooth likelihood simulator for dynamic disequilibrium models", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "257--294", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00013-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krishnakumar:1997:RESb, author = "J. Krishnakumar and E. Ronchetti", title = "Robust estimators for simultaneous equations models", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "295--314", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00014-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:1997:MWTb, author = "Helmut L{\"u}tkepohl and Maike M. Burda", title = "Modified {Wald} tests under nonregular conditions", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "315--332", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00015-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paarsch:1997:DEOb, author = "Harry J. Paarsch", title = "Deriving an estimate of the optimal reserve price: An application to {British} {Columbian} timber sales", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "333--357", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00017-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000171", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franses:1997:BASb, author = "Philip Hans Franses and Henk Hoek and Richard Paap", title = "{Bayesian} analysis of seasonal unit roots and seasonal mean shifts", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "359--380", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00018-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000183", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "381--381", month = jun, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)88049-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697880499", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PJa, author = "Anonymous", title = "Pages 139--381 ({June 1997})", journal = j-J-ECONOMETRICS, volume = "78", number = "2", pages = "??--??", month = jun, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EBd, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "ii--iii", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)90019-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900191", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hahn:1997:EEP, author = "Jinyong Hahn", title = "Efficient estimation of panel data models with sequential moment restrictions", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "1--21", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00012-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000122", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golan:1997:EIC, author = "Amos Golan and George Judge and Jeffrey Perloff", title = "Estimation and inference with censored and ordered multinomial response data", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "23--51", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00006-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000067", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ng:1997:EIN, author = "Serena Ng and Pierre Perron", title = "Estimation and inference in nearly unbalanced nearly cointegrated systems", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "53--81", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00007-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000079", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Doran:1997:ALT, author = "Howard E. Doran and Alicia N. Rambaldi", title = "Applying linear time-varying constraints to econometric models: With an application to demand systems", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "83--95", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00008-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000080", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Duan:1997:AGP, author = "Jin-Chuan Duan", title = "Augmented {GARCH} ( p, q ) process and its diffusion limit", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "97--127", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00009-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000092", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pai:1997:BAC, author = "Jeffrey S. Pai", title = "{Bayesian} analysis of compound loss distributions", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "129--146", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00010-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000109", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Newey:1997:CRA, author = "Whitney K. Newey", title = "Convergence rates and asymptotic normality for series estimators", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "147--168", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00011-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000110", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez:1997:UPD, author = "Carmen Fern{\'a}ndez and Jacek Osiewalski and Mark F. J. Steel", title = "On the use of panel data in stochastic frontier models with improper priors", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "169--193", month = jul, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)88050-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697880505", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PJb, author = "Anonymous", title = "Pages 1--193 ({July 1997})", journal = j-J-ECONOMETRICS, volume = "79", number = "1", pages = "??--??", month = jul, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:1997:DTC, author = "Christian Gouri{\'e}roux and Thierry Magnac", title = "Duration, transition and count data models Introduction", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "195--199", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00019-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000195", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:1997:INL, author = "Bent Jesper Christensen and Nicholas M. Kiefer", title = "Inference in non-linear panel models with partially missing observations The case of the equilibrium search model", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "201--219", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00020-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000206", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vandenBerg:1997:AMD, author = "Gerard J. van den Berg", title = "Association measures for durations in bivariate hazard rate models", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "221--245", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00021-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000213", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:1997:CDM, author = "C. Gourieroux and M. Visser", title = "A count data model with unobserved heterogeneity", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "247--268", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00022-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000225", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1997:SBC, author = "Eric Ghysels", title = "On seasonality and business cycle durations: A nonparametric investigation", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "269--290", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00023-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000237", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lancaster:1997:BWP, author = "Tony Lancaster", title = "{Bayes} {WESML} Posterior inference from choice-based samples", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "291--303", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00024-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000243", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bloemen:1997:JST, author = "Hans G. Bloemen", title = "Job search theory, labour supply and unemployment duration", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "305--325", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00025-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000250", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Meghir:1997:LMT, author = "Costas Meghir and Edward Whitehouse", title = "Labour market transitions and retirement of men in the {UK}", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "327--354", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00026-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000262", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Crepon:1997:RDC, author = "Bruno Crepon and Emmanuel Duguet", title = "Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "355--378", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00027-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000274", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dionne:1997:DMH, author = "Georges Dionne and Robert Gagn{\'e} and Fran{\c{c}}ois Gagnon and Charles Vanasse", title = "Debt, moral hazard and airline safety An empirical evidence", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "379--402", month = aug, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)82989-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697829892", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PAb, author = "Anonymous", title = "Pages 195--402 ({August 1997})", journal = j-J-ECONOMETRICS, volume = "79", number = "2", pages = "??--??", month = aug, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EBe, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "ii--iii", month = sep, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)90011-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900117", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:1997:SET, author = "Songnian Chen", title = "Semiparametric estimation of the {Type-3 Tobit} model", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "1--34", month = sep, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00011-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:1997:ISU, author = "Clive W. J. Granger and Norman R. Swanson", title = "An introduction to stochastic unit-root processes", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "35--62", month = sep, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(96)00016-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wei:1997:APC, author = "Quanling Wei and Gang Yu", title = "Analyzing properties of {$K$}-cones in the generalized data envelopment analysis model", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "63--84", month = sep, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00003-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000031", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kitamura:1997:FMI, author = "Yuichi Kitamura and Peter C. B. Phillips", title = "Fully modified {IV}, {GIVE} and {GMM} estimation with possibly non-stationary regressors and instruments", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "85--123", month = sep, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00004-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000043", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:1997:SIM, author = "John F. Geweke and Michael P. Keane and David E. Runkle", title = "Statistical inference in the multinomial multiperiod probit model", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "125--165", month = sep, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00005-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000055", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:1997:MUR, author = "H. Peter Boswijk and Philip Hans Franses and Niels Haldrup", title = "Multiple unit roots in periodic autoregression", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "167--193", month = sep, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)81127-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769781127X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PS, author = "Anonymous", title = "Pages 1--193 ({September 1997})", journal = j-J-ECONOMETRICS, volume = "80", number = "1", pages = "??--??", month = sep, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EI, author = "Anonymous", title = "{Editors} introduction", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "195--197", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00030-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000304", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vahid:1997:CC, author = "Farshid Vahid and Robert F. Engle", title = "Codependent cycles", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "199--221", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00032-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000328", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:1997:ACV, author = "Helmut L{\"u}tkepohl and Holger Claessen", title = "Analysis of cointegrated {VARMA} processes", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "223--239", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00035-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000353", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gil-Alana:1997:TUR, author = "L. A. Gil-Ala{\~n}a and P. M. Robinson", title = "Testing of unit root and other nonstationary hypotheses in macroeconomic time series", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "241--268", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00038-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000389", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rothenberg:1997:INI, author = "Thomas J. Rothenberg and James H. Stock", title = "Inference in a nearly integrated autoregressive model with nonnormal innovations", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "269--286", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00040-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000407", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Entorf:1997:RWD, author = "Horst Entorf", title = "Random walks with drifts: Nonsense regression and spurious fixed-effect estimation", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "287--296", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00041-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000419", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:1997:BCR, author = "Hongyi Li and G. S. Maddala", title = "Bootstrapping cointegrating regressions", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "297--318", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00043-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See discussion \cite{Cramer:1991:PSM}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000432", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hinkley:1997:DPH, author = "D. V. Hinkley", title = "Discussion of paper by {H. Li} and {G. S. Maddala}", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "319--323", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00045-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", note = "See \cite{Li:1997:BCR}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000456", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kiviet:1997:ETS, author = "Jan F. Kiviet and Jean-Marie Dufour", title = "Exact tests in single equation autoregressive distributed lag models", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "325--353", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00048-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000481", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perron:1997:FEB, author = "Pierre Perron", title = "Further evidence on breaking trend functions in macroeconomic variables", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "355--385", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00049-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000493", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atkinson:1997:DSO, author = "A. C. Atkinson and S. J. Koopman and N. Shephard", title = "Detecting shocks: Outliers and breaks in time series", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "387--422", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00050-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700050X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "423--423", month = oct, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)82588-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697825882", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PO, author = "Anonymous", title = "Pages 195--423 ({October 1997})", journal = j-J-ECONOMETRICS, volume = "80", number = "2", pages = "??--??", month = oct, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EBf, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "ii--ii", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)90013-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900130", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:1997:NDM, author = "Helmut L{\"u}tkepohl", title = "Nonparametric dynamic modelling", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "1--5", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00029-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000298", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:1997:RTU, author = "J{\"o}rg Breitung and Christian Gouri{\'e}roux", title = "Rank tests for unit roots", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "7--27", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00031-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000316", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bierens:1997:TUR, author = "Herman J. Bierens", title = "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the {US} price level and interest rate", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "29--64", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00033-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700033X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:1997:NST, author = "Clive W. J. Granger and Tomoo Inoue and Norman Morin", title = "Nonlinear stochastic trends", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "65--92", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00034-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000341", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Saikkonen:1997:TCI, author = "Pentti Saikkonen and Ritva Luukkonen", title = "Testing cointegration in infinite order vector autoregressive processes", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "93--126", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00036-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000365", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:1997:IRA, author = "Helmut L{\"u}tkepohl and Pentti Saikkonen", title = "Impulse response analysis in infinite order cointegrated vector autoregressive processes", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "127--157", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00037-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000377", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gallant:1997:ESV, author = "A. Ronald Gallant and David Hsieh and George Tauchen", title = "Estimation of stochastic volatility models with diagnostics", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "159--192", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00039-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000390", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Drost:1997:EES, author = "Feike C. Drost and Chris A. J. Klaassen", title = "Efficient estimation in semiparametric {GARCH} models", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "193--221", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00042-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000420", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hardle:1997:LPE, author = "W. H{\"a}rdle and A. Tsybakov", title = "Local polynomial estimators of the volatility function in nonparametric autoregression", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "223--242", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00044-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000444", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bossaerts:1997:LPA, author = "Peter Bossaerts and Pierre Hillion", title = "Local parametric analysis of hedging in discrete time", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "243--272", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00046-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000468", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franses:1997:RCS, author = "Philip Hans Franses and Gerrit Draisma", title = "Recognizing changing seasonal patterns using artificial neural networks", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "273--280", month = nov, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00047-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700047X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PN, author = "Anonymous", title = "Pages 1--280 ({November 1997})", journal = j-J-ECONOMETRICS, volume = "81", number = "1", pages = "??--??", month = nov, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Politis:1997:SHT, author = "D. N. Politis and Joseph P. Romano and Michael Wolf", title = "Subsampling for heteroskedastic time series", journal = j-J-ECONOMETRICS, volume = "81", number = "2", pages = "281--317", month = dec, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)86569-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865694", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Erard:1997:SSM, author = "Brian Erard", title = "Self-selection with measurement errors A microeconometric analysis of the decision to seek tax assistance and its implications for tax compliance", journal = j-J-ECONOMETRICS, volume = "81", number = "2", pages = "319--356", month = dec, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)86570-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865700", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gozalo:1997:NBA, author = "Pedro L. Gozalo", title = "Nonparametric bootstrap analysis with applications to demographic effects in demand functions", journal = j-J-ECONOMETRICS, volume = "81", number = "2", pages = "357--393", month = dec, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)86571-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865712", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "81", number = "2", pages = "395--395", month = dec, year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)86572-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865724", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:PD, author = "Anonymous", title = "Pages 281--395 ({December 1997})", journal = j-J-ECONOMETRICS, volume = "81", number = "2", pages = "??--??", month = dec, year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:EBg, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "iii--iii", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)90000-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698900008", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1997:SML, author = "Lung-Fei Lee", title = "Simulated maximum likelihood estimation of dynamic discrete choice statistical models some {Monte Carlo} results", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "1--35", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00014-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000146", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Collado:1997:EDM, author = "M. Dolores Collado", title = "Estimating dynamic models from time series of independent cross-sections", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "37--62", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00015-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000158", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dastoor:1997:TCH, author = "Naorayex K. Dastoor", title = "Testing for conditional heteroskedasticity with misspecified alternative hypotheses", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "63--80", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)88956-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697889567", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rahman:1997:MLS, author = "Shahidur Rahman and Maxwell L. King", title = "Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "81--106", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00052-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000523", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ogaki:1997:CAE, author = "Masao Ogaki and Joon Y. Park", title = "A cointegration approach to estimating preference parameters", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "107--134", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00053-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000535", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Crepon:1997:PIN, author = "Bruno Crepon and Francis Kramarz and Alain Trognon", title = "Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "135--156", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00054-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000547", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:1997:SBC, author = "William A. Barnett and A. Ronald Gallant and Melvin J. Hinich and Jochen A. Jungeilges and Daniel T. Kaplan and Mark J. Jensen", title = "A single-blind controlled competition among tests for nonlinearity and chaos", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "157--192", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00081-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700081X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Ab, author = "Anonymous", title = "Announcements", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "193--195", month = "????", year = "1997", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)80001-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698800018", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1997:Pc, author = "Anonymous", title = "Pages 1--195 ({1997})", journal = j-J-ECONOMETRICS, volume = "82", number = "1", pages = "??--??", month = "????", year = "1997", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Godfrey:1998:HTA, author = "Leslie G. Godfrey", title = "{Hausman} tests for autocorrelation in the presence of lagged dependent variables some further results", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "197--207", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00056-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000560", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:1998:PTS, author = "Eric Ghysels and Alain Guay and Alastair Hall", title = "Predictive tests for structural change with unknown breakpoint", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "209--233", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00057-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000572", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fitzenberger:1998:MBB, author = "Bernd Fitzenberger", title = "The moving blocks bootstrap and robust inference for linear least squares and quantile regressions", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "235--287", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00058-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000584", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Quintos:1998:STE, author = "Carmela E. Quintos", title = "Stability tests in error correction models", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "289--315", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00059-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000596", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blommestein:1998:ISS, author = "Hans J. Blommestein and Nick A. M. Koper", title = "The influence of sample size on the degree of redundancy in spatial lag operators", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "317--333", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00060-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000602", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deschamps:1998:FML, author = "Philippe J. Deschamps", title = "Full maximum likelihood estimation of dynamic demand models", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "335--359", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)81574-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697815746", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Palm:1998:SAP, author = "Franz C. Palm and Gerard A. Pfann", title = "Sources of asymmetry in production factor dynamics", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "361--392", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00078-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700078X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "393--393", month = feb, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)81575-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697815758", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PF, author = "Anonymous", title = "Pages 197--393 ({February 1998})", journal = j-J-ECONOMETRICS, volume = "82", number = "2", pages = "??--??", month = feb, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:EBa, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "ii--ii", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80227-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697802278", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Klein:1998:EIS, author = "Lawrence R. Klein", title = "{Editor}'s introduction studies in econometrics in honor of {Carl F. Christ}", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "1--7", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00062-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000626", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sims:1998:EIG, author = "Christopher A. Sims", title = "Econometric implications of the government budget constraint", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "9--19", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00063-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000638", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:1998:IRF, author = "Peter C. B. Phillips", title = "Impulse response and forecast error variance asymptotics in nonstationary {VARs}", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "21--56", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00064-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700064X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cooley:1998:BCA, author = "Thomas F. Cooley and Mark Dwyer", title = "Business cycle analysis without much theory A look at structural {VARs}", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "57--88", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00065-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000651", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Asea:1998:LC, author = "Patrick K. Asea and Brock Blomberg", title = "Lending cycles", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "89--128", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00066-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000663", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nerlove:1998:QRE, author = "Marc Nerlove and Ilaria Fornari", title = "Quasi-rational expectations, an alternative to fully rational expectations: An application to {US} beef cattle supply", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "129--161", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00067-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000675", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dhrymes:1998:IKI, author = "Phoebus J. Dhrymes", title = "Identification and {Kullback} information in the {GLSEM}", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "163--184", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00068-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000687", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:1998:FSP, author = "Arnold Zellner", title = "The finite sample properties of simultaneous equations' estimates and estimators {Bayesian} and non-{Bayesian} approaches", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "185--212", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00069-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000699", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nakamura:1998:MSE, author = "Alice Nakamura and Masao Nakamura", title = "Model specification and endogeneity", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "213--237", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00070-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000705", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCarthy:1998:FSM, author = "Michael D. McCarthy", title = "Finite sample moments results for the quasi-{FIML} estimator of the reduced form: The linear case", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "239--262", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00071-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000717", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tanizaki:1998:NNG, author = "Hisashi Tanizaki and Roberto S. Mariano", title = "Nonlinear and non-{Gaussian} state-space modeling with {Monte Carlo} simulations", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "263--290", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80226-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697802266", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Asea:1998:HIA, author = "Patrick K. Asea and Mthuli Ncube", title = "Heterogeneous information arrival and option pricing", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "291--323", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00073-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000730", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breidt:1998:DEL, author = "F. Jay Breidt and Nuno Crato and Pedro de Lima", title = "The detection and estimation of long memory in stochastic volatility", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "325--348", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00072-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000729", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Crockett:1998:REI, author = "Jean A. Crockett", title = "Rational expectations, inflation and the nominal interest rate", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "349--363", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00075-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000754", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PMA, author = "Anonymous", title = "Pages 1--363 ({March--April 1998})", journal = j-J-ECONOMETRICS, volume = "83", number = "1--2", pages = "??--??", month = mar # "\slash " # apr, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:EBb, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "ii--ii", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)90009-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698900094", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:1998:TME, author = "Heather M. Anderson and Farshid Vahid", title = "Testing multiple equation systems for common nonlinear components", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "1--36", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00076-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000766", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:1998:COR, author = "Joel L. Horowitz and Charles F. Manski", title = "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "37--58", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00077-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000778", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Godfrey:1998:TNN, author = "L. G. Godfrey", title = "Tests of non-nested regression models some results on small sample behaviour and the bootstrap", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "59--74", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00079-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000791", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuan:1998:TCM, author = "Chung-Ming Kuan", title = "Tests for changes in models with a polynomial trend", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "75--91", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00080-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000808", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:1998:DEV, author = "Yacine A{\"\i}t-Sahalia", title = "Dynamic equilibrium and volatility in financial asset markets", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "93--127", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)80001-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800012", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Terza:1998:ECD, author = "Joseph V. Terza", title = "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "129--154", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00082-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000821", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:1998:HTR, author = "Donald W. K. Andrews", title = "Hypothesis testing with a restricted parameter space", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "155--199", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00083-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000833", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:AFJ, author = "Anonymous", title = "Announcement: Fellows of the journal of econometrics", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "201--203", month = may, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)90011-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698900112", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PM, author = "Anonymous", title = "Pages 1--203 ({May 1998})", journal = j-J-ECONOMETRICS, volume = "84", number = "1", pages = "??--??", month = may, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pinkse:1998:CNT, author = "Joris Pinkse", title = "A consistent nonparametric test for serial independence", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "205--231", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00084-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000845", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marmol:1998:SRT, author = "Francesc Marmol", title = "Spurious regression theory with nonstationary fractionally integrated processes", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "233--250", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00085-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000857", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Magee:1998:USW, author = "L. Magee and A. L. Robb and J. B. Burbidge", title = "On the use of sampling weights when estimating regression models with survey data", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "251--271", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00086-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000869", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:1998:SPF, author = "B. U. Park and R. C. Sickles and L. Simar", title = "Stochastic panel frontiers: A semiparametric approach", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "273--301", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00087-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000870", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haldrup:1998:RCS, author = "Niels Haldrup and Mark Salmon", title = "Representations of {${\rm I}(2)$} cointegrated systems using the {Smith--McMillan} form", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "303--325", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00088-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000882", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lanot:1998:UNU, author = "Gauthier Lanot and Ian Walker", title = "The union/non-union wage differential: An application of semi-parametric methods", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "327--349", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00089-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000894", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cavanagh:1998:REM, author = "Christopher Cavanagh and Robert P. Sherman", title = "Rank estimators for monotonic index models", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "351--381", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00090-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000900", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:1998:ECL, author = "Liqun Wang", title = "Estimation of censored linear errors-in-variables models", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "383--400", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00093-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000936", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "401--401", month = jun, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)80005-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698800055", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PJa, author = "Anonymous", title = "Pages 205--401 ({June 1998})", journal = j-J-ECONOMETRICS, volume = "84", number = "2", pages = "??--??", month = jun, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:EBc, author = "Anonymous", title = "Editorial Board", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "ii--ii", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)90001-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769890001X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:1998:ESJ, author = "Marcus J. Chambers", title = "The estimation of systems of joint differential-difference equations", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "1--31", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00091-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000912", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atkinson:1998:PTS, author = "Scott E. Atkinson and Robert Halvorsen", title = "Parametric tests for static and dynamic equilibrium", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "33--50", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00092-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000924", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Turkington:1998:EEL, author = "Darrell A. Turkington", title = "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "51--74", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00094-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000948", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Broze:1998:PML, author = "Laurence Broze and Christian Gouri{\'e}roux", title = "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "75--98", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00095-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700095X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Filardo:1998:BCD, author = "Andrew J. Filardo and Stephen F. Gordon", title = "Business cycle durations", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "99--123", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00096-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000961", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pinkse:1998:CSA, author = "Joris Pinkse and Margaret E. Slade", title = "Contracting in space: An application of spatial statistics to discrete-choice models", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "125--154", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00097-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000973", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Quintos:1998:ACV, author = "Carmela E. Quintos", title = "Analysis of cointegration vectors using the {GMM} approach", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "155--188", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00098-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000985", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:1998:UDF, author = "Robert G. Chambers and Rolf F{\"a}re and Edward Jaenicke and Erik Lichtenberg", title = "Using dominance in forming bounds on {DEA} models: The case of experimental agricultural data", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "189--203", month = jul, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00100-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001000", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PJb, author = "Anonymous", title = "Pages 1--203 ({July 1998})", journal = j-J-ECONOMETRICS, volume = "85", number = "1", pages = "??--??", month = jul, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{MacKinnon:1998:ABC, author = "James G. MacKinnon and Anthony A. Smith", title = "Approximate bias correction in econometrics", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "205--230", month = aug, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00099-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000997", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hodgson:1998:AEC, author = "Douglas J. Hodgson", title = "Adaptive estimation of cointegrating regressions with {ARMA} errors", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "231--267", month = aug, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00101-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001012", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:1998:ACV, author = "Richard J. Smith and A. M. Robert Taylor", title = "Additional critical values and asymptotic representations for seasonal unit root tests", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "269--288", month = aug, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00102-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001024", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yikang:1998:LPF, author = "Li Yikang", title = "Low-pass filtered least squares estimators of cointegrating vectors", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "289--316", month = aug, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00103-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001036", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:1998:SEC, author = "Minxian Yang", title = "System estimators of cointegrating matrix in absence of normalising information", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "317--337", month = aug, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00104-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = 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"{Bayesian} inference in a simultaneous equation model with limited dependent variables", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "387--400", month = aug, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00106-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001061", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "401--401", month = aug, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00018-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000189", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PA, author = "Anonymous", title = "Pages 205--401 ({August 1998})", journal = j-J-ECONOMETRICS, volume = "85", number = "2", pages = "??--??", month = aug, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:1998:SMI, author = "Lars Peter Hansen and Jos{\'e} Alexandre Scheinkman and Nizar Touzi", title = "Spectral methods for identifying scalar diffusions", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "1--32", month = sep, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00107-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:1998:PSB, author = "Siddhartha Chib and Edward Greenberg and Rainer Winkelmann", title = "Posterior simulation and {Bayes} factors in panel count data models", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "33--54", month = sep, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00108-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001085", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yamada:1998:IPI, author = "Hiroshi Yamada and Hiro Y. Toda", title = "Inference in possibly integrated vector autoregressive models: some finite sample evidence", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "55--95", month = sep, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00109-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Demos:1998:TGE, author = "Antonis Demos and Enrique Sentana", title = "Testing for {GARCH} effects: a one-sided approach", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "97--127", month = sep, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00110-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gonzalo:1998:PTL, author = "Jes{\'u}s Gonzalo and Tae-Hwy Lee", title = "Pitfalls in testing for long run relationships", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "129--154", month = sep, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00111-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caner:1998:TCI, author = "Mehmet Caner", title = "Tests for cointegration with infinite variance errors", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "155--175", month = sep, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00112-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001127", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ananda:1998:BNB, author = "Malwane M. A. Ananda", title = "{Bayesian} and non-{Bayesian} solutions to analysis of covariance models under heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "177--192", month = sep, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00113-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PS, author = "Anonymous", title = "Pages 1--192 ({September 1998})", journal = j-J-ECONOMETRICS, volume = "86", number = "1", pages = "??--??", month = sep, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kyriazidou:1998:TSC, author = "Ekaterini Kyriazidou", title = "Testing for serial correlation in multivariate regression models", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "193--220", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00114-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:1998:ECM, author = "Siddhartha Chib", title = "Estimation and comparison of multiple change-point models", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "221--241", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00115-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deJong:1998:ULL, author = "Robert M. de Jong", title = "Uniform laws of large numbers and stochastic {Lipschitz}-continuity", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "243--268", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00116-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ichimura:1998:MLE, author = "Hidehiko Ichimura and T. Scott Thompson", title = "Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "269--295", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00117-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001176", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:1998:HOA, author = "Zhijie Xiao and Peter C. B. Phillips", title = "Higher-order approximations for frequency domain time series regression", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "297--336", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00118-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001188", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuo:1998:TPP, author = "Biing-Shen Kuo", title = "Test for partial parameter instability in regressions with I(1) processes", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "337--368", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00005-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000050", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Psaradakis:1998:FSP, author = "Zacharias Psaradakis and Martin Sola", title = "Finite-sample properties of the maximum likelihood estimator in autoregressive models with {Markov} switching", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "369--386", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00010-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000104", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vinod:1998:FCF, author = "H. D. Vinod", title = "{FELLOW'S} {CORNER} Foundations of statistical inference based on numerical roots of robust pivot functions", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "387--396", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(97)00119-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769700119X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "397--397", month = oct, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00019-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000190", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PO, author = "Anonymous", title = "Pages 193--398 ({October 1998})", journal = j-J-ECONOMETRICS, volume = "86", number = "2", pages = "??--??", month = oct, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mayer:1998:MSE, author = "Walter J. Mayer and Robert E. Dorsey", title = "Maximum score estimation of disequilibrium models and the role of anticipatory price-setting", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "1--24", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00003-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000037", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breslaw:1998:SLV, author = "Jon A. Breslaw and James McIntosh", title = "Simulated latent variable estimation of models with ordered categorical data", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "25--47", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00004-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000049", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chao:1998:PDL, author = "J. C. Chao and P. C. B. Phillips", title = "Posterior distributions in limited information analysis of the simultaneous equations model using the {Jeffreys} prior", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "49--86", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00006-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000062", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:1998:SRC, author = "James Davidson", title = "Structural relations, cointegration and identification: some simple results and their application", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "87--113", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00007-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000074", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:1998:ICM, author = "Richard Blundell and Stephen Bond", title = "Initial conditions and moment restrictions in dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "115--143", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00009-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000098", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:1998:SCB, author = "Q. Li and Suojin Wang", title = "A simple consistent bootstrap test for a parametric regression function", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "145--165", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00011-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000116", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:1998:TSC, author = "Andrew Harvey and Mariane Streibel", title = "Testing for a slowly changing level with special reference to stochastic volatility", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "167--189", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00012-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000128", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leybourne:1998:SRD, author = "Stephen J. Leybourne and Terence C. Mills and Paul Newbold", title = "Spurious rejections by {Dickey--Fuller} tests in the presence of a break under the null", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "191--203", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00014-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000141", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PNa, author = "Anonymous", title = "Pages 1--206 ({November 1998})", journal = j-J-ECONOMETRICS, volume = "87", number = "1", pages = "??--??", month = nov, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:1998:TSC, author = "Q. Li and C. Hsiao", title = "Testing serial correlation in semiparametric panel data models", journal = j-J-ECONOMETRICS, volume = "87", number = "2", pages = "207--237", month = dec, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00013-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800013X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:1998:MDV, author = "J. A. Hausman and Jason Abrevaya and F. M. Scott-Morton", title = "Misclassification of the dependent variable in a discrete-response setting", journal = j-J-ECONOMETRICS, volume = "87", number = "2", pages = "239--269", month = dec, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00015-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000153", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sandmann:1998:ESV, author = "Gleb Sandmann and Siem Jan Koopman", title = "Estimation of stochastic volatility models via {Monte Carlo} maximum likelihood", journal = j-J-ECONOMETRICS, volume = "87", number = "2", pages = "271--301", month = dec, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00016-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000165", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dionne:1998:ITP, author = "Georges Dionne and Robert Gagn{\'e} and Charles Vanasse", title = "Inferring technological parameters from incomplete panel data", journal = j-J-ECONOMETRICS, volume = "87", number = "2", pages = "303--327", month = dec, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00002-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000025", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bertschek:1998:CEP, author = "Irene Bertschek and Michael Lechner", title = "Convenient estimators for the panel probit model", journal = j-J-ECONOMETRICS, volume = "87", number = "2", pages = "329--371", month = dec, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00008-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000086", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "87", number = "2", pages = "373--373", month = dec, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00072-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000724", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PD, author = "Anonymous", title = "Pages 207--374 ({December 1998})", journal = j-J-ECONOMETRICS, volume = "87", number = "2", pages = "??--??", month = dec, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pendakur:1999:SET, author = "Krishna Pendakur", title = "Semiparametric estimates and tests of base-independent equivalence scales", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "1--40", month = jan, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00020-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000207", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:1999:TNS, author = "In Choi and Byung Chul Ahn", title = "Testing the null of stationarity for multiple time series", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "41--77", month = jan, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00021-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000219", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mandy:1999:REE, author = "D. M. Mandy and Carlos Martins-Filho", title = "Relative efficiency with equivalence classes of asymptotic covariances", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "79--98", month = jan, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00022-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000220", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kwan:1999:ABA, author = "Yum K. Kwan", title = "Asymptotic {Bayesian} analysis based on a limited information estimator", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "99--121", month = jan, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00024-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000244", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gurmu:1999:SEC, author = "Shiferaw Gurmu and Paul Rilstone and Steven Stern", title = "Semiparametric estimation of count regression models 1", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "123--150", month = jan, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00026-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000268", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Snell:1999:TVC, author = "Andy Snell", title = "Testing for $r$ versus $ r - 1$ cointegrating vectors", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "151--191", month = jan, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00029-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000293", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ohtani:1999:ISR, author = "Kazuhiro Ohtani", title = "Inadmissibility of the {Stein}-rule estimator under the balanced loss function", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "193--201", month = jan, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00030-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800030X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PJa, author = "Anonymous", title = "Pages 1--202 ({January 1999})", journal = j-J-ECONOMETRICS, volume = "88", number = "1", pages = "??--??", month = jan, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:1999:FTP, author = "Arnold Zellner and Chung-ki Min", title = "Forecasting turning points in countries' output growth rates: A response to {Milton Friedman}", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "203--206", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00017-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000177", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Comte:1999:DCT, author = "F. Comte", title = "Discrete and continuous time cointegration", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "207--226", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00025-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000256", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corts:1999:CPM, author = "Kenneth S. Corts", title = "Conduct parameters and the measurement of market power", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "227--250", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00028-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000281", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:1999:BFN, author = "Gary Koop and Simon M. Potter", title = "{Bayes} factors and nonlinearity: Evidence from economic time series 1 dagger", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "251--281", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00031-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000311", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vogelsang:1999:SNP, author = "Timothy J. Vogelsang", title = "Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "283--299", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00034-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000347", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:1999:LAS, author = "S{\o}ren Johansen and Ernst Schaumburg", title = "Likelihood analysis of seasonal cointegration", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "301--339", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00035-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000359", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gomez:1999:MOA, author = "V{\'\i}ctor G{\'o}mez and Agust{\'\i}n Maravall and Daniel Pe{\~n}a", title = "Missing observations in {ARIMA} models: Skipping approach versus additive outlier approach", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "341--363", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00036-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000360", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tsionas:1999:MCI, author = "Efthymios G. Tsionas", title = "{Monte Carlo} inference in econometric models with symmetric stable disturbances", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "365--401", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00039-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000396", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "403--404", month = feb, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00082-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000827", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PF, author = "Anonymous", title = "Pages 203--404 ({February 1999})", journal = j-J-ECONOMETRICS, volume = "88", number = "2", pages = "??--??", month = feb, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wansbeek:1998:MEE, author = "Tom Wansbeek and Michel Wedel", title = "Marketing and econometrics: Editors' introduction", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "1--14", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00052-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000529", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:1998:MSR, author = "Cheng Hsiao and Bao-Hong Sun", title = "Modeling survey response bias --- with an analysis of the demand for an advanced electronic device", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "15--39", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00053-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000530", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gonul:1998:EPE, author = "F{\"u}sun F. G{\"o}n{\"u}l", title = "Estimating price expectations in the {OTC} medicine market: An application of dynamic stochastic discrete choice models to scanner panel data", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "41--56", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00054-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000542", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Allenby:1998:MMC, author = "Greg M. Allenby and Peter E. Rossi", title = "Marketing models of consumer heterogeneity", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "57--78", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00055-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000554", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeSarbo:1998:BMS, author = "Wayne S. DeSarbo and Youngchan Kim and Duncan Fong", title = "A {Bayesian} multidimensional scaling procedure for the spatial analysis of revealed choice data", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "79--108", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00056-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000566", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brownstone:1998:FNP, author = "David Brownstone and Kenneth Train", title = "Forecasting new product penetration with flexible substitution patterns", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "109--129", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00057-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000578", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harris:1998:MHP, author = "Katherine M. Harris and Michael P. Keane", title = "A model of health plan choice:: Inferring preferences and perceptions from a combination of revealed preference and attitudinal data", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "131--157", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00058-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800058X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Erdem:1998:EMC, author = "T{\"u}lin Erdem and Russell S. Winer", title = "Econometric modeling of competition: A multi-category choice-based mapping approach", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "159--175", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00059-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000591", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Erdem:1998:MPC, author = "T{\"u}lin Erdem and Michael P. Keane and Baohong Sun", title = "Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "177--196", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00060-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000608", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hensher:1998:CSP, author = "David Hensher and Jordan Louviere and Joffre Swait", title = "Combining sources of preference data", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "197--221", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00061-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800061X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiang:1998:MCM, author = "Jeongwen Chiang and Siddhartha Chib and Chakravarthi Narasimhan", title = "{Markov} chain {Monte Carlo} and models of consideration set and parameter heterogeneity", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "223--248", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00062-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000621", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Foekens:1998:VPM, author = "Eijte W. Foekens and Peter S. H. Leeflang and Dick R. Wittink", title = "Varying parameter models to accommodate dynamic promotion effects", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "249--268", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00063-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000633", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dekimpe:1998:LRE, author = "Marnik G. Dekimpe and Dominique M. Hanssens and Jorge M. Silva-Risso", title = "Long-run effects of price promotions in scanner markets", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "269--291", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00064-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000645", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franses:1998:ORA, author = "Philip Hans Franses and Teun Kloek and Andr{\'e} Lucas", title = "Outlier robust analysis of long-run marketing effects for weekly scanning data", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "293--315", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00065-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000657", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bockenholt:1998:MIP, author = "Ulf B{\"o}ckenholt", title = "Mixed {INAR(1)} {Poisson} regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "317--338", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00069-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000694", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kadiyali:1998:PLE, author = "Vrinda Kadiyali and Naufel Vilcassim and Pradeep Chintagunta", title = "Product line extensions and competitive market interactions: An empirical analysis", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "339--363", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00066-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000669", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baier:1998:OPP, author = "Daniel Baier and Wolfgang Gaul", title = "Optimal product positioning based on paired comparison data", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "365--392", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00067-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000670", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bagozzi:1998:RME, author = "Richard P. Bagozzi and Youjae Yi and Kent D. Nassen", title = "Representation of measurement error in marketing variables: Review of approaches and extension to three-facet designs", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "393--421", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00068-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000682", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeSarbo:1998:LSD, author = "Wayne S. DeSarbo and Jungwhan Choi", title = "A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "423--455", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00070-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000700", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:AIV, author = "Anonymous", title = "Author index to volume 89", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "457--458", day = "26", month = nov, year = "1998", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00083-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000839", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1998:PNb, author = "Anonymous", title = "Pages 1--458 ({26 November 1998})", journal = j-J-ECONOMETRICS, volume = "89", number = "1--2", pages = "??--??", day = "26", month = nov, year = "1998", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kao:1999:SRR, author = "Chihwa Kao", title = "Spurious regression and residual-based tests for cointegration in panel data", journal = j-J-ECONOMETRICS, volume = "90", number = "1", pages = "1--44", month = may, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00023-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000232", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Reinsdorf:1999:SVI, author = "Marshall B. Reinsdorf and Alan H. Dorfman", title = "The {Sato}-Vartia index and the monotonicity axiom", journal = j-J-ECONOMETRICS, volume = "90", number = "1", pages = "45--61", month = may, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00027-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800027X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Karanasos:1999:SMA, author = "Menelaos Karanasos", title = "The second moment and the autocovariance function of the squared errors of the {GARCH} model", journal = j-J-ECONOMETRICS, volume = "90", number = "1", pages = "63--76", month = may, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00032-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000323", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:1999:DFE, author = "Jeffrey M. Wooldridge", title = "Distribution-free estimation of some nonlinear panel data models", journal = j-J-ECONOMETRICS, volume = "90", number = "1", pages = "77--97", month = may, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00033-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000335", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kazimi:1999:BCB, author = "Camilla Kazimi and David Brownstone", title = "Bootstrap confidence bands for shrinkage estimators", journal = j-J-ECONOMETRICS, volume = "90", number = "1", pages = "99--127", month = may, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00037-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000372", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lobato:1999:STS, author = "Ignacio N. Lobato", title = "A semiparametric two-step estimator in a multivariate long memory model", journal = j-J-ECONOMETRICS, volume = "90", number = "1", pages = "129--153", month = may, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00038-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000384", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PM, author = "Anonymous", title = "Pages 1--154 ({May 1999})", journal = j-J-ECONOMETRICS, volume = "90", number = "1", pages = "??--??", month = may, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gorgens:1999:SEC, author = "Tue G{\o}rgens and Joel L. Horowitz", title = "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "155--191", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00040-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000402", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lin:1999:TPC, author = "Chien-Fu Jeff Lin and Timo Ter{\"a}svirta", title = "Testing parameter constancy in linear models against stochastic stationary parameters", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "193--213", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00041-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000414", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:1999:TCR, author = "Atsushi Inoue", title = "Tests of cointegrating rank with a trend-break", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "215--237", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00042-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000426", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vella:1999:TSE, author = "Francis Vella and Marno Verbeek", title = "Two-step estimation of panel data models with censored endogenous variables and selection bias", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "239--263", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00043-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000438", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rahbek:1999:TSC, author = "Anders Rahbek and Hans Christian Kongsted and Clara J{\o}rgensen", title = "Trend stationarity in the I (2) cointegration model", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "265--289", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00044-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800044X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zha:1999:BRS, author = "Tao Zha", title = "Block recursion and structural vector autoregressions", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "291--316", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00045-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000451", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ebrahimi:1999:OUD, author = "Nader Ebrahimi and Esfandiar Maasoumi and Ehsan S. Soofi", title = "Ordering univariate distributions by entropy and variance", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "317--336", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00046-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000463", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:E, author = "Anonymous", title = "Erratum", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "337--343", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00073-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000736", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "345--345", month = jun, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00002-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000020", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PJb, author = "Anonymous", title = "Pages 155--346 ({June 1999})", journal = j-J-ECONOMETRICS, volume = "90", number = "2", pages = "??--??", month = jun, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Whang:1999:ADN, author = "Yoon-Jae Whang and Oliver Linton", title = "The asymptotic distribution of nonparametric estimates of the {Lyapunov} exponent for stochastic time series", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "1--42", month = jul, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00047-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000475", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sarabia:1999:OFL, author = "J.-M. Sarabia and Enrique Castillo and Daniel J. Slottje", title = "An ordered family of {Lorenz} curves", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "43--60", month = jul, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00048-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000487", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:1999:EMM, author = "Torben G. Andersen and Hyung-Jin Chung and Bent E. S{\o}rensen", title = "Efficient method of moments estimation of a stochastic volatility model: A {Monte Carlo} study", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "61--87", month = jul, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00049-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000499", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breusch:1999:RMC, author = "Trevor Breusch and Hailong Qian and Peter Schmidt and Donald Wyhowski", title = "Redundancy of moment conditions", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "89--111", month = jul, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00050-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000505", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Seo:1999:DTU, author = "Byeongseon Seo", title = "Distribution theory for unit root tests with conditional heteroskedasticity 1", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "113--144", month = jul, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00051-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000517", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qian:1999:IIV, author = "Hailong Qian and Peter Schmidt", title = "Improved instrumental variables and generalized method of moments estimators", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "145--169", month = jul, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00074-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000748", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:1999:DFE, author = "Songnian Chen", title = "Distribution-free estimation of the random coefficient dummy endogenous variable model", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "171--199", month = jul, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00075-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800075X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PJc, author = "Anonymous", title = "Pages 1--200 ({July 1999})", journal = j-J-ECONOMETRICS, volume = "91", number = "1", pages = "??--??", month = jul, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harris:1999:IUR, author = "Richard D. F. Harris and Elias Tzavalis", title = "Inference for unit roots in dynamic panels where the time dimension is fixed", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "201--226", month = aug, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00076-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000761", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chao:1999:MSP, author = "John C. Chao and Peter C. B. Phillips", title = "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "227--271", month = aug, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00077-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000773", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Philipson:1999:MEP, author = "Tomas Philipson and Anup Malani", title = "Measurement errors: A principal investigator-agent approach", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "273--298", month = aug, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00078-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000785", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:1999:LRT, author = "Jushan Bai", title = "Likelihood ratio tests for multiple structural changes", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "299--323", month = aug, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00079-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000797", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Velasco:1999:NSL, author = "Carlos Velasco", title = "Non-stationary log-periodogram regression", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "325--371", month = aug, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00080-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000803", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:1999:CHT, author = "Xiaohong Chen and Yanqin Fan", title = "Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "373--401", month = aug, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00081-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000815", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "403--403", month = aug, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00024-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900024X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PA, author = "Anonymous", title = "Pages 201--404 ({August 1999})", journal = j-J-ECONOMETRICS, volume = "91", number = "2", pages = "??--??", month = aug, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conley:1999:GEC, author = "T. G. Conley", title = "{GMM} estimation with cross sectional dependence", journal = j-J-ECONOMETRICS, volume = "92", number = "1", pages = "1--45", month = sep, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00084-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000840", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Duggal:1999:IPN, author = "Vijaya G. Duggal and Cynthia Saltzman and Lawrence R. Klein", title = "Infrastructure and productivity: a nonlinear approach", journal = j-J-ECONOMETRICS, volume = "92", number = "1", pages = "47--74", month = sep, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00085-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000852", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:1999:LTE, author = "Tim Bollerslev and Hans Ole Mikkelsen", title = "Long-term equity anticipation securities and stock market volatility dynamics", journal = j-J-ECONOMETRICS, volume = "92", number = "1", pages = "75--99", month = sep, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00086-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000864", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:1999:CMS, author = "Qi Li", title = "Consistent model specification tests for time series econometric models", journal = j-J-ECONOMETRICS, volume = "92", number = "1", pages = "101--147", month = sep, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00087-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000876", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gallant:1999:REM, author = "A. Ronald Gallant and George Tauchen", title = "The relative efficiency of method of moments estimators 1", journal = j-J-ECONOMETRICS, volume = "92", number = "1", pages = "149--172", month = sep, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00088-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000888", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{He:1999:PMF, author = "Changli He and Timo Ter{\"a}svirta", title = "Properties of moments of a family of {GARCH} processes", journal = j-J-ECONOMETRICS, volume = "92", number = "1", pages = "173--192", month = sep, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00089-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800089X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PS, author = "Anonymous", title = "Pages 1--192 ({September 1999})", journal = j-J-ECONOMETRICS, volume = "92", number = "1", pages = "??--??", month = sep, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ridder:1999:SPL, author = "Geert Ridder and Insan Tunali", title = "Stratified partial likelihood estimation", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "193--232", month = oct, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00090-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000906", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mroz:1999:DFA, author = "Thomas A. Mroz", title = "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "233--274", month = oct, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00091-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000918", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Skeels:1999:MCI, author = "Christopher L. Skeels and Francis Vella", title = "A {Monte Carlo} investigation of the sampling behavior of conditional moment tests in {Tobit} and {Probit} models", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "275--294", month = oct, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00092-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769800092X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Banerjee:1999:SOW, author = "Anurag N. Banerjee and Jan R. Magnus", title = "The sensitivity of {OLS} when the variance matrix is (partially) unknown", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "295--323", month = oct, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00093-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000931", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maravall:1999:EES, author = "Agust{\'\i}n Maravall and Christophe Planas", title = "Estimation error and the specification of unobserved component models", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "325--353", month = oct, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00094-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000943", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:1999:EDA, author = "Lung-fei Lee", title = "Estimation of dynamic and {ARCH} {Tobit} models", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "355--390", month = oct, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00095-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000955", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "391--391", month = oct, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00054-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000548", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PO, author = "Anonymous", title = "Pages 193--392 ({October 1999})", journal = j-J-ECONOMETRICS, volume = "92", number = "2", pages = "??--??", month = oct, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lau:1999:ICT, author = "Sau-Him Paul Lau", title = "I (0) In, integration and cointegration out:: Time series properties of endogenous growth models", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "1--24", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00096-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000967", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galbraith:1999:DAD, author = "John W. Galbraith and Victoria Zinde-Walsh", title = "On the distributions of {Augmented Dickey--Fuller} statistics in processes with moving average components", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "25--47", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(98)00097-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000979", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Labeaga:1999:DHR, author = "Jos{\'e} M. Labeaga", title = "A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "49--72", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00003-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000032", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:1999:TER, author = "S{\o}ren Johansen and Anders Rygh Swensen", title = "Testing exact rational expectations in cointegrated vector autoregressive models", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "73--91", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00004-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000044", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gonzalez-Rivera:1999:ECM, author = "Gloria Gonz{\'a}lez-Rivera and Feike C. Drost", title = "Efficiency comparisons of maximum-likelihood-based estimators in {GARCH} models", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "93--111", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00005-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000056", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:1999:FSP, author = "David C. Smith", title = "Finite sample properties of tests of the {Epstein}-Zin asset pricing model", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "113--148", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00006-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000068", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Martin:1999:IEA, author = "Vance L. Martin and Nigel P. Wilkins", title = "Indirect estimation of {ARFIMA} and {VARFIMA} models", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "149--175", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00007-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900007X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Im:1999:EEP, author = "Kyung So Im and Seung C. Ahn and Peter Schmidt and Jeffrey M. Wooldridge", title = "Efficient estimation of panel data models with strictly exogenous explanatory variables", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "177--201", month = nov, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00008-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000081", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PN, author = "Anonymous", title = "Pages 1--202 ({November 1999})", journal = j-J-ECONOMETRICS, volume = "93", number = "1", pages = "??--??", month = nov, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abrevaya:1999:LEF, author = "Jason Abrevaya", title = "Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "203--228", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00009-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000093", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Billio:1999:BES, author = "M. Billio and A. Monfort and C. P. Robert", title = "{Bayesian} estimation of switching {ARMA} models", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "229--255", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00010-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900010X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lumsdaine:1999:TAP, author = "Robin L. Lumsdaine and Serena Ng", title = "Testing for {ARCH} in the presence of a possibly misspecified conditional mean", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "257--279", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00011-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000111", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paruolo:1999:WEV, author = "Paolo Paruolo and Anders Rahbek", title = "Weak exogeneity in I(2) {VAR} systems", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "281--308", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00012-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000123", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hahn:1999:HII, author = "Jinyong Hahn", title = "How informative is the initial condition in the dynamic panel model with fixed effects?", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "309--326", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00013-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000135", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koenker:1999:GIW, author = "Roger Koenker and Jos{\'e} A. F. Machado", title = "{GMM} inference when the number of moment conditions is large", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "327--344", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00014-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000147", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:1999:TEN, author = "Bruce E. Hansen", title = "Threshold effects in non-dynamic panels: Estimation, testing, and inference", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "345--368", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00025-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000251", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Michelis:1999:DJC, author = "Leo Michelis", title = "The distributions of the J and {Cox} non-nested tests in regression models with weakly correlated regressors", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "369--401", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00026-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000263", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "403--403", month = dec, year = "1999", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00055-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900055X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:1999:PD, author = "Anonymous", title = "Pages 203--404 ({December 1999})", journal = j-J-ECONOMETRICS, volume = "93", number = "2", pages = "??--??", month = dec, year = "1999", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rilstone:2005:CSO, author = "Paul Rilstone and Aman Ullah", title = "Corrigendum to {``The second-order bias and mean squared error of nonlinear estimators'': [Journal of Econometrics {\bf 75}(2) (1996) 369--395]}", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "203--204", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Rilstone:1996:SOB}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000521", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2010:NPC, author = "Jianjun Xu and Xianming Tan and Runchu Zhang", title = "A note on {Phillips} (1991): {``A constrained maximum likelihood approach to estimating switching regressions''}", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "35--41", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Phillips:1991:CML}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001481", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Karlsson:2017:CBR, author = "Sune Karlsson", title = "Corrigendum to {``Bayesian reduced rank regression in econometrics'' [J. 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